Fixed test failures.

freqtrade/optimize/backtesting.py

@@ -361,8 +361,12 @@ class Backtesting:
         if sell.sell_flag:
             trade.close_date = sell_candle_time
             trade.sell_reason = sell.sell_reason
-            if(sell_row[EXIT_TAG_IDX] is not None):
+
+            # Checks and adds an exit tag, after checking that the length of the
+            # sell_row has the length for an exit tag column
+            if(len(sell_row) > EXIT_TAG_IDX and sell_row[EXIT_TAG_IDX] is not None and len(sell_row[EXIT_TAG_IDX]) > 0):
                 trade.sell_reason = sell_row[EXIT_TAG_IDX]
+
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
 

freqtrade/optimize/optimize_reports.py

@@ -150,19 +150,22 @@ def generate_tag_metrics(tag_type: str,
 
     tabular_data = []
 
-    for tag, count in results[tag_type].value_counts().iteritems():
+    if tag_type in results.columns:
-        result = results[results[tag_type] == tag]
+        for tag, count in results[tag_type].value_counts().iteritems():
-        if skip_nan and result['profit_abs'].isnull().all():
+            result = results[results[tag_type] == tag]
-            continue
+            if skip_nan and result['profit_abs'].isnull().all():
+                continue
 
-        tabular_data.append(_generate_tag_result_line(result, starting_balance, tag))
+            tabular_data.append(_generate_tag_result_line(result, starting_balance, tag))
 
-    # Sort by total profit %:
+        # Sort by total profit %:
-    tabular_data = sorted(tabular_data, key=lambda k: k['profit_total_abs'], reverse=True)
+        tabular_data = sorted(tabular_data, key=lambda k: k['profit_total_abs'], reverse=True)
 
-    # Append Total
+        # Append Total
-    tabular_data.append(_generate_result_line(results, starting_balance, 'TOTAL'))
+        tabular_data.append(_generate_result_line(results, starting_balance, 'TOTAL'))
-    return tabular_data
+        return tabular_data
+    else:
+        return None
 
 
 def _generate_tag_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
@@ -732,14 +735,15 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
     print(table)
 
-    table = text_table_tags(
+    if(results['results_per_buy_tag'] is not None):
-        "buy_tag",
+        table = text_table_tags(
-        results['results_per_buy_tag'],
+            "buy_tag",
-        stake_currency=stake_currency)
+            results['results_per_buy_tag'],
+            stake_currency=stake_currency)
 
-    if isinstance(table, str) and len(table) > 0:
+        if isinstance(table, str) and len(table) > 0:
-        print(' BUY TAG STATS '.center(len(table.splitlines()[0]), '='))
+            print(' BUY TAG STATS '.center(len(table.splitlines()[0]), '='))
-    print(table)
+        print(table)
 
     table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
                                    stake_currency=stake_currency)

freqtrade/rpc/telegram.py

@@ -107,10 +107,9 @@ class Telegram(RPCHandler):
         #       this needs refactoring of the whole telegram module (same
         #       problem in _help()).
         valid_keys: List[str] = [r'/start$', r'/stop$', r'/status$', r'/status table$',
-                                 r'/trades$', r'/performance$', r'/daily$', r'/daily \d+$',
+                                 r'/trades$', r'/performance$', r'/buys', r'/sells', r'/mix_tags',
-                                 r'/profit$', r'/profit \d+',
+                                 r'/daily$', r'/daily \d+$', r'/profit$', r'/profit \d+',
                                  r'/stats$', r'/count$', r'/locks$', r'/balance$',
-                                 r'/buys', r'/sells', r'/mix_tags',
                                  r'/stopbuy$', r'/reload_config$', r'/show_config$',
                                  r'/logs$', r'/whitelist$', r'/blacklist$', r'/edge$',
                                  r'/forcebuy$', r'/help$', r'/version$']
@@ -179,9 +178,9 @@ class Telegram(RPCHandler):
             CallbackQueryHandler(self._profit, pattern='update_profit'),
             CallbackQueryHandler(self._balance, pattern='update_balance'),
             CallbackQueryHandler(self._performance, pattern='update_performance'),
-            CallbackQueryHandler(self._performance, pattern='update_buy_tag_performance'),
+            CallbackQueryHandler(self._buy_tag_performance, pattern='update_buy_tag_performance'),
-            CallbackQueryHandler(self._performance, pattern='update_sell_reason_performance'),
+            CallbackQueryHandler(self._sell_reason_performance, pattern='update_sell_reason_performance'),
-            CallbackQueryHandler(self._performance, pattern='update_mix_tag_performance'),
+            CallbackQueryHandler(self._mix_tag_performance, pattern='update_mix_tag_performance'),
             CallbackQueryHandler(self._count, pattern='update_count'),
             CallbackQueryHandler(self._forcebuy_inline),
         ]

tests/optimize/test_backtesting.py

@@ -567,6 +567,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
         195,  # Low
         201.5,  # High
         '',  # Buy Signal Name
+        '',  # Exit Signal Name
     ]
 
     trade = backtesting._enter_trade(pair, row=row)
@@ -581,26 +582,27 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
         195,  # Low
         210.5,  # High
         '',  # Buy Signal Name
+        '',  # Exit Signal Name
     ]
     row_detail = pd.DataFrame(
         [
             [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
-                1, 200, 199, 0, 197, 200.1, '',
+                1, 200, 199, 0, 197, 200.1, '', '',
             ], [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=1, tzinfo=timezone.utc),
-                0, 199, 199.5, 0, 199, 199.7, '',
+                0, 199, 199.5, 0, 199, 199.7, '', '',
             ], [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=2, tzinfo=timezone.utc),
-                0, 199.5, 200.5, 0, 199, 200.8, '',
+                0, 199.5, 200.5, 0, 199, 200.8, '', '',
             ], [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=3, tzinfo=timezone.utc),
-                0, 200.5, 210.5, 0, 193, 210.5, '',  # ROI sell (?)
+                0, 200.5, 210.5, 0, 193, 210.5, '', '',  # ROI sell (?)
             ], [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=4, tzinfo=timezone.utc),
-                0, 200, 199, 0, 193, 200.1, '',
+                0, 200, 199, 0, 193, 200.1, '', '',
             ],
-        ], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"]
+        ], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag", "exit_tag"]
     )
 
     # No data available.
@@ -614,7 +616,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
     assert isinstance(trade, LocalTrade)
     # Assign empty ... no result.
     backtesting.detail_data[pair] = pd.DataFrame(
-        [], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"])
+        [], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag", "exit_tag"])
 
     res = backtesting._get_sell_trade_entry(trade, row)
     assert res is None
@@ -678,7 +680,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'min_rate': [0.10370188, 0.10300000000000001],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
-         'buy_tag': [None, None],
+         'buy_tag': [None, None]
          })
     pd.testing.assert_frame_equal(results, expected)
     data_pair = processed[pair]

tests/rpc/test_rpc_telegram.py

@@ -33,6 +33,7 @@ class DummyCls(Telegram):
     """
     Dummy class for testing the Telegram @authorized_only decorator
     """
+
     def __init__(self, rpc: RPC, config) -> None:
         super().__init__(rpc, config)
         self.state = {'called': False}
@@ -92,7 +93,8 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
 
     message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
                    "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], "
-                   "['delete'], ['performance'], ['stats'], ['daily'], ['count'], ['locks'], "
+                   "['delete'], ['performance'], ['buys'], ['sells'], ['mix_tags'], "
+                   "['stats'], ['daily'], ['count'], ['locks'], "
                    "['unlock', 'delete_locks'], ['reload_config', 'reload_conf'], "
                    "['show_config', 'show_conf'], ['stopbuy'], "
                    "['whitelist'], ['blacklist'], ['logs'], ['edge'], ['help'], ['version']"
@@ -713,6 +715,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
         'profit_ratio': 0.0629778,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
+        'buy_tag': ANY,
         'sell_reason': SellType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
@@ -776,6 +779,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
         'profit_ratio': -0.05482878,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
+        'buy_tag': ANY,
         'sell_reason': SellType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
@@ -829,6 +833,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'profit_ratio': -0.00408133,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
+        'buy_tag': ANY,
         'sell_reason': SellType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
@@ -997,9 +1002,9 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     msg = ('<pre>  current    max    total stake\n---------  -----  -------------\n'
            '        1      {}          {}</pre>').format(
-            default_conf['max_open_trades'],
+        default_conf['max_open_trades'],
-            default_conf['stake_amount']
+        default_conf['stake_amount']
-        )
+    )
     assert msg in msg_mock.call_args_list[0][0][0]
 
 
@@ -1382,6 +1387,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
+        'buy_tag': 'buy_signal1',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(hours=-1),
         'close_date': arrow.utcnow(),
@@ -1389,6 +1395,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     assert msg_mock.call_args[0][0] \
         == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
             '*Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
+            '*Buy Tag:* `buy_signal1`\n'
             '*Sell Reason:* `stop_loss`\n'
             '*Duration:* `1:00:00 (60.0 min)`\n'
             '*Amount:* `1333.33333333`\n'
@@ -1412,6 +1419,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'profit_amount': -0.05746268,
         'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
+        'buy_tag': 'buy_signal1',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
         'close_date': arrow.utcnow(),
@@ -1419,6 +1427,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     assert msg_mock.call_args[0][0] \
         == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
             '*Profit:* `-57.41%`\n'
+            '*Buy Tag:* `buy_signal1`\n'
             '*Sell Reason:* `stop_loss`\n'
             '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
             '*Amount:* `1333.33333333`\n'
@@ -1483,6 +1492,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
         'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
+        'buy_tag': 'buy_signal1',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(hours=-1),
         'close_date': arrow.utcnow(),
@@ -1574,12 +1584,14 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
         'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
+        'buy_tag': 'buy_signal1',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
         'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
                                         '*Profit:* `-57.41%`\n'
+                                        '*Buy Tag:* `buy_signal1`\n'
                                         '*Sell Reason:* `stop_loss`\n'
                                         '*Duration:* `2:35:03 (155.1 min)`\n'
                                         '*Amount:* `1333.33333333`\n'

tests/strategy/test_interface.py

@@ -38,20 +38,27 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
     mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
+    assert _STRATEGY.get_signal(
+        'ETH/BTC',
+        '5m',
+        mocked_history) == (
+        True,
+        False,
+        'buy_signal_01',
+        None)
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -68,17 +75,24 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False, None) == _STRATEGY.get_signal(
+    assert (False, False, None, None) == _STRATEGY.get_signal(
         'foo', default_conf['timeframe'], DataFrame()
     )
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False, None) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (
+        False,
+        False,
+        None,
+        None) == _STRATEGY.get_signal(
+        'bar',
+        default_conf['timeframe'],
+        None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False, None) == _STRATEGY.get_signal(
+    assert (False, False, None, None) == _STRATEGY.get_signal(
         'baz',
         default_conf['timeframe'],
         DataFrame([])
@@ -118,7 +132,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False, None) == _STRATEGY.get_signal(
+    assert (False, False, None, None) == _STRATEGY.get_signal(
         'xyz',
         default_conf['timeframe'],
         mocked_history
@@ -140,7 +154,7 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (True, False, None) == _STRATEGY.get_signal(
+    assert (True, False, None, None) == _STRATEGY.get_signal(
         'xyz',
         default_conf['timeframe'],
         mocked_history
@@ -646,7 +660,7 @@ def test_strategy_safe_wrapper(value):
 
     ret = strategy_safe_wrapper(working_method, message='DeadBeef')(value)
 
-    assert type(ret) == type(value)
+    assert isinstance(ret, type(value))
     assert ret == value