diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 0c6f48088..95ad67a65 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -85,7 +85,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
                 new_pairs_days=config['new_pairs_days'],
                 erase=bool(config.get('erase')), data_format=config['dataformat_ohlcv'],
                 trading_mode=config.get('trading_mode', 'spot'),
-                )
+            )
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")
diff --git a/freqtrade/enums/candletype.py b/freqtrade/enums/candletype.py
index 0188650f6..9d05ff6d7 100644
--- a/freqtrade/enums/candletype.py
+++ b/freqtrade/enums/candletype.py
@@ -8,8 +8,10 @@ class CandleType(str, Enum):
     MARK = "mark"
     INDEX = "index"
     PREMIUMINDEX = "premiumIndex"
-    # TODO-lev: not sure this belongs here, as the datatype is really different
+
+    # TODO: Could take up less memory if these weren't a CandleType
     FUNDING_RATE = "funding_rate"
+    # BORROW_RATE = "borrow_rate"  # * unimplemented
 
     @staticmethod
     def from_string(value: str) -> 'CandleType':
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 6213ecbff..dd247c160 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1528,7 +1528,6 @@ class Exchange:
         :return: Dict of [{(pair, timeframe): Dataframe}]
         """
         logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
-        # TODO-lev: maybe depend this on candle type?
         drop_incomplete = self._ohlcv_partial_candle if drop_incomplete is None else drop_incomplete
         input_coroutines = []
         cached_pairs = []
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 39b404fd4..597ab98d6 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1740,7 +1740,7 @@ class FreqtradeBot(LoggingMixin):
                 trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
 
         if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
-            # TODO-lev: leverage?
+            # * Leverage could be a cause for this warning, leverage hasn't been thoroughly tested
             logger.warning(f"Amount {amount} does not match amount {trade.amount}")
             raise DependencyException("Half bought? Amounts don't match")
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 719aea8aa..c1dad72d5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -538,7 +538,6 @@ class Backtesting:
         sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
 
         if self.trading_mode == TradingMode.FUTURES:
-            # TODO-lev: liquidation price?
             trade.funding_fees = self.exchange.calculate_funding_fees(
                 self.futures_data[trade.pair],
                 amount=trade.amount,
diff --git a/freqtrade/templates/sample_short_strategy.py b/freqtrade/templates/sample_short_strategy.py
index e9deba6af..bcb6c921e 100644
--- a/freqtrade/templates/sample_short_strategy.py
+++ b/freqtrade/templates/sample_short_strategy.py
@@ -15,7 +15,7 @@ import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 
-# TODO-lev: Create a meaningfull short strategy (not just revresed signs).
+# TODO: Create a meaningfull short strategy (not just revresed signs).
 # This class is a sample. Feel free to customize it.
 class SampleShortStrategy(IStrategy):
     """
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index ee13715f6..e0154160b 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -558,7 +558,7 @@ tc35 = BTContainer(data=[
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
     custom_entry_price=7200, trades=[
         BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)
-    ]
+]
 )
 
 # Test 36: Custom-entry-price around candle low
@@ -697,7 +697,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.required_startup = 0
     if data.leverage > 1.0:
-        # TODO-lev: Should we initialize this properly??
+        # TODO: Should we initialize this properly??
         backtesting._can_short = True
     backtesting.strategy.advise_entry = lambda a, m: frame
     backtesting.strategy.advise_exit = lambda a, m: frame
diff --git a/tests/strategy/strats/strategy_test_v3.py b/tests/strategy/strats/strategy_test_v3.py
index 5d689e0a1..a056b316c 100644
--- a/tests/strategy/strats/strategy_test_v3.py
+++ b/tests/strategy/strats/strategy_test_v3.py
@@ -71,7 +71,7 @@ class StrategyTestV3(IStrategy):
     protection_enabled = BooleanParameter(default=True)
     protection_cooldown_lookback = IntParameter([0, 50], default=30)
 
-    # TODO-lev: Can this work with protection tests? (replace HyperoptableStrategy implicitly ... )
+    # TODO: Can this work with protection tests? (replace HyperoptableStrategy implicitly ... )
     # @property
     # def protections(self):
     #     prot = []