How to use the freqtrade.persistence.Trade function in freqtrade

mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)

    # Create table using the old format
    engine.execute(create_table_old)
    engine.execute("create index ix_trades_is_open on trades(is_open)")
    engine.execute("create index ix_trades_pair on trades(pair)")
    engine.execute(insert_table_old)

    # fake previous backup
    engine.execute("create table trades_bak as select * from trades")

    engine.execute("create table trades_bak1 as select * from trades")
    # Run init to test migration
    init(default_conf['db_url'], default_conf['dry_run'])

    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
    trade = Trade.query.filter(Trade.id == 1).first()
    assert trade.fee_open == fee.return_value
    assert trade.fee_close == fee.return_value
    assert trade.open_rate_requested is None
    assert trade.close_rate_requested is None
    assert trade.is_open == 1
    assert trade.amount == amount
    assert trade.stake_amount == default_conf.get("stake_amount")
    assert trade.pair == "ETC/BTC"
    assert trade.exchange == "binance"
    assert trade.max_rate == 0.0
    assert trade.min_rate is None
    assert trade.stop_loss == 0.0
    assert trade.initial_stop_loss == 0.0
    assert trade.sell_reason is None
    assert trade.strategy is None

def test_adjust_stop_loss(fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
        open_rate=1,
        max_rate=1,
    )

    trade.adjust_stop_loss(trade.open_rate, 0.05, True)
    assert trade.stop_loss == 0.95
    assert trade.stop_loss_pct == -0.05
    assert trade.initial_stop_loss == 0.95
    assert trade.initial_stop_loss_pct == -0.05

def _get_sell_trade_entry(
            self, pair: str, buy_row: DataFrame,
            partial_ticker: List, trade_count_lock: Dict, args: Dict) -> Optional[BacktestResult]:

        stake_amount = args['stake_amount']
        max_open_trades = args.get('max_open_trades', 0)
        trade = Trade(
            open_rate=buy_row.open,
            open_date=buy_row.date,
            stake_amount=stake_amount,
            amount=stake_amount / buy_row.open,
            fee_open=self.fee,
            fee_close=self.fee
        )

        # calculate win/lose forwards from buy point
        for sell_row in partial_ticker:
            if max_open_trades > 0:
                # Increase trade_count_lock for every iteration
                trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1

            buy_signal = sell_row.buy
            sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal,

def test__safe_sell_amount(default_conf, caplog, mocker):
    patch_RPCManager(mocker)
    patch_exchange(mocker)
    amount = 95.33
    amount_wallet = 95.29
    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
    trade = Trade(
        pair='LTC/ETH',
        amount=amount,
        exchange='binance',
        open_rate=0.245441,
        open_order_id="123456"
    )
    freqtrade = FreqtradeBot(default_conf)
    patch_get_signal(freqtrade)

    assert freqtrade._safe_sell_amount(trade.pair, trade.amount) == amount_wallet
    assert log_has_re(r'.*Falling back to wallet-amount.', caplog)

patch_get_signal(ftbot, (True, False))
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        get_balances=MagicMock(return_value=ticker),
        fetch_ticker=ticker,
        get_fee=fee,
        markets=PropertyMock(return_value=markets)
    )

    rc = client_get(client, f"{BASE_URI}/profit")
    assert_response(rc, 502)
    assert len(rc.json) == 1
    assert rc.json == {"error": "Error querying _profit: no closed trade"}

    ftbot.create_trades()
    trade = Trade.query.first()

    # Simulate fulfilled LIMIT_BUY order for trade
    trade.update(limit_buy_order)
    rc = client_get(client, f"{BASE_URI}/profit")
    assert_response(rc, 502)
    assert rc.json == {"error": "Error querying _profit: no closed trade"}

    trade.update(limit_sell_order)

    trade.close_date = datetime.utcnow()
    trade.is_open = False

    rc = client_get(client, f"{BASE_URI}/profit")
    assert_response(rc)
    assert rc.json == {'avg_duration': '0:00:00',
                       'best_pair': 'ETH/BTC',

def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker):
    limit_buy_order = deepcopy(buy_order_fee)
    limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001

    patch_RPCManager(mocker)
    patch_exchange(mocker)
    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
    amount = float(sum(x['amount'] for x in trades_for_order))
    trade = Trade(
        pair='LTC/ETH',
        amount=amount,
        exchange='binance',
        open_rate=0.245441,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_order_id="123456"
    )
    freqtrade = FreqtradeBot(default_conf)
    patch_get_signal(freqtrade)

    # Amount does not change
    with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
        freqtrade.get_real_amount(trade, limit_buy_order)