Fix remaining arrow testcases

freqtrade/strategy/interface.py

@@ -954,7 +954,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
-        # Explicitly convert to arrow object to ensure the below comparison does not fail
+        # Explicitly convert to datetime object to ensure the below comparison does not fail
         latest_date = latest_date.to_pydatetime()
 
         # Check if dataframe is out of date

tests/commands/test_commands.py

@@ -1,12 +1,11 @@
 import json
 import re
-from datetime import datetime
+from datetime import datetime, timedelta
 from io import BytesIO
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 from zipfile import ZipFile
 
-import arrow
 import pytest
 
 from freqtrade.commands import (start_backtesting_show, start_convert_data, start_convert_trades,
@@ -25,6 +24,7 @@ from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.persistence.models import init_db
 from freqtrade.persistence.pairlock_middleware import PairLocks
+from freqtrade.util import dt_floor_day, dt_now, dt_utc
 from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, create_mock_trades, get_args, log_has,
                             log_has_re, patch_exchange, patched_configuration_load_config_file)
 from tests.conftest_trades import MOCK_TRADE_COUNT
@@ -689,7 +689,7 @@ def test_download_data_timerange(mocker, markets):
     start_download_data(pargs)
     assert dl_mock.call_count == 1
     # 20days ago
-    days_ago = arrow.get(arrow.now().shift(days=-20).date()).int_timestamp
+    days_ago = dt_floor_day(dt_now() - timedelta(days=20)).timestamp()
     assert dl_mock.call_args_list[0][1]['timerange'].startts == days_ago
 
     dl_mock.reset_mock()
@@ -704,8 +704,7 @@ def test_download_data_timerange(mocker, markets):
     start_download_data(pargs)
     assert dl_mock.call_count == 1
 
-    assert dl_mock.call_args_list[0][1]['timerange'].startts == arrow.Arrow(
+    assert dl_mock.call_args_list[0][1]['timerange'].startts == int(dt_utc(2020, 1, 1).timestamp())
-        2020, 1, 1).int_timestamp
 
 
 def test_download_data_no_markets(mocker, caplog):

tests/conftest.py

@@ -8,7 +8,6 @@ from pathlib import Path
 from typing import Optional
 from unittest.mock import MagicMock, Mock, PropertyMock
 
-import arrow
 import numpy as np
 import pandas as pd
 import pytest
@@ -1693,8 +1692,8 @@ def limit_buy_order_old():
         'type': 'limit',
         'side': 'buy',
         'symbol': 'mocked',
-        'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+        'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
-        'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
+        'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
         'price': 0.00001099,
         'amount': 90.99181073,
         'filled': 0.0,
@@ -1710,8 +1709,8 @@ def limit_sell_order_old():
         'type': 'limit',
         'side': 'sell',
         'symbol': 'ETH/BTC',
-        'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
+        'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
-        'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+        'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
         'price': 0.00001099,
         'amount': 90.99181073,
         'filled': 0.0,
@@ -1727,8 +1726,8 @@ def limit_buy_order_old_partial():
         'type': 'limit',
         'side': 'buy',
         'symbol': 'ETH/BTC',
-        'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
+        'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
-        'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+        'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
         'price': 0.00001099,
         'amount': 90.99181073,
         'filled': 23.0,
@@ -1758,8 +1757,8 @@ def limit_buy_order_canceled_empty(request):
             'info': {},
             'id': 'AZNPFF-4AC4N-7MKTAT',
             'clientOrderId': None,
-            'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
+            'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
-            'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+            'datetime': dt_now() - timedelta(minutes=601).isoformat(),
             'lastTradeTimestamp': None,
             'status': 'canceled',
             'symbol': 'LTC/USDT',
@@ -1779,8 +1778,8 @@ def limit_buy_order_canceled_empty(request):
             'info': {},
             'id': '1234512345',
             'clientOrderId': 'alb1234123',
-            'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
+            'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
-            'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+            'datetime': dt_now() - timedelta(minutes=601).isoformat(),
             'lastTradeTimestamp': None,
             'symbol': 'LTC/USDT',
             'type': 'limit',
@@ -1800,8 +1799,8 @@ def limit_buy_order_canceled_empty(request):
             'info': {},
             'id': '1234512345',
             'clientOrderId': 'alb1234123',
-            'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
+            'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
-            'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+            'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
             'lastTradeTimestamp': None,
             'symbol': 'LTC/USDT',
             'type': 'limit',
@@ -2488,8 +2487,8 @@ def buy_order_fee():
         'type': 'limit',
         'side': 'buy',
         'symbol': 'mocked',
-        'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
+        'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
-        'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+        'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
         'price': 0.245441,
         'amount': 8.0,
         'cost': 1.963528,

tests/data/test_btanalysis.py

@@ -3,7 +3,6 @@ from pathlib import Path
 from unittest.mock import MagicMock
 
 import pytest
-from arrow import Arrow
 from pandas import DataFrame, DateOffset, Timestamp, to_datetime
 
 from freqtrade.configuration import TimeRange
@@ -19,6 +18,7 @@ from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_
                                     calculate_underwater, combine_dataframes_with_mean,
                                     create_cum_profit)
 from freqtrade.exceptions import OperationalException
+from freqtrade.util import dt_utc
 from tests.conftest import CURRENT_TEST_STRATEGY, create_mock_trades
 from tests.conftest_trades import MOCK_TRADE_COUNT
 
@@ -421,7 +421,7 @@ def test_calculate_max_drawdown2():
               -0.025782, 0.010400, 0.012374, 0.012467, 0.114741, 0.010303, 0.010088,
               -0.033961, 0.010680, 0.010886, -0.029274, 0.011178, 0.010693, 0.010711]
 
-    dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))]
+    dates = [dt_utc(2020, 1, 1) + timedelta(days=i) for i in range(len(values))]
     df = DataFrame(zip(values, dates), columns=['profit', 'open_date'])
     # sort by profit and reset index
     df = df.sort_values('profit').reset_index(drop=True)

tests/data/test_history.py

@@ -6,7 +6,6 @@ from pathlib import Path
 from shutil import copyfile
 from unittest.mock import MagicMock, PropertyMock
 
-import arrow
 import pytest
 from pandas import DataFrame
 from pandas.testing import assert_frame_equal
@@ -26,6 +25,7 @@ from freqtrade.enums import CandleType
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import file_dump_json
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.util import dt_utc
 from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, get_patched_exchange, log_has, log_has_re,
                             patch_exchange)
 
@@ -198,7 +198,6 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
                                       fill_missing=False, drop_incomplete=False)
     # now = last cached item + 1 hour
     now_ts = test_data[-1][0] / 1000 + 60 * 60
-    mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
 
     # timeframe starts earlier than the cached data
     # should fully update data
@@ -353,10 +352,10 @@ def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdi
 
 def test_load_partial_missing(testdatadir, caplog) -> None:
     # Make sure we start fresh - test missing data at start
-    start = arrow.get('2018-01-01T00:00:00')
+    start = dt_utc(2018, 1, 1)
-    end = arrow.get('2018-01-11T00:00:00')
+    end = dt_utc(2018, 1, 11)
     data = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20,
-                     timerange=TimeRange('date', 'date', start.int_timestamp, end.int_timestamp))
+                     timerange=TimeRange('date', 'date', start.timestamp(), end.timestamp()))
     assert log_has(
         'Using indicator startup period: 20 ...', caplog
     )
@@ -369,16 +368,16 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
                    caplog)
     # Make sure we start fresh - test missing data at end
     caplog.clear()
-    start = arrow.get('2018-01-10T00:00:00')
+    start = dt_utc(2018, 1, 10)
-    end = arrow.get('2018-02-20T00:00:00')
+    end = dt_utc(2018, 2, 20)
     data = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
-                     timerange=TimeRange('date', 'date', start.int_timestamp, end.int_timestamp))
+                     timerange=TimeRange('date', 'date', start.timestamp(), end.timestamp()))
     # timedifference in 5 minutes
     td = ((end - start).total_seconds() // 60 // 5) + 1
     assert td != len(data['UNITTEST/BTC'])
 
     # Shift endtime with +5
-    end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0])
+    end_real = data['UNITTEST/BTC'].iloc[-1, 0].to_pydatetime()
     assert log_has(f'UNITTEST/BTC, spot, 5m, '
                    f'data ends at {end_real.strftime(DATETIME_PRINT_FORMAT)}',
                    caplog)

tests/edge/test_edge.py

@@ -5,7 +5,6 @@ import logging
 import math
 from unittest.mock import MagicMock
 
-import arrow
 import numpy as np
 import pytest
 from pandas import DataFrame
@@ -14,7 +13,7 @@ from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.enums import ExitType
 from freqtrade.exceptions import OperationalException
-from freqtrade.util.datetime_helpers import dt_ts
+from freqtrade.util.datetime_helpers import dt_ts, dt_utc
 from tests.conftest import EXMS, get_patched_freqtradebot, log_has
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
                             _get_frame_time_from_offset)
@@ -28,7 +27,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 # 5) Stoploss and sell are hit. should sell on stoploss
 ####################################################################
 
-tests_start_time = arrow.get(2018, 10, 3)
+tests_start_time = dt_utc(2018, 10, 3)
 timeframe_in_minute = 60
 
 # End helper functions

tests/exchange/test_exchange.py

@@ -5,7 +5,6 @@ from datetime import datetime, timedelta, timezone
 from random import randint
 from unittest.mock import MagicMock, Mock, PropertyMock, patch
 
-import arrow
 import ccxt
 import pytest
 from ccxt import DECIMAL_PLACES, ROUND, ROUND_UP, TICK_SIZE, TRUNCATE
@@ -2079,7 +2078,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     ohlcv = [
         [
-            arrow.utcnow().int_timestamp * 1000,  # unix timestamp ms
+            dt_ts(),  # unix timestamp ms
             1,  # open
             2,  # high
             3,  # low
@@ -2099,7 +2098,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
     ret = exchange.get_historic_ohlcv(
         pair,
         "5m",
-        int((arrow.utcnow().int_timestamp - since) * 1000),
+        dt_ts(dt_now() - timedelta(seconds=since)),
         candle_type=candle_type
     )
 
@@ -2117,7 +2116,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
     ret = exchange.get_historic_ohlcv(
         pair,
         "5m",
-        int((arrow.utcnow().int_timestamp - since) * 1000),
+        dt_ts(dt_now() - timedelta(seconds=since)),
         candle_type=candle_type
     )
     assert log_has_re(r"Async code raised an exception: .*", caplog)
@@ -2169,7 +2168,7 @@ 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().shift(minutes=-5).int_timestamp) * 1000,  # unix timestamp ms
+            dt_ts(dt_now() - timedelta(minutes=5)),  # unix timestamp ms
             1,  # open
             2,  # high
             3,  # low
@@ -2177,7 +2176,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog, candle_type) -> None
             5,  # volume (in quote currency)
         ],
         [
-            arrow.utcnow().int_timestamp * 1000,  # unix timestamp ms
+            dt_ts(),  # unix timestamp ms
             3,  # open
             1,  # high
             4,  # low
@@ -2367,7 +2366,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
 async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
     ohlcv = [
         [
-            arrow.utcnow().int_timestamp * 1000,  # unix timestamp ms
+            dt_ts(),  # unix timestamp ms
             1,  # open
             2,  # high
             3,  # low
@@ -2404,7 +2403,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
-                                                 (arrow.utcnow().int_timestamp - 2000) * 1000)
+                                                 dt_ts(dt_now() - timedelta(seconds=2000)))
 
     exchange.close()
 
@@ -2413,7 +2412,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
-                                                 (arrow.utcnow().int_timestamp - 2000) * 1000)
+                                                 dt_ts(dt_now() - timedelta(seconds=2000)))
     exchange.close()
 
 
@@ -2436,7 +2435,7 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
         with pytest.raises(DDosProtection, match=r'429 Too Many Requests'):
             await exchange._async_get_candle_history(
                 "ETH/BTC", "5m", CandleType.SPOT,
-                since_ms=(arrow.utcnow().int_timestamp - 2000) * 1000, count=3)
+                since_ms=dt_ts(dt_now() - timedelta(seconds=2000)), count=3)
     assert num_log_has_re(msg, caplog) == 3
 
     caplog.clear()
@@ -2453,7 +2452,7 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
             with pytest.raises(DDosProtection, match=r'429 Too Many Requests'):
                 await exchange._async_get_candle_history(
                     "ETH/BTC", "5m", CandleType.SPOT,
-                    (arrow.utcnow().int_timestamp - 2000) * 1000, count=3)
+                    dt_ts(dt_now() - timedelta(seconds=2000)), count=3)
         # Expect the "returned exception" message 12 times (4 retries * 3 (loop))
         assert num_log_has_re(msg, caplog) == 12
         assert num_log_has_re(msg2, caplog) == 9
@@ -2911,14 +2910,14 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
     with pytest.raises(OperationalException, match=r'Could not fetch trade data*'):
         api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
+        await exchange._async_fetch_trades(pair, since=dt_ts(dt_now() - timedelta(seconds=2000)))
     exchange.close()
 
     with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
                                                    r'historical trade data\..*'):
         api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
+        await exchange._async_fetch_trades(pair, since=dt_ts(dt_now() - timedelta(seconds=2000)))
     exchange.close()
 
 

tests/optimize/test_backtesting.py

@@ -9,7 +9,6 @@ from unittest.mock import MagicMock, PropertyMock
 import numpy as np
 import pandas as pd
 import pytest
-from arrow import Arrow
 
 from freqtrade import constants
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting
@@ -347,7 +346,7 @@ def test_backtest_abort(default_conf, mocker, testdatadir) -> None:
 
 def test_backtesting_start(default_conf, mocker, caplog) -> None:
     def get_timerange(input1):
-        return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
+        return dt_utc(2017, 11, 14, 21, 17), dt_utc(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     patch_exchange(mocker)
@@ -386,7 +385,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
 
 def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None:
     def get_timerange(input1):
-        return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
+        return dt_utc(2017, 11, 14, 21, 17), dt_utc(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.data.history.history_utils.load_pair_history',
                  MagicMock(return_value=pd.DataFrame()))

tests/optimize/test_hyperopt.py

@@ -6,7 +6,6 @@ from unittest.mock import ANY, MagicMock, PropertyMock
 
 import pandas as pd
 import pytest
-from arrow import Arrow
 from filelock import Timeout
 from skopt.space import Integer
 
@@ -380,8 +379,8 @@ def test_hyperopt_format_results(hyperopt):
         'backtest_end_time': 1619718665,
     }
     results_metrics = generate_strategy_stats(['XRP/BTC'], '', bt_result,
-                                              Arrow(2017, 11, 14, 19, 32, 00),
+                                              dt_utc(2017, 11, 14, 19, 32, 00),
-                                              Arrow(2017, 12, 14, 19, 32, 00), market_change=0)
+                                              dt_utc(2017, 12, 14, 19, 32, 00), market_change=0)
 
     results_explanation = HyperoptTools.format_results_explanation_string(results_metrics, 'BTC')
     total_profit = results_metrics['profit_total_abs']
@@ -454,7 +453,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
 
     mocker.patch('freqtrade.optimize.hyperopt.Backtesting.backtest', return_value=backtest_result)
     mocker.patch('freqtrade.optimize.hyperopt.get_timerange',
-                 return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
+                 return_value=(dt_utc(2017, 12, 10), dt_utc(2017, 12, 13)))
     patch_exchange(mocker)
     mocker.patch.object(Path, 'open')
     mocker.patch('freqtrade.configuration.config_validation.validate_config_schema')
@@ -514,8 +513,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     }
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.min_date = Arrow(2017, 12, 10)
+    hyperopt.min_date = dt_utc(2017, 12, 10)
-    hyperopt.max_date = Arrow(2017, 12, 13)
+    hyperopt.max_date = dt_utc(2017, 12, 13)
     hyperopt.init_spaces()
     generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
     assert generate_optimizer_value == response_expected

tests/rpc/test_rpc_telegram.py

@@ -12,7 +12,6 @@ from random import choice, randint
 from string import ascii_uppercase
 from unittest.mock import ANY, AsyncMock, MagicMock
 
-import arrow
 import pytest
 import time_machine
 from pandas import DataFrame
@@ -260,7 +259,7 @@ async def test_telegram_status(default_conf, update, mocker) -> None:
             'pair': 'ETH/BTC',
             'base_currency': 'ETH',
             'quote_currency': 'BTC',
-            'open_date': arrow.utcnow(),
+            'open_date': dt_now(),
             'close_date': None,
             'open_rate': 1.099e-05,
             'close_rate': None,
@@ -2073,7 +2072,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             'enter_tag': 'buy_signal1',
             'exit_reason': ExitType.STOP_LOSS.value,
             'open_date': dt_now() - timedelta(hours=1),
-            'close_date': arrow.utcnow(),
+            'close_date': dt_now(),
         })
         assert msg_mock.call_args[0][0] == (
             '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
@@ -2109,7 +2108,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             'enter_tag': 'buy_signal1',
             'exit_reason': ExitType.STOP_LOSS.value,
             'open_date': dt_now() - timedelta(days=1, hours=2, minutes=30),
-            'close_date': arrow.utcnow(),
+            'close_date': dt_now(),
             'stake_amount': 0.01,
             'sub_trade': True,
         })
@@ -2146,7 +2145,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             'enter_tag': 'buy_signal1',
             'exit_reason': ExitType.STOP_LOSS.value,
             'open_date': dt_now() - timedelta(days=1, hours=2, minutes=30),
-            'close_date': arrow.utcnow(),
+            'close_date': dt_now(),
         })
         assert msg_mock.call_args[0][0] == (
             '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
@@ -2228,7 +2227,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
             'enter_tag': enter_signal,
             'exit_reason': ExitType.STOP_LOSS.value,
             'open_date': dt_now() - timedelta(days=1, hours=2, minutes=30),
-            'close_date': arrow.utcnow(),
+            'close_date': dt_now(),
         })
 
         leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
@@ -2365,7 +2364,7 @@ def test_send_msg_sell_notification_no_fiat(
         'enter_tag': enter_signal,
         'exit_reason': ExitType.STOP_LOSS.value,
         'open_date': dt_now() - timedelta(hours=2, minutes=35, seconds=3),
-        'close_date': arrow.utcnow(),
+        'close_date': dt_now(),
     })
 
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''

tests/strategy/test_interface.py

@@ -4,7 +4,6 @@ from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import MagicMock
 
-import arrow
 import pytest
 from pandas import DataFrame
 

tests/test_timerange.py

@@ -1,7 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103
 from datetime import datetime, timezone
 
-import arrow
 import pytest
 
 from freqtrade.configuration import TimeRange