Merge remote-tracking branch 'origin/develop' into spice-rack

2022-10-08 12:25:46 +02:00
parent c31f322349 e337d4b78a
commit d362332527
99 changed files with 2734 additions and 1313 deletions
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -10,6 +10,7 @@ from unittest.mock import MagicMock, Mock, PropertyMock

 import arrow
 import numpy as np
+import pandas as pd
 import pytest
 from telegram import Chat, Message, Update

@@ -19,6 +20,7 @@ from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import PairInfo
 from freqtrade.enums import CandleType, MarginMode, RunMode, SignalDirection, TradingMode
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.exchange import timeframe_to_minutes
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import LocalTrade, Order, Trade, init_db
 from freqtrade.resolvers import ExchangeResolver
@@ -82,6 +84,33 @@ def get_args(args):
    return Arguments(args).get_parsed_arg()


+def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'):
+    np.random.seed(42)
+    tf_mins = timeframe_to_minutes(timeframe)
+
+    base = np.random.normal(20, 2, size=size)
+
+    date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC')
+    df = pd.DataFrame({
+        'date': date,
+        'open': base,
+        'high': base + np.random.normal(2, 1, size=size),
+        'low': base - np.random.normal(2, 1, size=size),
+        'close': base + np.random.normal(0, 1, size=size),
+        'volume': np.random.normal(200, size=size)
+    }
+    )
+    df = df.dropna()
+    return df
+
+
+def generate_test_data_raw(timeframe: str, size: int, start: str = '2020-07-05'):
+    """ Generates data in the ohlcv format used by ccxt """
+    df = generate_test_data(timeframe, size, start)
+    df['date'] = df.loc[:, 'date'].view(np.int64) // 1000 // 1000
+    return list(list(x) for x in zip(*(df[x].values.tolist() for x in df.columns)))
+
+
 # Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
 # TODO: This should be replaced with AsyncMock once support for python 3.7 is dropped.
 def get_mock_coro(return_value=None, side_effect=None):
@@ -200,6 +229,8 @@ def patch_freqtradebot(mocker, config) -> None:
    mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
    mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
    patch_whitelist(mocker, config)
+    mocker.patch('freqtrade.freqtradebot.ExternalMessageConsumer')
+    mocker.patch('freqtrade.configuration.config_validation._validate_consumers')


 def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -235,7 +235,7 @@ def test_calculate_market_change(testdatadir):
    data = load_data(datadir=testdatadir, pairs=pairs, timeframe='5m')
    result = calculate_market_change(data)
    assert isinstance(result, float)
-    assert pytest.approx(result) == 0.00955514
+    assert pytest.approx(result) == 0.01100002


 def test_combine_dataframes_with_mean(testdatadir):
@@ -275,7 +275,7 @@ def test_create_cum_profit1(testdatadir):
    filename = testdatadir / "backtest_results/backtest-result_new.json"
    bt_data = load_backtest_data(filename)
    # Move close-time to "off" the candle, to make sure the logic still works
-    bt_data.loc[:, 'close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20)
+    bt_data['close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20)
    timerange = TimeRange.parse_timerange("20180110-20180112")

    df = load_pair_history(pair="TRX/BTC", timeframe='5m',
--- a/tests/data/test_datahandler.py
+++ b/tests/data/test_datahandler.py
@@ -139,10 +139,10 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
 def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
    dh = JsonDataHandler(testdatadir)
    df = dh.ohlcv_load('XRP/ETH', '5m', 'spot')
-    assert len(df) == 711
+    assert len(df) == 712

    df_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', candle_type="mark")
-    assert len(df_mark) == 99
+    assert len(df_mark) == 100

    df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', 'spot')
    assert len(df_no_mark) == 0
--- a/tests/data/test_entryexitanalysis.py
+++ b/tests/data/test_entryexitanalysis.py
@@ -124,8 +124,8 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
    assert '0' in captured.out
    assert '0.01616' in captured.out
    assert '34.049' in captured.out
-    assert '0.104104' in captured.out
-    assert '47.0996' in captured.out
+    assert '0.104411' in captured.out
+    assert '52.8292' in captured.out

    # test group 1
    args = get_args(base_args + ['--analysis-groups', "1"])
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -377,8 +377,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
    td = ((end - start).total_seconds() // 60 // 5) + 1
    assert td != len(data['UNITTEST/BTC'])

-    # Shift endtime with +5 - as last candle is dropped (partial candle)
-    end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
+    # Shift endtime with +5
+    end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0])
    assert log_has(f'UNITTEST/BTC, spot, 5m, '
                   f'data ends at {end_real.strftime(DATETIME_PRINT_FORMAT)}',
                   caplog)
@@ -447,7 +447,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
    )
    min_date, max_date = get_timerange(data)
    assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
-    assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
+    assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'


 def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
@@ -470,7 +470,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
                                  min_date, max_date, timeframe_to_minutes('1m'))
    assert len(caplog.record_tuples) == 1
    assert log_has(
-        "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
+        "UNITTEST/BTC has missing frames: expected 14397, got 13681, that's 716 missing values",
        caplog)


@@ -480,7 +480,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
    default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
    strategy = StrategyResolver.load_strategy(default_conf)

-    timerange = TimeRange('index', 'index', 200, 250)
+    timerange = TimeRange()
    data = strategy.advise_all_indicators(
        load_data(
            datadir=testdatadir,
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -501,6 +501,24 @@ def test_fill_leverage_tiers_binance_dryrun(default_conf, mocker, leverage_tiers
        assert len(v) == len(value)


+def test_additional_exchange_init_binance(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.fapiPrivateGetPositionsideDual = MagicMock(return_value={"dualSidePosition": True})
+    api_mock.fapiPrivateGetMultiAssetsMargin = MagicMock(return_value={"multiAssetsMargin": True})
+    default_conf['dry_run'] = False
+    default_conf['trading_mode'] = TradingMode.FUTURES
+    default_conf['margin_mode'] = MarginMode.ISOLATED
+    with pytest.raises(OperationalException,
+                       match=r"Hedge Mode is not supported.*\nMulti-Asset Mode is not supported.*"):
+        get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
+    api_mock.fapiPrivateGetPositionsideDual = MagicMock(return_value={"dualSidePosition": False})
+    api_mock.fapiPrivateGetMultiAssetsMargin = MagicMock(return_value={"multiAssetsMargin": False})
+    exchange = get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
+    assert exchange
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'binance',
+                           "additional_exchange_init", "fapiPrivateGetPositionsideDual")
+
+
 def test__set_leverage_binance(mocker, default_conf):

    api_mock = MagicMock()
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -137,6 +137,7 @@ def exchange_futures(request, exchange_conf, class_mocker):
            'freqtrade.exchange.binance.Binance.fill_leverage_tiers')
        class_mocker.patch('freqtrade.exchange.exchange.Exchange.fetch_trading_fees')
        class_mocker.patch('freqtrade.exchange.okx.Okx.additional_exchange_init')
+        class_mocker.patch('freqtrade.exchange.binance.Binance.additional_exchange_init')
        class_mocker.patch('freqtrade.exchange.exchange.Exchange.load_cached_leverage_tiers',
                           return_value=None)
        class_mocker.patch('freqtrade.exchange.exchange.Exchange.cache_leverage_tiers')
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -22,7 +22,8 @@ from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_CO
                                       calculate_backoff, remove_credentials)
 from freqtrade.exchange.exchange import amount_to_contract_precision
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
-from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has_re, num_log_has_re
+from tests.conftest import (generate_test_data_raw, get_mock_coro, get_patched_exchange, log_has,
+                            log_has_re, num_log_has_re)


 # Make sure to always keep one exchange here which is NOT subclassed!!
@@ -2083,7 +2084,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
 def test_refresh_latest_ohlcv(mocker, default_conf, caplog, candle_type) -> None:
    ohlcv = [
        [
-            (arrow.utcnow().int_timestamp - 1) * 1000,  # unix timestamp ms
+            (arrow.utcnow().shift(minutes=-5).int_timestamp) * 1000,  # unix timestamp ms
            1,  # open
            2,  # high
            3,  # low
@@ -2140,10 +2141,22 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog, candle_type) -> None
    assert len(res) == len(pairs)

    assert exchange._api_async.fetch_ohlcv.call_count == 0
-    exchange.required_candle_call_count = 1
    assert log_has(f"Using cached candle (OHLCV) data for {pairs[0][0]}, "
                   f"{pairs[0][1]}, {candle_type} ...",
                   caplog)
+    caplog.clear()
+    # Reset refresh times - must do 2 call per pair as cache is expired
+    exchange._pairs_last_refresh_time = {}
+    res = exchange.refresh_latest_ohlcv(
+        [('IOTA/ETH', '5m', candle_type), ('XRP/ETH', '5m', candle_type)])
+    assert len(res) == len(pairs)
+
+    assert exchange._api_async.fetch_ohlcv.call_count == 4
+
+    # cache - but disabled caching
+    exchange._api_async.fetch_ohlcv.reset_mock()
+    exchange.required_candle_call_count = 1
+
    pairlist = [
        ('IOTA/ETH', '5m', candle_type),
        ('XRP/ETH', '5m', candle_type),
@@ -2159,6 +2172,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog, candle_type) -> None
    assert exchange._api_async.fetch_ohlcv.call_count == 3
    exchange._api_async.fetch_ohlcv.reset_mock()
    caplog.clear()
+
    # Call with invalid timeframe
    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '3m', candle_type)], cache=False)
    if candle_type != CandleType.MARK:
@@ -2169,6 +2183,91 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog, candle_type) -> None
        assert len(res) == 1


+@pytest.mark.parametrize('candle_type', [CandleType.FUTURES, CandleType.MARK, CandleType.SPOT])
+def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_machine) -> None:
+    start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=timezone.utc)
+    ohlcv = generate_test_data_raw('1h', 100, start.strftime('%Y-%m-%d'))
+    time_machine.move_to(start + timedelta(hours=99, minutes=30))
+
+    exchange = get_patched_exchange(mocker, default_conf)
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
+    pair1 = ('IOTA/ETH', '1h', candle_type)
+    pair2 = ('XRP/ETH', '1h', candle_type)
+    pairs = [pair1, pair2]
+
+    # No caching
+    assert not exchange._klines
+    res = exchange.refresh_latest_ohlcv(pairs, cache=False)
+    assert exchange._api_async.fetch_ohlcv.call_count == 2
+    assert len(res) == 2
+    assert len(res[pair1]) == 99
+    assert len(res[pair2]) == 99
+    assert not exchange._klines
+    exchange._api_async.fetch_ohlcv.reset_mock()
+
+    # With caching
+    res = exchange.refresh_latest_ohlcv(pairs)
+    assert exchange._api_async.fetch_ohlcv.call_count == 2
+    assert len(res) == 2
+    assert len(res[pair1]) == 99
+    assert len(res[pair2]) == 99
+    assert exchange._klines
+    assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000
+    exchange._api_async.fetch_ohlcv.reset_mock()
+
+    # Returned from cache
+    res = exchange.refresh_latest_ohlcv(pairs)
+    assert exchange._api_async.fetch_ohlcv.call_count == 0
+    assert len(res) == 2
+    assert len(res[pair1]) == 99
+    assert len(res[pair2]) == 99
+    assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000
+
+    # Move time 1 candle further but result didn't change yet
+    time_machine.move_to(start + timedelta(hours=101))
+    res = exchange.refresh_latest_ohlcv(pairs)
+    assert exchange._api_async.fetch_ohlcv.call_count == 2
+    assert len(res) == 2
+    assert len(res[pair1]) == 99
+    assert len(res[pair2]) == 99
+    assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000
+    refresh_pior = exchange._pairs_last_refresh_time[pair1]
+
+    # New candle on exchange - only return 50 candles (but one candle further)
+    new_startdate = (start + timedelta(hours=51)).strftime('%Y-%m-%d %H:%M')
+    ohlcv = generate_test_data_raw('1h', 50, new_startdate)
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
+    res = exchange.refresh_latest_ohlcv(pairs)
+    assert exchange._api_async.fetch_ohlcv.call_count == 2
+    assert len(res) == 2
+    assert len(res[pair1]) == 100
+    assert len(res[pair2]) == 100
+    assert refresh_pior != exchange._pairs_last_refresh_time[pair1]
+
+    assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000
+    assert exchange._pairs_last_refresh_time[pair2] == ohlcv[-1][0] // 1000
+    exchange._api_async.fetch_ohlcv.reset_mock()
+
+    # Retry same call - no action.
+    res = exchange.refresh_latest_ohlcv(pairs)
+    assert exchange._api_async.fetch_ohlcv.call_count == 0
+    assert len(res) == 2
+    assert len(res[pair1]) == 100
+    assert len(res[pair2]) == 100
+
+    # Move to distant future (so a 1 call would cause a hole in the data)
+    time_machine.move_to(start + timedelta(hours=2000))
+    ohlcv = generate_test_data_raw('1h', 100, start + timedelta(hours=1900))
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
+    res = exchange.refresh_latest_ohlcv(pairs)
+
+    assert exchange._api_async.fetch_ohlcv.call_count == 2
+    assert len(res) == 2
+    # Cache eviction - new data.
+    assert len(res[pair1]) == 99
+    assert len(res[pair2]) == 99
+
+
@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
--- a/tests/exchange/test_exchange_utils.py
+++ b/tests/exchange/test_exchange_utils.py
@@ -0,0 +1,85 @@
+# pragma pylint: disable=missing-docstring, protected-access, invalid-name
+
+import pytest
+
+from freqtrade.enums import RunMode
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.check_exchange import check_exchange
+from tests.conftest import log_has_re
+
+
+def test_check_exchange(default_conf, caplog) -> None:
+    # Test an officially supported by Freqtrade team exchange
+    default_conf['runmode'] = RunMode.DRY_RUN
+    default_conf.get('exchange').update({'name': 'BITTREX'})
+    assert check_exchange(default_conf)
+    assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
+                      caplog)
+    caplog.clear()
+
+    # Test an officially supported by Freqtrade team exchange
+    default_conf.get('exchange').update({'name': 'binance'})
+    assert check_exchange(default_conf)
+    assert log_has_re(
+        r"Exchange \"binance\" is officially supported by the Freqtrade development team\.",
+        caplog)
+    caplog.clear()
+
+    # Test an officially supported by Freqtrade team exchange
+    default_conf.get('exchange').update({'name': 'binanceus'})
+    assert check_exchange(default_conf)
+    assert log_has_re(
+        r"Exchange \"binanceus\" is officially supported by the Freqtrade development team\.",
+        caplog)
+    caplog.clear()
+
+    # Test an officially supported by Freqtrade team exchange - with remapping
+    default_conf.get('exchange').update({'name': 'okex'})
+    assert check_exchange(default_conf)
+    assert log_has_re(
+        r"Exchange \"okex\" is officially supported by the Freqtrade development team\.",
+        caplog)
+    caplog.clear()
+    # Test an available exchange, supported by ccxt
+    default_conf.get('exchange').update({'name': 'huobipro'})
+    assert check_exchange(default_conf)
+    assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
+                      r"but not officially supported "
+                      r"by the Freqtrade development team\. .*", caplog)
+    caplog.clear()
+
+    # Test a 'bad' exchange, which known to have serious problems
+    default_conf.get('exchange').update({'name': 'bitmex'})
+    with pytest.raises(OperationalException,
+                       match=r"Exchange .* will not work with Freqtrade\..*"):
+        check_exchange(default_conf)
+    caplog.clear()
+
+    # Test a 'bad' exchange with check_for_bad=False
+    default_conf.get('exchange').update({'name': 'bitmex'})
+    assert check_exchange(default_conf, False)
+    assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
+                      r"but not officially supported "
+                      r"by the Freqtrade development team\. .*", caplog)
+    caplog.clear()
+
+    # Test an invalid exchange
+    default_conf.get('exchange').update({'name': 'unknown_exchange'})
+    with pytest.raises(
+        OperationalException,
+        match=r'Exchange "unknown_exchange" is not known to the ccxt library '
+              r'and therefore not available for the bot.*'
+    ):
+        check_exchange(default_conf)
+
+    # Test no exchange...
+    default_conf.get('exchange').update({'name': ''})
+    default_conf['runmode'] = RunMode.PLOT
+    assert check_exchange(default_conf)
+
+    # Test no exchange...
+    default_conf.get('exchange').update({'name': ''})
+    default_conf['runmode'] = RunMode.UTIL_EXCHANGE
+    with pytest.raises(OperationalException,
+                       match=r'This command requires a configured exchange.*'):
+        check_exchange(default_conf)
--- a/tests/freqai/conftest.py
+++ b/tests/freqai/conftest.py
@@ -29,15 +29,16 @@ def freqai_conf(default_conf, tmpdir):
                "enabled": True,
                "startup_candles": 10000,
                "purge_old_models": True,
-                "train_period_days": 5,
+                "train_period_days": 2,
                "backtest_period_days": 2,
                "live_retrain_hours": 0,
                "expiration_hours": 1,
                "identifier": "uniqe-id100",
                "live_trained_timestamp": 0,
+                "data_kitchen_thread_count": 2,
                "feature_parameters": {
                    "include_timeframes": ["5m"],
-                    "include_corr_pairlist": ["ADA/BTC", "DASH/BTC"],
+                    "include_corr_pairlist": ["ADA/BTC"],
                    "label_period_candles": 20,
                    "include_shifted_candles": 1,
                    "DI_threshold": 0.9,
@@ -47,7 +48,7 @@ def freqai_conf(default_conf, tmpdir):
                    "stratify_training_data": 0,
                    "indicator_periods_candles": [10],
                },
-                "data_split_parameters": {"test_size": 0.33, "random_state": 1},
+                "data_split_parameters": {"test_size": 0.33, "shuffle": False},
                "model_training_parameters": {"n_estimators": 100},
            },
            "config_files": [Path('config_examples', 'config_freqai.example.json')]
--- a/tests/freqai/test_freqai_datadrawer.py
+++ b/tests/freqai/test_freqai_datadrawer.py
@@ -90,5 +90,5 @@ def test_use_strategy_to_populate_indicators(mocker, freqai_conf):

    df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, 'LTC/BTC')

-    assert len(df.columns) == 45
+    assert len(df.columns) == 33
    shutil.rmtree(Path(freqai.dk.full_path))
--- a/tests/freqai/test_freqai_datakitchen.py
+++ b/tests/freqai/test_freqai_datakitchen.py
@@ -71,17 +71,14 @@ def test_use_DBSCAN_to_remove_outliers(mocker, freqai_conf, caplog):
    freqai = make_data_dictionary(mocker, freqai_conf)
    # freqai_conf['freqai']['feature_parameters'].update({"outlier_protection_percentage": 1})
    freqai.dk.use_DBSCAN_to_remove_outliers(predict=False)
-    assert log_has_re(
-        "DBSCAN found eps of 2.36.",
-        caplog,
-    )
+    assert log_has_re(r"DBSCAN found eps of 1\.7\d\.", caplog)


 def test_compute_distances(mocker, freqai_conf):
    freqai = make_data_dictionary(mocker, freqai_conf)
    freqai_conf['freqai']['feature_parameters'].update({"DI_threshold": 1})
    avg_mean_dist = freqai.dk.compute_distances()
-    assert round(avg_mean_dist, 2) == 2.54
+    assert round(avg_mean_dist, 2) == 1.99


 def test_use_SVM_to_remove_outliers_and_outlier_protection(mocker, freqai_conf, caplog):
@@ -89,7 +86,7 @@ def test_use_SVM_to_remove_outliers_and_outlier_protection(mocker, freqai_conf,
    freqai_conf['freqai']['feature_parameters'].update({"outlier_protection_percentage": 0.1})
    freqai.dk.use_SVM_to_remove_outliers(predict=False)
    assert log_has_re(
-        "SVM detected 8.09%",
+        "SVM detected 7.36%",
        caplog,
    )

@@ -128,7 +125,7 @@ def test_normalize_data(mocker, freqai_conf):
    freqai = make_data_dictionary(mocker, freqai_conf)
    data_dict = freqai.dk.data_dictionary
    freqai.dk.normalize_data(data_dict)
-    assert len(freqai.dk.data) == 56
+    assert len(freqai.dk.data) == 32


 def test_filter_features(mocker, freqai_conf):
@@ -142,7 +139,7 @@ def test_filter_features(mocker, freqai_conf):
            training_filter=True,
    )

-    assert len(filtered_df.columns) == 26
+    assert len(filtered_df.columns) == 14


 def test_make_train_test_datasets(mocker, freqai_conf):
--- a/tests/freqai/test_freqai_interface.py
+++ b/tests/freqai/test_freqai_interface.py
@@ -8,7 +8,11 @@ import pytest

 from freqtrade.configuration import TimeRange
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.enums import RunMode
 from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+from freqtrade.freqai.utils import download_all_data_for_training, get_required_data_timerange
+from freqtrade.optimize.backtesting import Backtesting
+from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlistmanager import PairListManager
 from tests.conftest import get_patched_exchange, log_has_re
 from tests.freqai.conftest import get_patched_freqai_strategy
@@ -19,15 +23,21 @@ def is_arm() -> bool:
    return "arm" in machine or "aarch64" in machine


+def is_mac() -> bool:
+    machine = platform.system()
+    return "Darwin" in machine
+
+
@pytest.mark.parametrize('model', [
    'LightGBMRegressor',
    'XGBoostRegressor',
    'CatboostRegressor',
    ])
-def test_extract_data_and_train_model_Regressors(mocker, freqai_conf, model):
+def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model):
    if is_arm() and model == 'CatboostRegressor':
        pytest.skip("CatBoost is not supported on ARM")

+    model_save_ext = 'joblib'
    freqai_conf.update({"freqaimodel": model})
    freqai_conf.update({"timerange": "20180110-20180130"})
    freqai_conf.update({"strategy": "freqai_test_strat"})
@@ -44,16 +54,16 @@ def test_extract_data_and_train_model_Regressors(mocker, freqai_conf, model):

    freqai.dd.pair_dict = MagicMock()

-    data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
-    new_timerange = TimeRange.parse_timerange("20180120-20180130")
+    data_load_timerange = TimeRange.parse_timerange("20180125-20180130")
+    new_timerange = TimeRange.parse_timerange("20180127-20180130")

    freqai.extract_data_and_train_model(
        new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)

-    assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_model.joblib").is_file()
+    assert Path(freqai.dk.data_path /
+                f"{freqai.dk.model_filename}_model.{model_save_ext}").is_file()
    assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").is_file()
    assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").is_file()
-    assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").is_file()

    shutil.rmtree(Path(freqai.dk.full_path))

@@ -93,7 +103,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model):
    assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").is_file()
    assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").is_file()
    assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").is_file()
-    assert len(freqai.dk.data['training_features_list']) == 26
+    assert len(freqai.dk.data['training_features_list']) == 14

    shutil.rmtree(Path(freqai.dk.full_path))

@@ -137,9 +147,28 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
    shutil.rmtree(Path(freqai.dk.full_path))


-def test_start_backtesting(mocker, freqai_conf):
-    freqai_conf.update({"timerange": "20180120-20180130"})
+@pytest.mark.parametrize(
+    "model, num_files, strat",
+    [
+        ("LightGBMRegressor", 6, "freqai_test_strat"),
+        ("XGBoostRegressor", 6, "freqai_test_strat"),
+        ("CatboostRegressor", 6, "freqai_test_strat"),
+        ("XGBoostClassifier", 6, "freqai_test_classifier"),
+        ("LightGBMClassifier", 6, "freqai_test_classifier"),
+        ("CatboostClassifier", 6, "freqai_test_classifier")
+    ],
+    )
+def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
    freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
+    freqai_conf['runmode'] = RunMode.BACKTEST
+    Trade.use_db = False
+    if is_arm() and "Catboost" in model:
+        pytest.skip("CatBoost is not supported on ARM")
+
+    freqai_conf.update({"freqaimodel": model})
+    freqai_conf.update({"timerange": "20180120-20180130"})
+    freqai_conf.update({"strategy": strat})
+
    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
    exchange = get_patched_exchange(mocker, freqai_conf)
    strategy.dp = DataProvider(freqai_conf, exchange)
@@ -158,8 +187,8 @@ def test_start_backtesting(mocker, freqai_conf):
    freqai.start_backtesting(df, metadata, freqai.dk)
    model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]

-    assert len(model_folders) == 6
-
+    assert len(model_folders) == num_files
+    Backtesting.cleanup()
    shutil.rmtree(Path(freqai.dk.full_path))


@@ -212,7 +241,7 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):

    assert len(model_folders) == 6

-    # without deleting the exiting folder structure, re-run
+    # without deleting the existing folder structure, re-run

    freqai_conf.update({"timerange": "20180120-20180130"})
    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
@@ -401,3 +430,40 @@ def test_freqai_informative_pairs(mocker, freqai_conf, timeframes, corr_pairs):
    pairs_b = strategy.gather_informative_pairs()
    # we expect unique pairs * timeframes
    assert len(pairs_b) == len(set(pairlist + corr_pairs)) * len(timeframes)
+
+
+def test_start_set_train_queue(mocker, freqai_conf, caplog):
+    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
+    exchange = get_patched_exchange(mocker, freqai_conf)
+    pairlist = PairListManager(exchange, freqai_conf)
+    strategy.dp = DataProvider(freqai_conf, exchange, pairlist)
+    strategy.freqai_info = freqai_conf.get("freqai", {})
+    freqai = strategy.freqai
+    freqai.live = False
+
+    freqai.train_queue = freqai._set_train_queue()
+
+    assert log_has_re(
+        "Set fresh train queue from whitelist.",
+        caplog,
+    )
+
+
+def test_get_required_data_timerange(mocker, freqai_conf):
+    time_range = get_required_data_timerange(freqai_conf)
+    assert (time_range.stopts - time_range.startts) == 177300
+
+
+def test_download_all_data_for_training(mocker, freqai_conf, caplog, tmpdir):
+    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
+    exchange = get_patched_exchange(mocker, freqai_conf)
+    pairlist = PairListManager(exchange, freqai_conf)
+    strategy.dp = DataProvider(freqai_conf, exchange, pairlist)
+    freqai_conf['pairs'] = freqai_conf['exchange']['pair_whitelist']
+    freqai_conf['datadir'] = Path(tmpdir)
+    download_all_data_for_training(strategy.dp, freqai_conf)
+
+    assert log_has_re(
+        "Downloading",
+        caplog,
+    )
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -6,6 +6,7 @@ import pandas as pd
 import pytest

 from freqtrade.enums import ExitType, RunMode
+from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.optimize.hyperopt import Hyperopt
 from tests.conftest import patch_exchange

@@ -28,6 +29,13 @@ def hyperopt_conf(default_conf):
    return hyperconf


+@pytest.fixture(autouse=True)
+def backtesting_cleanup() -> None:
+    yield None
+
+    Backtesting.cleanup()
+
+
@pytest.fixture(scope='function')
 def hyperopt(hyperopt_conf, mocker):

--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -52,13 +52,6 @@ def trim_dictlist(dict_list, num):
    return new


-@pytest.fixture(autouse=True)
-def backtesting_cleanup() -> None:
-    yield None
-
-    Backtesting.cleanup()
-
-
 def load_data_test(what, testdatadir):
    timerange = TimeRange.parse_timerange('1510694220-1510700340')
    data = history.load_pair_history(pair='UNITTEST/BTC', datadir=testdatadir,
@@ -87,7 +80,7 @@ def load_data_test(what, testdatadir):
        data.loc[:, 'close'] = np.sin(data.index * hz) / 1000 + base

    return {'UNITTEST/BTC': clean_ohlcv_dataframe(data, timeframe='1m', pair='UNITTEST/BTC',
-                                                  fill_missing=True)}
+                                                  fill_missing=True, drop_incomplete=True)}


 # FIX: fixturize this?
@@ -330,7 +323,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
    backtesting = Backtesting(default_conf)
    backtesting._set_strategy(backtesting.strategylist[0])
    processed = backtesting.strategy.advise_all_indicators(data)
-    assert len(processed['UNITTEST/BTC']) == 102
+    assert len(processed['UNITTEST/BTC']) == 103

    # Load strategy to compare the result between Backtesting function and strategy are the same
    strategy = StrategyResolver.load_strategy(default_conf)
@@ -434,7 +427,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->

    default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
    with pytest.raises(OperationalException,
-                       match=r'VolumePairList not allowed for backtesting\..*StaticPairlist.*'):
+                       match=r'VolumePairList not allowed for backtesting\..*StaticPairList.*'):
        Backtesting(default_conf)

    default_conf.update({
@@ -467,7 +460,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti

    default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
    with pytest.raises(OperationalException,
-                       match=r'VolumePairList not allowed for backtesting\..*StaticPairlist.*'):
+                       match=r'VolumePairList not allowed for backtesting\..*StaticPairList.*'):
        Backtesting(default_conf)

    default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}]
@@ -846,7 +839,7 @@ def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> N
    data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                             timerange=timerange)
    df = data['UNITTEST/BTC']
-    df.loc[:, 'date'] = df.loc[:, 'date'] - timedelta(days=1)
+    df['date'] = df.loc[:, 'date'] - timedelta(days=1)
    # Trimming 100 candles, so after 2nd trimming, no candle is left.
    df = df.iloc[:100]
    data['XRP/USDT'] = df
@@ -1172,9 +1165,9 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
        'Parameter --timerange detected: 1510694220-1510700340 ...',
        f'Using data directory: {testdatadir} ...',
        'Loading data from 2017-11-14 20:57:00 '
-        'up to 2017-11-14 22:58:00 (0 days).',
+        'up to 2017-11-14 22:59:00 (0 days).',
        'Backtesting with data from 2017-11-14 21:17:00 '
-        'up to 2017-11-14 22:58:00 (0 days).',
+        'up to 2017-11-14 22:59:00 (0 days).',
        'Parameter --enable-position-stacking detected ...'
    ]

@@ -1251,9 +1244,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
        'Parameter --timerange detected: 1510694220-1510700340 ...',
        f'Using data directory: {testdatadir} ...',
        'Loading data from 2017-11-14 20:57:00 '
-        'up to 2017-11-14 22:58:00 (0 days).',
+        'up to 2017-11-14 22:59:00 (0 days).',
        'Backtesting with data from 2017-11-14 21:17:00 '
-        'up to 2017-11-14 22:58:00 (0 days).',
+        'up to 2017-11-14 22:59:00 (0 days).',
        'Parameter --enable-position-stacking detected ...',
        f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
        'Running backtesting for Strategy StrategyTestV2',
@@ -1362,9 +1355,9 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
        'Parameter --timerange detected: 1510694220-1510700340 ...',
        f'Using data directory: {testdatadir} ...',
        'Loading data from 2017-11-14 20:57:00 '
-        'up to 2017-11-14 22:58:00 (0 days).',
+        'up to 2017-11-14 22:59:00 (0 days).',
        'Backtesting with data from 2017-11-14 21:17:00 '
-        'up to 2017-11-14 22:58:00 (0 days).',
+        'up to 2017-11-14 22:59:00 (0 days).',
        'Parameter --enable-position-stacking detected ...',
        f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
        'Running backtesting for Strategy StrategyTestV2',
@@ -1378,7 +1371,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
    assert 'EXIT REASON STATS' in captured.out
    assert 'DAY BREAKDOWN' in captured.out
    assert 'LEFT OPEN TRADES REPORT' in captured.out
-    assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
+    assert '2017-11-14 21:17:00 -> 2017-11-14 22:59:00 | Max open trades : 1' in captured.out
    assert 'STRATEGY SUMMARY' in captured.out


@@ -1510,9 +1503,9 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
        'Parameter -i/--timeframe detected ... Using timeframe: 1h ...',
        f'Using data directory: {testdatadir} ...',
        'Loading data from 2021-11-17 01:00:00 '
-        'up to 2021-11-21 03:00:00 (4 days).',
+        'up to 2021-11-21 04:00:00 (4 days).',
        'Backtesting with data from 2021-11-17 21:00:00 '
-        'up to 2021-11-21 03:00:00 (3 days).',
+        'up to 2021-11-21 04:00:00 (3 days).',
        'XRP/USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00',
        'XRP/USDT, mark, 8h, data starts at 2021-11-18 00:00:00',
        f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
@@ -1623,9 +1616,9 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
        'Parameter --timeframe-detail detected, using 1m for intra-candle backtesting ...',
        f'Using data directory: {testdatadir} ...',
        'Loading data from 2019-10-11 00:00:00 '
-        'up to 2019-10-13 11:10:00 (2 days).',
+        'up to 2019-10-13 11:15:00 (2 days).',
        'Backtesting with data from 2019-10-11 01:40:00 '
-        'up to 2019-10-13 11:10:00 (2 days).',
+        'up to 2019-10-13 11:15:00 (2 days).',
        f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
    ]

@@ -1726,7 +1719,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
        'Parameter --timerange detected: 1510694220-1510700340 ...',
        f'Using data directory: {testdatadir} ...',
        'Loading data from 2017-11-14 20:57:00 '
-        'up to 2017-11-14 22:58:00 (0 days).',
+        'up to 2017-11-14 22:59:00 (0 days).',
        'Parameter --enable-position-stacking detected ...',
    ]

@@ -1739,7 +1732,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
            'Running backtesting for Strategy StrategyTestV2',
            'Running backtesting for Strategy StrategyTestV3',
            'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
-            'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).',
+            'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:59:00 (0 days).',
        ]
    elif run_id == '2' and min_backtest_date < start_time:
        assert backtestmock.call_count == 0
@@ -1752,7 +1745,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
            'Reusing result of previous backtest for StrategyTestV2',
            'Running backtesting for Strategy StrategyTestV3',
            'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
-            'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).',
+            'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:59:00 (0 days).',
        ]
        assert backtestmock.call_count == 1

--- a/tests/optimize/test_backtesting_adjust_position.py
+++ b/tests/optimize/test_backtesting_adjust_position.py
@@ -93,11 +93,16 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
                t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))


-def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> None:
+@pytest.mark.parametrize('leverage', [
+    1, 2
+])
+def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, leverage) -> None:
    default_conf['use_exit_signal'] = False
    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
    mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=10)
    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
+    mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10)
+
    patch_exchange(mocker)
    default_conf.update({
        "stake_amount": 100.0,
@@ -105,6 +110,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non
        "strategy": "StrategyTestV3"
    })
    backtesting = Backtesting(default_conf)
+    backtesting._can_short = True
    backtesting._set_strategy(backtesting.strategylist[0])
    pair = 'XRP/USDT'
    row = [
@@ -120,18 +126,19 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non
            '',  # enter_tag
            '',  # exit_tag
            ]
+    backtesting.strategy.leverage = MagicMock(return_value=leverage)
    trade = backtesting._enter_trade(pair, row=row, direction='long')
    trade.orders[0].close_bt_order(row[0], trade)
    assert trade
    assert pytest.approx(trade.stake_amount) == 100.0
-    assert pytest.approx(trade.amount) == 47.61904762
+    assert pytest.approx(trade.amount) == 47.61904762 * leverage
    assert len(trade.orders) == 1
    backtesting.strategy.adjust_trade_position = MagicMock(return_value=None)

    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
    assert trade
    assert pytest.approx(trade.stake_amount) == 100.0
-    assert pytest.approx(trade.amount) == 47.61904762
+    assert pytest.approx(trade.amount) == 47.61904762 * leverage
    assert len(trade.orders) == 1
    # Increase position by 100
    backtesting.strategy.adjust_trade_position = MagicMock(return_value=100)
@@ -140,7 +147,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non

    assert trade
    assert pytest.approx(trade.stake_amount) == 200.0
-    assert pytest.approx(trade.amount) == 95.23809524
+    assert pytest.approx(trade.amount) == 95.23809524 * leverage
    assert len(trade.orders) == 2

    # Reduce by more than amount - no change to trade.
@@ -150,7 +157,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non

    assert trade
    assert pytest.approx(trade.stake_amount) == 200.0
-    assert pytest.approx(trade.amount) == 95.23809524
+    assert pytest.approx(trade.amount) == 95.23809524 * leverage
    assert len(trade.orders) == 2
    assert trade.nr_of_successful_entries == 2

@@ -160,7 +167,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non

    assert trade
    assert pytest.approx(trade.stake_amount) == 100.0
-    assert pytest.approx(trade.amount) == 47.61904762
+    assert pytest.approx(trade.amount) == 47.61904762 * leverage
    assert len(trade.orders) == 3
    assert trade.nr_of_successful_entries == 2
    assert trade.nr_of_successful_exits == 1
@@ -171,7 +178,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non

    assert trade
    assert pytest.approx(trade.stake_amount) == 100.0
-    assert pytest.approx(trade.amount) == 47.61904762
+    assert pytest.approx(trade.amount) == 47.61904762 * leverage
    assert len(trade.orders) == 3
    assert trade.nr_of_successful_entries == 2
    assert trade.nr_of_successful_exits == 1
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -297,6 +297,7 @@ def test_params_no_optimize_details(hyperopt) -> None:
 def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
+    mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
    mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')

    mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
@@ -530,6 +531,7 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
    mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
+    mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)

    mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                 MagicMock(return_value=(MagicMock(), None)))
@@ -581,6 +583,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
    mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
+    mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
    mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                 MagicMock(return_value=(MagicMock(), None)))
    mocker.patch(
@@ -622,6 +625,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
 def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
+    mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
    mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
    mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                 MagicMock(return_value=(MagicMock(), None)))
@@ -663,6 +667,7 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
 def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
+    mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
    mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
    mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                 MagicMock(return_value=(MagicMock(), None)))
@@ -736,6 +741,7 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
 def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
+    mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
    mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
    mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                 MagicMock(return_value=(MagicMock(), None)))
@@ -778,6 +784,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
 def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
+    mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
    mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
    mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                 MagicMock(return_value=(MagicMock(), None)))
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -9,6 +9,7 @@ import pytest
 import time_machine

 from freqtrade.constants import AVAILABLE_PAIRLISTS
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import CandleType, RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.persistence import Trade
@@ -40,6 +41,12 @@ def whitelist_conf(default_conf):
            "sort_key": "quoteVolume",
        },
    ]
+    default_conf.update({
+        "external_message_consumer": {
+            "enabled": True,
+            "producers": [],
+        }
+    })
    return default_conf


@@ -126,7 +133,7 @@ def test_log_cached(mocker, static_pl_conf, markets, tickers):
 def test_load_pairlist_noexist(mocker, markets, default_conf):
    freqtrade = get_patched_freqtradebot(mocker, default_conf)
    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    plm = PairListManager(freqtrade.exchange, default_conf)
+    plm = PairListManager(freqtrade.exchange, default_conf, MagicMock())
    with pytest.raises(OperationalException,
                       match=r"Impossible to load Pairlist 'NonexistingPairList'. "
                             r"This class does not exist or contains Python code errors."):
@@ -137,7 +144,7 @@ def test_load_pairlist_noexist(mocker, markets, default_conf):
 def test_load_pairlist_verify_multi(mocker, markets_static, default_conf):
    freqtrade = get_patched_freqtradebot(mocker, default_conf)
    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_static))
-    plm = PairListManager(freqtrade.exchange, default_conf)
+    plm = PairListManager(freqtrade.exchange, default_conf, MagicMock())
    # Call different versions one after the other, should always consider what was passed in
    # and have no side-effects (therefore the same check multiple times)
    assert plm.verify_whitelist(['ETH/BTC', 'XRP/BTC', ], print) == ['ETH/BTC', 'XRP/BTC']
@@ -269,7 +276,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
    with pytest.raises(OperationalException,
                       match=r'`number_assets` not specified. Please check your configuration '
                             r'for "pairlist.config.number_assets"'):
-        PairListManager(freqtrade.exchange, whitelist_conf)
+        PairListManager(freqtrade.exchange, whitelist_conf, MagicMock())


 def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_conf_2):
@@ -622,10 +629,10 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,

    # create candles for high volume with all candles high volume, but very low price.
    ohlcv_history_high_volume = ohlcv_history.copy()
-    ohlcv_history_high_volume.loc[:, 'volume'] = 10
-    ohlcv_history_high_volume.loc[:, 'low'] = ohlcv_history_high_volume.loc[:, 'low'] * 0.01
-    ohlcv_history_high_volume.loc[:, 'high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01
-    ohlcv_history_high_volume.loc[:, 'close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01
+    ohlcv_history_high_volume['volume'] = 10
+    ohlcv_history_high_volume['low'] = ohlcv_history_high_volume.loc[:, 'low'] * 0.01
+    ohlcv_history_high_volume['high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01
+    ohlcv_history_high_volume['close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01

    mocker.patch('freqtrade.exchange.ftx.Ftx.market_is_tradable', return_value=True)

@@ -694,7 +701,7 @@ def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:

    with pytest.raises(OperationalException,
                       match=r"PrecisionFilter can only work with stoploss defined\..*"):
-        PairListManager(MagicMock, whitelist_conf)
+        PairListManager(MagicMock, whitelist_conf, MagicMock())


 def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
@@ -703,7 +710,7 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
        del Trade.query
    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
    exchange = get_patched_exchange(mocker, whitelist_conf)
-    pm = PairListManager(exchange, whitelist_conf)
+    pm = PairListManager(exchange, whitelist_conf, MagicMock())
    pm.refresh_pairlist()

    assert log_has("PerformanceFilter is not available in this mode.", caplog)
@@ -1167,6 +1174,10 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
     "[{'OffsetFilter': 'OffsetFilter - Taking 10 Pairs, starting from 5.'}]",
     None
     ),
+    ({"method": "ProducerPairList"},
+     "[{'ProducerPairList': 'ProducerPairList - default'}]",
+     None
+     ),
 ])
 def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig,
                          desc_expected, exception_expected):
@@ -1341,3 +1352,77 @@ def test_expand_pairlist_keep_invalid(wildcardlist, pairs, expected):
            expand_pairlist(wildcardlist, pairs, keep_invalid=True)
    else:
        assert sorted(expand_pairlist(wildcardlist, pairs, keep_invalid=True)) == sorted(expected)
+
+
+def test_ProducerPairlist_no_emc(mocker, whitelist_conf):
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+
+    whitelist_conf['pairlists'] = [
+        {
+            "method": "ProducerPairList",
+            "number_assets": 10,
+            "producer_name": "hello_world",
+        }
+    ]
+    del whitelist_conf['external_message_consumer']
+
+    with pytest.raises(OperationalException,
+                       match=r"ProducerPairList requires external_message_consumer to be enabled."):
+        get_patched_freqtradebot(mocker, whitelist_conf)
+
+
+def test_ProducerPairlist(mocker, whitelist_conf, markets):
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          )
+    whitelist_conf['pairlists'] = [
+        {
+            "method": "ProducerPairList",
+            "number_assets": 2,
+            "producer_name": "hello_world",
+        }
+    ]
+    whitelist_conf.update({
+        "external_message_consumer": {
+            "enabled": True,
+            "producers": [
+                {
+                    "name": "hello_world",
+                    "host": "null",
+                    "port": 9891,
+                    "ws_token": "dummy",
+                }
+            ]
+        }
+    })
+
+    exchange = get_patched_exchange(mocker, whitelist_conf)
+    dp = DataProvider(whitelist_conf, exchange, None)
+    pairs = ['ETH/BTC', 'LTC/BTC', 'XRP/BTC']
+    # different producer
+    dp._set_producer_pairs(pairs + ['MEEP/USDT'], 'default')
+    pm = PairListManager(exchange, whitelist_conf, dp)
+    pm.refresh_pairlist()
+    assert pm.whitelist == []
+    # proper producer
+    dp._set_producer_pairs(pairs, 'hello_world')
+    pm.refresh_pairlist()
+
+    # Pairlist reduced to 2
+    assert pm.whitelist == pairs[:2]
+    assert len(pm.whitelist) == 2
+    whitelist_conf['exchange']['pair_whitelist'] = ['TKN/BTC']
+
+    whitelist_conf['pairlists'] = [
+        {"method": "StaticPairList"},
+        {
+            "method": "ProducerPairList",
+            "producer_name": "hello_world",
+        }
+    ]
+    pm = PairListManager(exchange, whitelist_conf, dp)
+    pm.refresh_pairlist()
+    assert len(pm.whitelist) == 4
+    assert pm.whitelist == ['TKN/BTC'] + pairs
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -45,7 +45,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:

    freqtradebot.enter_positions()
    trades = Trade.get_open_trades()
-    trades[0].open_order_id = None
    freqtradebot.exit_positions(trades)

    results = rpc._rpc_trade_status()
@@ -1031,6 +1030,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:

 def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open) -> None:
    default_conf['force_entry_enable'] = True
+    default_conf['max_open_trades'] = 0
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    buy_mm = MagicMock(return_value=limit_buy_order_open)
    mocker.patch.multiple(
@@ -1045,6 +1045,10 @@ def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open
    patch_get_signal(freqtradebot)
    rpc = RPC(freqtradebot)
    pair = 'ETH/BTC'
+    with pytest.raises(RPCException, match='Maximum number of trades is reached.'):
+        rpc._rpc_force_entry(pair, None)
+    freqtradebot.config['max_open_trades'] = 5
+
    trade = rpc._rpc_force_entry(pair, None)
    assert isinstance(trade, Trade)
    assert trade.pair == pair
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1477,6 +1477,10 @@ def test_api_strategy(botclient):
    rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
    assert_response(rc, 404)

+    # Disallow base64 strategies
+    rc = client_get(client, f"{BASE_URI}/strategy/xx:cHJpbnQoImhlbGxvIHdvcmxkIik=")
+    assert_response(rc, 500)
+

 def test_list_available_pairs(botclient):
    ftbot, client = botclient
@@ -1650,6 +1654,11 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
    assert not result['running']
    assert result['status_msg'] == 'Backtest reset'

+    # Disallow base64 strategies
+    data['strategy'] = "xx:cHJpbnQoImhlbGxvIHdvcmxkIik="
+    rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
+    assert_response(rc, 500)
+

 def test_api_backtest_history(botclient, mocker, testdatadir):
    ftbot, client = botclient
--- a/tests/rpc/test_rpc_emc.py
+++ b/tests/rpc/test_rpc_emc.py
@@ -188,15 +188,19 @@ async def test_emc_create_connection_success(default_conf, caplog, mocker):
        emc.shutdown()


-async def test_emc_create_connection_invalid_port(default_conf, caplog, mocker):
+@pytest.mark.parametrize('host,port', [
+    (_TEST_WS_HOST, -1),
+    ("10000.1241..2121/", _TEST_WS_PORT),
+])
+async def test_emc_create_connection_invalid_url(default_conf, caplog, mocker, host, port):
    default_conf.update({
        "external_message_consumer": {
            "enabled": True,
            "producers": [
                {
                    "name": "default",
-                    "host": _TEST_WS_HOST,
-                    "port": -1,
+                    "host": host,
+                    "port": port,
                    "ws_token": _TEST_WS_TOKEN
                }
            ],
@@ -207,38 +211,13 @@ async def test_emc_create_connection_invalid_port(default_conf, caplog, mocker):
    })

    dp = DataProvider(default_conf, None, None, None)
+    # Handle start explicitly to avoid messing with threading in tests
+    mocker.patch("freqtrade.rpc.external_message_consumer.ExternalMessageConsumer.start",)
    emc = ExternalMessageConsumer(default_conf, dp)

    try:
-        await asyncio.sleep(0.01)
-        assert log_has_re(r".+ is an invalid WebSocket URL .+", caplog)
-    finally:
-        emc.shutdown()
-
-
-async def test_emc_create_connection_invalid_host(default_conf, caplog, mocker):
-    default_conf.update({
-        "external_message_consumer": {
-            "enabled": True,
-            "producers": [
-                {
-                    "name": "default",
-                    "host": "10000.1241..2121/",
-                    "port": _TEST_WS_PORT,
-                    "ws_token": _TEST_WS_TOKEN
-                }
-            ],
-            "wait_timeout": 60,
-            "ping_timeout": 60,
-            "sleep_timeout": 60
-        }
-    })
-
-    dp = DataProvider(default_conf, None, None, None)
-    emc = ExternalMessageConsumer(default_conf, dp)
-
-    try:
-        await asyncio.sleep(0.01)
+        emc._running = True
+        await emc._create_connection(emc.producers[0], asyncio.Lock())
        assert log_has_re(r".+ is an invalid WebSocket URL .+", caplog)
    finally:
        emc.shutdown()
@@ -276,6 +255,8 @@ async def test_emc_create_connection_error(default_conf, caplog, mocker):


 async def test_emc_receive_messages_valid(default_conf, caplog, mocker):
+    caplog.set_level(logging.DEBUG)
+
    default_conf.update({
        "external_message_consumer": {
            "enabled": True,
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -365,6 +365,14 @@ def test_exception_send_msg(default_conf, mocker, caplog):
    with pytest.raises(NotImplementedError):
        webhook.send_msg(msg)

+    # Test no failure for not implemented but known messagetypes
+    for e in RPCMessageType:
+        msg = {
+            'type': e,
+            'status': 'whatever'
+            }
+        webhook.send_msg(msg)
+

 def test__send_msg(default_conf, mocker, caplog):
    default_conf["webhook"] = get_webhook_dict()
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -288,7 +288,7 @@ def test_advise_all_indicators(default_conf, testdatadir) -> None:
    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
                     fill_up_missing=True)
    processed = strategy.advise_all_indicators(data)
-    assert len(processed['UNITTEST/BTC']) == 102  # partial candle was removed
+    assert len(processed['UNITTEST/BTC']) == 103


 def test_populate_any_indicators(default_conf, testdatadir) -> None:
@@ -300,7 +300,7 @@ def test_populate_any_indicators(default_conf, testdatadir) -> None:
    processed = strategy.populate_any_indicators('UNITTEST/BTC', data, '5m')
    assert processed == data
    assert id(processed) == id(data)
-    assert len(processed['UNITTEST/BTC']) == 102  # partial candle was removed
+    assert len(processed['UNITTEST/BTC']) == 103


 def test_freqai_not_initialized(default_conf) -> None:
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -5,29 +5,8 @@ import pytest
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import CandleType
 from freqtrade.resolvers.strategy_resolver import StrategyResolver
-from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, stoploss_from_open,
-                                timeframe_to_minutes)
-from tests.conftest import get_patched_exchange
-
-
-def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'):
-    np.random.seed(42)
-    tf_mins = timeframe_to_minutes(timeframe)
-
-    base = np.random.normal(20, 2, size=size)
-
-    date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC')
-    df = pd.DataFrame({
-        'date': date,
-        'open': base,
-        'high': base + np.random.normal(2, 1, size=size),
-        'low': base - np.random.normal(2, 1, size=size),
-        'close': base + np.random.normal(0, 1, size=size),
-        'volume': np.random.normal(200, size=size)
-    }
-    )
-    df = df.dropna()
-    return df
+from freqtrade.strategy import merge_informative_pair, stoploss_from_absolute, stoploss_from_open
+from tests.conftest import generate_test_data, get_patched_exchange


 def test_merge_informative_pair():
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -11,7 +11,7 @@ import pytest
 from jsonschema import ValidationError

 from freqtrade.commands import Arguments
-from freqtrade.configuration import Configuration, check_exchange, validate_config_consistency
+from freqtrade.configuration import Configuration, validate_config_consistency
 from freqtrade.configuration.config_validation import validate_config_schema
 from freqtrade.configuration.deprecated_settings import (check_conflicting_settings,
                                                         process_deprecated_setting,
@@ -584,67 +584,6 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
    assert config['runmode'] == RunMode.HYPEROPT


-def test_check_exchange(default_conf, caplog) -> None:
-    # Test an officially supported by Freqtrade team exchange
-    default_conf['runmode'] = RunMode.DRY_RUN
-    default_conf.get('exchange').update({'name': 'BITTREX'})
-    assert check_exchange(default_conf)
-    assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
-                      caplog)
-    caplog.clear()
-
-    # Test an officially supported by Freqtrade team exchange
-    default_conf.get('exchange').update({'name': 'binance'})
-    assert check_exchange(default_conf)
-    assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
-                      caplog)
-    caplog.clear()
-
-    # Test an available exchange, supported by ccxt
-    default_conf.get('exchange').update({'name': 'huobipro'})
-    assert check_exchange(default_conf)
-    assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
-                      r"but not officially supported "
-                      r"by the Freqtrade development team\. .*", caplog)
-    caplog.clear()
-
-    # Test a 'bad' exchange, which known to have serious problems
-    default_conf.get('exchange').update({'name': 'bitmex'})
-    with pytest.raises(OperationalException,
-                       match=r"Exchange .* will not work with Freqtrade\..*"):
-        check_exchange(default_conf)
-    caplog.clear()
-
-    # Test a 'bad' exchange with check_for_bad=False
-    default_conf.get('exchange').update({'name': 'bitmex'})
-    assert check_exchange(default_conf, False)
-    assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
-                      r"but not officially supported "
-                      r"by the Freqtrade development team\. .*", caplog)
-    caplog.clear()
-
-    # Test an invalid exchange
-    default_conf.get('exchange').update({'name': 'unknown_exchange'})
-    with pytest.raises(
-        OperationalException,
-        match=r'Exchange "unknown_exchange" is not known to the ccxt library '
-              r'and therefore not available for the bot.*'
-    ):
-        check_exchange(default_conf)
-
-    # Test no exchange...
-    default_conf.get('exchange').update({'name': ''})
-    default_conf['runmode'] = RunMode.PLOT
-    assert check_exchange(default_conf)
-
-    # Test no exchange...
-    default_conf.get('exchange').update({'name': ''})
-    default_conf['runmode'] = RunMode.UTIL_EXCHANGE
-    with pytest.raises(OperationalException,
-                       match=r'This command requires a configured exchange.*'):
-        check_exchange(default_conf)
-
-
 def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
    patched_configuration_load_config_file(mocker, default_conf)

--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -28,6 +28,7 @@ from tests.conftest import (create_mock_trades, create_mock_trades_usdt, get_pat
 from tests.conftest_trades import (MOCK_TRADE_COUNT, entry_side, exit_side, mock_order_1,
                                   mock_order_2, mock_order_2_sell, mock_order_3, mock_order_3_sell,
                                   mock_order_4, mock_order_5_stoploss, mock_order_6_sell)
+from tests.conftest_trades_usdt import mock_trade_usdt_4


 def patch_RPCManager(mocker) -> MagicMock:
@@ -1060,6 +1061,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho
    freqtrade = FreqtradeBot(default_conf_usdt)
    freqtrade.strategy.order_types['stoploss_on_exchange'] = True

+    # TODO: should not be magicmock
    trade = MagicMock()
    trade.is_short = is_short
    trade.open_order_id = None
@@ -1101,6 +1103,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
    # First case: when stoploss is not yet set but the order is open
    # should get the stoploss order id immediately
    # and should return false as no trade actually happened
+    # TODO: should not be magicmock
    trade = MagicMock()
    trade.is_short = is_short
    trade.is_open = True
@@ -1879,6 +1882,7 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
                 return_value=limit_order[entry_side(is_short)])
    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])

+    # TODO: should not be magicmock
    trade = MagicMock()
    trade.is_short = is_short
    trade.open_order_id = '123'
@@ -1902,6 +1906,7 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog
    order = limit_order[entry_side(is_short)]
    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)

+    # TODO: should not be magicmock
    trade = MagicMock()
    trade.is_short = is_short
    trade.open_order_id = None
@@ -2042,6 +2047,7 @@ def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit
    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)

+    # TODO: should not be magicmock
    trade = MagicMock()
    trade.open_order_id = '123'
    trade.amount = 123
@@ -2060,6 +2066,7 @@ def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) ->
    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                 MagicMock(side_effect=InvalidOrderException))

+    # TODO: should not be magicmock
    trade = MagicMock()
    trade.open_order_id = '123'

@@ -2661,6 +2668,7 @@ def test_manage_open_orders_exit_usercustom(
    rpc_mock = patch_RPCManager(mocker)
    cancel_order_mock = MagicMock()
    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=0.0)
    et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit')
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@@ -2673,7 +2681,6 @@ def test_manage_open_orders_exit_usercustom(
    open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime
    open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
    open_trade_usdt.close_profit_abs = 0.001
-    open_trade_usdt.is_open = False

    Trade.query.session.add(open_trade_usdt)
    Trade.commit()
@@ -2687,7 +2694,6 @@ def test_manage_open_orders_exit_usercustom(
    freqtrade.manage_open_orders()
    assert cancel_order_mock.call_count == 0
    assert rpc_mock.call_count == 1
-    assert open_trade_usdt.is_open is False
    assert freqtrade.strategy.check_exit_timeout.call_count == 1
    assert freqtrade.strategy.check_entry_timeout.call_count == 0

@@ -2697,7 +2703,6 @@ def test_manage_open_orders_exit_usercustom(
    freqtrade.manage_open_orders()
    assert cancel_order_mock.call_count == 0
    assert rpc_mock.call_count == 1
-    assert open_trade_usdt.is_open is False
    assert freqtrade.strategy.check_exit_timeout.call_count == 1
    assert freqtrade.strategy.check_entry_timeout.call_count == 0

@@ -2707,7 +2712,6 @@ def test_manage_open_orders_exit_usercustom(
    freqtrade.manage_open_orders()
    assert cancel_order_mock.call_count == 1
    assert rpc_mock.call_count == 2
-    assert open_trade_usdt.is_open is True
    assert freqtrade.strategy.check_exit_timeout.call_count == 1
    assert freqtrade.strategy.check_entry_timeout.call_count == 0

@@ -2748,14 +2752,14 @@ def test_manage_open_orders_exit(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker_usdt,
        fetch_order=MagicMock(return_value=limit_sell_order_old),
-        cancel_order=cancel_order_mock
+        cancel_order=cancel_order_mock,
+        get_min_pair_stake_amount=MagicMock(return_value=0),
    )
    freqtrade = FreqtradeBot(default_conf_usdt)

    open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime
    open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
    open_trade_usdt.close_profit_abs = 0.001
-    open_trade_usdt.is_open = False
    open_trade_usdt.is_short = is_short

    Trade.query.session.add(open_trade_usdt)
@@ -2796,7 +2800,6 @@ def test_check_handle_cancelled_exit(

    open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime
    open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
-    open_trade_usdt.is_open = False
    open_trade_usdt.is_short = is_short

    Trade.query.session.add(open_trade_usdt)
@@ -2984,7 +2987,7 @@ def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade


@pytest.mark.parametrize("is_short", [False, True])
-def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short) -> None:
+def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short, fee) -> None:
    patch_RPCManager(mocker)
    patch_exchange(mocker)
    l_order = limit_order[entry_side(is_short)]
@@ -2998,15 +3001,12 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
    freqtrade = FreqtradeBot(default_conf_usdt)
    freqtrade._notify_enter_cancel = MagicMock()

-    # TODO: Convert to real trade
-    trade = MagicMock()
-    trade.pair = 'LTC/USDT'
-    trade.open_rate = 200
-    trade.is_short = False
-    trade.entry_side = "buy"
+    trade = mock_trade_usdt_4(fee, is_short)
+    Trade.query.session.add(trade)
+    Trade.commit()
+
    l_order['filled'] = 0.0
    l_order['status'] = 'open'
-    trade.nr_of_successful_entries = 0
    reason = CANCEL_REASON['TIMEOUT']
    assert freqtrade.handle_cancel_enter(trade, l_order, reason)
    assert cancel_order_mock.call_count == 1
@@ -3038,7 +3038,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
                         indirect=['limit_buy_order_canceled_empty'])
-def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short,
+def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee,
                                       limit_buy_order_canceled_empty) -> None:
    patch_RPCManager(mocker)
    patch_exchange(mocker)
@@ -3049,11 +3049,10 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
    freqtrade = FreqtradeBot(default_conf_usdt)

    reason = CANCEL_REASON['TIMEOUT']
-    # TODO: Convert to real trade
-    trade = MagicMock()
-    trade.nr_of_successful_entries = 0
-    trade.pair = 'LTC/ETH'
-    trade.entry_side = "sell" if is_short else "buy"
+
+    trade = mock_trade_usdt_4(fee, is_short)
+    Trade.query.session.add(trade)
+    Trade.commit()
    assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
    assert cancel_order_mock.call_count == 0
    assert log_has_re(
@@ -3071,7 +3070,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
    'String Return value',
    123
 ])
-def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order, is_short,
+def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order, is_short, fee,
                                          cancelorder) -> None:
    patch_RPCManager(mocker)
    patch_exchange(mocker)
@@ -3079,19 +3078,15 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
    cancel_order_mock = MagicMock(return_value=cancelorder)
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
-        cancel_order=cancel_order_mock
+        cancel_order=cancel_order_mock,
+        fetch_order=MagicMock(side_effect=InvalidOrderException)
    )

    freqtrade = FreqtradeBot(default_conf_usdt)
    freqtrade._notify_enter_cancel = MagicMock()
-    # TODO: Convert to real trade
-    trade = MagicMock()
-    trade.pair = 'LTC/USDT'
-    trade.entry_side = "buy"
-    trade.open_rate = 200
-    trade.entry_side = "buy"
-    trade.open_order_id = "open_order_noop"
-    trade.nr_of_successful_entries = 0
+    trade = mock_trade_usdt_4(fee, is_short)
+    Trade.query.session.add(trade)
+    Trade.commit()
    l_order['filled'] = 0.0
    l_order['status'] = 'open'
    reason = CANCEL_REASON['TIMEOUT']
@@ -3100,6 +3095,9 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order

    cancel_order_mock.reset_mock()
    l_order['filled'] = 1.0
+    order = deepcopy(l_order)
+    order['status'] = 'canceled'
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
    assert not freqtrade.handle_cancel_enter(trade, l_order, reason)
    assert cancel_order_mock.call_count == 1

@@ -3113,6 +3111,9 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
        cancel_order=cancel_order_mock,
    )
    mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441)
+    mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=0.2)
+
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_order_fee')

    freqtrade = FreqtradeBot(default_conf_usdt)

@@ -3121,20 +3122,21 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
        amount=2,
        exchange='binance',
        open_rate=0.245441,
-        open_order_id="123456",
+        open_order_id="sell_123456",
        open_date=arrow.utcnow().shift(days=-2).datetime,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        close_rate=0.555,
        close_date=arrow.utcnow().datetime,
        exit_reason="sell_reason_whatever",
+        stake_amount=0.245441 * 2,
    )
    trade.orders = [
-         Order(
+        Order(
            ft_order_side='buy',
            ft_pair=trade.pair,
-            ft_is_open=True,
-            order_id='123456',
+            ft_is_open=False,
+            order_id='buy_123456',
            status="closed",
            symbol=trade.pair,
            order_type="market",
@@ -3147,21 +3149,42 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
            order_date=trade.open_date,
            order_filled_date=trade.open_date,
             ),
+        Order(
+            ft_order_side='sell',
+            ft_pair=trade.pair,
+            ft_is_open=True,
+            order_id='sell_123456',
+            status="open",
+            symbol=trade.pair,
+            order_type="limit",
+            side="sell",
+            price=trade.open_rate,
+            average=trade.open_rate,
+            filled=0.0,
+            remaining=trade.amount,
+            cost=trade.open_rate * trade.amount,
+            order_date=trade.open_date,
+            order_filled_date=trade.open_date,
+             ),
    ]
-    order = {'id': "123456",
+    order = {'id': "sell_123456",
             'remaining': 1,
             'amount': 1,
             'status': "open"}
    reason = CANCEL_REASON['TIMEOUT']
+    send_msg_mock.reset_mock()
    assert freqtrade.handle_cancel_exit(trade, order, reason)
    assert cancel_order_mock.call_count == 1
-    assert send_msg_mock.call_count == 2
+    assert send_msg_mock.call_count == 1
    assert trade.close_rate is None
    assert trade.exit_reason is None
+    assert trade.open_order_id is None

    send_msg_mock.reset_mock()

+    # Partial exit - below exit threshold
    order['amount'] = 2
+    order['filled'] = 1.9
    assert not freqtrade.handle_cancel_exit(trade, order, reason)
    # Assert cancel_order was not called (callcount remains unchanged)
    assert cancel_order_mock.call_count == 1
@@ -3171,21 +3194,32 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:

    assert not freqtrade.handle_cancel_exit(trade, order, reason)

-    send_msg_mock.call_args_list[0][0][0]['reason'] = CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
+    assert (send_msg_mock.call_args_list[0][0][0]['reason']
+            == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'])

    # Message should not be iterated again
    assert trade.exit_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
    assert send_msg_mock.call_count == 1

+    send_msg_mock.reset_mock()
+
+    order['filled'] = 1
+    assert freqtrade.handle_cancel_exit(trade, order, reason)
+    assert send_msg_mock.call_count == 1
+    assert (send_msg_mock.call_args_list[0][0][0]['reason']
+            == CANCEL_REASON['PARTIALLY_FILLED'])
+

 def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
    patch_RPCManager(mocker)
    patch_exchange(mocker)
-    mocker.patch(
-        'freqtrade.exchange.Exchange.cancel_order_with_result', side_effect=InvalidOrderException())
+    mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=0.0)
+    mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result',
+                 side_effect=InvalidOrderException())

    freqtrade = FreqtradeBot(default_conf_usdt)

+    # TODO: should not be magicmock
    trade = MagicMock()
    reason = CANCEL_REASON['TIMEOUT']
    order = {'remaining': 1,
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -2,7 +2,7 @@ from unittest.mock import MagicMock

 import pytest

-from freqtrade.enums import ExitCheckTuple, ExitType
+from freqtrade.enums import ExitCheckTuple, ExitType, TradingMode
 from freqtrade.persistence import Trade
 from freqtrade.persistence.models import Order
 from freqtrade.rpc.rpc import RPC
@@ -351,8 +351,13 @@ def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
    assert trade.nr_of_successful_exits == 1


-def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
+@pytest.mark.parametrize('leverage', [
+    1, 2
+])
+def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) -> None:
    default_conf_usdt['position_adjustment_enable'] = True
+    default_conf_usdt['trading_mode'] = 'futures'
+    default_conf_usdt['margin_mode'] = 'isolated'

    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
    mocker.patch.multiple(
@@ -363,9 +368,14 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
        price_to_precision=lambda s, x, y: y,
    )
    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10)
+    mocker.patch("freqtrade.exchange.Exchange.get_funding_fees", return_value=0)
+    mocker.patch("freqtrade.exchange.Exchange.get_maintenance_ratio_and_amt", return_value=(0, 0))

    patch_get_signal(freqtrade)
    freqtrade.strategy.custom_entry_price = lambda **kwargs: ticker_usdt['ask'] * 0.96
+    freqtrade.strategy.leverage = MagicMock(return_value=leverage)
+    freqtrade.strategy.minimal_roi = {0: 0.2}

    freqtrade.enter_positions()

@@ -377,6 +387,8 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
    assert trade.open_rate == 1.96
    assert trade.stop_loss_pct is None
    assert trade.stop_loss == 0.0
+    assert trade.leverage == leverage
+    assert trade.stake_amount == 60
    assert trade.initial_stop_loss == 0.0
    assert trade.initial_stop_loss_pct is None
    # No adjustment
@@ -396,6 +408,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
    assert trade.open_rate == 1.96
    assert trade.stop_loss_pct is None
    assert trade.stop_loss == 0.0
+    assert trade.stake_amount == 60
    assert trade.initial_stop_loss == 0.0
    assert trade.initial_stop_loss_pct is None

@@ -407,9 +420,10 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
    assert trade.open_order_id is None
    # Open rate is not adjusted yet
    assert trade.open_rate == 1.99
+    assert trade.stake_amount == 60
    assert trade.stop_loss_pct == -0.1
-    assert trade.stop_loss == 1.99 * 0.9
-    assert trade.initial_stop_loss == 1.99 * 0.9
+    assert pytest.approx(trade.stop_loss) == 1.99 * (1 - 0.1 / leverage)
+    assert pytest.approx(trade.initial_stop_loss) == 1.99 * (1 - 0.1 / leverage)
    assert trade.initial_stop_loss_pct == -0.1

    # 2nd order - not filling
@@ -422,7 +436,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
    assert trade.open_order_id is not None
    assert trade.open_rate == 1.99
    assert trade.orders[-1].price == 1.96
-    assert trade.orders[-1].cost == 120
+    assert trade.orders[-1].cost == 120 * leverage

    # Replace new order with diff. order at a lower price
    freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.95)
@@ -432,8 +446,9 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
    assert len(trade.orders) == 4
    assert trade.open_order_id is not None
    assert trade.open_rate == 1.99
+    assert trade.stake_amount == 60
    assert trade.orders[-1].price == 1.95
-    assert pytest.approx(trade.orders[-1].cost) == 120
+    assert pytest.approx(trade.orders[-1].cost) == 120 * leverage

    # Fill DCA order
    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=None)
@@ -446,19 +461,21 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
    assert trade.open_order_id is None
    assert pytest.approx(trade.open_rate) == 1.963153456
    assert trade.orders[-1].price == 1.95
-    assert pytest.approx(trade.orders[-1].cost) == 120
+    assert pytest.approx(trade.orders[-1].cost) == 120 * leverage
    assert trade.orders[-1].status == 'closed'

-    assert pytest.approx(trade.amount) == 91.689215
+    assert pytest.approx(trade.amount) == 91.689215 * leverage
    # Check the 2 filled orders equal the above amount
-    assert pytest.approx(trade.orders[1].amount) == 30.150753768
-    assert pytest.approx(trade.orders[-1].amount) == 61.538461232
+    assert pytest.approx(trade.orders[1].amount) == 30.150753768 * leverage
+    assert pytest.approx(trade.orders[-1].amount) == 61.538461232 * leverage


-def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> None:
+@pytest.mark.parametrize('leverage', [1, 2])
+def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, leverage) -> None:
    default_conf_usdt['position_adjustment_enable'] = True

    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+    freqtrade.trading_mode = TradingMode.FUTURES
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker_usdt,
@@ -467,15 +484,17 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> Non
        price_to_precision=lambda s, x, y: y,
        get_min_pair_stake_amount=MagicMock(return_value=10),
    )
+    mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10)

    patch_get_signal(freqtrade)
+    freqtrade.strategy.leverage = MagicMock(return_value=leverage)
    freqtrade.enter_positions()

    assert len(Trade.get_trades().all()) == 1
    trade = Trade.get_trades().first()
    assert len(trade.orders) == 1
    assert pytest.approx(trade.stake_amount) == 60
-    assert pytest.approx(trade.amount) == 30.0
+    assert pytest.approx(trade.amount) == 30.0 * leverage
    assert trade.open_rate == 2.0

    # Too small size
@@ -484,8 +503,9 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> Non
    trade = Trade.get_trades().first()
    assert len(trade.orders) == 1
    assert pytest.approx(trade.stake_amount) == 60
-    assert pytest.approx(trade.amount) == 30.0
-    assert log_has_re("Remaining amount of 1.6.* would be smaller than the minimum of 10.", caplog)
+    assert pytest.approx(trade.amount) == 30.0 * leverage
+    assert log_has_re(
+        r"Remaining amount of \d\.\d+.* would be smaller than the minimum of 10.", caplog)

    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-20)

@@ -494,7 +514,7 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> Non
    assert len(trade.orders) == 2
    assert trade.orders[-1].ft_order_side == 'sell'
    assert pytest.approx(trade.stake_amount) == 40.198
-    assert pytest.approx(trade.amount) == 20.099
+    assert pytest.approx(trade.amount) == 20.099 * leverage
    assert trade.open_rate == 2.0
    assert trade.is_open
    caplog.clear()
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -63,7 +63,7 @@ def test_init_plotscript(default_conf, mocker, testdatadir):

 def test_add_indicators(default_conf, testdatadir, caplog):
    pair = "UNITTEST/BTC"
-    timerange = TimeRange(None, 'line', 0, -1000)
+    timerange = TimeRange()

    data = history.load_pair_history(pair=pair, timeframe='1m',
                                     datadir=testdatadir, timerange=timerange)