edited todos

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 ...")
@@ -160,7 +160,6 @@ def start_list_data(args: Dict[str, Any]) -> None:
     from freqtrade.data.history.idatahandler import get_datahandler
     dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
 
-    # TODO-lev: trading-mode should be parsed at config level, and available as Enum in the config.
     paircombs = dhc.ohlcv_get_available_data(config['datadir'], config.get('trading_mode', 'spot'))
 
     if args['pairs']:

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':

freqtrade/exchange/exchange.py

@@ -1528,7 +1528,7 @@ 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?
+        # TODO: maybe depend this on candle type?
         drop_incomplete = self._ohlcv_partial_candle if drop_incomplete is None else drop_incomplete
         input_coroutines = []
         cached_pairs = []

freqtrade/freqtradebot.py

@@ -1049,7 +1049,7 @@ class FreqtradeBot(LoggingMixin):
         Check if trade is fulfilled in which case the stoploss
         on exchange should be added immediately if stoploss on exchange
         is enabled.
-        # TODO-lev: liquidation price always on exchange, even without stoploss_on_exchange
+        # TODO: liquidation price always on exchange, even without stoploss_on_exchange
         """
 
         logger.debug('Handling stoploss on exchange %s ...', trade)
@@ -1736,7 +1736,7 @@ 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")
 

freqtrade/optimize/backtesting.py

@@ -127,8 +127,6 @@ class Backtesting:
         self.config['startup_candle_count'] = self.required_startup
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
 
-        # TODO-lev: This should come from the configuration setting or better a
-        # TODO-lev: combination of config/strategy "use_shorts"(?) and "can_short" from the exchange
         self.trading_mode = TradingMode(config.get('trading_mode', 'spot'))
         self._can_short = self.trading_mode != TradingMode.SPOT
 
@@ -538,7 +536,7 @@ class Backtesting:
         sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
 
         if self.trading_mode == TradingMode.FUTURES:
-            # TODO-lev: liquidation price?
+            # TODO: liquidation price?
             trade.funding_fees = self.exchange.calculate_funding_fees(
                 self.futures_data[trade.pair],
                 amount=trade.amount,

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):
     """

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

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 = []