From fc2d3649a197919b915c2904c46ea78dc3e74758 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 12 Feb 2022 16:10:21 -0600
Subject: [PATCH 1/8] edited todos

---
 freqtrade/commands/data_commands.py          | 3 +--
 freqtrade/enums/candletype.py                | 4 +++-
 freqtrade/exchange/exchange.py               | 2 +-
 freqtrade/freqtradebot.py                    | 4 ++--
 freqtrade/optimize/backtesting.py            | 4 +---
 freqtrade/templates/sample_short_strategy.py | 2 +-
 tests/optimize/test_backtest_detail.py       | 4 ++--
 tests/strategy/strats/strategy_test_v3.py    | 2 +-
 8 files changed, 12 insertions(+), 13 deletions(-)

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 0c6f48088..220dfce22 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 ...")
@@ -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']:
diff --git a/freqtrade/enums/candletype.py b/freqtrade/enums/candletype.py
index 0188650f6..6df735616 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 90b63b57b..9074ed3cb 100644
--- a/freqtrade/exchange/exchange.py
+++ b/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 = []
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0906276f9..6d87dc6bc 100644
--- a/freqtrade/freqtradebot.py
+++ b/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")
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 719aea8aa..8d604f9eb 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/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,
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 = []

From 2523c12c710f6f7f5865877fe78c6127c56ebd92 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Feb 2022 14:33:37 +0100
Subject: [PATCH 2/8] Small enhancements and notes

---
 freqtrade/exchange/exchange.py | 2 +-
 freqtrade/freqtradebot.py      | 4 ++++
 2 files changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 90b63b57b..6213ecbff 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -499,7 +499,7 @@ class Exchange:
             # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
             if self.markets and pair not in self.markets:
                 raise OperationalException(
-                    f'Pair {pair} is not available on {self.name}. '
+                    f'Pair {pair} is not available on {self.name} {self.trading_mode.value}. '
                     f'Please remove {pair} from your whitelist.')
 
                 # From ccxt Documentation:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0906276f9..39b404fd4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -740,6 +740,9 @@ class FreqtradeBot(LoggingMixin):
 
         # in case of FOK the order may be filled immediately and fully
         elif order_status == 'closed':
+            # TODO-lev: Evaluate this. Why is setting stake_amount here necessary?
+            # it should never change in theory - and in case of leveraged orders,
+            # may be the leveraged amount.
             stake_amount = order['cost']
             amount = safe_value_fallback(order, 'filled', 'amount')
             enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
@@ -1288,6 +1291,7 @@ class FreqtradeBot(LoggingMixin):
             # * Check edge cases, we don't want to make leverage > 1.0 if we don't have to
             # * (for leverage modes which aren't isolated futures)
 
+            # TODO-lev: The below calculation needs to include leverage ...
             trade.stake_amount = trade.amount * trade.open_rate
             self.update_trade_state(trade, trade.open_order_id, corder)
 

From 5b65448e5677e2ecf226a0e5684a76d9d56232d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Feb 2022 16:17:41 +0100
Subject: [PATCH 3/8] Fix some todo-lev's in tests

---
 tests/test_freqtradebot.py | 35 ++++++++++++++++-------------------
 1 file changed, 16 insertions(+), 19 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 1442186ea..a64c105f1 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -522,13 +522,11 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
     assert len(trades) == 4
 
 
-@pytest.mark.parametrize('is_short, open_rate', [
-    (False, 2.0),
-    (True, 2.02)
-])
+@pytest.mark.parametrize('is_short', [False, True])
 def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, limit_order_open,
-                                is_short, open_rate, fee, mocker, caplog
+                                is_short, fee, mocker, caplog
                                 ) -> None:
+    ticker_side = 'ask' if is_short else 'bid'
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -554,8 +552,8 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
-    assert trade.open_rate == open_rate  # TODO-lev: I think? That's what the ticker ask price is
-    assert isclose(trade.amount, 60 / open_rate)
+    assert trade.open_rate == ticker_usdt.return_value[ticker_side]
+    assert isclose(trade.amount, 60 / ticker_usdt.return_value[ticker_side])
 
     assert log_has(
         f'{"Short" if is_short else "Long"} signal found: about create a new trade for ETH/USDT '
@@ -3342,13 +3340,12 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt
 
 
 @pytest.mark.parametrize(
-    "is_short,amount,open_rate,current_rate,limit,profit_amount,profit_ratio,profit_or_loss", [
-        (False, 30, 2.0, 2.3, 2.2, 5.685, 0.09451372, 'profit'),
-        # TODO-lev: Should the current rate be 2.2 for shorts?
-        (True, 29.70297029, 2.02, 2.2, 2.3, -8.63762376, -0.1443212, 'loss'),
+    "is_short,amount,current_rate,limit,profit_amount,profit_ratio,profit_or_loss", [
+        (False, 30, 2.3, 2.2, 5.685, 0.09451372, 'profit'),
+        (True, 29.70297029, 2.2, 2.3, -8.63762376, -0.1443212, 'loss'),
     ])
 def test_execute_trade_exit_market_order(
-    default_conf_usdt, ticker_usdt, fee, is_short, current_rate, amount, open_rate,
+    default_conf_usdt, ticker_usdt, fee, is_short, current_rate, amount,
     limit, profit_amount, profit_ratio, profit_or_loss, ticker_usdt_sell_up, mocker
 ) -> None:
     """
@@ -3368,6 +3365,7 @@ def test_execute_trade_exit_market_order(
         long: (65.835/60.15) - 1 = 0.0945137157107232
         short: 1 - (68.48762376237624/59.85) = -0.1443211990371971
     """
+    open_rate = ticker_usdt.return_value['ask' if is_short else 'bid']
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -4234,14 +4232,13 @@ def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
     (0.1, False),
     (100, True),
 ])
-@pytest.mark.parametrize('is_short, open_rate', [
-    (False, 2.0),
-    (True, 2.02),
-])
+@pytest.mark.parametrize('is_short', [False, True])
 def test_order_book_depth_of_market(
-    default_conf_usdt, ticker_usdt, limit_order, limit_order_open,
-    fee, mocker, order_book_l2, delta, is_high_delta, is_short, open_rate
+    default_conf_usdt, ticker_usdt, limit_order_open,
+    fee, mocker, order_book_l2, delta, is_high_delta, is_short
 ):
+    ticker_side = 'ask' if is_short else 'bid'
+
     default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
     default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
     patch_RPCManager(mocker)
@@ -4276,7 +4273,7 @@ def test_order_book_depth_of_market(
         # Simulate fulfilled LIMIT_BUY order for trade
         trade.update(limit_order_open[enter_side(is_short)])
 
-        assert trade.open_rate == open_rate  # TODO-lev: double check
+        assert trade.open_rate == ticker_usdt.return_value[ticker_side]
         assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 

From 09cc43b5338bfa82554cf420d910ed163e5775e8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Feb 2022 16:23:01 +0100
Subject: [PATCH 4/8] Test short trade exiting

---
 freqtrade/enums/rpcmessagetype.py | 15 +++++++++------
 tests/test_freqtradebot.py        | 22 ++++++++++++++--------
 2 files changed, 23 insertions(+), 14 deletions(-)

diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py
index 663b37b83..661f9ce5c 100644
--- a/freqtrade/enums/rpcmessagetype.py
+++ b/freqtrade/enums/rpcmessagetype.py
@@ -10,16 +10,19 @@ class RPCMessageType(Enum):
     BUY_FILL = 'buy_fill'
     BUY_CANCEL = 'buy_cancel'
 
-    SELL = 'sell'
-    SELL_FILL = 'sell_fill'
-    SELL_CANCEL = 'sell_cancel'
-    PROTECTION_TRIGGER = 'protection_trigger'
-    PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global'
-
     SHORT = 'short'
     SHORT_FILL = 'short_fill'
     SHORT_CANCEL = 'short_cancel'
 
+    # TODO: The below messagetypes should be renamed to "exit"!
+    # Careful - has an impact on webhooks, therefore needs proper communication
+    SELL = 'sell'
+    SELL_FILL = 'sell_fill'
+    SELL_CANCEL = 'sell_cancel'
+
+    PROTECTION_TRIGGER = 'protection_trigger'
+    PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global'
+
     def __repr__(self):
         return self.value
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a64c105f1..61c7d9dfa 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3266,9 +3266,9 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
     assert rpc_mock.call_count == 3
 
 
-# TODO-lev: add short, RPC short, short fill
-def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt, ticker_usdt, fee,
-                                                               mocker) -> None:
+@pytest.mark.parametrize("is_short", [False, True])
+def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
+        default_conf_usdt, ticker_usdt, fee, mocker, is_short) -> None:
     default_conf_usdt['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3292,7 +3292,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt
 
     freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
-    patch_get_signal(freqtrade)
+    patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short)
 
     # Create some test data
     freqtrade.enter_positions()
@@ -3306,7 +3306,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt
     assert trade.stoploss_order_id == '123'
     assert trade.open_order_id is None
 
-    # Assuming stoploss on exchnage is hit
+    # Assuming stoploss on exchange is hit
     # stoploss_order_id should become None
     # and trade should be sold at the price of stoploss
     stoploss_executed = MagicMock(return_value={
@@ -3334,9 +3334,15 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt
     assert trade.is_open is False
     assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
     assert rpc_mock.call_count == 3
-    assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY
-    assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL
-    assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
+    if is_short:
+        assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.SHORT
+        assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.SHORT_FILL
+        assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
+
+    else:
+        assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY
+        assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL
+        assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
 
 
 @pytest.mark.parametrize(

From 19783e0d3977ef0b86698103f8bd1c241d00b529 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 14 Feb 2022 09:01:08 -0600
Subject: [PATCH 5/8] edited todos

---
 freqtrade/commands/data_commands.py | 1 +
 freqtrade/exchange/exchange.py      | 1 -
 freqtrade/freqtradebot.py           | 2 +-
 freqtrade/optimize/backtesting.py   | 1 -
 4 files changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 220dfce22..95ad67a65 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -160,6 +160,7 @@ 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']:
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 9074ed3cb..9c7c774a9 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: 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 6d87dc6bc..55887529b 100644
--- a/freqtrade/freqtradebot.py
+++ b/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: liquidation price always on exchange, even without stoploss_on_exchange
+        # TODO-lev: liquidation price always on exchange, even without stoploss_on_exchange
         """
 
         logger.debug('Handling stoploss on exchange %s ...', trade)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 8d604f9eb..c24f6e5db 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -536,7 +536,6 @@ class Backtesting:
         sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
 
         if self.trading_mode == TradingMode.FUTURES:
-            # TODO: liquidation price?
             trade.funding_fees = self.exchange.calculate_funding_fees(
                 self.futures_data[trade.pair],
                 amount=trade.amount,

From a2b84561fee77d5a9784bb1610f8c15be3e4bacb Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 14 Feb 2022 10:00:03 -0600
Subject: [PATCH 6/8] removed a todo

---
 freqtrade/freqtradebot.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 55887529b..c7e9ff19c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1358,7 +1358,6 @@ class FreqtradeBot(LoggingMixin):
         trade_base_currency = self.exchange.get_pair_base_currency(pair)
         wallet_amount = self.wallets.get_free(trade_base_currency)
         logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
-        # TODO-lev: Get wallet amount + value of positions
         if wallet_amount >= amount or self.trading_mode == TradingMode.FUTURES:
             # A safe exit amount isn't needed for futures, you can just exit/close the position
             return amount

From 5f42ebfa4c6f824a521498eb16b0f7c931df6079 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 14 Feb 2022 23:53:10 -0600
Subject: [PATCH 7/8] Update candletype.py

---
 freqtrade/enums/candletype.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/enums/candletype.py b/freqtrade/enums/candletype.py
index 6df735616..9d05ff6d7 100644
--- a/freqtrade/enums/candletype.py
+++ b/freqtrade/enums/candletype.py
@@ -11,7 +11,7 @@ class CandleType(str, Enum):
 
     # TODO: Could take up less memory if these weren't a CandleType
     FUNDING_RATE = "funding_rate"
-    BORROW_RATE = "borrow_rate"  # * unimplemented
+    # BORROW_RATE = "borrow_rate"  # * unimplemented
 
     @staticmethod
     def from_string(value: str) -> 'CandleType':

From a9eb8ce1bf8bd807e6aebf7c98cd210fcf9acfa7 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 16 Feb 2022 05:47:41 -0600
Subject: [PATCH 8/8] added todos back in

---
 freqtrade/freqtradebot.py         | 1 +
 freqtrade/optimize/backtesting.py | 2 ++
 2 files changed, 3 insertions(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c7e9ff19c..55887529b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1358,6 +1358,7 @@ class FreqtradeBot(LoggingMixin):
         trade_base_currency = self.exchange.get_pair_base_currency(pair)
         wallet_amount = self.wallets.get_free(trade_base_currency)
         logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
+        # TODO-lev: Get wallet amount + value of positions
         if wallet_amount >= amount or self.trading_mode == TradingMode.FUTURES:
             # A safe exit amount isn't needed for futures, you can just exit/close the position
             return amount
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c24f6e5db..c1dad72d5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -127,6 +127,8 @@ 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