How to use the freqtrade.configuration.TimeRange function in freqtrade

'Using indicator startup period: 20 ...', caplog
    )
    # timedifference in 5 minutes
    td = ((end - start).total_seconds() // 60 // 5) + 1
    assert td != len(tickerdata['UNITTEST/BTC'])
    start_real = tickerdata['UNITTEST/BTC'].iloc[0, 0]
    assert log_has(f'Missing data at start for pair '
                   f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
                   caplog)
    # Make sure we start fresh - test missing data at end
    caplog.clear()
    start = arrow.get('2018-01-10T00:00:00')
    end = arrow.get('2018-02-20T00:00:00')
    tickerdata = history.load_data(datadir=testdatadir, timeframe='5m',
                                   pairs=['UNITTEST/BTC'],
                                   timerange=TimeRange('date', 'date',
                                                       start.timestamp, end.timestamp))
    # timedifference in 5 minutes
    td = ((end - start).total_seconds() // 60 // 5) + 1
    assert td != len(tickerdata['UNITTEST/BTC'])
    # Shift endtime with +5 - as last candle is dropped (partial candle)
    end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
    assert log_has(f'Missing data at end for pair '
                   f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
                   caplog)

def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
    default_conf['ask_strategy']['use_sell_signal'] = False
    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
    patch_exchange(mocker)
    backtesting = Backtesting(default_conf)
    pair = 'UNITTEST/BTC'
    timerange = TimeRange('date', None, 1517227800, 0)
    data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                             timerange=timerange)
    data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
    min_date, max_date = get_timerange(data_processed)
    results = backtesting.backtest(
        {
            'stake_amount': default_conf['stake_amount'],
            'processed': data_processed,
            'max_open_trades': 10,
            'position_stacking': False,
            'start_date': min_date,
            'end_date': max_date,
        }
    )
    assert not results.empty
    assert len(results) == 2

assert ticker_list[0] is ticker[0]  # The start of the list is included
    assert ticker_list[9] is ticker[-1]  # The element 10 is not included

    # Test the pattern ^(\d{8})-$
    # This pattern extracts elements from the date to now
    timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
    ticker = trim_tickerlist(ticker_list, timerange)
    ticker_len = len(ticker)

    assert ticker_len == ticker_list_len - 10
    assert ticker_list[10] is ticker[0]  # The first element is element #10
    assert ticker_list[-1] is ticker[-1]  # The last element is the same

    # Test a wrong pattern
    # This pattern must return the list unchanged
    timerange = TimeRange(None, None, None, 5)
    ticker = trim_tickerlist(ticker_list, timerange)
    ticker_len = len(ticker)

    assert ticker_list_len == ticker_len

    # passing empty list
    timerange = TimeRange(None, None, None, 5)
    ticker = trim_tickerlist([], timerange)
    assert 0 == len(ticker)
    assert not ticker

assert all(data_modify.iloc[-1] == data.iloc[-1])
    assert all(data_modify.iloc[0] == data.iloc[30])

    data_modify = data.copy()
    # Remove last 30 minutes (1800 s)
    tr = TimeRange(None, 'date', 0, max_date - 1800)
    data_modify = history.trim_dataframe(data_modify, tr)
    assert not data_modify.equals(data)
    assert len(data_modify) < len(data)
    assert len(data_modify) == len(data) - 30
    assert all(data_modify.iloc[0] == data.iloc[0])
    assert all(data_modify.iloc[-1] == data.iloc[-31])

    data_modify = data.copy()
    # Remove first 25 and last 30 minutes (1800 s)
    tr = TimeRange('date', 'date', min_date + 1500, max_date - 1800)
    data_modify = history.trim_dataframe(data_modify, tr)
    assert not data_modify.equals(data)
    assert len(data_modify) < len(data)
    assert len(data_modify) == len(data) - 55
    # first row matches 25th original row
    assert all(data_modify.iloc[0] == data.iloc[25])

def load_bt_data(self):
        timerange = TimeRange.parse_timerange(None if self.config.get(
            'timerange') is None else str(self.config.get('timerange')))

        data = history.load_data(
            datadir=Path(self.config['datadir']),
            pairs=self.config['exchange']['pair_whitelist'],
            timeframe=self.timeframe,
            timerange=timerange,
            startup_candles=self.required_startup,
            fail_without_data=True,
        )

        min_date, max_date = history.get_timerange(data)

        logger.info(
            'Loading data from %s up to %s (%s days)..',
            min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days

def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
    row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
                            MagicMock(side_effect=fig_generating_mock))
    trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
                               MagicMock(side_effect=fig_generating_mock))
    pair = 'UNITTEST/BTC'
    timerange = TimeRange(None, 'line', 0, -1000)
    data = history.load_pair_history(pair=pair, ticker_interval='1m',
                                     datadir=testdatadir, timerange=timerange)

    # Generate buy/sell signals and indicators
    strat = DefaultStrategy(default_conf)
    data = strat.analyze_ticker(data, {'pair': pair})

    indicators1 = []
    indicators2 = []
    fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
                                     indicators1=indicators1, indicators2=indicators2)
    assert isinstance(fig, go.Figure)
    assert fig.layout.title.text == pair
    figure = fig.layout.figure

    assert len(figure.data) == 6

def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
    strategy = DefaultStrategy(default_conf)

    timerange = TimeRange.parse_timerange('1510694220-1510700340')
    tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
                                                         fill_missing=True)}
    data = strategy.tickerdata_to_dataframe(tickerlist)
    assert len(data['UNITTEST/BTC']) == 102       # partial candle was removed

def init_plotscript(config):
    """
    Initialize objects needed for plotting
    :return: Dict with tickers, trades and pairs
    """

    if "pairs" in config:
        pairs = config["pairs"]
    else:
        pairs = config["exchange"]["pair_whitelist"]

    # Set timerange to use
    timerange = TimeRange.parse_timerange(config.get("timerange"))

    tickers = history.load_data(
        datadir=Path(str(config.get("datadir"))),
        pairs=pairs,
        timeframe=config.get('ticker_interval', '5m'),
        timerange=timerange,
    )

    trades = load_trades(config['trade_source'],
                         db_url=config.get('db_url'),
                         exportfilename=config.get('exportfilename'),
                         )
    trades = history.trim_dataframe(trades, timerange, 'open_time')
    return {"tickers": tickers,
            "trades": trades,
            "pairs": pairs,

def start_download_data(args: Dict[str, Any]) -> None:
    """
    Download data (former download_backtest_data.py script)
    """
    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)

    timerange = TimeRange()
    if 'days' in config:
        time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
        timerange = TimeRange.parse_timerange(f'{time_since}-')

    if 'pairs' not in config:
        raise OperationalException(
            "Downloading data requires a list of pairs. "
            "Please check the documentation on how to configure this.")

    dl_path = Path(config['datadir'])
    logger.info(f'About to download pairs: {config["pairs"]}, '
                f'intervals: {config["timeframes"]} to {dl_path}')

    pairs_not_available: List[str] = []

    # Init exchange