Update buy_tag column to long_tag

freqtrade/data/btanalysis.py

@@ -31,6 +31,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'profit_ratio', 'profit_abs', 'sell_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
                    'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_tag']
+# TODO-lev: usage of the above might need compatibility code (buy_tag, is_short?, ...?)
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:

freqtrade/enums/signaltype.py

@@ -15,7 +15,7 @@ class SignalTagType(Enum):
     """
     Enum for signal columns
     """
-    BUY_TAG = "buy_tag"
+    LONG_TAG = "long_tag"
     SHORT_TAG = "short_tag"
 
 

freqtrade/optimize/backtesting.py

@@ -45,7 +45,7 @@ LONG_IDX = 5
 ELONG_IDX = 6  # Exit long
 SHORT_IDX = 7
 ESHORT_IDX = 8  # Exit short
-BUY_TAG_IDX = 9
+ENTER_TAG_IDX = 9
 SHORT_TAG_IDX = 10
 
 
@@ -454,7 +454,8 @@ class Backtesting:
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             # Enter trade
-            has_buy_tag = len(row) >= BUY_TAG_IDX + 1
+            # TODO-lev: SHORT_TAG ...
+            has_buy_tag = len(row) >= ENTER_TAG_IDX + 1
             trade = LocalTrade(
                 pair=pair,
                 open_rate=row[OPEN_IDX],
@@ -464,7 +465,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
-                buy_tag=row[BUY_TAG_IDX] if has_buy_tag else None,
+                buy_tag=row[ENTER_TAG_IDX] if has_buy_tag else None,
                 exchange=self._exchange_name,
                 is_short=(direction == 'short'),
             )

freqtrade/strategy/interface.py

@@ -519,7 +519,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             dataframe[SignalType.EXIT_LONG.value] = 0
             dataframe[SignalType.ENTER_SHORT.value] = 0
             dataframe[SignalType.EXIT_SHORT.value] = 0
-            dataframe[SignalTagType.BUY_TAG.value] = None
+            dataframe[SignalTagType.LONG_TAG.value] = None
             dataframe[SignalTagType.SHORT_TAG.value] = None
 
         # Other Defs in strategy that want to be called every loop here
@@ -690,7 +690,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         enter_tag_value: Optional[str] = None
         if enter_long == 1 and not any([exit_long, enter_short]):
             enter_signal = SignalDirection.LONG
-            enter_tag_value = latest.get(SignalTagType.BUY_TAG.value, None)
+            enter_tag_value = latest.get(SignalTagType.LONG_TAG.value, None)
         if enter_short == 1 and not any([exit_short, enter_long]):
             enter_signal = SignalDirection.SHORT
             enter_tag_value = latest.get(SignalTagType.SHORT_TAG.value, None)

tests/optimize/test_hyperopt_tools.py

@@ -167,7 +167,7 @@ def test__pprint_dict():
 
 def test_get_strategy_filename(default_conf):
 
-    x = HyperoptTools.get_strategy_filename(default_conf, CURRENT_TEST_STRATEGY)
+    x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV3')
     assert isinstance(x, Path)
     assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v3.py'
 

tests/strategy/test_interface.py

@@ -59,7 +59,7 @@ def test_returns_latest_signal(ohlcv_history):
     assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
     mocked_history.loc[1, 'exit_long'] = 0
     mocked_history.loc[1, 'enter_long'] = 1
-    mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
+    mocked_history.loc[1, 'long_tag'] = 'buy_signal_01'
 
     assert _STRATEGY.get_entry_signal(
         'ETH/BTC', '5m', mocked_history) == (SignalDirection.LONG, 'buy_signal_01')