Merge remote-tracking branch 'origin/feat/binance_liq' into feat/binance_liq

docs/advanced-hyperopt.md

@@ -98,6 +98,38 @@ class MyAwesomeStrategy(IStrategy):
 !!! Note
     All overrides are optional and can be mixed/matched as necessary.
 
+### Overriding Base estimator
+
+You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        def generate_estimator():
+            return "RF"
+
+```
+
+Possible values are either one of "GP", "RF", "ET", "GBRT" (Details can be found in the [scikit-optimize documentation](https://scikit-optimize.github.io/)), or "an instance of a class that inherits from `RegressorMixin` (from sklearn) and where the `predict` method has an optional `return_std` argument, which returns `std(Y | x)` along with `E[Y | x]`".
+
+Some research will be necessary to find additional Regressors.
+
+Example for `ExtraTreesRegressor` ("ET") with additional parameters:
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        def generate_estimator():
+            from skopt.learning import ExtraTreesRegressor
+            # Corresponds to "ET" - but allows additional parameters.
+            return ExtraTreesRegressor(n_estimators=100)
+
+```
+
+!!! Note
+    While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used.
+    If you're unsure about this, best use one of the Defaults (`"ET"` has proven to be the most versatile) without further parameters.
+
 ## Space options
 
 For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:

docs/hyperopt.md

@@ -677,7 +677,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
 
 These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
 
-If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
+If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
 Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
 

freqtrade/configuration/PeriodicCache.py

@@ -0,0 +1,19 @@
+from datetime import datetime, timezone
+
+from cachetools.ttl import TTLCache
+
+
+class PeriodicCache(TTLCache):
+    """
+    Special cache that expires at "straight" times
+    A timer with ttl of 3600 (1h) will expire at every full hour (:00).
+    """
+
+    def __init__(self, maxsize, ttl, getsizeof=None):
+        def local_timer():
+            ts = datetime.now(timezone.utc).timestamp()
+            offset = (ts % ttl)
+            return ts - offset
+
+        # Init with smlight offset
+        super().__init__(maxsize=maxsize, ttl=ttl-1e-5, timer=local_timer, getsizeof=getsizeof)

freqtrade/configuration/__init__.py

@@ -4,4 +4,5 @@ from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.configuration.configuration import Configuration
+from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.configuration.timerange import TimeRange

freqtrade/freqtradebot.py

@@ -16,10 +16,11 @@ from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
-from freqtrade.enums import RPCMessageType, SellType, State
+from freqtrade.enums import Collateral, RPCMessageType, SellType, State, TradingMode
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
+from freqtrade.maintenance_margin import MaintenanceMargin
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.mixins import LoggingMixin
 from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
@@ -41,6 +42,9 @@ class FreqtradeBot(LoggingMixin):
     This is from here the bot start its logic.
     """
 
+    collateral: Optional[Collateral] = None
+    trading_mode: TradingMode = TradingMode.SPOT
+
     def __init__(self, config: Dict[str, Any]) -> None:
         """
         Init all variables and objects the bot needs to work
@@ -104,6 +108,22 @@ class FreqtradeBot(LoggingMixin):
         self._exit_lock = Lock()
         LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
 
+        if self.config.get("trading_mode"):
+            self.trading_mode = TradingMode(self.config.get("trading_mode"))
+
+        if self.config.get('collateral'):
+            self.collateral = Collateral(self.config.get('collateral'))
+
+        # Start calculating maintenance margin if on cross margin
+        # TODO: Add margin_mode to freqtrade.configuration?
+        if self.collateral == Collateral.CROSS:
+
+            self.maintenance_margin = MaintenanceMargin(
+                exchange_name=self.exchange.name,
+                trading_mode=self.trading_mode)
+
+            self.maintenance_margin.run()
+
     def notify_status(self, msg: str) -> None:
         """
         Public method for users of this class (worker, etc.) to send notifications
@@ -588,6 +608,9 @@ class FreqtradeBot(LoggingMixin):
         if order_status == 'closed':
             self.update_trade_state(trade, order_id, order)
 
+        if self.collateral == Collateral.CROSS:
+            self.maintenance_margin.add_new_trade(trade)
+
         Trade.query.session.add(trade)
         Trade.commit()
 
@@ -1165,9 +1188,18 @@ class FreqtradeBot(LoggingMixin):
                                 reason='Auto lock')
 
         self._notify_exit(trade, order_type)
+        self._remove_maintenance_trade(trade)
 
         return True
 
+    def _remove_maintenance_trade(self, trade: Trade):
+        """
+            Removes a trade from the maintenance margin object
+            :param trade: The trade to remove from the maintenance margin
+        """
+        if self.collateral == Collateral.CROSS:
+            self.maintenance_margin.remove_trade(trade)
+
     def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False) -> None:
         """
         Sends rpc notification when a sell occurred.

freqtrade/leverage/liquidation_price.py

@@ -19,6 +19,7 @@ def liquidation_price(
     entry_price_1: Optional[float],
     maintenance_margin_rate: Optional[float]
 ) -> Optional[float]:
+
     if trading_mode == TradingMode.SPOT:
         return None
 

freqtrade/maintenance_margin.py

@@ -0,0 +1,52 @@
+from typing import List
+
+from freqtrade.enums import TradingMode
+from freqtrade.leverage import liquidation_price
+from freqtrade.persistence import Trade
+
+
+class MaintenanceMargin:
+
+    trades: List[Trade]
+    exchange_name: str
+    trading_mode: TradingMode
+
+    @property
+    def margin_level(self):
+        # This is the current value of all assets,
+        # and if you pass below liq_level, you are liquidated
+        # TODO-lev: Add args to formula
+        return liquidation_price(
+            trading_mode=self.trading_mode,
+            exchange_name=self.exchange_name
+        )
+
+    @property
+    def liq_level(self):    # This may be a constant value and may not need a function
+        # TODO-lev: The is the value that you are liquidated at
+        return              # If constant, would need to be recalculated after each new trade
+
+    def __init__(self, exchange_name: str, trading_mode: TradingMode):
+        self.exchange_name = exchange_name
+        self.trading_mode = trading_mode
+        return
+
+    def add_new_trade(self, trade):
+        self.trades.append(trade)
+
+    def remove_trade(self, trade):
+        self.trades.remove(trade)
+
+    # ? def update_trade_pric(self):
+
+    def sell_all(self):
+        # TODO-lev
+        return
+
+    def run(self):
+        # TODO-lev: implement a thread that constantly updates with every price change,
+        # TODO-lev: must update at least every few seconds or so
+        # while true:
+        #   if self.margin_level <= self.liq_level:
+        #       self.sell_all()
+        return

freqtrade/optimize/hyperopt.py

@@ -45,7 +45,7 @@ progressbar.streams.wrap_stdout()
 logger = logging.getLogger(__name__)
 
 
-INITIAL_POINTS = 30
+INITIAL_POINTS = 5
 
 # Keep no more than SKOPT_MODEL_QUEUE_SIZE models
 # in the skopt model queue, to optimize memory consumption
@@ -241,7 +241,7 @@ class Hyperopt:
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
-            self.buy_space = self.custom_hyperopt.indicator_space()
+            self.buy_space = self.custom_hyperopt.buy_indicator_space()
 
         if HyperoptTools.has_space(self.config, 'sell'):
             logger.debug("Hyperopt has 'sell' space")
@@ -365,10 +365,20 @@ class Hyperopt:
         }
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
+        estimator = self.custom_hyperopt.generate_estimator()
+
+        acq_optimizer = "sampling"
+        if isinstance(estimator, str):
+            if estimator not in ("GP", "RF", "ET", "GBRT"):
+                raise OperationalException(f"Estimator {estimator} not supported.")
+            else:
+                acq_optimizer = "auto"
+
+        logger.info(f"Using estimator {estimator}.")
         return Optimizer(
             dimensions,
-            base_estimator="ET",
+            base_estimator=estimator,
-            acq_optimizer="auto",
+            acq_optimizer=acq_optimizer,
             n_initial_points=INITIAL_POINTS,
             acq_optimizer_kwargs={'n_jobs': cpu_count},
             random_state=self.random_state,

freqtrade/optimize/hyperopt_auto.py

@@ -12,7 +12,7 @@ from freqtrade.exceptions import OperationalException
 with suppress(ImportError):
     from skopt.space import Dimension
 
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
+from freqtrade.optimize.hyperopt_interface import EstimatorType, IHyperOpt
 
 
 def _format_exception_message(space: str) -> str:
@@ -56,7 +56,7 @@ class HyperOptAuto(IHyperOpt):
         else:
             _format_exception_message(category)
 
-    def indicator_space(self) -> List['Dimension']:
+    def buy_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('buy')
 
     def sell_indicator_space(self) -> List['Dimension']:
@@ -79,3 +79,6 @@ class HyperOptAuto(IHyperOpt):
 
     def trailing_space(self) -> List['Dimension']:
         return self._get_func('trailing_space')()
+
+    def generate_estimator(self) -> EstimatorType:
+        return self._get_func('generate_estimator')()

freqtrade/optimize/hyperopt_interface.py

@@ -5,8 +5,9 @@ This module defines the interface to apply for hyperopt
 import logging
 import math
 from abc import ABC
-from typing import Dict, List
+from typing import Dict, List, Union
 
+from sklearn.base import RegressorMixin
 from skopt.space import Categorical, Dimension, Integer
 
 from freqtrade.exchange import timeframe_to_minutes
@@ -17,6 +18,8 @@ from freqtrade.strategy import IStrategy
 
 logger = logging.getLogger(__name__)
 
+EstimatorType = Union[RegressorMixin, str]
+
 
 class IHyperOpt(ABC):
     """
@@ -37,6 +40,14 @@ class IHyperOpt(ABC):
         IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
+    def generate_estimator(self) -> EstimatorType:
+        """
+        Return base_estimator.
+        Can be any of "GP", "RF", "ET", "GBRT" or an instance of a class
+        inheriting from RegressorMixin (from sklearn).
+        """
+        return 'ET'
+
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         """
         Create a ROI table.

freqtrade/persistence/models.py

@@ -14,9 +14,9 @@ from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES
-from freqtrade.enums import SellType
+from freqtrade.enums import Collateral, SellType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
-from freqtrade.leverage import interest
+from freqtrade.leverage import interest, liquidation_price
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence.migrations import check_migrate
 
@@ -265,6 +265,8 @@ class LocalTrade():
     buy_tag: Optional[str] = None
     timeframe: Optional[int] = None
 
+    trading_mode: TradingMode
+
     # Leverage trading properties
     is_short: bool = False
     isolated_liq: Optional[float] = None
@@ -318,8 +320,9 @@ class LocalTrade():
         for key in kwargs:
             setattr(self, key, kwargs[key])
         if self.isolated_liq:
-            self.set_isolated_liq(self.isolated_liq)
+            self.set_isolated_liq(isolated_liq=self.isolated_liq)
         self.recalc_open_trade_value()
+        # TODO-lev: Throw exception if on margin and interest_rate is none
 
     def _set_stop_loss(self, stop_loss: float, percent: float):
         """
@@ -344,11 +347,25 @@ class LocalTrade():
             self.stop_loss_pct = -1 * abs(percent)
         self.stoploss_last_update = datetime.utcnow()
 
-    def set_isolated_liq(self, isolated_liq: float):
+    def set_isolated_liq(self, isolated_liq: Optional[float]):
         """
             Method you should use to set self.liquidation price.
             Assures stop_loss is not passed the liquidation price
         """
+        if not isolated_liq:
+            isolated_liq = liquidation_price(
+                exchange_name=self.exchange,
+                open_rate=self.open_rate,
+                is_short=self.is_short,
+                leverage=self.leverage,
+                trading_mode=self.trading_mode,
+                collateral=Collateral.ISOLATED
+            )
+        if isolated_liq is None:
+            raise OperationalException(
+                "leverage/isolated_liq returned None. This exception should never happen"
+            )
+
         if self.stop_loss is not None:
             if self.is_short:
                 self.stop_loss = min(self.stop_loss, isolated_liq)

freqtrade/plugins/pairlist/AgeFilter.py

@@ -8,6 +8,7 @@ from typing import Any, Dict, List, Optional
 import arrow
 from pandas import DataFrame
 
+from freqtrade.configuration import PeriodicCache
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -18,14 +19,15 @@ logger = logging.getLogger(__name__)
 
 class AgeFilter(IPairList):
 
-    # Checked symbols cache (dictionary of ticker symbol => timestamp)
-    _symbolsChecked: Dict[str, int] = {}
-
     def __init__(self, exchange, pairlistmanager,
                  config: Dict[str, Any], pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
+        # Checked symbols cache (dictionary of ticker symbol => timestamp)
+        self._symbolsChecked: Dict[str, int] = {}
+        self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)
+
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
         self._max_days_listed = pairlistconfig.get('max_days_listed', None)
 
@@ -69,9 +71,12 @@ class AgeFilter(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new allowlist
         """
-        needed_pairs = [(p, '1d') for p in pairlist if p not in self._symbolsChecked]
+        needed_pairs = [
+            (p, '1d') for p in pairlist
+            if p not in self._symbolsChecked and p not in self._symbolsCheckFailed]
         if not needed_pairs:
-            return pairlist
+            # Remove pairs that have been removed before
+            return [p for p in pairlist if p not in self._symbolsCheckFailed]
 
         since_days = -(
             self._max_days_listed if self._max_days_listed else self._min_days_listed
@@ -118,5 +123,6 @@ class AgeFilter(IPairList):
                     " or more than "
                     f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
                 ) if self._max_days_listed else ''), logger.info)
+                self._symbolsCheckFailed[pair] = arrow.utcnow().int_timestamp * 1000
                 return False
         return False

freqtrade/strategy/interface.py

@@ -786,10 +786,11 @@ class IStrategy(ABC, HyperStrategyMixin):
         Does not run advise_buy or advise_sell!
         Used by optimize operations only, not during dry / live runs.
         Using .copy() to get a fresh copy of the dataframe for every strategy run.
+        Also copy on output to avoid PerformanceWarnings pandas 1.3.0 started to show.
         Has positive effects on memory usage for whatever reason - also when
         using only one strategy.
         """
-        return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair})
+        return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
                 for pair, pair_data in data.items()}
 
     def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

requirements-dev.txt

@@ -14,6 +14,8 @@ pytest-cov==2.12.1
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
 isort==5.9.3
+# For datetime mocking
+time-machine==2.4.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.1.0

tests/conftest.py

@@ -6,6 +6,7 @@ from copy import deepcopy
 from datetime import datetime, timedelta
 from functools import reduce
 from pathlib import Path
+from typing import Tuple
 from unittest.mock import MagicMock, Mock, PropertyMock
 
 import arrow
@@ -262,6 +263,10 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
         Trade.query.session.flush()
 
 
+def get_sides(is_short: bool) -> Tuple[str, str]:
+    return ("sell", "buy") if is_short else ("buy", "sell")
+
+
 @pytest.fixture(autouse=True)
 def patch_coingekko(mocker) -> None:
     """

tests/leverage/test_liquidation_price.py

@@ -1,11 +1,92 @@
+import pytest
 from math import isclose
 
-import pytest
+from freqtrade.enums import Collateral, TradingMode
-
-from freqtrade.enums import TradingMode, Collateral
 from freqtrade.leverage import liquidation_price
 
 
+# from freqtrade.exceptions import OperationalException
+
+spot = TradingMode.SPOT
+margin = TradingMode.MARGIN
+futures = TradingMode.FUTURES
+
+cross = Collateral.CROSS
+isolated = Collateral.ISOLATED
+
+
+@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
+    # Bittrex
+    ('bittrex', "2.0", False, "3.0", spot, None),
+    ('bittrex', "2.0", False, "1.0", spot, cross),
+    ('bittrex', "2.0", True, "3.0", spot, isolated),
+    # Binance
+    ('binance', "2.0", False, "3.0", spot, None),
+    ('binance', "2.0", False, "1.0", spot, cross),
+    ('binance', "2.0", True, "3.0", spot, isolated),
+    # Kraken
+    ('kraken', "2.0", False, "3.0", spot, None),
+    ('kraken', "2.0", True, "3.0", spot, cross),
+    ('kraken', "2.0", False, "1.0", spot, isolated),
+    # FTX
+    ('ftx', "2.0", True, "3.0", spot, None),
+    ('ftx', "2.0", False, "3.0", spot, cross),
+    ('ftx', "2.0", False, "3.0", spot, isolated),
+])
+def test_liquidation_price_is_none(
+    exchange_name,
+    open_rate,
+    is_short,
+    leverage,
+    trading_mode,
+    collateral
+):
+    assert liquidation_price(
+        exchange_name,
+        open_rate,
+        is_short,
+        leverage,
+        trading_mode,
+        collateral,
+        1535443.01,
+        71200.81144,
+        -56354.57,
+        135365.00,
+        3683.979,
+        1456.84,
+        0.10,
+    ) is None
+
+
+@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
+    # Bittrex
+    ('bittrex', "2.0", False, "3.0", margin, cross),
+    ('bittrex', "2.0", False, "3.0", margin, isolated),
+    ('bittrex', "2.0", False, "3.0", futures, cross),
+    ('bittrex', "2.0", False, "3.0", futures, isolated),
+    # Binance
+    # Binance supports isolated margin, but freqtrade likely won't for a while on Binance
+    ('binance', "2.0", True, "3.0", margin, isolated),
+    # Kraken
+    ('kraken', "2.0", False, "1.0", margin, isolated),
+    ('kraken', "2.0", False, "1.0", futures, isolated),
+    # FTX
+    ('ftx', "2.0", False, "3.0", margin, isolated),
+    ('ftx', "2.0", False, "3.0", futures, isolated),
+])
+def test_liquidation_price_exception_thrown(
+    exchange_name,
+    open_rate,
+    is_short,
+    leverage,
+    trading_mode,
+    collateral,
+    result
+):
+    # TODO-lev assert exception is thrown
+    return  # Here to avoid indent error, remove when implemented
+
+
 @pytest.mark.parametrize(
     'exchange_name, open_rate, is_short, leverage, trading_mode, collateral, wallet_balance, '
     'maintenance_margin_ex_1, unrealized_pnl_ex_1, maintenance_amount, position_1, entry_price_1, '

tests/optimize/test_hyperopt.py

@@ -884,6 +884,10 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     assert hyperopt.backtesting.strategy.buy_rsi.value != 35
     assert hyperopt.backtesting.strategy.sell_rsi.value != 74
 
+    hyperopt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: 'ET1'
+    with pytest.raises(OperationalException, match="Estimator ET1 not supported."):
+        hyperopt.get_optimizer([], 2)
+
 
 def test_SKDecimal():
     space = SKDecimal(1, 2, decimals=2)

tests/plugins/test_pairlist.py

@@ -4,6 +4,7 @@ import time
 from unittest.mock import MagicMock, PropertyMock
 
 import pytest
+import time_machine
 
 from freqtrade.constants import AVAILABLE_PAIRLISTS
 from freqtrade.exceptions import OperationalException
@@ -815,18 +816,17 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
 
 
 def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, ohlcv_history):
+    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
         ohlcv_data = {
             ('ETH/BTC', '1d'): ohlcv_history,
             ('TKN/BTC', '1d'): ohlcv_history,
             ('LTC/BTC', '1d'): ohlcv_history,
         }
-    mocker.patch.multiple('freqtrade.exchange.Exchange',
-                          markets=PropertyMock(return_value=markets),
-                          exchange_has=MagicMock(return_value=True),
-                          get_tickers=tickers
-                          )
         mocker.patch.multiple(
             'freqtrade.exchange.Exchange',
+            markets=PropertyMock(return_value=markets),
+            exchange_has=MagicMock(return_value=True),
+            get_tickers=tickers,
             refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
         )
 
@@ -836,11 +836,43 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
         assert len(freqtrade.pairlists.whitelist) == 3
         assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
 
-    previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
         freqtrade.pairlists.refresh_pairlist()
         assert len(freqtrade.pairlists.whitelist) == 3
+        # Call to XRP/BTC cached
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 2
+
+        ohlcv_data = {
+            ('ETH/BTC', '1d'): ohlcv_history,
+            ('TKN/BTC', '1d'): ohlcv_history,
+            ('LTC/BTC', '1d'): ohlcv_history,
+            ('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
+        }
+        mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
+
+        # Move to next day
+        t.move_to("2021-09-02 01:00:00 +00:00")
+        mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
+
+        # Move another day with fresh mocks (now the pair is old enough)
+        t.move_to("2021-09-03 01:00:00 +00:00")
         # Called once for XRP/BTC
-    assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
+        ohlcv_data = {
+            ('ETH/BTC', '1d'): ohlcv_history,
+            ('TKN/BTC', '1d'): ohlcv_history,
+            ('LTC/BTC', '1d'): ohlcv_history,
+            ('XRP/BTC', '1d'): ohlcv_history,
+        }
+        mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 4
+        # Called once (only for XRP/BTC)
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
 
 
 def test_OffsetFilter_error(mocker, whitelist_conf) -> None:

tests/test_periodiccache.py

@@ -0,0 +1,32 @@
+import time_machine
+
+from freqtrade.configuration import PeriodicCache
+
+
+def test_ttl_cache():
+
+    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
+
+        cache = PeriodicCache(5, ttl=60)
+        cache1h = PeriodicCache(5, ttl=3600)
+
+        assert cache.timer() == 1630472400.0
+        cache['a'] = 1235
+        cache1h['a'] = 555123
+        assert 'a' in cache
+        assert 'a' in cache1h
+
+        t.move_to("2021-09-01 05:00:59 +00:00")
+        assert 'a' in cache
+        assert 'a' in cache1h
+
+        # Cache expired
+        t.move_to("2021-09-01 05:01:00 +00:00")
+        assert 'a' not in cache
+        assert 'a' in cache1h
+
+        t.move_to("2021-09-01 05:59:59 +00:00")
+        assert 'a' in cache1h
+
+        t.move_to("2021-09-01 06:00:00 +00:00")
+        assert 'a' not in cache1h

tests/test_persistence.py

@@ -13,7 +13,8 @@ from sqlalchemy import create_engine, inspect, text
 from freqtrade import constants
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
-from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re
+from tests.conftest import (create_mock_trades, create_mock_trades_with_leverage, get_sides,
+                            log_has, log_has_re)
 
 
 def test_init_create_session(default_conf):
@@ -64,8 +65,10 @@ def test_init_dryrun_db(default_conf, tmpdir):
     assert Path(filename).is_file()
 
 
+@pytest.mark.parametrize('is_short', [False, True])
 @pytest.mark.usefixtures("init_persistence")
-def test_enter_exit_side(fee):
+def test_enter_exit_side(fee, is_short):
+    enter_side, exit_side = get_sides(is_short)
     trade = Trade(
         id=2,
         pair='ADA/USDT',
@@ -77,16 +80,11 @@ def test_enter_exit_side(fee):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
-        is_short=False,
+        is_short=is_short,
         leverage=2.0
     )
-    assert trade.enter_side == 'buy'
+    assert trade.enter_side == enter_side
-    assert trade.exit_side == 'sell'
+    assert trade.exit_side == exit_side
-
-    trade.is_short = True
-
-    assert trade.enter_side == 'sell'
-    assert trade.exit_side == 'buy'
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -105,7 +103,7 @@ def test_set_stop_loss_isolated_liq(fee):
         is_short=False,
         leverage=2.0
     )
-    trade.set_isolated_liq(0.09)
+    trade.set_isolated_liq(isolated_liq=0.09)
     assert trade.isolated_liq == 0.09
     assert trade.stop_loss == 0.09
     assert trade.initial_stop_loss == 0.09
@@ -115,12 +113,12 @@ def test_set_stop_loss_isolated_liq(fee):
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.09
 
-    trade.set_isolated_liq(0.08)
+    trade.set_isolated_liq(isolated_liq=0.08)
     assert trade.isolated_liq == 0.08
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.09
 
-    trade.set_isolated_liq(0.11)
+    trade.set_isolated_liq(isolated_liq=0.11)
     assert trade.isolated_liq == 0.11
     assert trade.stop_loss == 0.11
     assert trade.initial_stop_loss == 0.09
@@ -170,8 +168,32 @@ def test_set_stop_loss_isolated_liq(fee):
     assert trade.initial_stop_loss == 0.09
 
 
+@pytest.mark.parametrize('exchange,is_short,lev,minutes,rate,interest', [
+    ("binance", False, 3, 10, 0.0005, round(0.0008333333333333334, 8)),
+    ("binance", True, 3, 10, 0.0005, 0.000625),
+    ("binance", False, 3, 295, 0.0005, round(0.004166666666666667, 8)),
+    ("binance", True, 3, 295, 0.0005, round(0.0031249999999999997, 8)),
+    ("binance", False, 3, 295, 0.00025, round(0.0020833333333333333, 8)),
+    ("binance", True, 3, 295, 0.00025, round(0.0015624999999999999, 8)),
+    ("binance", False, 5, 295, 0.0005, 0.005),
+    ("binance", True, 5, 295, 0.0005, round(0.0031249999999999997, 8)),
+    ("binance", False, 1, 295, 0.0005, 0.0),
+    ("binance", True, 1, 295, 0.0005, 0.003125),
+
+    ("kraken", False, 3, 10, 0.0005, 0.040),
+    ("kraken", True, 3, 10, 0.0005, 0.030),
+    ("kraken", False, 3, 295, 0.0005, 0.06),
+    ("kraken", True, 3, 295, 0.0005, 0.045),
+    ("kraken", False, 3, 295, 0.00025, 0.03),
+    ("kraken", True, 3, 295, 0.00025, 0.0225),
+    ("kraken", False, 5, 295, 0.0005, round(0.07200000000000001, 8)),
+    ("kraken", True, 5, 295, 0.0005, 0.045),
+    ("kraken", False, 1, 295, 0.0005, 0.0),
+    ("kraken", True, 1, 295, 0.0005, 0.045),
+
+])
 @pytest.mark.usefixtures("init_persistence")
-def test_interest(market_buy_order_usdt, fee):
+def test_interest(market_buy_order_usdt, fee, exchange, is_short, lev, minutes, rate, interest):
     """
         10min, 5hr limit trade on Binance/Kraken at 3x,5x leverage
         fee: 0.25 % quote
@@ -230,114 +252,27 @@ def test_interest(market_buy_order_usdt, fee):
         stake_amount=20.0,
         amount=30.0,
         open_rate=2.0,
-        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
+        open_date=datetime.utcnow() - timedelta(minutes=minutes),
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='binance',
+        exchange=exchange,
-        leverage=3.0,
+        leverage=lev,
-        interest_rate=0.0005,
+        interest_rate=rate,
+        is_short=is_short
     )
 
-    # 10min, 3x leverage
+    assert round(float(trade.calculate_interest()), 8) == interest
-    # binance
-    assert round(float(trade.calculate_interest()), 8) == round(0.0008333333333333334, 8)
-    # kraken
-    trade.exchange = "kraken"
-    assert float(trade.calculate_interest()) == 0.040
-    # Short
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    # binace
-    trade.exchange = "binance"
-    assert float(trade.calculate_interest()) == 0.000625
-    # kraken
-    trade.exchange = "kraken"
-    assert isclose(float(trade.calculate_interest()), 0.030)
-
-    # 5hr, long
-    trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
-    trade.is_short = False
-    trade.recalc_open_trade_value()
-    # binance
-    trade.exchange = "binance"
-    assert round(float(trade.calculate_interest()), 8) == round(0.004166666666666667, 8)
-    # kraken
-    trade.exchange = "kraken"
-    assert float(trade.calculate_interest()) == 0.06
-    # short
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    # binace
-    trade.exchange = "binance"
-    assert round(float(trade.calculate_interest()), 8) == round(0.0031249999999999997, 8)
-    # kraken
-    trade.exchange = "kraken"
-    assert float(trade.calculate_interest()) == 0.045
-
-    # 0.00025 interest, 5hr, long
-    trade.is_short = False
-    trade.recalc_open_trade_value()
-    # binance
-    trade.exchange = "binance"
-    assert round(float(trade.calculate_interest(interest_rate=0.00025)),
-                 8) == round(0.0020833333333333333, 8)
-    # kraken
-    trade.exchange = "kraken"
-    assert isclose(float(trade.calculate_interest(interest_rate=0.00025)), 0.03)
-    # short
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    # binace
-    trade.exchange = "binance"
-    assert round(float(trade.calculate_interest(interest_rate=0.00025)),
-                 8) == round(0.0015624999999999999, 8)
-    # kraken
-    trade.exchange = "kraken"
-    assert float(trade.calculate_interest(interest_rate=0.00025)) == 0.0225
-
-    # 5x leverage, 0.0005 interest, 5hr, long
-    trade.is_short = False
-    trade.recalc_open_trade_value()
-    trade.leverage = 5.0
-    # binance
-    trade.exchange = "binance"
-    assert round(float(trade.calculate_interest()), 8) == 0.005
-    # kraken
-    trade.exchange = "kraken"
-    assert float(trade.calculate_interest()) == round(0.07200000000000001, 8)
-    # short
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    # binace
-    trade.exchange = "binance"
-    assert round(float(trade.calculate_interest()), 8) == round(0.0031249999999999997, 8)
-    # kraken
-    trade.exchange = "kraken"
-    assert float(trade.calculate_interest()) == 0.045
-
-    # 1x leverage, 0.0005 interest, 5hr
-    trade.is_short = False
-    trade.recalc_open_trade_value()
-    trade.leverage = 1.0
-    # binance
-    trade.exchange = "binance"
-    assert float(trade.calculate_interest()) == 0.0
-    # kraken
-    trade.exchange = "kraken"
-    assert float(trade.calculate_interest()) == 0.0
-    # short
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    # binace
-    trade.exchange = "binance"
-    assert float(trade.calculate_interest()) == 0.003125
-    # kraken
-    trade.exchange = "kraken"
-    assert float(trade.calculate_interest()) == 0.045
 
 
+@pytest.mark.parametrize('is_short,lev,borrowed', [
+    (False, 1.0, 0.0),
+    (True, 1.0, 30.0),
+    (False, 3.0, 40.0),
+    (True, 3.0, 30.0),
+])
 @pytest.mark.usefixtures("init_persistence")
-def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog):
+def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee,
+                  caplog, is_short, lev, borrowed):
     """
         10 minute limit trade on Binance/Kraken at 1x, 3x leverage
         fee: 0.25% quote
@@ -411,20 +346,19 @@ def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
+        is_short=is_short,
+        leverage=lev
     )
-    assert trade.borrowed == 0
+    assert trade.borrowed == borrowed
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    assert trade.borrowed == 30.0
-    trade.leverage = 3.0
-    assert trade.borrowed == 30.0
-    trade.is_short = False
-    trade.recalc_open_trade_value()
-    assert trade.borrowed == 40.0
 
 
+@pytest.mark.parametrize('is_short,open_rate,close_rate,lev,profit', [
+    (False, 2.0, 2.2, 1.0, round(0.0945137157107232, 8)),
+    (True, 2.2, 2.0, 3.0, round(0.2589996297562085, 8))
+])
 @pytest.mark.usefixtures("init_persistence")
-def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog):
+def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt,
+                            is_short, open_rate, close_rate, lev, profit):
     """
         10 minute limit trade on Binance/Kraken at 1x, 3x leverage
         fee: 0.25% quote
@@ -494,84 +428,52 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
 
     """
 
+    enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt
+    exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt
+    enter_side, exit_side = get_sides(is_short)
+
     trade = Trade(
         id=2,
         pair='ADA/USDT',
         stake_amount=60.0,
-        open_rate=2.0,
+        open_rate=open_rate,
-        amount=30.0,
-        is_open=True,
-        open_date=arrow.utcnow().datetime,
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        exchange='binance'
-    )
-    assert trade.open_order_id is None
-    assert trade.close_profit is None
-    assert trade.close_date is None
-
-    trade.open_order_id = 'something'
-    trade.update(limit_buy_order_usdt)
-    assert trade.open_order_id is None
-    assert trade.open_rate == 2.00
-    assert trade.close_profit is None
-    assert trade.close_date is None
-    assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
-                      r'pair=ADA/USDT, amount=30.00000000, '
-                      r"is_short=False, leverage=1.0, open_rate=2.00000000, open_since=.*\).",
-                      caplog)
-
-    caplog.clear()
-    trade.open_order_id = 'something'
-    trade.update(limit_sell_order_usdt)
-    assert trade.open_order_id is None
-    assert trade.close_rate == 2.20
-    assert trade.close_profit == round(0.0945137157107232, 8)
-    assert trade.close_date is not None
-    assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
-                      r"pair=ADA/USDT, amount=30.00000000, "
-                      r"is_short=False, leverage=1.0, open_rate=2.00000000, open_since=.*\).",
-                      caplog)
-    caplog.clear()
-
-    trade = Trade(
-        id=226531,
-        pair='ADA/USDT',
-        stake_amount=20.0,
-        open_rate=2.0,
         amount=30.0,
         is_open=True,
         open_date=arrow.utcnow().datetime,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
-        is_short=True,
+        is_short=is_short,
-        leverage=3.0,
         interest_rate=0.0005,
+        leverage=lev
     )
-    trade.open_order_id = 'something'
-    trade.update(limit_sell_order_usdt)
-
     assert trade.open_order_id is None
-    assert trade.open_rate == 2.20
     assert trade.close_profit is None
     assert trade.close_date is None
 
-    assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=226531, "
-                      r"pair=ADA/USDT, amount=30.00000000, "
-                      r"is_short=True, leverage=3.0, open_rate=2.20000000, open_since=.*\).",
-                      caplog)
-    caplog.clear()
-
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order_usdt)
+    trade.update(enter_order)
     assert trade.open_order_id is None
-    assert trade.close_rate == 2.00
+    assert trade.open_rate == open_rate
-    assert trade.close_profit == round(0.2589996297562085, 8)
+    assert trade.close_profit is None
+    assert trade.close_date is None
+    assert log_has_re(f"LIMIT_{enter_side.upper()} has been fulfilled for "
+                      r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
+                      f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, "
+                      r"open_since=.*\).",
+                      caplog)
+
+    caplog.clear()
+    trade.open_order_id = 'something'
+    trade.update(exit_order)
+    assert trade.open_order_id is None
+    assert trade.close_rate == close_rate
+    assert trade.close_profit == profit
     assert trade.close_date is not None
-    assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=226531, "
+    assert log_has_re(f"LIMIT_{exit_side.upper()} has been fulfilled for "
-                      r"pair=ADA/USDT, amount=30.00000000, "
+                      r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
-                      r"is_short=True, leverage=3.0, open_rate=2.20000000, open_since=.*\).",
+                      f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, "
+                      r"open_since=.*\).",
                       caplog)
     caplog.clear()
 
@@ -616,9 +518,21 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
                       caplog)
 
 
+@pytest.mark.parametrize('exchange,is_short,lev,open_value,close_value,profit,profit_ratio', [
+    ("binance", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232),
+    ("binance", True, 1, 59.850, 66.1663784375, -6.316378437500013, -0.1055368159983292),
+    ("binance", False, 3, 60.15, 65.83416667, 5.684166670000003, 0.2834995845386534),
+    ("binance", True, 3, 59.85, 66.1663784375, -6.316378437500013, -0.3166104479949876),
+
+    ("kraken", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232),
+    ("kraken", True, 1, 59.850, 66.231165, -6.381165, -0.106619298245614),
+    ("kraken", False, 3, 60.15, 65.795, 5.645, 0.2815461346633419),
+    ("kraken", True, 3, 59.850, 66.231165, -6.381165000000003, -0.319857894736842),
+])
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
+def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee, exchange,
-    trade = Trade(
+                                     is_short, lev, open_value, close_value, profit, profit_ratio):
+    trade: Trade = Trade(
         pair='ADA/USDT',
         stake_amount=60.0,
         open_rate=2.0,
@@ -627,55 +541,22 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
         interest_rate=0.0005,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='binance',
+        exchange=exchange,
+        is_short=is_short,
+        leverage=lev
     )
 
-    trade.open_order_id = 'something'
+    trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
+
     trade.update(limit_buy_order_usdt)
     trade.update(limit_sell_order_usdt)
-    # 1x leverage, binance
+    trade.open_rate = 2.0
-    assert trade._calc_open_trade_value() == 60.15
+    trade.close_rate = 2.2
-    assert isclose(trade.calc_close_trade_value(), 65.835)
-    assert trade.calc_profit() == 5.685
-    assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
-    # 3x leverage, binance
-    trade.leverage = 3
-    trade.exchange = "binance"
-    assert trade._calc_open_trade_value() == 60.15
-    assert round(trade.calc_close_trade_value(), 8) == 65.83416667
-    assert trade.calc_profit() == round(5.684166670000003, 8)
-    assert trade.calc_profit_ratio() == round(0.2834995845386534, 8)
-    trade.exchange = "kraken"
-    # 3x leverage, kraken
-    assert trade._calc_open_trade_value() == 60.15
-    assert trade.calc_close_trade_value() == 65.795
-    assert trade.calc_profit() == 5.645
-    assert trade.calc_profit_ratio() == round(0.2815461346633419, 8)
-    trade.is_short = True
     trade.recalc_open_trade_value()
-    # 3x leverage, short, kraken
+    assert isclose(trade._calc_open_trade_value(), open_value)
-    assert trade._calc_open_trade_value() == 59.850
+    assert isclose(trade.calc_close_trade_value(), close_value)
-    assert trade.calc_close_trade_value() == 66.231165
+    assert isclose(trade.calc_profit(), round(profit, 8))
-    assert trade.calc_profit() == round(-6.381165000000003, 8)
+    assert isclose(trade.calc_profit_ratio(), round(profit_ratio, 8))
-    assert trade.calc_profit_ratio() == round(-0.319857894736842, 8)
-    trade.exchange = "binance"
-    # 3x leverage, short, binance
-    assert trade._calc_open_trade_value() == 59.85
-    assert trade.calc_close_trade_value() == 66.1663784375
-    assert trade.calc_profit() == round(-6.316378437500013, 8)
-    assert trade.calc_profit_ratio() == round(-0.3166104479949876, 8)
-    # 1x leverage, short, binance
-    trade.leverage = 1.0
-    assert trade._calc_open_trade_value() == 59.850
-    assert trade.calc_close_trade_value() == 66.1663784375
-    assert trade.calc_profit() == round(-6.316378437500013, 8)
-    assert trade.calc_profit_ratio() == round(-0.1055368159983292, 8)
-    # 1x leverage, short, kraken
-    trade.exchange = "kraken"
-    assert trade._calc_open_trade_value() == 59.850
-    assert trade.calc_close_trade_value() == 66.231165
-    assert trade.calc_profit() == -6.381165
-    assert trade.calc_profit_ratio() == round(-0.106619298245614, 8)
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -766,8 +647,27 @@ def test_update_invalid_order(limit_buy_order_usdt):
         trade.update(limit_buy_order_usdt)
 
 
+@pytest.mark.parametrize('exchange', ['binance', 'kraken'])
+@pytest.mark.parametrize('lev', [1, 3])
+@pytest.mark.parametrize('is_short,fee_rate,result', [
+    (False, 0.003, 60.18),
+    (False, 0.0025, 60.15),
+    (False, 0.003, 60.18),
+    (False, 0.0025, 60.15),
+    (True, 0.003, 59.82),
+    (True, 0.0025, 59.85),
+    (True, 0.003, 59.82),
+    (True, 0.0025, 59.85)
+])
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_open_trade_value(limit_buy_order_usdt, fee):
+def test_calc_open_trade_value(
+    limit_buy_order_usdt,
+    exchange,
+    lev,
+    is_short,
+    fee_rate,
+    result
+):
     # 10 minute limit trade on Binance/Kraken at 1x, 3x leverage
     # fee: 0.25 %, 0.3% quote
     # open_rate: 2.00 quote
@@ -787,90 +687,104 @@ def test_calc_open_trade_value(limit_buy_order_usdt, fee):
         stake_amount=60.0,
         amount=30.0,
         open_rate=2.0,
-        fee_open=fee.return_value,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
-        fee_close=fee.return_value,
+        fee_open=fee_rate,
-        exchange='binance',
+        fee_close=fee_rate,
+        exchange=exchange,
+        leverage=lev,
+        is_short=is_short
     )
     trade.open_order_id = 'open_trade'
-    trade.update(limit_buy_order_usdt)
 
     # Get the open rate price with the standard fee rate
-    assert trade._calc_open_trade_value() == 60.15
+    assert trade._calc_open_trade_value() == result
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    assert trade._calc_open_trade_value() == 59.85
-    trade.leverage = 3
-    trade.exchange = "binance"
-    assert trade._calc_open_trade_value() == 59.85
-    trade.is_short = False
-    trade.recalc_open_trade_value()
-    assert trade._calc_open_trade_value() == 60.15
-
-    # Get the open rate price with a custom fee rate
-    trade.fee_open = 0.003
-
-    assert trade._calc_open_trade_value() == 60.18
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    assert trade._calc_open_trade_value() == 59.82
 
 
+@pytest.mark.parametrize('exchange,is_short,lev,open_rate,close_rate,fee_rate,result', [
+    ('binance', False, 1, 2.0, 2.5, 0.0025, 74.8125),
+    ('binance', False, 1, 2.0, 2.5, 0.003, 74.775),
+    ('binance', False, 1, 2.0, 2.2, 0.005, 65.67),
+    ('binance', False, 3, 2.0, 2.5, 0.0025, 74.81166667),
+    ('binance', False, 3, 2.0, 2.5, 0.003, 74.77416667),
+    ('kraken', False, 3, 2.0, 2.5, 0.0025, 74.7725),
+    ('kraken', False, 3, 2.0, 2.5, 0.003, 74.735),
+    ('kraken', True, 3, 2.2, 2.5, 0.0025, 75.2626875),
+    ('kraken', True, 3, 2.2, 2.5, 0.003, 75.300225),
+    ('binance', True, 3, 2.2, 2.5, 0.0025, 75.18906641),
+    ('binance', True, 3, 2.2, 2.5, 0.003, 75.22656719),
+    ('binance', True, 1, 2.2, 2.5, 0.0025, 75.18906641),
+    ('binance', True, 1, 2.2, 2.5, 0.003, 75.22656719),
+    ('kraken', True, 1, 2.2, 2.5, 0.0025, 75.2626875),
+    ('kraken', True, 1, 2.2, 2.5, 0.003, 75.300225),
+])
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
+def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, open_rate,
+                                exchange, is_short, lev, close_rate, fee_rate, result):
     trade = Trade(
         pair='ADA/USDT',
         stake_amount=60.0,
         amount=30.0,
-        open_rate=2.0,
+        open_rate=open_rate,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
-        fee_open=fee.return_value,
+        fee_open=fee_rate,
-        fee_close=fee.return_value,
+        fee_close=fee_rate,
-        exchange='binance',
+        exchange=exchange,
         interest_rate=0.0005,
+        is_short=is_short,
+        leverage=lev
     )
     trade.open_order_id = 'close_trade'
-    trade.update(limit_buy_order_usdt)
+    assert round(trade.calc_close_trade_value(rate=close_rate, fee=fee_rate), 8) == result
-
-    # 1x leverage binance
-    assert trade.calc_close_trade_value(rate=2.5) == 74.8125
-    assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.775
-    trade.update(limit_sell_order_usdt)
-    assert trade.calc_close_trade_value(fee=0.005) == 65.67
-
-    # 3x leverage binance
-    trade.leverage = 3.0
-    assert round(trade.calc_close_trade_value(rate=2.5), 8) == 74.81166667
-    assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 74.77416667
-
-    # 3x leverage kraken
-    trade.exchange = "kraken"
-    assert trade.calc_close_trade_value(rate=2.5) == 74.7725
-    assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.735
-
-    # 3x leverage kraken, short
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    assert round(trade.calc_close_trade_value(rate=2.5), 8) == 75.2626875
-    assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 75.300225
-
-    # 3x leverage binance, short
-    trade.exchange = "binance"
-    assert round(trade.calc_close_trade_value(rate=2.5), 8) == 75.18906641
-    assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 75.22656719
-
-    trade.leverage = 1.0
-    # 1x leverage binance, short
-    assert round(trade.calc_close_trade_value(rate=2.5), 8) == 75.18906641
-    assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 75.22656719
-
-    # 1x leverage kraken, short
-    trade.exchange = "kraken"
-    assert round(trade.calc_close_trade_value(rate=2.5), 8) == 75.2626875
-    assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 75.300225
 
 
+@pytest.mark.parametrize('exchange,is_short,lev,close_rate,fee_close,profit,profit_ratio', [
+    ('binance', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673),
+    ('binance', False, 3, 2.1, 0.0025, 2.69166667, 0.13424771421446402),
+    ('binance', True, 1, 2.1, 0.0025, -3.308815781249997, -0.05528514254385963),
+    ('binance', True, 3, 2.1, 0.0025, -3.308815781249997, -0.1658554276315789),
+
+    ('binance', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632),
+    ('binance', False, 3, 1.9, 0.0025, -3.29333333, -0.16425602643391513),
+    ('binance', True, 1, 1.9, 0.0025, 2.7063095312499996, 0.045218204365079395),
+    ('binance', True, 3, 1.9, 0.0025, 2.7063095312499996, 0.13565461309523819),
+
+    ('binance', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232),
+    ('binance', False, 3, 2.2, 0.0025, 5.68416667, 0.2834995845386534),
+    ('binance', True, 1, 2.2, 0.0025, -6.316378437499999, -0.1055368159983292),
+    ('binance', True, 3, 2.2, 0.0025, -6.316378437499999, -0.3166104479949876),
+
+    ('kraken', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673),
+    ('kraken', False, 3, 2.1, 0.0025, 2.6525, 0.13229426433915248),
+    ('kraken', True, 1, 2.1, 0.0025, -3.3706575, -0.05631842105263152),
+    ('kraken', True, 3, 2.1, 0.0025, -3.3706575, -0.16895526315789455),
+
+    ('kraken', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632),
+    ('kraken', False, 3, 1.9, 0.0025, -3.3325, -0.16620947630922667),
+    ('kraken', True, 1, 1.9, 0.0025, 2.6503575, 0.04428333333333334),
+    ('kraken', True, 3, 1.9, 0.0025, 2.6503575, 0.13285000000000002),
+
+    ('kraken', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232),
+    ('kraken', False, 3, 2.2, 0.0025, 5.645, 0.2815461346633419),
+    ('kraken', True, 1, 2.2, 0.0025, -6.381165, -0.106619298245614),
+    ('kraken', True, 3, 2.2, 0.0025, -6.381165, -0.319857894736842),
+
+    ('binance', False, 1, 2.1, 0.003, 2.6610000000000014, 0.04423940149625927),
+    ('binance', False, 1, 1.9, 0.003, -3.320999999999998, -0.05521197007481293),
+    ('binance', False, 1, 2.2, 0.003, 5.652000000000008, 0.09396508728179565),
+])
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
+def test_calc_profit(
+    limit_buy_order_usdt,
+    limit_sell_order_usdt,
+    fee,
+    exchange,
+    is_short,
+    lev,
+    close_rate,
+    fee_close,
+    profit,
+    profit_ratio
+):
     """
         10 minute limit trade on Binance/Kraken at 1x, 3x leverage
         arguments:
@@ -1007,198 +921,16 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
         open_rate=2.0,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
         interest_rate=0.0005,
-        fee_open=fee.return_value,
+        exchange=exchange,
-        fee_close=fee.return_value,
+        is_short=is_short,
-        exchange='binance'
+        leverage=lev,
+        fee_open=0.0025,
+        fee_close=fee_close
     )
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
 
-    # 1x Leverage, long
+    assert trade.calc_profit(rate=close_rate) == round(profit, 8)
-    # Custom closing rate and regular fee rate
+    assert trade.calc_profit_ratio(rate=close_rate) == round(profit_ratio, 8)
-    # Higher than open rate - 2.1 quote
-    assert trade.calc_profit(rate=2.1) == 2.6925
-    # Lower than open rate - 1.9 quote
-    assert trade.calc_profit(rate=1.9) == round(-3.292499999999997, 8)
-
-    # fee 0.003
-    # Higher than open rate - 2.1 quote
-    assert trade.calc_profit(rate=2.1, fee=0.003) == 2.661
-    # Lower than open rate - 1.9 quote
-    assert trade.calc_profit(rate=1.9, fee=0.003) == round(-3.320999999999998, 8)
-
-    # Test when we apply a Sell order. Sell higher than open rate @ 2.2
-    trade.update(limit_sell_order_usdt)
-    assert trade.calc_profit() == round(5.684999999999995, 8)
-
-    # Test with a custom fee rate on the close trade
-    assert trade.calc_profit(fee=0.003) == round(5.652000000000008, 8)
-
-    trade.open_trade_value = 0.0
-    trade.open_trade_value = trade._calc_open_trade_value()
-
-    # 3x leverage, long ###################################################
-    trade.leverage = 3.0
-    # Higher than open rate - 2.1 quote
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit(rate=2.1, fee=0.0025) == 2.69166667
-    trade.exchange = "kraken"
-    assert trade.calc_profit(rate=2.1, fee=0.0025) == 2.6525
-
-    # 1.9 quote
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit(rate=1.9, fee=0.0025) == -3.29333333
-    trade.exchange = "kraken"
-    assert trade.calc_profit(rate=1.9, fee=0.0025) == -3.3325
-
-    # 2.2 quote
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit(fee=0.0025) == 5.68416667
-    trade.exchange = "kraken"
-    assert trade.calc_profit(fee=0.0025) == 5.645
-
-    # 3x leverage, short ###################################################
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    # 2.1 quote - Higher than open rate
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit(rate=2.1, fee=0.0025) == round(-3.308815781249997, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit(rate=2.1, fee=0.0025) == -3.3706575
-
-    # 1.9 quote - Lower than open rate
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit(rate=1.9, fee=0.0025) == round(2.7063095312499996, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit(rate=1.9, fee=0.0025) == 2.6503575
-
-    # Test when we apply a Sell order. Uses sell order used above
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit(fee=0.0025) == round(-6.316378437499999, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit(fee=0.0025) == -6.381165
-
-    # 1x leverage, short ###################################################
-    trade.leverage = 1.0
-    # 2.1 quote - Higher than open rate
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit(rate=2.1, fee=0.0025) == round(-3.308815781249997, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit(rate=2.1, fee=0.0025) == -3.3706575
-
-    # 1.9 quote - Lower than open rate
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit(rate=1.9, fee=0.0025) == round(2.7063095312499996, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit(rate=1.9, fee=0.0025) == 2.6503575
-
-    # Test when we apply a Sell order. Uses sell order used above
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit(fee=0.0025) == round(-6.316378437499999, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit(fee=0.0025) == -6.381165
-
-
-@pytest.mark.usefixtures("init_persistence")
-def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
-    trade = Trade(
-        pair='ADA/USDT',
-        stake_amount=60.0,
-        amount=30.0,
-        open_rate=2.0,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
-        interest_rate=0.0005,
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        exchange='binance'
-    )
-    trade.open_order_id = 'something'
-    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
-
-    # 1x Leverage, long
-    # Custom closing rate and regular fee rate
-    # Higher than open rate - 2.1 quote
-    assert trade.calc_profit_ratio(rate=2.1) == round(0.04476309226932673, 8)
-    # Lower than open rate - 1.9 quote
-    assert trade.calc_profit_ratio(rate=1.9) == round(-0.05473815461346632, 8)
-
-    # fee 0.003
-    # Higher than open rate - 2.1 quote
-    assert trade.calc_profit_ratio(rate=2.1, fee=0.003) == round(0.04423940149625927, 8)
-    # Lower than open rate - 1.9 quote
-    assert trade.calc_profit_ratio(rate=1.9, fee=0.003) == round(-0.05521197007481293, 8)
-
-    # Test when we apply a Sell order. Sell higher than open rate @ 2.2
-    trade.update(limit_sell_order_usdt)
-    assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
-
-    # Test with a custom fee rate on the close trade
-    assert trade.calc_profit_ratio(fee=0.003) == round(0.09396508728179565, 8)
-
-    trade.open_trade_value = 0.0
-    assert trade.calc_profit_ratio(fee=0.003) == 0.0
-    trade.open_trade_value = trade._calc_open_trade_value()
-
-    # 3x leverage, long ###################################################
-    trade.leverage = 3.0
-    # 2.1 quote - Higher than open rate
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit_ratio(rate=2.1) == round(0.13424771421446402, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit_ratio(rate=2.1) == round(0.13229426433915248, 8)
-
-    # 1.9 quote - Lower than open rate
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit_ratio(rate=1.9) == round(-0.16425602643391513, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit_ratio(rate=1.9) == round(-0.16620947630922667, 8)
-
-    # Test when we apply a Sell order. Uses sell order used above
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit_ratio() == round(0.2834995845386534, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit_ratio() == round(0.2815461346633419, 8)
-
-    # 3x leverage, short ###################################################
-    trade.is_short = True
-    trade.recalc_open_trade_value()
-    # 2.1 quote - Higher than open rate
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit_ratio(rate=2.1) == round(-0.1658554276315789, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit_ratio(rate=2.1) == round(-0.16895526315789455, 8)
-
-    # 1.9 quote - Lower than open rate
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit_ratio(rate=1.9) == round(0.13565461309523819, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit_ratio(rate=1.9) == round(0.13285000000000002, 8)
-
-    # Test when we apply a Sell order. Uses sell order used above
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit_ratio() == round(-0.3166104479949876, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit_ratio() == round(-0.319857894736842, 8)
-
-    # 1x leverage, short ###################################################
-    trade.leverage = 1.0
-    # 2.1 quote - Higher than open rate
-    trade.exchange = "binance"  # binance
-    assert trade.calc_profit_ratio(rate=2.1) == round(-0.05528514254385963, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit_ratio(rate=2.1) == round(-0.05631842105263152, 8)
-
-    # 1.9 quote - Lower than open rate
-    trade.exchange = "binance"
-    assert trade.calc_profit_ratio(rate=1.9) == round(0.045218204365079395, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit_ratio(rate=1.9) == round(0.04428333333333334, 8)
-
-    # Test when we apply a Sell order. Uses sell order used above
-    trade.exchange = "binance"
-    assert trade.calc_profit_ratio() == round(-0.1055368159983292, 8)
-    trade.exchange = "kraken"
-    assert trade.calc_profit_ratio() == round(-0.106619298245614, 8)
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -1570,7 +1302,7 @@ def test_adjust_stop_loss_short(fee):
     assert trade.initial_stop_loss == 1.05
     assert trade.initial_stop_loss_pct == 0.05
     assert trade.stop_loss_pct == 0.1
-    trade.set_isolated_liq(0.63)
+    trade.set_isolated_liq(isolated_liq=0.63)
     trade.adjust_stop_loss(0.59, -0.1)
     assert trade.stop_loss == 0.63
     assert trade.isolated_liq == 0.63
@@ -1894,7 +1626,7 @@ def test_stoploss_reinitialization_short(default_conf, fee):
     assert trade_adj.initial_stop_loss == 1.04
     assert trade_adj.initial_stop_loss_pct == 0.04
     # Stoploss can't go above liquidation price
-    trade_adj.set_isolated_liq(1.0)
+    trade_adj.set_isolated_liq(isolated_liq=1.0)
     trade.adjust_stop_loss(0.97, -0.04)
     assert trade_adj.stop_loss == 1.0
     assert trade_adj.stop_loss == 1.0