refactor: tests - update timezone.utc to UTC

tests/conftest.py

@@ -4,7 +4,7 @@ import logging
 import platform
 import re
 from copy import deepcopy
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 from pathlib import Path
 from unittest.mock import MagicMock, Mock, PropertyMock
 
@@ -126,7 +126,7 @@ def get_args(args):
 def generate_trades_history(n_rows, start_date: datetime | None = None, days=5):
     np.random.seed(42)
     if not start_date:
-        start_date = datetime(2020, 1, 1, tzinfo=timezone.utc)
+        start_date = datetime(2020, 1, 1, tzinfo=UTC)
 
         # Generate random data
     end_date = start_date + timedelta(days=days)

tests/conftest_trades.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 
 from freqtrade.persistence.models import Order, Trade
 
@@ -43,7 +43,7 @@ def mock_trade_1(fee, is_short: bool):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         is_open=True,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=17),
         open_rate=0.123,
         exchange="binance",
         strategy="StrategyTestV3",
@@ -106,8 +106,8 @@ def mock_trade_2(fee, is_short: bool):
         timeframe=5,
         enter_tag="TEST1",
         exit_reason="sell_signal",
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=20),
-        close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
+        close_date=datetime.now(tz=UTC) - timedelta(minutes=2),
         is_short=is_short,
     )
     o = Order.parse_from_ccxt_object(mock_order_2(is_short), "ETC/BTC", entry_side(is_short))
@@ -168,8 +168,8 @@ def mock_trade_3(fee, is_short: bool):
         strategy="StrategyTestV3",
         timeframe=5,
         exit_reason="roi",
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=20),
-        close_date=datetime.now(tz=timezone.utc),
+        close_date=datetime.now(tz=UTC),
         is_short=is_short,
     )
     o = Order.parse_from_ccxt_object(mock_order_3(is_short), "XRP/BTC", entry_side(is_short))
@@ -205,7 +205,7 @@ def mock_trade_4(fee, is_short: bool):
         amount_requested=124.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=14),
         is_open=True,
         open_rate=0.123,
         exchange="binance",
@@ -260,7 +260,7 @@ def mock_trade_5(fee, is_short: bool):
         amount_requested=124.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=12),
         is_open=True,
         open_rate=0.123,
         exchange="binance",
@@ -316,7 +316,7 @@ def mock_trade_6(fee, is_short: bool):
         stake_amount=0.001,
         amount=2.0,
         amount_requested=2.0,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=5),
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         is_open=True,
@@ -410,7 +410,7 @@ def short_trade(fee):
         strategy="DefaultStrategy",
         timeframe=5,
         exit_reason="sell_signal",
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=20),
         # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
         is_short=True,
     )
@@ -500,8 +500,8 @@ def leverage_trade(fee):
         strategy="DefaultStrategy",
         timeframe=5,
         exit_reason="sell_signal",
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=300),
-        close_date=datetime.now(tz=timezone.utc),
+        close_date=datetime.now(tz=UTC),
         interest_rate=0.0005,
     )
     o = Order.parse_from_ccxt_object(leverage_order(), "DOGE/BTC", "sell")

tests/conftest_trades_usdt.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 
 from freqtrade.persistence.models import Order, Trade
 
@@ -55,8 +55,8 @@ def mock_trade_usdt_1(fee, is_short: bool):
         stake_amount=20.0,
         amount=2.0,
         amount_requested=2.0,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
+        open_date=datetime.now(tz=UTC) - timedelta(days=2, minutes=20),
-        close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
+        close_date=datetime.now(tz=UTC) - timedelta(days=2, minutes=5),
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         is_open=False,
@@ -127,8 +127,8 @@ def mock_trade_usdt_2(fee, is_short: bool):
         timeframe=5,
         enter_tag="TEST1",
         exit_reason="exit_signal",
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=20),
-        close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
+        close_date=datetime.now(tz=UTC) - timedelta(minutes=2),
         is_short=is_short,
     )
     o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), "NEO/USDT", entry_side(is_short))
@@ -190,8 +190,8 @@ def mock_trade_usdt_3(fee, is_short: bool):
         timeframe=5,
         enter_tag="TEST3",
         exit_reason="roi",
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=20),
-        close_date=datetime.now(tz=timezone.utc),
+        close_date=datetime.now(tz=UTC),
         is_short=is_short,
     )
     o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), "XRP/USDT", entry_side(is_short))
@@ -228,7 +228,7 @@ def mock_trade_usdt_4(fee, is_short: bool):
         amount_requested=10.01,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=14),
         is_open=True,
         open_rate=2.0,
         exchange="binance",
@@ -280,7 +280,7 @@ def mock_trade_usdt_5(fee, is_short: bool):
         amount_requested=10.01,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=12),
         is_open=True,
         open_rate=2.0,
         exchange="binance",
@@ -332,7 +332,7 @@ def mock_trade_usdt_6(fee, is_short: bool):
         stake_amount=20.0,
         amount=2.0,
         amount_requested=2.0,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=5),
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         is_open=True,
@@ -374,7 +374,7 @@ def mock_trade_usdt_7(fee, is_short: bool):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         is_open=True,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
+        open_date=datetime.now(tz=UTC) - timedelta(minutes=17),
         open_rate=2.0,
         exchange="binance",
         strategy="StrategyTestV2",

tests/data/test_btanalysis.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 from pathlib import Path
 from unittest.mock import MagicMock
 from zipfile import ZipFile
@@ -182,19 +182,19 @@ def test_extract_trades_of_period(testdatadir):
             "profit_abs": [0.0, 1, -2, -5],
             "open_date": to_datetime(
                 [
-                    datetime(2017, 11, 13, 15, 40, 0, tzinfo=timezone.utc),
+                    datetime(2017, 11, 13, 15, 40, 0, tzinfo=UTC),
-                    datetime(2017, 11, 14, 9, 41, 0, tzinfo=timezone.utc),
+                    datetime(2017, 11, 14, 9, 41, 0, tzinfo=UTC),
-                    datetime(2017, 11, 14, 14, 20, 0, tzinfo=timezone.utc),
+                    datetime(2017, 11, 14, 14, 20, 0, tzinfo=UTC),
-                    datetime(2017, 11, 15, 3, 40, 0, tzinfo=timezone.utc),
+                    datetime(2017, 11, 15, 3, 40, 0, tzinfo=UTC),
                 ],
                 utc=True,
             ),
             "close_date": to_datetime(
                 [
-                    datetime(2017, 11, 13, 16, 40, 0, tzinfo=timezone.utc),
+                    datetime(2017, 11, 13, 16, 40, 0, tzinfo=UTC),
-                    datetime(2017, 11, 14, 10, 41, 0, tzinfo=timezone.utc),
+                    datetime(2017, 11, 14, 10, 41, 0, tzinfo=UTC),
-                    datetime(2017, 11, 14, 15, 25, 0, tzinfo=timezone.utc),
+                    datetime(2017, 11, 14, 15, 25, 0, tzinfo=UTC),
-                    datetime(2017, 11, 15, 3, 55, 0, tzinfo=timezone.utc),
+                    datetime(2017, 11, 15, 3, 55, 0, tzinfo=UTC),
                 ],
                 utc=True,
             ),
@@ -203,10 +203,10 @@ def test_extract_trades_of_period(testdatadir):
     trades1 = extract_trades_of_period(data, trades)
     # First and last trade are dropped as they are out of range
     assert len(trades1) == 2
-    assert trades1.iloc[0].open_date == datetime(2017, 11, 14, 9, 41, 0, tzinfo=timezone.utc)
+    assert trades1.iloc[0].open_date == datetime(2017, 11, 14, 9, 41, 0, tzinfo=UTC)
-    assert trades1.iloc[0].close_date == datetime(2017, 11, 14, 10, 41, 0, tzinfo=timezone.utc)
+    assert trades1.iloc[0].close_date == datetime(2017, 11, 14, 10, 41, 0, tzinfo=UTC)
-    assert trades1.iloc[-1].open_date == datetime(2017, 11, 14, 14, 20, 0, tzinfo=timezone.utc)
+    assert trades1.iloc[-1].open_date == datetime(2017, 11, 14, 14, 20, 0, tzinfo=UTC)
-    assert trades1.iloc[-1].close_date == datetime(2017, 11, 14, 15, 25, 0, tzinfo=timezone.utc)
+    assert trades1.iloc[-1].close_date == datetime(2017, 11, 14, 15, 25, 0, tzinfo=UTC)
 
 
 def test_analyze_trade_parallelism(testdatadir):
@@ -293,7 +293,7 @@ def test_combined_dataframes_with_rel_mean(testdatadir):
     pairs = ["ETH/BTC", "ADA/BTC"]
     data = load_data(datadir=testdatadir, pairs=pairs, timeframe="5m")
     df = combined_dataframes_with_rel_mean(
-        data, datetime(2018, 1, 12, tzinfo=timezone.utc), datetime(2018, 1, 28, tzinfo=timezone.utc)
+        data, datetime(2018, 1, 12, tzinfo=UTC), datetime(2018, 1, 28, tzinfo=UTC)
     )
     assert isinstance(df, DataFrame)
     assert "ETH/BTC" not in df.columns
@@ -596,7 +596,7 @@ def test_calculate_max_drawdown_abs(profits, relative, highd, lowdays, result, r
     [1000, 500,  1000, 11000, 10000] # absolute results
     [1000, 50%,  0%,   0%,       ~9%]   # Relative drawdowns
     """
-    init_date = datetime(2020, 1, 1, tzinfo=timezone.utc)
+    init_date = datetime(2020, 1, 1, tzinfo=UTC)
     dates = [init_date + timedelta(days=i) for i in range(len(profits))]
     df = DataFrame(zip(profits, dates, strict=False), columns=["profit_abs", "open_date"])
     # sort by profit and reset index

tests/data/test_datahandler.py

@@ -1,7 +1,7 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
 
 import re
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from pathlib import Path
 from unittest.mock import MagicMock
 
@@ -165,19 +165,19 @@ def test_datahandler_ohlcv_data_min_max(testdatadir):
     # Empty pair
     min_max = dh.ohlcv_data_min_max("UNITTEST/BTC", "8m", "spot")
     assert len(min_max) == 3
-    assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
+    assert min_max[0] == datetime.fromtimestamp(0, tz=UTC)
     assert min_max[0] == min_max[1]
     # Empty pair2
     min_max = dh.ohlcv_data_min_max("NOPAIR/XXX", "41m", "spot")
     assert len(min_max) == 3
-    assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
+    assert min_max[0] == datetime.fromtimestamp(0, tz=UTC)
     assert min_max[0] == min_max[1]
 
     # Existing pair ...
     min_max = dh.ohlcv_data_min_max("UNITTEST/BTC", "1m", "spot")
     assert len(min_max) == 3
-    assert min_max[0] == datetime(2017, 11, 4, 23, 2, tzinfo=timezone.utc)
+    assert min_max[0] == datetime(2017, 11, 4, 23, 2, tzinfo=UTC)
-    assert min_max[1] == datetime(2017, 11, 14, 22, 59, tzinfo=timezone.utc)
+    assert min_max[1] == datetime(2017, 11, 14, 22, 59, tzinfo=UTC)
 
 
 def test_datahandler__check_empty_df(testdatadir, caplog):
@@ -467,14 +467,14 @@ def test_datahandler_trades_data_min_max(testdatadir):
     # Empty pair
     min_max = dh.trades_data_min_max("NADA/ETH", TradingMode.SPOT)
     assert len(min_max) == 3
-    assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
+    assert min_max[0] == datetime.fromtimestamp(0, tz=UTC)
     assert min_max[0] == min_max[1]
 
     # Existing pair ...
     min_max = dh.trades_data_min_max("XRP/ETH", TradingMode.SPOT)
     assert len(min_max) == 3
-    assert min_max[0] == datetime(2019, 10, 11, 0, 0, 11, 620000, tzinfo=timezone.utc)
+    assert min_max[0] == datetime(2019, 10, 11, 0, 0, 11, 620000, tzinfo=UTC)
-    assert min_max[1] == datetime(2019, 10, 13, 11, 19, 28, 844000, tzinfo=timezone.utc)
+    assert min_max[1] == datetime(2019, 10, 13, 11, 19, 28, 844000, tzinfo=UTC)
 
 
 def test_gethandlerclass():

tests/data/test_dataprovider.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from unittest.mock import MagicMock
 
 import pytest
@@ -222,8 +222,8 @@ def test_get_producer_df(default_conf):
     timeframe = default_conf["timeframe"]
     candle_type = CandleType.SPOT
 
-    empty_la = datetime.fromtimestamp(0, tz=timezone.utc)
+    empty_la = datetime.fromtimestamp(0, tz=UTC)
-    now = datetime.now(timezone.utc)
+    now = datetime.now(UTC)
 
     # no data has been added, any request should return an empty dataframe
     dataframe, la = dataprovider.get_producer_df(pair, timeframe, candle_type)
@@ -404,7 +404,7 @@ def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
     dataframe, time = dp.get_analyzed_dataframe("NOTHING/BTC", timeframe)
     assert dataframe.empty
     assert isinstance(time, datetime)
-    assert time == datetime(1970, 1, 1, tzinfo=timezone.utc)
+    assert time == datetime(1970, 1, 1, tzinfo=UTC)
 
     # Test backtest mode
     default_conf["runmode"] = RunMode.BACKTEST
@@ -478,7 +478,7 @@ def test_dp__add_external_df(default_conf_usdt):
     default_conf_usdt["timeframe"] = timeframe
     dp = DataProvider(default_conf_usdt, None)
     df = generate_test_data(timeframe, 24, "2022-01-01 00:00:00+00:00")
-    last_analyzed = datetime.now(timezone.utc)
+    last_analyzed = datetime.now(UTC)
 
     res = dp._add_external_df("ETH/USDT", df, last_analyzed, timeframe, CandleType.SPOT)
     assert res[0] is False

tests/data/test_historic_precision.py

@@ -1,6 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103
 
-from datetime import timezone
+from datetime import UTC
 
 import pandas as pd
 from numpy import nan
@@ -16,15 +16,15 @@ def test_get_tick_size_over_time():
     # Create test dataframe with different levels of precision
     data = {
         "date": [
-            Timestamp("2020-01-01 00:00:00", tz=timezone.utc),
+            Timestamp("2020-01-01 00:00:00", tz=UTC),
-            Timestamp("2020-01-02 00:00:00", tz=timezone.utc),
+            Timestamp("2020-01-02 00:00:00", tz=UTC),
-            Timestamp("2020-01-03 00:00:00", tz=timezone.utc),
+            Timestamp("2020-01-03 00:00:00", tz=UTC),
-            Timestamp("2020-01-15 00:00:00", tz=timezone.utc),
+            Timestamp("2020-01-15 00:00:00", tz=UTC),
-            Timestamp("2020-01-16 00:00:00", tz=timezone.utc),
+            Timestamp("2020-01-16 00:00:00", tz=UTC),
-            Timestamp("2020-01-31 00:00:00", tz=timezone.utc),
+            Timestamp("2020-01-31 00:00:00", tz=UTC),
-            Timestamp("2020-02-01 00:00:00", tz=timezone.utc),
+            Timestamp("2020-02-01 00:00:00", tz=UTC),
-            Timestamp("2020-02-15 00:00:00", tz=timezone.utc),
+            Timestamp("2020-02-15 00:00:00", tz=UTC),
-            Timestamp("2020-03-15 00:00:00", tz=timezone.utc),
+            Timestamp("2020-03-15 00:00:00", tz=UTC),
         ],
         "open": [1.23456, 1.234, 1.23, 1.2, 1.23456, 1.234, 2.3456, 2.34, 2.34],
         "high": [1.23457, 1.235, 1.24, 1.3, 1.23456, 1.235, 2.3457, 2.34, 2.34],

tests/data/test_trade_converter_kraken.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from shutil import copytree
 from unittest.mock import PropertyMock
 
@@ -50,10 +50,10 @@ def test_import_kraken_trades_from_csv(testdatadir, tmp_path, caplog, default_co
     assert len(trades) == 340
 
     assert trades["date"].min().to_pydatetime() == datetime(
-        2023, 1, 1, 0, 3, 56, tzinfo=timezone.utc
+        2023, 1, 1, 0, 3, 56, tzinfo=UTC
     )
     assert trades["date"].max().to_pydatetime() == datetime(
-        2023, 1, 2, 23, 17, 3, tzinfo=timezone.utc
+        2023, 1, 2, 23, 17, 3, tzinfo=UTC
     )
     # ID is not filled
     assert len(trades.loc[trades["id"] != ""]) == 0

tests/exchange/test_bybit.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 from unittest.mock import MagicMock
 
 import pytest
@@ -73,7 +73,7 @@ async def test_bybit_fetch_funding_rate(default_conf, mocker):
 
 
 def test_bybit_get_funding_fees(default_conf, mocker):
-    now = datetime.now(timezone.utc)
+    now = datetime.now(UTC)
     exchange = get_patched_exchange(mocker, default_conf, exchange="bybit")
     exchange._fetch_and_calculate_funding_fees = MagicMock()
     exchange.get_funding_fees("BTC/USDT:USDT", 1, False, now)
@@ -117,7 +117,7 @@ def test_bybit_fetch_orders(default_conf, mocker, limit_order):
         return True
 
     mocker.patch(f"{EXMS}.exchange_has", side_effect=exchange_has)
-    start_time = datetime.now(timezone.utc) - timedelta(days=20)
+    start_time = datetime.now(UTC) - timedelta(days=20)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="bybit")
     # Not available in dry-run

tests/exchange/test_exchange.py

@@ -1,7 +1,7 @@
 import copy
 import logging
 from copy import deepcopy
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 from random import randint
 from unittest.mock import MagicMock, Mock, PropertyMock, patch
 
@@ -1728,7 +1728,7 @@ def test_fetch_orders(default_conf, mocker, exchange_name, limit_order):
     api_mock.fetch_closed_orders = MagicMock(return_value=[limit_order["buy"]])
 
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    start_time = datetime.now(timezone.utc) - timedelta(days=20)
+    start_time = datetime.now(UTC) - timedelta(days=20)
     expected = 1
     if exchange_name == "bybit":
         expected = 3
@@ -2106,7 +2106,7 @@ def test___now_is_time_to_refresh(default_conf, mocker, exchange_name, time_mach
     exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     pair = "BTC/USDT"
     candle_type = CandleType.SPOT
-    start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=timezone.utc)
+    start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=UTC)
     time_machine.move_to(start_dt, tick=False)
     assert (pair, "5m", candle_type) not in exchange._pairs_last_refresh_time
 
@@ -2129,7 +2129,7 @@ def test___now_is_time_to_refresh(default_conf, mocker, exchange_name, time_mach
     assert exchange._now_is_time_to_refresh(pair, "5m", candle_type) is True
 
     # Test with 1d data
-    start_day_dt = datetime(2023, 12, 1, 0, 0, 0, tzinfo=timezone.utc)
+    start_day_dt = datetime(2023, 12, 1, 0, 0, 0, tzinfo=UTC)
     last_closed_candle_1d = dt_ts(start_day_dt - timedelta(days=1))
     exchange._pairs_last_refresh_time[(pair, "1d", candle_type)] = last_closed_candle_1d
 
@@ -2197,7 +2197,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
 async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_type):
     ohlcv = [
         [
-            int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
+            int((datetime.now(UTC).timestamp() - 1000) * 1000),
             1,  # open
             2,  # high
             3,  # low
@@ -2501,7 +2501,7 @@ def test_refresh_latest_trades(
 
 @pytest.mark.parametrize("candle_type", [CandleType.FUTURES, CandleType.MARK, CandleType.SPOT])
 def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_machine) -> None:
-    start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=timezone.utc)
+    start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=UTC)
     ohlcv = generate_test_data_raw("1h", 100, start.strftime("%Y-%m-%d"))
     time_machine.move_to(start + timedelta(hours=99, minutes=30))
 
@@ -2595,7 +2595,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
 
 
 def test_refresh_ohlcv_with_cache(mocker, default_conf, time_machine) -> None:
-    start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=timezone.utc)
+    start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=UTC)
     ohlcv = generate_test_data_raw("1h", 100, start.strftime("%Y-%m-%d"))
     time_machine.move_to(start, tick=False)
     pairs = [
@@ -2903,7 +2903,7 @@ def test_get_entry_rate(
     mocker, default_conf, caplog, side, ask, bid, last, last_ab, expected, time_machine
 ) -> None:
     caplog.set_level(logging.DEBUG)
-    start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=timezone.utc)
+    start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=UTC)
     time_machine.move_to(start_dt, tick=False)
     if last_ab is None:
         del default_conf["entry_pricing"]["price_last_balance"]
@@ -2940,7 +2940,7 @@ def test_get_exit_rate(
     default_conf, mocker, caplog, side, bid, ask, last, last_ab, expected, time_machine
 ) -> None:
     caplog.set_level(logging.DEBUG)
-    start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=timezone.utc)
+    start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=UTC)
     time_machine.move_to(start_dt, tick=False)
 
     default_conf["exit_pricing"]["price_side"] = side
@@ -4019,7 +4019,7 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name, trading_mode,
     assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000
     assert (
         api_mock.fetch_my_trades.call_args[0][1]
-        == int(since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000
+        == int(since.replace(tzinfo=UTC).timestamp() - 5) * 1000
     )
 
     ccxt_exceptionhandlers(
@@ -4785,7 +4785,7 @@ def test_calculate_backoff(retrycount, max_retries, expected):
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_funding_fees(default_conf_usdt, mocker, exchange_name, caplog):
-    now = datetime.now(timezone.utc)
+    now = datetime.now(UTC)
     default_conf_usdt["trading_mode"] = "futures"
     default_conf_usdt["margin_mode"] = "isolated"
     exchange = get_patched_exchange(mocker, default_conf_usdt, exchange=exchange_name)
@@ -5002,8 +5002,8 @@ def test_calculate_funding_fees(
 ):
     exchange = get_patched_exchange(mocker, default_conf)
     kraken = get_patched_exchange(mocker, default_conf, exchange="kraken")
-    prior_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc) - timedelta(hours=1))
+    prior_date = timeframe_to_prev_date("1h", datetime.now(UTC) - timedelta(hours=1))
-    trade_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc))
+    trade_date = timeframe_to_prev_date("1h", datetime.now(UTC))
     funding_rates = DataFrame(
         [
             {"date": prior_date, "open": funding_rate},  # Line not used.
@@ -5072,9 +5072,9 @@ def test_combine_funding_and_mark(
     futures_funding_rate,
 ):
     exchange = get_patched_exchange(mocker, default_conf)
-    prior2_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc) - timedelta(hours=2))
+    prior2_date = timeframe_to_prev_date("1h", datetime.now(UTC) - timedelta(hours=2))
-    prior_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc) - timedelta(hours=1))
+    prior_date = timeframe_to_prev_date("1h", datetime.now(UTC) - timedelta(hours=1))
-    trade_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc))
+    trade_date = timeframe_to_prev_date("1h", datetime.now(UTC))
     funding_rates = DataFrame(
         [
             {"date": prior2_date, "open": funding_rate},

tests/exchange/test_exchange_utils.py

@@ -1,5 +1,5 @@
 # pragma pylint: disable=missing-docstring, protected-access, invalid-name
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 from math import isnan, nan
 
 import pytest
@@ -117,7 +117,7 @@ def test_check_exchange(default_conf, caplog) -> None:
 
 
 def test_date_minus_candles():
-    date = datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)
+    date = datetime(2019, 8, 12, 13, 25, 0, tzinfo=UTC)
 
     assert date_minus_candles("5m", 3, date) == date - timedelta(minutes=15)
     assert date_minus_candles("5m", 5, date) == date - timedelta(minutes=25)
@@ -167,59 +167,59 @@ def test_timeframe_to_resample_freq(timeframe, expected):
 
 def test_timeframe_to_prev_date():
     # 2019-08-12 13:22:08
-    date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
+    date = datetime.fromtimestamp(1565616128, tz=UTC)
 
     tf_list = [
         # 5m -> 2019-08-12 13:20:00
-        ("5m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)),
+        ("5m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=UTC)),
         # 10m -> 2019-08-12 13:20:00
-        ("10m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)),
+        ("10m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=UTC)),
         # 1h -> 2019-08-12 13:00:00
-        ("1h", datetime(2019, 8, 12, 13, 00, 0, tzinfo=timezone.utc)),
+        ("1h", datetime(2019, 8, 12, 13, 00, 0, tzinfo=UTC)),
         # 2h -> 2019-08-12 12:00:00
-        ("2h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)),
+        ("2h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=UTC)),
         # 4h -> 2019-08-12 12:00:00
-        ("4h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)),
+        ("4h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=UTC)),
         # 1d -> 2019-08-12 00:00:00
-        ("1d", datetime(2019, 8, 12, 00, 00, 0, tzinfo=timezone.utc)),
+        ("1d", datetime(2019, 8, 12, 00, 00, 0, tzinfo=UTC)),
     ]
     for interval, result in tf_list:
         assert timeframe_to_prev_date(interval, date) == result
 
-    date = datetime.now(tz=timezone.utc)
+    date = datetime.now(tz=UTC)
     assert timeframe_to_prev_date("5m") < date
     # Does not round
-    time = datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)
+    time = datetime(2019, 8, 12, 13, 20, 0, tzinfo=UTC)
     assert timeframe_to_prev_date("5m", time) == time
-    time = datetime(2019, 8, 12, 13, 0, 0, tzinfo=timezone.utc)
+    time = datetime(2019, 8, 12, 13, 0, 0, tzinfo=UTC)
     assert timeframe_to_prev_date("1h", time) == time
 
 
 def test_timeframe_to_next_date():
     # 2019-08-12 13:22:08
-    date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
+    date = datetime.fromtimestamp(1565616128, tz=UTC)
     tf_list = [
         # 5m -> 2019-08-12 13:25:00
-        ("5m", datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)),
+        ("5m", datetime(2019, 8, 12, 13, 25, 0, tzinfo=UTC)),
         # 10m -> 2019-08-12 13:30:00
-        ("10m", datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)),
+        ("10m", datetime(2019, 8, 12, 13, 30, 0, tzinfo=UTC)),
         # 1h -> 2019-08-12 14:00:00
-        ("1h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)),
+        ("1h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=UTC)),
         # 2h -> 2019-08-12 14:00:00
-        ("2h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)),
+        ("2h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=UTC)),
         # 4h -> 2019-08-12 14:00:00
-        ("4h", datetime(2019, 8, 12, 16, 00, 0, tzinfo=timezone.utc)),
+        ("4h", datetime(2019, 8, 12, 16, 00, 0, tzinfo=UTC)),
         # 1d -> 2019-08-13 00:00:00
-        ("1d", datetime(2019, 8, 13, 0, 0, 0, tzinfo=timezone.utc)),
+        ("1d", datetime(2019, 8, 13, 0, 0, 0, tzinfo=UTC)),
     ]
 
     for interval, result in tf_list:
         assert timeframe_to_next_date(interval, date) == result
 
-    date = datetime.now(tz=timezone.utc)
+    date = datetime.now(tz=UTC)
     assert timeframe_to_next_date("5m") > date
 
-    date = datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)
+    date = datetime(2019, 8, 12, 13, 30, 0, tzinfo=UTC)
     assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5)
 
 

tests/exchange/test_gate.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from unittest.mock import MagicMock
 
 import pytest
@@ -113,7 +113,7 @@ def test_fetch_my_trades_gate(mocker, default_conf, takerormaker, rate, cost):
     )
     exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock, exchange="gate")
     exchange._trading_fees = tick
-    trades = exchange.get_trades_for_order("22255", "ETH/USDT:USDT", datetime.now(timezone.utc))
+    trades = exchange.get_trades_for_order("22255", "ETH/USDT:USDT", datetime.now(UTC))
     trade = trades[0]
     assert trade["fee"]
     assert trade["fee"]["rate"] == rate

tests/exchange/test_hyperliquid.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from unittest.mock import MagicMock, PropertyMock
 
 import pytest
@@ -306,7 +306,7 @@ def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker):
 
 
 def test_hyperliquid_get_funding_fees(default_conf, mocker):
-    now = datetime.now(timezone.utc)
+    now = datetime.now(UTC)
     exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
     exchange._fetch_and_calculate_funding_fees = MagicMock()
     exchange.get_funding_fees("BTC/USDC:USDC", 1, False, now)

tests/exchange/test_okx.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 from unittest.mock import AsyncMock, MagicMock, PropertyMock
 
 import ccxt
@@ -15,7 +15,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
 def test_okx_ohlcv_candle_limit(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
     timeframes = ("1m", "5m", "1h")
-    start_time = int(datetime(2021, 1, 1, tzinfo=timezone.utc).timestamp() * 1000)
+    start_time = int(datetime(2021, 1, 1, tzinfo=UTC).timestamp() * 1000)
 
     for timeframe in timeframes:
         assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == 300
@@ -29,7 +29,7 @@ def test_okx_ohlcv_candle_limit(default_conf, mocker):
         assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 100
         one_call = int(
             (
-                datetime.now(timezone.utc)
+                datetime.now(UTC)
                 - timedelta(minutes=290 * timeframe_to_minutes(timeframe))
             ).timestamp()
             * 1000
@@ -40,7 +40,7 @@ def test_okx_ohlcv_candle_limit(default_conf, mocker):
 
         one_call = int(
             (
-                datetime.now(timezone.utc)
+                datetime.now(UTC)
                 - timedelta(minutes=320 * timeframe_to_minutes(timeframe))
             ).timestamp()
             * 1000
@@ -693,7 +693,7 @@ def test_fetch_orders_okx(default_conf, mocker, limit_order):
     api_mock.fetch_closed_orders = MagicMock(return_value=[limit_order["buy"]])
 
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    start_time = datetime.now(timezone.utc) - timedelta(days=20)
+    start_time = datetime.now(UTC) - timedelta(days=20)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
     # Not available in dry-run
@@ -727,7 +727,7 @@ def test_fetch_orders_okx(default_conf, mocker, limit_order):
     api_mock.fetch_closed_orders.reset_mock()
 
     # regular closed_orders endpoint only has history for 7 days.
-    exchange.fetch_orders("mocked", datetime.now(timezone.utc) - timedelta(days=6))
+    exchange.fetch_orders("mocked", datetime.now(UTC) - timedelta(days=6))
     assert api_mock.fetch_orders.call_count == 0
     assert api_mock.fetch_open_orders.call_count == 1
     assert api_mock.fetch_closed_orders.call_count == 1

tests/exchange_online/test_ccxt_compat.py

@@ -5,7 +5,7 @@ However, these tests should give a good idea to determine if a new exchange is
 suitable to run with freqtrade.
 """
 
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 
 import pytest
 
@@ -248,7 +248,7 @@ class TestCCXTExchange:
             len(exch.klines(pair_tf)) > exch.ohlcv_candle_limit(timeframe, CandleType.SPOT) * 0.90
         )
         # Check if last-timeframe is within the last 2 intervals
-        now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
+        now = datetime.now(UTC) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
         assert exch.klines(pair_tf).iloc[-1]["date"] >= timeframe_to_prev_date(timeframe, now)
 
     def test_ccxt_fetch_ohlcv_startdate(self, exchange: EXCHANGE_FIXTURE_TYPE):
@@ -266,7 +266,7 @@ class TestCCXTExchange:
         assert isinstance(ohlcv, dict)
         assert len(ohlcv[pair_tf]) == len(exch.klines(pair_tf))
         # Check if last-timeframe is within the last 2 intervals
-        now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
+        now = datetime.now(UTC) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
         assert exch.klines(pair_tf).iloc[-1]["date"] >= timeframe_to_prev_date(timeframe, now)
         assert exch.klines(pair_tf)["date"].astype(int).iloc[0] // 1e6 == since_ms
 
@@ -274,7 +274,7 @@ class TestCCXTExchange:
         self, exchange, exchangename, pair, timeframe, candle_type, factor=0.9
     ):
         timeframe_ms = timeframe_to_msecs(timeframe)
-        now = timeframe_to_prev_date(timeframe, datetime.now(timezone.utc))
+        now = timeframe_to_prev_date(timeframe, datetime.now(UTC))
         for offset in (360, 120, 30, 10, 5, 2):
             since = now - timedelta(days=offset)
             since_ms = int(since.timestamp() * 1000)
@@ -336,7 +336,7 @@ class TestCCXTExchange:
         exchange, exchangename = exchange_futures
 
         pair = EXCHANGES[exchangename].get("futures_pair", EXCHANGES[exchangename]["pair"])
-        since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000)
+        since = int((datetime.now(UTC) - timedelta(days=5)).timestamp() * 1000)
         timeframe_ff = exchange._ft_has.get(
             "funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"]
         )
@@ -371,7 +371,7 @@ class TestCCXTExchange:
     def test_ccxt_fetch_mark_price_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         exchange, exchangename = exchange_futures
         pair = EXCHANGES[exchangename].get("futures_pair", EXCHANGES[exchangename]["pair"])
-        since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000)
+        since = int((datetime.now(UTC) - timedelta(days=5)).timestamp() * 1000)
         pair_tf = (pair, "1h", CandleType.MARK)
 
         mark_ohlcv = exchange.refresh_latest_ohlcv([pair_tf], since_ms=since, drop_incomplete=False)
@@ -389,7 +389,7 @@ class TestCCXTExchange:
     def test_ccxt__calculate_funding_fees(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         exchange, exchangename = exchange_futures
         pair = EXCHANGES[exchangename].get("futures_pair", EXCHANGES[exchangename]["pair"])
-        since = datetime.now(timezone.utc) - timedelta(days=5)
+        since = datetime.now(UTC) - timedelta(days=5)
 
         funding_fee = exchange._fetch_and_calculate_funding_fees(
             pair, 20, is_short=False, open_date=since
@@ -403,7 +403,7 @@ class TestCCXTExchange:
         if not (lookback := EXCHANGES[exchangename].get("trades_lookback_hours")):
             pytest.skip("test_fetch_trades not enabled for this exchange")
         pair = EXCHANGES[exchangename]["pair"]
-        since = int((datetime.now(timezone.utc) - timedelta(hours=lookback)).timestamp() * 1000)
+        since = int((datetime.now(UTC) - timedelta(hours=lookback)).timestamp() * 1000)
         res = exch.loop.run_until_complete(exch._async_get_trade_history(pair, since, None, None))
         assert len(res) == 2
         res_pair, res_trades = res

tests/freqai/test_freqai_backtesting.py

@@ -1,5 +1,5 @@
 from copy import deepcopy
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from pathlib import Path
 from unittest.mock import PropertyMock
 
@@ -28,7 +28,7 @@ from tests.freqai.conftest import get_patched_freqai_strategy
 def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, caplog):
     patch_exchange(mocker)
 
-    now = datetime.now(timezone.utc)
+    now = datetime.now(UTC)
     mocker.patch(
         "freqtrade.plugins.pairlistmanager.PairListManager.whitelist",
         PropertyMock(return_value=["HULUMULU/USDT", "XRP/USDT"]),
@@ -73,7 +73,7 @@ def test_freqai_backtest_load_data(
 ):
     patch_exchange(mocker)
 
-    now = datetime.now(timezone.utc)
+    now = datetime.now(UTC)
     mocker.patch(
         "freqtrade.plugins.pairlistmanager.PairListManager.whitelist",
         PropertyMock(return_value=["HULUMULU/USDT", "XRP/USDT"]),
@@ -98,7 +98,7 @@ def test_freqai_backtest_load_data(
 def test_freqai_backtest_live_models_model_not_found(freqai_conf, mocker, testdatadir, caplog):
     patch_exchange(mocker)
 
-    now = datetime.now(timezone.utc)
+    now = datetime.now(UTC)
     mocker.patch(
         "freqtrade.plugins.pairlistmanager.PairListManager.whitelist",
         PropertyMock(return_value=["HULUMULU/USDT", "XRP/USDT"]),
@@ -163,6 +163,6 @@ def test_freqai_backtest_consistent_timerange(mocker, freqai_conf):
     backtesting = Backtesting(deepcopy(freqai_conf))
     backtesting.start()
 
-    assert gbs.call_args[1]["min_date"] == datetime(2021, 11, 20, 0, 0, tzinfo=timezone.utc)
+    assert gbs.call_args[1]["min_date"] == datetime(2021, 11, 20, 0, 0, tzinfo=UTC)
-    assert gbs.call_args[1]["max_date"] == datetime(2021, 11, 21, 0, 0, tzinfo=timezone.utc)
+    assert gbs.call_args[1]["max_date"] == datetime(2021, 11, 21, 0, 0, tzinfo=UTC)
     Backtesting.cleanup()

tests/freqai/test_freqai_datakitchen.py

@@ -1,5 +1,5 @@
 import shutil
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 from pathlib import Path
 from unittest.mock import MagicMock
 
@@ -67,9 +67,9 @@ def test_split_timerange(
 
 def test_check_if_model_expired(mocker, freqai_conf):
     dk = get_patched_data_kitchen(mocker, freqai_conf)
-    now = datetime.now(tz=timezone.utc).timestamp()
+    now = datetime.now(tz=UTC).timestamp()
     assert dk.check_if_model_expired(now) is False
-    now = (datetime.now(tz=timezone.utc) - timedelta(hours=2)).timestamp()
+    now = (datetime.now(tz=UTC) - timedelta(hours=2)).timestamp()
     assert dk.check_if_model_expired(now) is True
     shutil.rmtree(Path(dk.full_path))
 

tests/optimize/test_backtesting.py

@@ -3,7 +3,7 @@
 import random
 from collections import defaultdict
 from copy import deepcopy
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 from pathlib import Path
 from unittest.mock import ANY, MagicMock, PropertyMock
 
@@ -687,7 +687,7 @@ def test_backtest__check_trade_exit(default_conf, mocker) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
     pair = "UNITTEST/BTC"
     row = [
-        pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=timezone.utc),
+        pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=UTC),
         200,  # Open
         201.5,  # High
         195,  # Low
@@ -705,7 +705,7 @@ def test_backtest__check_trade_exit(default_conf, mocker) -> None:
     assert isinstance(trade, LocalTrade)
 
     row_sell = [
-        pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
+        pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=UTC),
         200,  # Open
         210.5,  # High
         195,  # Low
@@ -723,7 +723,7 @@ def test_backtest__check_trade_exit(default_conf, mocker) -> None:
     res = backtesting._check_trade_exit(trade, row_sell, row_sell[0].to_pydatetime())
     assert res is not None
     assert res.exit_reason == ExitType.ROI.value
-    assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
+    assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=UTC)
 
     # Enter new trade
     trade = backtesting._enter_trade(pair, row=row, direction="long")
@@ -928,7 +928,7 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
         assert len(t["orders"]) == 2
 
         entryo = t["orders"][0]
-        entry_ts = datetime.fromtimestamp(entryo["order_filled_timestamp"] // 1000, tz=timezone.utc)
+        entry_ts = datetime.fromtimestamp(entryo["order_filled_timestamp"] // 1000, tz=UTC)
         if entry_ts > t["open_date"]:
             late_entry += 1
 
@@ -1039,7 +1039,7 @@ def test_backtest_one_detail_futures(
         assert len(t["orders"]) == 2
 
         entryo = t["orders"][0]
-        entry_ts = datetime.fromtimestamp(entryo["order_filled_timestamp"] // 1000, tz=timezone.utc)
+        entry_ts = datetime.fromtimestamp(entryo["order_filled_timestamp"] // 1000, tz=UTC)
         if entry_ts > t["open_date"]:
             late_entry += 1
 
@@ -1121,7 +1121,7 @@ def test_backtest_one_detail_futures_funding_fees(
         return df
 
     def adjust_trade_position(trade, current_time, **kwargs):
-        if current_time > datetime(2021, 11, 18, 2, 0, 0, tzinfo=timezone.utc):
+        if current_time > datetime(2021, 11, 18, 2, 0, 0, tzinfo=UTC):
             return None
         return default_conf_usdt["stake_amount"]
 
@@ -2564,7 +2564,7 @@ def test_backtest_start_multi_strat_caching(
     mocker.patch("freqtrade.optimize.backtesting.Backtesting.backtest", backtestmock)
     mocker.patch("freqtrade.optimize.backtesting.show_backtest_results", MagicMock())
 
-    now = min_backtest_date = datetime.now(tz=timezone.utc)
+    now = min_backtest_date = datetime.now(tz=UTC)
     start_time = now - timedelta(**start_delta) + timedelta(hours=1)
     if cache == "none":
         min_backtest_date = now + timedelta(days=1)

tests/test_timerange.py

@@ -1,5 +1,5 @@
 # pragma pylint: disable=missing-docstring, C0103
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 
 import pytest
 
@@ -29,8 +29,8 @@ def test_parse_timerange_incorrect():
     assert TimeRange("date", "date", 1231006505, 1233360000) == timerange
     assert isinstance(timerange.startdt, datetime)
     assert isinstance(timerange.stopdt, datetime)
-    assert timerange.startdt == datetime.fromtimestamp(1231006505, tz=timezone.utc)
+    assert timerange.startdt == datetime.fromtimestamp(1231006505, tz=UTC)
-    assert timerange.stopdt == datetime.fromtimestamp(1233360000, tz=timezone.utc)
+    assert timerange.stopdt == datetime.fromtimestamp(1233360000, tz=UTC)
     assert timerange.timerange_str == "20090103-20090131"
 
     timerange = TimeRange.parse_timerange("1231006505000-1233360000000")
@@ -68,7 +68,7 @@ def test_subtract_start():
 
 
 def test_adjust_start_if_necessary():
-    min_date = datetime(2017, 11, 14, 21, 15, 00, tzinfo=timezone.utc)
+    min_date = datetime(2017, 11, 14, 21, 15, 00, tzinfo=UTC)
 
     x = TimeRange("date", "date", 1510694100, 1510780500)
     # Adjust by 20 candles - min_date == startts