chore: update attribute wording to bt_trades

freqtrade/optimize/backtesting.py

@@ -1491,7 +1491,7 @@ class Backtesting:
         self.handle_left_open(LocalTrade.bt_trades_open_pp, data=data)
         self.wallets.update()
 
-        results = trade_list_to_dataframe(LocalTrade.trades)
+        results = trade_list_to_dataframe(LocalTrade.bt_trades)
         return {
             "results": results,
             "config": self.strategy.config,

freqtrade/persistence/trade_model.py

@@ -373,7 +373,7 @@ class LocalTrade:
 
     use_db: bool = False
     # Trades container for backtesting
-    trades: List["LocalTrade"] = []
+    bt_trades: List["LocalTrade"] = []
     bt_trades_open: List["LocalTrade"] = []
     # Copy of trades_open - but indexed by pair
     bt_trades_open_pp: Dict[str, List["LocalTrade"]] = defaultdict(list)
@@ -740,7 +740,7 @@ class LocalTrade:
         """
         Resets all trades. Only active for backtesting mode.
         """
-        LocalTrade.trades = []
+        LocalTrade.bt_trades = []
         LocalTrade.bt_trades_open = []
         LocalTrade.bt_trades_open_pp = defaultdict(list)
         LocalTrade.bt_open_open_trade_count = 0
@@ -1405,7 +1405,7 @@ class LocalTrade:
         Helper function to query Trades.
         Returns a List of trades, filtered on the parameters given.
         In live mode, converts the filter to a database query and returns all rows
-        In Backtest mode, uses filters on Trade.trades to get the result.
+        In Backtest mode, uses filters on Trade.bt_trades to get the result.
 
         :param pair: Filter by pair
         :param is_open: Filter by open/closed status
@@ -1420,11 +1420,11 @@ class LocalTrade:
             if is_open:
                 sel_trades = LocalTrade.bt_trades_open
             else:
-                sel_trades = LocalTrade.trades
+                sel_trades = LocalTrade.bt_trades
 
         else:
             # Not used during backtesting, but might be used by a strategy
-            sel_trades = list(LocalTrade.trades + LocalTrade.bt_trades_open)
+            sel_trades = list(LocalTrade.bt_trades + LocalTrade.bt_trades_open)
 
         if pair:
             sel_trades = [trade for trade in sel_trades if trade.pair == pair]
@@ -1442,7 +1442,7 @@ class LocalTrade:
         LocalTrade.bt_trades_open.remove(trade)
         LocalTrade.bt_trades_open_pp[trade.pair].remove(trade)
         LocalTrade.bt_open_open_trade_count -= 1
-        LocalTrade.trades.append(trade)
+        LocalTrade.bt_trades.append(trade)
         LocalTrade.total_profit += trade.close_profit_abs
 
     @staticmethod
@@ -1452,7 +1452,7 @@ class LocalTrade:
             LocalTrade.bt_trades_open_pp[trade.pair].append(trade)
             LocalTrade.bt_open_open_trade_count += 1
         else:
-            LocalTrade.trades.append(trade)
+            LocalTrade.bt_trades.append(trade)
 
     @staticmethod
     def remove_bt_trade(trade):
@@ -1761,7 +1761,7 @@ class Trade(ModelBase, LocalTrade):
         Helper function to query Trades.j
         Returns a List of trades, filtered on the parameters given.
         In live mode, converts the filter to a database query and returns all rows
-        In Backtest mode, uses filters on Trade.trades to get the result.
+        In Backtest mode, uses filters on Trade.bt_trades to get the result.
 
         :return: unsorted List[Trade]
         """

freqtrade/rpc/api_server/api_backtest.py

@@ -182,7 +182,7 @@ def api_get_backtest():
                 ApiBG.bt["bt"].progress.action if ApiBG.bt["bt"] else str(BacktestState.STARTUP)
             ),
             "progress": ApiBG.bt["bt"].progress.progress if ApiBG.bt["bt"] else 0,
-            "trade_count": len(LocalTrade.trades),
+            "trade_count": len(LocalTrade.bt_trades),
             "status_msg": "Backtest running",
         }
 

tests/optimize/test_backtest_detail.py

@@ -1249,7 +1249,7 @@ def test_backtest_results(default_conf, mocker, caplog, data: BTContainer) -> No
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
         assert res.is_short == trade.is_short
-    assert len(LocalTrade.trades) == len(data.trades)
+    assert len(LocalTrade.bt_trades) == len(data.trades)
     assert len(LocalTrade.bt_trades_open) == 0
     backtesting.cleanup()
     del backtesting

tests/optimize/test_backtesting.py

@@ -1041,7 +1041,7 @@ def test_backtest_one_detail_futures(
             <= round(t["close_rate"], 6)
             <= round(ln2.iloc[0]["high"], 6)
         )
-    assert pytest.approx(Trade.trades[1].funding_fees) == exp_funding_fee
+    assert pytest.approx(Trade.bt_trades[1].funding_fees) == exp_funding_fee
     assert ff_spy.call_count == exp_ff_updates
     # assert late_entry > 0
 
@@ -1136,7 +1136,7 @@ def test_backtest_one_detail_futures_funding_fees(
     # Additional counts will happen due each successful entry, which needs to call this, too.
     assert ff_spy.call_count == ff_updates
 
-    for t in Trade.trades:
+    for t in Trade.bt_trades:
         # At least 6 adjustment orders
         assert t.nr_of_successful_entries == entries
         # Funding fees will vary depending on the number of adjustment orders

tests/persistence/test_persistence.py

@@ -2136,7 +2136,7 @@ def test_Trade_object_idem():
         "custom_data",
     )
     EXCLUDES2 = (
-        "trades",
+        "bt_trades",
         "bt_trades_open",
         "bt_trades_open_pp",
         "bt_open_open_trade_count",