diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py
index 0481c7f3c..fe92c1ba2 100644
--- a/freqtrade/analyze.py
+++ b/freqtrade/analyze.py
@@ -82,35 +82,39 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
     return dataframe
 
 
+# FIX: Maybe return False, if an error has occured,
+#      Otherwise we might mask an error as an non-signal-scenario
 def get_signal(pair: str, interval: int) -> (bool, bool):
     """
     Calculates current signal based several technical analysis indicators
     :param pair: pair in format BTC_ANT or BTC-ANT
-    :return: (True, False) if pair is good for buying and not for selling
+    :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
     """
     ticker_hist = get_ticker_history(pair, interval)
     if not ticker_hist:
         logger.warning('Empty ticker history for pair %s', pair)
-        return (False, False)
+        return (False, False)  # return False ?
 
     try:
         dataframe = analyze_ticker(ticker_hist)
     except ValueError as ex:
         logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
-        return (False, False)
+        return (False, False)  # return False ?
     except Exception as ex:
         logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
-        return (False, False)
+        return (False, False)  # return False ?
 
     if dataframe.empty:
-        return (False, False)
+        logger.warning('Empty dataframe for pair %s', pair)
+        return (False, False)  # return False ?
 
     latest = dataframe.iloc[-1]
 
     # Check if dataframe is out of date
     signal_date = arrow.get(latest['date'])
     if signal_date < arrow.now() - timedelta(minutes=10):
-        return (False, False)
+        logger.warning('Too old dataframe for pair %s', pair)
+        return (False, False)  # return False ?
 
     (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
     logger.debug('trigger: %s (pair=%s) buy=%s sell=%s', latest['date'], pair, str(buy), str(sell))
diff --git a/freqtrade/main.py b/freqtrade/main.py
index a2f44c992..3bf945b99 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -55,12 +55,49 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
     return final_list
 
 
+def process_maybe_execute_buy(conf, interval):
+    """
+    Tries to execute a buy trade in a safe way
+    :return: True if executed
+    """
+    try:
+        # Create entity and execute trade
+        if create_trade(float(_CONF['stake_amount']), interval):
+            return True
+        else:
+            logger.info(
+                'Checked all whitelisted currencies. '
+                'Found no suitable entry positions for buying. Will keep looking ...'
+            )
+            return False
+    except DependencyException as exception:
+        logger.warning('Unable to create trade: %s', exception)
+        return False
+
+
+def process_maybe_execute_sell(trade, interval):
+    """
+    Tries to execute a sell trade
+    :return: True if executed
+    """
+    # Get order details for actual price per unit
+    if trade.open_order_id:
+        # Update trade with order values
+        logger.info('Got open order for %s', trade)
+        trade.update(exchange.get_order(trade.open_order_id))
+
+    if trade.is_open and trade.open_order_id is None:
+        # Check if we can sell our current pair
+        return handle_trade(trade, interval)
+    return False
+
+
 def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
     """
     Queries the persistence layer for open trades and handles them,
     otherwise a new trade is created.
     :param: nb_assets: the maximum number of pairs to be traded at the same time
-    :return: True if a trade has been created or closed, False otherwise
+    :return: True if one or more trades has been created or closed, False otherwise
     """
     state_changed = False
     try:
@@ -78,33 +115,16 @@ def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
         # Query trades from persistence layer
         trades = Trade.query.filter(Trade.is_open.is_(True)).all()
         if len(trades) < _CONF['max_open_trades']:
-            try:
-                # Create entity and execute trade
-                state_changed = create_trade(float(_CONF['stake_amount']), interval)
-                if not state_changed:
-                    logger.info(
-                        'Checked all whitelisted currencies. '
-                        'Found no suitable entry positions for buying. Will keep looking ...'
-                    )
-            except DependencyException as exception:
-                logger.warning('Unable to create trade: %s', exception)
+            state_changed = process_maybe_execute_buy(_CONF, interval)
 
         for trade in trades:
-            # Get order details for actual price per unit
-            if trade.open_order_id:
-                # Update trade with order values
-                logger.info('Got open order for %s', trade)
-                trade.update(exchange.get_order(trade.open_order_id))
-
-            if trade.is_open and trade.open_order_id is None:
-                # Check if we can sell our current pair
-                state_changed = handle_trade(trade, interval) or state_changed
+            state_changed |= process_maybe_execute_sell(trade, interval)
 
         if 'unfilledtimeout' in _CONF:
             # Check and handle any timed out open orders
             check_handle_timedout(_CONF['unfilledtimeout'])
-
             Trade.session.flush()
+
     except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
         logger.warning(
             'Got %s in _process(), retrying in 30 seconds...',
@@ -121,6 +141,59 @@ def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
     return state_changed
 
 
+# FIX: 20180110, why is cancel.order unconditionally here, whereas
+#                it is conditionally called in the
+#                handle_timedout_limit_sell()?
+def handle_timedout_limit_buy(trade: Trade, order: Dict) -> bool:
+    """Buy timeout - cancel order
+    :return: True if order was fully cancelled
+    """
+    exchange.cancel_order(trade.open_order_id)
+    if order['remaining'] == order['amount']:
+        # if trade is not partially completed, just delete the trade
+        Trade.session.delete(trade)
+        # FIX? do we really need to flush, caller of
+        #      check_handle_timedout will flush afterwards
+        Trade.session.flush()
+        logger.info('Buy order timeout for %s.', trade)
+        rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
+                     trade.pair.replace('_', '/')))
+        return True
+    else:
+        # if trade is partially complete, edit the stake details for the trade
+        # and close the order
+        trade.amount = order['amount'] - order['remaining']
+        trade.stake_amount = trade.amount * trade.open_rate
+        trade.open_order_id = None
+        logger.info('Partial buy order timeout for %s.', trade)
+        rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
+                     trade.pair.replace('_', '/')))
+        return False
+
+
+# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
+def handle_timedout_limit_sell(trade: Trade, order: Dict) -> bool:
+    """
+    Sell timeout - cancel order and update trade
+    :return: True if order was fully cancelled
+    """
+    if order['remaining'] == order['amount']:
+        # if trade is not partially completed, just cancel the trade
+        exchange.cancel_order(trade.open_order_id)
+        trade.close_rate = None
+        trade.close_profit = None
+        trade.close_date = None
+        trade.is_open = True
+        trade.open_order_id = None
+        rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
+                     trade.pair.replace('_', '/')))
+        logger.info('Sell order timeout for %s.', trade)
+        return True
+    else:
+        # TODO: figure out how to handle partially complete sell orders
+        return False
+
+
 def check_handle_timedout(timeoutvalue: int) -> None:
     """
     Check if any orders are timed out and cancel if neccessary
@@ -142,41 +215,9 @@ def check_handle_timedout(timeoutvalue: int) -> None:
             continue
 
         if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
-            # Buy timeout - cancel order
-            exchange.cancel_order(trade.open_order_id)
-            if order['remaining'] == order['amount']:
-                # if trade is not partially completed, just delete the trade
-                Trade.session.delete(trade)
-                Trade.session.flush()
-                logger.info('Buy order timeout for %s.', trade)
-                rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
-                             trade.pair.replace('_', '/')))
-            else:
-                # if trade is partially complete, edit the stake details for the trade
-                # and close the order
-                trade.amount = order['amount'] - order['remaining']
-                trade.stake_amount = trade.amount * trade.open_rate
-                trade.open_order_id = None
-                logger.info('Partial buy order timeout for %s.', trade)
-                rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
-                             trade.pair.replace('_', '/')))
+            handle_timedout_limit_buy(trade, order)
         elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
-            # Sell timeout - cancel order and update trade
-            if order['remaining'] == order['amount']:
-                # if trade is not partially completed, just cancel the trade
-                exchange.cancel_order(trade.open_order_id)
-                trade.close_rate = None
-                trade.close_profit = None
-                trade.close_date = None
-                trade.is_open = True
-                trade.open_order_id = None
-                rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
-                             trade.pair.replace('_', '/')))
-                logger.info('Sell order timeout for %s.', trade)
-                return True
-            else:
-                # TODO: figure out how to handle partially complete sell orders
-                pass
+            handle_timedout_limit_sell(trade, order)
 
 
 def execute_sell(trade: Trade, limit: float) -> None:
@@ -435,7 +476,7 @@ def cleanup() -> None:
     exit(0)
 
 
-def main(sysargv=sys.argv[1:]) -> None:
+def main(sysargv=sys.argv[1:]) -> int:
     """
     Loads and validates the config and handles the main loop
     :return: None
@@ -447,7 +488,7 @@ def main(sysargv=sys.argv[1:]) -> None:
     # A subcommand has been issued
     if hasattr(args, 'func'):
         args.func(args)
-        exit(0)
+        return 0
 
     # Initialize logger
     logging.basicConfig(
@@ -508,7 +549,8 @@ def main(sysargv=sys.argv[1:]) -> None:
         logger.exception('Got fatal exception!')
     finally:
         cleanup()
+    return 0
 
 
 if __name__ == '__main__':
-    main()
+    main(sys.argv[1:])
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index b68955a6a..08630af40 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -109,6 +109,12 @@ def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
     return True
 
 
+def file_dump_json(filename, data):
+    with open(filename, "wt") as fp:
+        json.dump(data, fp)
+
+
+# FIX: 20180110, suggest rename interval to tick_interval
 def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> bool:
     """
     Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters
diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py
index 70249fd7d..1e53648e1 100644
--- a/freqtrade/tests/conftest.py
+++ b/freqtrade/tests/conftest.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring
 from datetime import datetime
 from unittest.mock import MagicMock
+from functools import reduce
 
 import arrow
 import pytest
@@ -10,6 +11,14 @@ from telegram import Chat, Message, Update
 from freqtrade.misc import CONF_SCHEMA
 
 
+def log_has(line, logs):
+    # caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar')
+    # and we want to match line against foobar in the tuple
+    return reduce(lambda a, b: a or b,
+                  filter(lambda x: x[2] == line, logs),
+                  False)
+
+
 @pytest.fixture(scope="module")
 def default_conf():
     """ Returns validated configuration suitable for most tests """
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index 0a900e7c9..a0386733d 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -7,13 +7,23 @@ import pytest
 
 from freqtrade import OperationalException
 from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
-    get_ticker, cancel_order, get_name, get_fee
+    get_ticker, get_ticker_history, cancel_order, get_name, get_fee
+import freqtrade.exchange as exchange
+
+API_INIT = False
+
+
+def maybe_init_api(conf, mocker):
+    global API_INIT
+    if not API_INIT:
+        mocker.patch('freqtrade.exchange.validate_pairs',
+                     side_effect=lambda s: True)
+        init(config=conf)
+        API_INIT = True
 
 
 def test_init(default_conf, mocker, caplog):
-    mocker.patch('freqtrade.exchange.validate_pairs',
-                 side_effect=lambda s: True)
-    init(config=default_conf)
+    maybe_init_api(default_conf, mocker)
     assert ('freqtrade.exchange',
             logging.INFO,
             'Instance is running with dry_run enabled'
@@ -159,8 +169,10 @@ def test_get_balances_prod(default_conf, mocker):
     assert get_balances()[0]['Pending'] == 0.0
 
 
-def test_get_ticker(mocker, ticker):
-
+# This test is somewhat redundant with
+# test_exchange_bittrex.py::test_exchange_bittrex_get_ticker
+def test_get_ticker(default_conf, mocker, ticker):
+    maybe_init_api(default_conf, mocker)
     api_mock = MagicMock()
     tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}}
     api_mock.get_ticker = MagicMock(return_value=tick)
@@ -177,6 +189,7 @@ def test_get_ticker(mocker, ticker):
     mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
 
     # if not caching the result we should get the same ticker
+    # if not fetching a new result we should get the cached ticker
     ticker = get_ticker(pair='BTC_ETH', refresh=False)
     assert ticker['bid'] == 0.00001098
     assert ticker['ask'] == 0.00001099
@@ -187,6 +200,26 @@ def test_get_ticker(mocker, ticker):
     assert ticker['ask'] == 1
 
 
+def test_get_ticker_history(default_conf, mocker, ticker):
+    api_mock = MagicMock()
+    tick = 123
+    api_mock.get_ticker_history = MagicMock(return_value=tick)
+    mocker.patch('freqtrade.exchange._API', api_mock)
+
+    # retrieve original ticker
+    ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
+    assert ticks == 123
+
+    # change the ticker
+    tick = 999
+    api_mock.get_ticker_history = MagicMock(return_value=tick)
+    mocker.patch('freqtrade.exchange._API', api_mock)
+
+    # ensure caching will still return the original ticker
+    ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
+    assert ticks == 123
+
+
 def test_cancel_order_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
@@ -194,6 +227,33 @@ def test_cancel_order_dry_run(default_conf, mocker):
     assert cancel_order(order_id='123') is None
 
 
+# Ensure that if not dry_run, we should call API
+def test_cancel_order(default_conf, mocker):
+    default_conf['dry_run'] = False
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+    api_mock = MagicMock()
+    api_mock.cancel_order = MagicMock(return_value=123)
+    mocker.patch('freqtrade.exchange._API', api_mock)
+    assert cancel_order(order_id='_') == 123
+
+
+def test_get_order(default_conf, mocker):
+    default_conf['dry_run'] = True
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+    order = MagicMock()
+    order.myid = 123
+    exchange._DRY_RUN_OPEN_ORDERS['X'] = order
+    print(exchange.get_order('X'))
+    assert exchange.get_order('X').myid == 123
+
+    default_conf['dry_run'] = False
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+    api_mock = MagicMock()
+    api_mock.get_order = MagicMock(return_value=456)
+    mocker.patch('freqtrade.exchange._API', api_mock)
+    assert 456 == exchange.get_order('X')
+
+
 def test_get_name(default_conf, mocker):
     mocker.patch('freqtrade.exchange.validate_pairs',
                  side_effect=lambda s: True)
@@ -209,3 +269,18 @@ def test_get_fee(default_conf, mocker):
     init(default_conf)
 
     assert get_fee() == 0.0025
+
+
+def test_exchange_misc(default_conf, mocker):
+    api_mock = MagicMock()
+    mocker.patch('freqtrade.exchange._API', api_mock)
+    exchange.get_markets()
+    assert 1 == api_mock.get_markets.call_count
+    exchange.get_market_summaries()
+    assert 1 == api_mock.get_market_summaries.call_count
+    api_mock.name = 123
+    assert 123 == exchange.get_name()
+    api_mock.fee = 456
+    assert 456 == exchange.get_fee()
+    exchange.get_wallet_health()
+    assert 1 == api_mock.get_wallet_health.call_count
diff --git a/freqtrade/tests/exchange/test_exchange_bittrex.py b/freqtrade/tests/exchange/test_exchange_bittrex.py
index be6b7cedd..949acf25f 100644
--- a/freqtrade/tests/exchange/test_exchange_bittrex.py
+++ b/freqtrade/tests/exchange/test_exchange_bittrex.py
@@ -143,7 +143,7 @@ def test_exchange_bittrex_fee():
     assert fee >= 0 and fee < 0.1  # Fee is 0-10 %
 
 
-def test_exchange_bittrex_buy_good(mocker):
+def test_exchange_bittrex_buy_good():
     wb = make_wrap_bittrex()
     fb = FakeBittrex()
     uuid = wb.buy('BTC_ETH', 1, 1)
@@ -154,7 +154,7 @@ def test_exchange_bittrex_buy_good(mocker):
         wb.buy('BAD', 1, 1)
 
 
-def test_exchange_bittrex_sell_good(mocker):
+def test_exchange_bittrex_sell_good():
     wb = make_wrap_bittrex()
     fb = FakeBittrex()
     uuid = wb.sell('BTC_ETH', 1, 1)
@@ -165,7 +165,7 @@ def test_exchange_bittrex_sell_good(mocker):
         uuid = wb.sell('BAD', 1, 1)
 
 
-def test_exchange_bittrex_get_balance(mocker):
+def test_exchange_bittrex_get_balance():
     wb = make_wrap_bittrex()
     fb = FakeBittrex()
     bal = wb.get_balance('BTC_ETH')
@@ -238,10 +238,12 @@ def test_exchange_bittrex_get_ticker_bad():
         wb.get_ticker('BTC_ETH')
 
 
-def test_exchange_bittrex_get_ticker_history_one():
+def test_exchange_bittrex_get_ticker_history_intervals():
     wb = make_wrap_bittrex()
     FakeBittrex()
-    assert wb.get_ticker_history('BTC_ETH', 1)
+    for tick_interval in [1, 5, 30, 60, 1440]:
+        assert ([{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}] ==
+                wb.get_ticker_history('BTC_ETH', tick_interval))
 
 
 def test_exchange_bittrex_get_ticker_history():
@@ -351,3 +353,8 @@ def test_validate_response_min_trade_requirement_not_met():
     }
     with pytest.raises(ContentDecodingError, match=r'.*MIN_TRADE_REQUIREMENT_NOT_MET.*'):
         Bittrex._validate_response(response)
+
+
+def test_custom_requests(mocker):
+    mocker.patch('freqtrade.exchange.bittrex.requests', MagicMock())
+    btx.custom_requests('http://', '')
diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py
index 6e4bf946e..02b675cf9 100644
--- a/freqtrade/tests/optimize/test_optimize.py
+++ b/freqtrade/tests/optimize/test_optimize.py
@@ -2,6 +2,7 @@
 
 import os
 import logging
+# from unittest.mock import MagicMock
 from shutil import copyfile
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
@@ -198,12 +199,27 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
     _clean_test_file(file2)
 
 
+def test_download_backtesting_testdata2(default_conf, mocker):
+    tick = [{'T': 'bar'}, {'T': 'foo'}]
+    mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
+    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
+    assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1)
+    assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3)
+
+
 def test_load_tickerdata_file():
     assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
     tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
     assert _btc_unittest_length == len(tickerdata)
 
 
+def test_init(default_conf, mocker):
+    conf = {'exchange': {'pair_whitelist': []}}
+    mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
+    assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
+                                    ticker_interval=int(default_conf['ticker_interval']))
+
+
 def test_tickerdata_to_dataframe():
     timerange = ((None, 'line'), None, -100)
     tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py
index 472b5eff5..f77a2d71a 100644
--- a/freqtrade/tests/test_analyze.py
+++ b/freqtrade/tests/test_analyze.py
@@ -1,8 +1,10 @@
 # pragma pylint: disable=missing-docstring,W0621
 import json
 from unittest.mock import MagicMock
+import freqtrade.tests.conftest as tt  # test tools
 
 import arrow
+import datetime
 import pytest
 from pandas import DataFrame
 
@@ -73,6 +75,41 @@ def test_returns_latest_sell_signal(mocker):
     assert get_signal('BTC-ETH', 5) == (True, False)
 
 
+def test_get_signal_empty(default_conf, mocker, caplog):
+    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
+    assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
+    assert tt.log_has('Empty ticker history for pair foo',
+                      caplog.record_tuples)
+
+
+def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
+    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
+    mocker.patch('freqtrade.analyze.analyze_ticker',
+                 side_effect=ValueError('xyz'))
+    assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
+    assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
+                      caplog.record_tuples)
+
+
+def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
+    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
+    mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
+    assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
+    assert tt.log_has('Empty dataframe for pair xyz',
+                      caplog.record_tuples)
+
+
+def test_get_signal_old_dataframe(default_conf, mocker, caplog):
+    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
+    # FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
+    oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
+    ticks = DataFrame([{'buy': 1, 'date': oldtime}])
+    mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
+    assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
+    assert tt.log_has('Too old dataframe for pair xyz',
+                      caplog.record_tuples)
+
+
 def test_get_signal_handles_exceptions(mocker):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
     mocker.patch('freqtrade.analyze.analyze_ticker',
diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py
index 23f4cd259..cf0b5283b 100644
--- a/freqtrade/tests/test_main.py
+++ b/freqtrade/tests/test_main.py
@@ -2,6 +2,7 @@
 import copy
 import logging
 from unittest.mock import MagicMock
+import freqtrade.tests.conftest as tt  # test tools
 
 import arrow
 import pytest
@@ -20,11 +21,10 @@ from freqtrade.persistence import Trade
 def test_parse_args_backtesting(mocker):
     """ Test that main() can start backtesting or hyperopt.
         and also ensure we can pass some specific arguments
-        argument parsing is done in test_misc.py """
+        further argument parsing is done in test_misc.py """
     backtesting_mock = mocker.patch(
         'freqtrade.optimize.backtesting.start', MagicMock())
-    with pytest.raises(SystemExit, match=r'0'):
-        main.main(['backtesting'])
+    main.main(['backtesting'])
     assert backtesting_mock.call_count == 1
     call_args = backtesting_mock.call_args[0][0]
     assert call_args.config == 'config.json'
@@ -38,8 +38,7 @@ def test_parse_args_backtesting(mocker):
 def test_main_start_hyperopt(mocker):
     hyperopt_mock = mocker.patch(
         'freqtrade.optimize.hyperopt.start', MagicMock())
-    with pytest.raises(SystemExit, match=r'0'):
-        main.main(['hyperopt'])
+    main.main(['hyperopt'])
     assert hyperopt_mock.call_count == 1
     call_args = hyperopt_mock.call_args[0][0]
     assert call_args.config == 'config.json'
@@ -48,6 +47,34 @@ def test_main_start_hyperopt(mocker):
     assert call_args.func is not None
 
 
+def test_process_maybe_execute_buy(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.create_trade', return_value=True)
+    assert main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
+    mocker.patch('freqtrade.main.create_trade', return_value=False)
+    assert not main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
+
+
+def test_process_maybe_execute_sell(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.handle_trade', return_value=True)
+    mocker.patch('freqtrade.exchange.get_order', return_value=1)
+    trade = MagicMock()
+    trade.open_order_id = '123'
+    assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
+    trade.is_open = True
+    trade.open_order_id = None
+    # Assert we call handle_trade() if trade is feasible for execution
+    assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
+
+
+def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
+    main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
+    tt.log_has('Unable to create trade:', caplog.record_tuples)
+
+
 def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
@@ -229,6 +256,20 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
         create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
 
 
+def test_create_trade_no_signal(default_conf, ticker, mocker):
+    default_conf['dry_run'] = True
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.get_signal', MagicMock(return_value=(False, False)))
+    mocker.patch.multiple('freqtrade.exchange',
+                          get_ticker_history=MagicMock(return_value=20))
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          get_balance=MagicMock(return_value=20))
+    stake_amount = 10
+    Trade.query = MagicMock()
+    Trade.query.filter = MagicMock()
+    assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
+
+
 def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
@@ -430,6 +471,20 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
     assert len(trades) == 0
 
 
+def test_handle_timedout_limit_buy(default_conf, mocker):
+    cancel_order = MagicMock()
+    mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
+    Trade.session = MagicMock()
+    trade = MagicMock()
+    order = {'remaining': 1,
+             'amount': 1}
+    assert main.handle_timedout_limit_buy(trade, order)
+    assert cancel_order.call_count == 1
+    order['amount'] = 2
+    assert not main.handle_timedout_limit_buy(trade, order)
+    assert cancel_order.call_count == 2
+
+
 def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     cancel_order_mock = MagicMock()
@@ -464,6 +519,20 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     assert trade_sell.is_open is True
 
 
+def test_handle_timedout_limit_sell(default_conf, mocker):
+    cancel_order = MagicMock()
+    mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
+    trade = MagicMock()
+    order = {'remaining': 1,
+             'amount': 1}
+    assert main.handle_timedout_limit_sell(trade, order)
+    assert cancel_order.call_count == 1
+    order['amount'] = 2
+    assert not main.handle_timedout_limit_sell(trade, order)
+    # Assert cancel_order was not called (callcount remains unchanged)
+    assert cancel_order.call_count == 1
+
+
 def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
                                        mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)