diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index cc151ea52..21636f8c0 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -9,7 +9,7 @@ except ImportError:
     import json  # type: ignore
     _UJSON = False
 import logging
-import os
+from pathlib import Path
 from typing import Optional, List, Dict, Tuple, Any
 
 import arrow
@@ -64,7 +64,7 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
 
 
 def load_tickerdata_file(
-        datadir: str, pair: str,
+        datadir: Path, pair: str,
         ticker_interval: str,
         timerange: Optional[TimeRange] = None) -> Optional[List[Dict]]:
     """
@@ -73,16 +73,16 @@ def load_tickerdata_file(
     """
     path = make_testdata_path(datadir)
     pair_s = pair.replace('/', '_')
-    file = os.path.join(path, f'{pair_s}-{ticker_interval}.json')
-    gzipfile = file + '.gz'
+    file = path.joinpath(f'{pair_s}-{ticker_interval}.json')
+    gzipfile = file.with_suffix('.gz')
 
     # If the file does not exist we download it when None is returned.
     # If file exists, read the file, load the json
-    if os.path.isfile(gzipfile):
+    if gzipfile.is_file():
         logger.debug('Loading ticker data from file %s', gzipfile)
         with gzip.open(gzipfile) as tickerdata:
             pairdata = json.load(tickerdata)
-    elif os.path.isfile(file):
+    elif file.is_file():
         logger.debug('Loading ticker data from file %s', file)
         with open(file) as tickerdata:
             pairdata = json.load(tickerdata)
@@ -94,7 +94,7 @@ def load_tickerdata_file(
     return pairdata
 
 
-def load_data(datadir: str,
+def load_data(datadir: Path,
               ticker_interval: str,
               pairs: List[str],
               refresh_pairs: Optional[bool] = False,
@@ -137,13 +137,9 @@ def load_data(datadir: str,
     return result
 
 
-def make_testdata_path(datadir: str) -> str:
+def make_testdata_path(datadir: Optional[Path]) -> Path:
     """Return the path where testdata files are stored"""
-    return datadir or os.path.abspath(
-        os.path.join(
-            os.path.dirname(__file__), '..', 'tests', 'testdata'
-        )
-    )
+    return datadir or (Path(__file__).parent.parent / "tests" / "testdata").resolve()
 
 
 def download_pairs(datadir, exchange: Exchange, pairs: List[str],
@@ -167,7 +163,7 @@ def download_pairs(datadir, exchange: Exchange, pairs: List[str],
     return True
 
 
-def load_cached_data_for_updating(filename: str,
+def load_cached_data_for_updating(filename: Path,
                                   tick_interval: str,
                                   timerange: Optional[TimeRange]) -> Tuple[
         List[Any],
@@ -187,7 +183,7 @@ def load_cached_data_for_updating(filename: str,
             since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
 
     # read the cached file
-    if os.path.isfile(filename):
+    if filename.is_file():
         with open(filename, "rt") as file:
             data = json_load(file)
             # remove the last item, because we are not sure if it is correct
@@ -210,7 +206,7 @@ def load_cached_data_for_updating(filename: str,
     return (data, since_ms)
 
 
-def download_backtesting_testdata(datadir: str,
+def download_backtesting_testdata(datadir: Path,
                                   exchange: Exchange,
                                   pair: str,
                                   tick_interval: str = '5m',
@@ -230,7 +226,7 @@ def download_backtesting_testdata(datadir: str,
     """
     path = make_testdata_path(datadir)
     filepair = pair.replace("/", "_")
-    filename = os.path.join(path, f'{filepair}-{tick_interval}.json')
+    filename = path.joinpath(f'{filepair}-{tick_interval}.json')
 
     logger.info(
         'Download the pair: "%s", Interval: %s',
diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py
index a22735c6a..ae9cd7f1d 100755
--- a/scripts/plot_dataframe.py
+++ b/scripts/plot_dataframe.py
@@ -142,7 +142,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
         tickers[pair] = exchange.klines(pair)
     else:
         tickers = history.load_data(
-            datadir=_CONF.get("datadir"),
+            datadir=Path(_CONF.get("datadir")),
             pairs=[pair],
             ticker_interval=tick_interval,
             refresh_pairs=_CONF.get('refresh_pairs', False),
diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py
index 5e84943a5..a1561bc89 100755
--- a/scripts/plot_profit.py
+++ b/scripts/plot_profit.py
@@ -13,10 +13,10 @@ Optional Cli parameters
 --export-filename: Specify where the backtest export is located.
 """
 import logging
-import os
 import sys
 import json
 from argparse import Namespace
+from pathlib import Path
 from typing import List, Optional
 import numpy as np
 
@@ -27,7 +27,7 @@ import plotly.graph_objs as go
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade import constants
-from freqtrade.data as history
+from freqtrade.data import history
 from freqtrade.resolvers import StrategyResolver
 import freqtrade.misc as misc
 
@@ -121,7 +121,7 @@ def plot_profit(args: Namespace) -> None:
         logger.info('Filter, keep pairs %s' % pairs)
 
     tickers = history.load_data(
-        datadir=config.get('datadir'),
+        datadir=Path(config.get('datadir')),
         pairs=pairs,
         ticker_interval=tick_interval,
         refresh_pairs=False,
@@ -187,7 +187,7 @@ def plot_profit(args: Namespace) -> None:
         )
         fig.append_trace(pair_profit, 3, 1)
 
-    plot(fig, filename=os.path.join('user_data', 'freqtrade-profit-plot.html'))
+    plot(fig, filename=str(Path('user_data').joinpath('freqtrade-profit-plot.html')))
 
 
 def define_index(min_date: int, max_date: int, interval: str) -> int: