Merge pull request #5710 from theluxaz/freqtrade-development

Added SELL_TAG for trading, backtesting and telegram

freqtrade/enums/signaltype.py

@@ -14,3 +14,4 @@ class SignalTagType(Enum):
     Enum for signal columns
     """
     BUY_TAG = "buy_tag"
+    EXIT_TAG = "exit_tag"

freqtrade/freqtradebot.py

@@ -201,11 +201,11 @@ class FreqtradeBot(LoggingMixin):
         if len(open_trades) != 0:
             msg = {
                 'type': RPCMessageType.WARNING,
-                'status':  f"{len(open_trades)} open trades active.\n\n"
+                'status': f"{len(open_trades)} open trades active.\n\n"
-                           f"Handle these trades manually on {self.exchange.name}, "
+                          f"Handle these trades manually on {self.exchange.name}, "
-                           f"or '/start' the bot again and use '/stopbuy' "
+                          f"or '/start' the bot again and use '/stopbuy' "
-                           f"to handle open trades gracefully. \n"
+                          f"to handle open trades gracefully. \n"
-                           f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
+                          f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
             }
             self.rpc.send_msg(msg)
 
@@ -420,7 +420,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell, buy_tag) = self.strategy.get_signal(
+        (buy, sell, buy_tag, _) = self.strategy.get_signal(
             pair,
             self.strategy.timeframe,
             analyzed_df
@@ -700,21 +700,22 @@ class FreqtradeBot(LoggingMixin):
         logger.debug('Handling %s ...', trade)
 
         (buy, sell) = (False, False)
+        exit_tag = None
 
         if (self.config.get('use_sell_signal', True) or
                 self.config.get('ignore_roi_if_buy_signal', False)):
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
-            (buy, sell, _) = self.strategy.get_signal(
+            (buy, sell, _, exit_tag) = self.strategy.get_signal(
                 trade.pair,
                 self.strategy.timeframe,
                 analyzed_df
             )
 
         logger.debug('checking sell')
-        exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
+        sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
-        if self._check_and_execute_exit(trade, exit_rate, buy, sell):
+        if self._check_and_execute_exit(trade, sell_rate, buy, sell, exit_tag):
             return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -852,18 +853,21 @@ class FreqtradeBot(LoggingMixin):
                                    f"for pair {trade.pair}.")
 
     def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
-                                buy: bool, sell: bool) -> bool:
+                                buy: bool, sell: bool, exit_tag: Optional[str]) -> bool:
         """
         Check and execute exit
         """
+
         should_sell = self.strategy.should_sell(
             trade, exit_rate, datetime.now(timezone.utc), buy, sell,
             force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
         if should_sell.sell_flag:
-            logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
+            logger.info(
-            self.execute_trade_exit(trade, exit_rate, should_sell)
+                f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}. '
+                f'Tag: {exit_tag if exit_tag is not None else "None"}')
+            self.execute_trade_exit(trade, exit_rate, should_sell, exit_tag)
             return True
         return False
 
@@ -1064,7 +1068,12 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
 
-    def execute_trade_exit(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
+    def execute_trade_exit(
+            self,
+            trade: Trade,
+            limit: float,
+            sell_reason: SellCheckTuple,
+            exit_tag: Optional[str] = None) -> bool:
         """
         Executes a trade exit for the given trade and limit
         :param trade: Trade instance
@@ -1140,7 +1149,7 @@ class FreqtradeBot(LoggingMixin):
         trade.open_order_id = order['id']
         trade.sell_order_status = ''
         trade.close_rate_requested = limit
-        trade.sell_reason = sell_reason.sell_reason
+        trade.sell_reason = exit_tag or sell_reason.sell_reason
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') in ('closed', 'expired'):
             self.update_trade_state(trade, trade.open_order_id, order)
@@ -1181,6 +1190,7 @@ class FreqtradeBot(LoggingMixin):
             'current_rate': current_rate,
             'profit_amount': profit_trade,
             'profit_ratio': profit_ratio,
+            'buy_tag': trade.buy_tag,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.utcnow(),
@@ -1224,6 +1234,7 @@ class FreqtradeBot(LoggingMixin):
             'current_rate': current_rate,
             'profit_amount': profit_trade,
             'profit_ratio': profit_ratio,
+            'buy_tag': trade.buy_tag,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.now(timezone.utc),

freqtrade/optimize/backtesting.py

@@ -44,6 +44,7 @@ SELL_IDX = 4
 LOW_IDX = 5
 HIGH_IDX = 6
 BUY_TAG_IDX = 7
+EXIT_TAG_IDX = 8
 
 
 class Backtesting:
@@ -247,7 +248,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag', 'exit_tag']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -259,6 +260,7 @@ class Backtesting:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
                 pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
                 pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
+                pair_data.loc[:, 'exit_tag'] = None  # cleanup if exit_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
@@ -270,6 +272,7 @@ class Backtesting:
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
             df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
+            df_analyzed.loc[:, 'exit_tag'] = df_analyzed.loc[:, 'exit_tag'].shift(1)
 
             # Update dataprovider cache
             self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
@@ -360,6 +363,16 @@ class Backtesting:
         if sell.sell_flag:
             trade.close_date = sell_candle_time
             trade.sell_reason = sell.sell_reason
+
+            # 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)
 
@@ -387,7 +400,7 @@ class Backtesting:
             detail_data = detail_data.loc[
                 (detail_data['date'] >= sell_candle_time) &
                 (detail_data['date'] < sell_candle_end)
-             ].copy()
+            ].copy()
             if len(detail_data) == 0:
                 # Fall back to "regular" data if no detail data was found for this candle
                 return self._get_sell_trade_entry_for_candle(trade, sell_row)

freqtrade/optimize/optimize_reports.py

@@ -55,6 +55,15 @@ def _get_line_header(first_column: str, stake_currency: str) -> List[str]:
             'Win  Draw  Loss  Win%']
 
 
+def _get_line_header_sell(first_column: str, stake_currency: str) -> List[str]:
+    """
+    Generate header lines (goes in line with _generate_result_line())
+    """
+    return [first_column, 'Sells', 'Avg Profit %', 'Cum Profit %',
+            f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
+            'Win  Draw  Loss  Win%']
+
+
 def _generate_wins_draws_losses(wins, draws, losses):
     if wins > 0 and losses == 0:
         wl_ratio = '100'
@@ -127,6 +136,71 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, starting_b
     return tabular_data
 
 
+def generate_tag_metrics(tag_type: str,
+                         starting_balance: int,
+                         results: DataFrame,
+                         skip_nan: bool = False) -> List[Dict]:
+    """
+    Generates and returns a list of metrics for the given tag trades and the results dataframe
+    :param starting_balance: Starting balance
+    :param results: Dataframe containing the backtest results
+    :param skip_nan: Print "left open" open trades
+    :return: List of Dicts containing the metrics per pair
+    """
+
+    tabular_data = []
+
+    if tag_type in results.columns:
+        for tag, count in results[tag_type].value_counts().iteritems():
+            result = results[results[tag_type] == tag]
+            if skip_nan and result['profit_abs'].isnull().all():
+                continue
+
+            tabular_data.append(_generate_tag_result_line(result, starting_balance, tag))
+
+        # Sort by total profit %:
+        tabular_data = sorted(tabular_data, key=lambda k: k['profit_total_abs'], reverse=True)
+
+        # Append Total
+        tabular_data.append(_generate_result_line(results, starting_balance, 'TOTAL'))
+        return tabular_data
+    else:
+        return []
+
+
+def _generate_tag_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
+    """
+    Generate one result dict, with "first_column" as key.
+    """
+    profit_sum = result['profit_ratio'].sum()
+    # (end-capital - starting capital) / starting capital
+    profit_total = result['profit_abs'].sum() / starting_balance
+
+    return {
+        'key': first_column,
+        'trades': len(result),
+        'profit_mean': result['profit_ratio'].mean() if len(result) > 0 else 0.0,
+        'profit_mean_pct': result['profit_ratio'].mean() * 100.0 if len(result) > 0 else 0.0,
+        'profit_sum': profit_sum,
+        'profit_sum_pct': round(profit_sum * 100.0, 2),
+        'profit_total_abs': result['profit_abs'].sum(),
+        'profit_total': profit_total,
+        'profit_total_pct': round(profit_total * 100.0, 2),
+        'duration_avg': str(timedelta(
+                            minutes=round(result['trade_duration'].mean()))
+                            ) if not result.empty else '0:00',
+        # 'duration_max': str(timedelta(
+        #                     minutes=round(result['trade_duration'].max()))
+        #                     ) if not result.empty else '0:00',
+        # 'duration_min': str(timedelta(
+        #                     minutes=round(result['trade_duration'].min()))
+        #                     ) if not result.empty else '0:00',
+        'wins': len(result[result['profit_abs'] > 0]),
+        'draws': len(result[result['profit_abs'] == 0]),
+        'losses': len(result[result['profit_abs'] < 0]),
+    }
+
+
 def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
     """
     Generate small table outlining Backtest results
@@ -347,6 +421,10 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
     pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
                                          starting_balance=starting_balance,
                                          results=results, skip_nan=False)
+
+    buy_tag_results = generate_tag_metrics("buy_tag", starting_balance=starting_balance,
+                                           results=results, skip_nan=False)
+
     sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
                                                    results=results)
     left_open_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
@@ -370,6 +448,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'best_pair': best_pair,
         'worst_pair': worst_pair,
         'results_per_pair': pair_results,
+        'results_per_buy_tag': buy_tag_results,
         'sell_reason_summary': sell_reason_stats,
         'left_open_trades': left_open_results,
         # 'days_breakdown_stats': days_breakdown_stats,
@@ -542,6 +621,37 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
+def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_currency: str) -> str:
+    """
+    Generates and returns a text table for the given backtest data and the results dataframe
+    :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
+    :param stake_currency: stake-currency - used to correctly name headers
+    :return: pretty printed table with tabulate as string
+    """
+    if(tag_type == "buy_tag"):
+        headers = _get_line_header("TAG", stake_currency)
+    else:
+        headers = _get_line_header_sell("TAG", stake_currency)
+    floatfmt = _get_line_floatfmt(stake_currency)
+    output = [
+        [
+            t['key'] if t['key'] is not None and len(
+                t['key']) > 0 else "OTHER",
+            t['trades'],
+            t['profit_mean_pct'],
+            t['profit_sum_pct'],
+            t['profit_total_abs'],
+            t['profit_total_pct'],
+            t['duration_avg'],
+            _generate_wins_draws_losses(
+                t['wins'],
+                t['draws'],
+                t['losses'])] for t in tag_results]
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(output, headers=headers,
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+
+
 def text_table_periodic_breakdown(days_breakdown_stats: List[Dict[str, Any]],
                                   stake_currency: str, period: str) -> str:
     """
@@ -687,6 +797,16 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
     print(table)
 
+    if(results['results_per_buy_tag'] is not None):
+        table = text_table_tags(
+            "buy_tag",
+            results['results_per_buy_tag'],
+            stake_currency=stake_currency)
+
+        if isinstance(table, str) and len(table) > 0:
+            print(' BUY TAG STATS '.center(len(table.splitlines()[0]), '='))
+        print(table)
+
     table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
                                    stake_currency=stake_currency)
     if isinstance(table, str) and len(table) > 0:
@@ -714,6 +834,7 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
 
     if isinstance(table, str) and len(table) > 0:
         print('=' * len(table.splitlines()[0]))
+
     print()
 
 

freqtrade/persistence/models.py

@@ -853,13 +853,131 @@ class Trade(_DECL_BASE, LocalTrade):
         return [
             {
                 'pair': pair,
-                'profit': profit,
+                'profit_ratio': profit,
+                'profit': round(profit * 100, 2),  # Compatibility mode
+                'profit_pct': round(profit * 100, 2),
                 'profit_abs': profit_abs,
                 'count': count
             }
             for pair, profit, profit_abs, count in pair_rates
         ]
 
+    @staticmethod
+    def get_buy_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
+        """
+        Returns List of dicts containing all Trades, based on buy tag performance
+        Can either be average for all pairs or a specific pair provided
+        NOTE: Not supported in Backtesting.
+        """
+
+        filters = [Trade.is_open.is_(False)]
+        if(pair is not None):
+            filters.append(Trade.pair == pair)
+
+        buy_tag_perf = Trade.query.with_entities(
+            Trade.buy_tag,
+            func.sum(Trade.close_profit).label('profit_sum'),
+            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+            func.count(Trade.pair).label('count')
+        ).filter(*filters)\
+            .group_by(Trade.buy_tag) \
+            .order_by(desc('profit_sum_abs')) \
+            .all()
+
+        return [
+            {
+                'buy_tag': buy_tag if buy_tag is not None else "Other",
+                'profit_ratio': profit,
+                'profit_pct': round(profit * 100, 2),
+                'profit_abs': profit_abs,
+                'count': count
+            }
+            for buy_tag, profit, profit_abs, count in buy_tag_perf
+        ]
+
+    @staticmethod
+    def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
+        """
+        Returns List of dicts containing all Trades, based on sell reason performance
+        Can either be average for all pairs or a specific pair provided
+        NOTE: Not supported in Backtesting.
+        """
+
+        filters = [Trade.is_open.is_(False)]
+        if(pair is not None):
+            filters.append(Trade.pair == pair)
+
+        sell_tag_perf = Trade.query.with_entities(
+            Trade.sell_reason,
+            func.sum(Trade.close_profit).label('profit_sum'),
+            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+            func.count(Trade.pair).label('count')
+        ).filter(*filters)\
+            .group_by(Trade.sell_reason) \
+            .order_by(desc('profit_sum_abs')) \
+            .all()
+
+        return [
+            {
+                'sell_reason': sell_reason if sell_reason is not None else "Other",
+                'profit_ratio': profit,
+                'profit_pct': round(profit * 100, 2),
+                'profit_abs': profit_abs,
+                'count': count
+            }
+            for sell_reason, profit, profit_abs, count in sell_tag_perf
+        ]
+
+    @staticmethod
+    def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
+        """
+        Returns List of dicts containing all Trades, based on buy_tag + sell_reason performance
+        Can either be average for all pairs or a specific pair provided
+        NOTE: Not supported in Backtesting.
+        """
+
+        filters = [Trade.is_open.is_(False)]
+        if(pair is not None):
+            filters.append(Trade.pair == pair)
+
+        mix_tag_perf = Trade.query.with_entities(
+            Trade.id,
+            Trade.buy_tag,
+            Trade.sell_reason,
+            func.sum(Trade.close_profit).label('profit_sum'),
+            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+            func.count(Trade.pair).label('count')
+        ).filter(*filters)\
+            .group_by(Trade.id) \
+            .order_by(desc('profit_sum_abs')) \
+            .all()
+
+        return_list: List[Dict] = []
+        for id, buy_tag, sell_reason, profit, profit_abs, count in mix_tag_perf:
+            buy_tag = buy_tag if buy_tag is not None else "Other"
+            sell_reason = sell_reason if sell_reason is not None else "Other"
+
+            if(sell_reason is not None and buy_tag is not None):
+                mix_tag = buy_tag + " " + sell_reason
+                i = 0
+                if not any(item["mix_tag"] == mix_tag for item in return_list):
+                    return_list.append({'mix_tag': mix_tag,
+                                        'profit': profit,
+                                        'profit_abs': profit_abs,
+                                        'count': count})
+                else:
+                    while i < len(return_list):
+                        if return_list[i]["mix_tag"] == mix_tag:
+                            return_list[i] = {
+                                'mix_tag': mix_tag,
+                                'profit': profit + return_list[i]["profit"],
+                                'profit_abs': profit_abs + return_list[i]["profit_abs"],
+                                'count': 1 + return_list[i]["count"]}
+                        i += 1
+
+        [x.update({'profit': round(x['profit'] * 100, 2)}) for x in return_list]
+        return return_list
+
     @staticmethod
     def get_best_pair(start_date: datetime = datetime.fromtimestamp(0)):
         """

freqtrade/rpc/api_server/api_schemas.py

@@ -63,6 +63,8 @@ class Count(BaseModel):
 class PerformanceEntry(BaseModel):
     pair: str
     profit: float
+    profit_ratio: float
+    profit_pct: float
     profit_abs: float
     count: int
 

freqtrade/rpc/rpc.py

@@ -105,7 +105,7 @@ class RPC:
         val = {
             'dry_run': config['dry_run'],
             'stake_currency': config['stake_currency'],
-            'stake_currency_decimals':  decimals_per_coin(config['stake_currency']),
+            'stake_currency_decimals': decimals_per_coin(config['stake_currency']),
             'stake_amount': config['stake_amount'],
             'available_capital': config.get('available_capital'),
             'max_open_trades': (config['max_open_trades']
@@ -682,10 +682,36 @@ class RPC:
         Shows a performance statistic from finished trades
         """
         pair_rates = Trade.get_overall_performance()
-        # Round and convert to %
+
-        [x.update({'profit': round(x['profit'] * 100, 2)}) for x in pair_rates]
         return pair_rates
 
+    def _rpc_buy_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
+        """
+        Handler for buy tag performance.
+        Shows a performance statistic from finished trades
+        """
+        buy_tags = Trade.get_buy_tag_performance(pair)
+
+        return buy_tags
+
+    def _rpc_sell_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
+        """
+        Handler for sell reason performance.
+        Shows a performance statistic from finished trades
+        """
+        sell_reasons = Trade.get_sell_reason_performance(pair)
+
+        return sell_reasons
+
+    def _rpc_mix_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
+        """
+        Handler for mix tag (buy_tag + sell_reason) performance.
+        Shows a performance statistic from finished trades
+        """
+        mix_tags = Trade.get_mix_tag_performance(pair)
+
+        return mix_tags
+
     def _rpc_count(self) -> Dict[str, float]:
         """ Returns the number of trades running """
         if self._freqtrade.state != State.RUNNING:

freqtrade/rpc/telegram.py

@@ -107,8 +107,8 @@ 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'/stopbuy$', r'/reload_config$', r'/show_config$',
                                  r'/logs$', r'/whitelist$', r'/blacklist$', r'/edge$',
@@ -154,6 +154,9 @@ class Telegram(RPCHandler):
             CommandHandler('trades', self._trades),
             CommandHandler('delete', self._delete_trade),
             CommandHandler('performance', self._performance),
+            CommandHandler('buys', self._buy_tag_performance),
+            CommandHandler('sells', self._sell_reason_performance),
+            CommandHandler('mix_tags', self._mix_tag_performance),
             CommandHandler('stats', self._stats),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
@@ -175,6 +178,10 @@ class Telegram(RPCHandler):
             CallbackQueryHandler(self._profit, pattern='update_profit'),
             CallbackQueryHandler(self._balance, pattern='update_balance'),
             CallbackQueryHandler(self._performance, pattern='update_performance'),
+            CallbackQueryHandler(self._buy_tag_performance, pattern='update_buy_tag_performance'),
+            CallbackQueryHandler(self._sell_reason_performance,
+                                 pattern='update_sell_reason_performance'),
+            CallbackQueryHandler(self._mix_tag_performance, pattern='update_mix_tag_performance'),
             CallbackQueryHandler(self._count, pattern='update_count'),
             CallbackQueryHandler(self._forcebuy_inline),
         ]
@@ -238,6 +245,7 @@ class Telegram(RPCHandler):
             microsecond=0) - msg['open_date'].replace(microsecond=0)
         msg['duration_min'] = msg['duration'].total_seconds() / 60
 
+        msg['buy_tag'] = msg['buy_tag'] if "buy_tag" in msg.keys() else None
         msg['emoji'] = self._get_sell_emoji(msg)
 
         # Check if all sell properties are available.
@@ -253,6 +261,7 @@ class Telegram(RPCHandler):
 
         message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
                    "*Profit:* `{profit_percent:.2f}%{profit_extra}`\n"
+                   "*Buy Tag:* `{buy_tag}`\n"
                    "*Sell Reason:* `{sell_reason}`\n"
                    "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
                    "*Amount:* `{amount:.8f}`\n"
@@ -852,7 +861,7 @@ class Telegram(RPCHandler):
                 stat_line = (
                     f"{i+1}.\t <code>{trade['pair']}\t"
                     f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
-                    f"({trade['profit']:.2f}%) "
+                    f"({trade['profit_pct']:.2f}%) "
                     f"({trade['count']})</code>\n")
 
                 if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
@@ -867,6 +876,111 @@ class Telegram(RPCHandler):
         except RPCException as e:
             self._send_msg(str(e))
 
+    @authorized_only
+    def _buy_tag_performance(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /buys PAIR .
+        Shows a performance statistic from finished trades
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        try:
+            pair = None
+            if context.args and isinstance(context.args[0], str):
+                pair = context.args[0]
+
+            trades = self._rpc._rpc_buy_tag_performance(pair)
+            output = "<b>Buy Tag Performance:</b>\n"
+            for i, trade in enumerate(trades):
+                stat_line = (
+                    f"{i+1}.\t <code>{trade['buy_tag']}\t"
+                    f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
+                    f"({trade['profit_pct']:.2f}%) "
+                    f"({trade['count']})</code>\n")
+
+                if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                    self._send_msg(output, parse_mode=ParseMode.HTML)
+                    output = stat_line
+                else:
+                    output += stat_line
+
+            self._send_msg(output, parse_mode=ParseMode.HTML,
+                           reload_able=True, callback_path="update_buy_tag_performance",
+                           query=update.callback_query)
+        except RPCException as e:
+            self._send_msg(str(e))
+
+    @authorized_only
+    def _sell_reason_performance(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /sells.
+        Shows a performance statistic from finished trades
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        try:
+            pair = None
+            if context.args and isinstance(context.args[0], str):
+                pair = context.args[0]
+
+            trades = self._rpc._rpc_sell_reason_performance(pair)
+            output = "<b>Sell Reason Performance:</b>\n"
+            for i, trade in enumerate(trades):
+                stat_line = (
+                    f"{i+1}.\t <code>{trade['sell_reason']}\t"
+                    f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
+                    f"({trade['profit_pct']:.2f}%) "
+                    f"({trade['count']})</code>\n")
+
+                if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                    self._send_msg(output, parse_mode=ParseMode.HTML)
+                    output = stat_line
+                else:
+                    output += stat_line
+
+            self._send_msg(output, parse_mode=ParseMode.HTML,
+                           reload_able=True, callback_path="update_sell_reason_performance",
+                           query=update.callback_query)
+        except RPCException as e:
+            self._send_msg(str(e))
+
+    @authorized_only
+    def _mix_tag_performance(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /mix_tags.
+        Shows a performance statistic from finished trades
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        try:
+            pair = None
+            if context.args and isinstance(context.args[0], str):
+                pair = context.args[0]
+
+            trades = self._rpc._rpc_mix_tag_performance(pair)
+            output = "<b>Mix Tag Performance:</b>\n"
+            for i, trade in enumerate(trades):
+                stat_line = (
+                    f"{i+1}.\t <code>{trade['mix_tag']}\t"
+                    f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
+                    f"({trade['profit']:.2f}%) "
+                    f"({trade['count']})</code>\n")
+
+                if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                    self._send_msg(output, parse_mode=ParseMode.HTML)
+                    output = stat_line
+                else:
+                    output += stat_line
+
+            self._send_msg(output, parse_mode=ParseMode.HTML,
+                           reload_able=True, callback_path="update_mix_tag_performance",
+                           query=update.callback_query)
+        except RPCException as e:
+            self._send_msg(str(e))
+
     @authorized_only
     def _count(self, update: Update, context: CallbackContext) -> None:
         """
@@ -1043,6 +1157,9 @@ class Telegram(RPCHandler):
                    "         *table :* `will display trades in a table`\n"
                    "                `pending buy orders are marked with an asterisk (*)`\n"
                    "                `pending sell orders are marked with a double asterisk (**)`\n"
+                   "*/buys <pair|none>:* `Shows the buy_tag performance`\n"
+                   "*/sells <pair|none>:* `Shows the sell reason performance`\n"
+                   "*/mix_tags <pair|none>:* `Shows combined buy tag + sell reason performance`\n"
                    "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
                    "*/profit [<n>]:* `Lists cumulative profit from all finished trades, "
                    "over the last n days`\n"

freqtrade/strategy/interface.py

@@ -509,6 +509,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             dataframe['buy'] = 0
             dataframe['sell'] = 0
             dataframe['buy_tag'] = None
+            dataframe['exit_tag'] = None
 
         # Other Defs in strategy that want to be called every loop here
         # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
@@ -586,7 +587,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         pair: str,
         timeframe: str,
         dataframe: DataFrame
-    ) -> Tuple[bool, bool, Optional[str]]:
+    ) -> Tuple[bool, bool, Optional[str], Optional[str]]:
         """
         Calculates current signal based based on the buy / sell columns of the dataframe.
         Used by Bot to get the signal to buy or sell
@@ -597,7 +598,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
-            return False, False, None
+            return False, False, None, None
 
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
@@ -612,7 +613,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair, int((arrow.utcnow() - latest_date).total_seconds() // 60)
             )
-            return False, False, None
+            return False, False, None, None
 
         buy = latest[SignalType.BUY.value] == 1
 
@@ -621,6 +622,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             sell = latest[SignalType.SELL.value] == 1
 
         buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
+        exit_tag = latest.get(SignalTagType.EXIT_TAG.value, None)
 
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
@@ -629,8 +631,8 @@ class IStrategy(ABC, HyperStrategyMixin):
                                       current_time=datetime.now(timezone.utc),
                                       timeframe_seconds=timeframe_seconds,
                                       buy=buy):
-            return False, sell, buy_tag
+            return False, sell, buy_tag, exit_tag
-        return buy, sell, buy_tag
+        return buy, sell, buy_tag, exit_tag
 
     def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
                               timeframe_seconds: int, buy: bool):

tests/conftest.py

@@ -186,7 +186,7 @@ def get_patched_worker(mocker, config) -> Worker:
     return Worker(args=None, config=config)
 
 
-def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False, None)) -> None:
+def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False, None, None)) -> None:
     """
     :param mocker: mocker to patch IStrategy class
     :param value: which value IStrategy.get_signal() must return

tests/conftest_trades.py

@@ -89,6 +89,7 @@ def mock_trade_2(fee):
         open_order_id='dry_run_sell_12345',
         strategy='StrategyTestV2',
         timeframe=5,
+        buy_tag='TEST1',
         sell_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
@@ -241,6 +242,7 @@ def mock_trade_5(fee):
         open_rate=0.123,
         exchange='binance',
         strategy='SampleStrategy',
+        buy_tag='TEST1',
         stoploss_order_id='prod_stoploss_3455',
         timeframe=5,
     )
@@ -295,6 +297,7 @@ def mock_trade_6(fee):
         open_rate=0.15,
         exchange='binance',
         strategy='SampleStrategy',
+        buy_tag='TEST2',
         open_order_id="prod_sell_6",
         timeframe=5,
     )

tests/optimize/__init__.py

@@ -54,6 +54,8 @@ def _build_backtest_dataframe(data):
         frame[column] = frame[column].astype('float64')
     if 'buy_tag' not in columns:
         frame['buy_tag'] = None
+    if 'exit_tag' not in columns:
+        frame['exit_tag'] = None
 
     # Ensure all candles make kindof sense
     assert all(frame['low'] <= frame['close'])

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.py

@@ -825,8 +825,226 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     assert len(res) == 1
     assert res[0]['pair'] == 'ETH/BTC'
     assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+
+def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
+                                    limit_sell_order, mocker) -> None:
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+    rpc = RPC(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+    res = rpc._rpc_buy_tag_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['buy_tag'] == 'Other'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+    trade.buy_tag = "TEST_TAG"
+    res = rpc._rpc_buy_tag_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['buy_tag'] == 'TEST_TAG'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+
+def test_buy_tag_performance_handle_2(mocker, default_conf, markets, fee):
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    create_mock_trades(fee)
+    rpc = RPC(freqtradebot)
+
+    res = rpc._rpc_buy_tag_performance(None)
+
+    assert len(res) == 2
+    assert res[0]['buy_tag'] == 'TEST1'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 0.5)
+    assert res[1]['buy_tag'] == 'Other'
+    assert res[1]['count'] == 1
+    assert prec_satoshi(res[1]['profit_pct'], 1.0)
+
+    # Test for a specific pair
+    res = rpc._rpc_buy_tag_performance('ETC/BTC')
+    assert len(res) == 1
+    assert res[0]['count'] == 1
+    assert res[0]['buy_tag'] == 'TEST1'
+    assert prec_satoshi(res[0]['profit_pct'], 0.5)
+
+
+def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
+                                        limit_sell_order, mocker) -> None:
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+    rpc = RPC(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+    res = rpc._rpc_sell_reason_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['sell_reason'] == 'Other'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+    trade.sell_reason = "TEST1"
+    res = rpc._rpc_sell_reason_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['sell_reason'] == 'TEST1'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+
+def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee):
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    create_mock_trades(fee)
+    rpc = RPC(freqtradebot)
+
+    res = rpc._rpc_sell_reason_performance(None)
+
+    assert len(res) == 2
+    assert res[0]['sell_reason'] == 'sell_signal'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 0.5)
+    assert res[1]['sell_reason'] == 'roi'
+    assert res[1]['count'] == 1
+    assert prec_satoshi(res[1]['profit_pct'], 1.0)
+
+    # Test for a specific pair
+    res = rpc._rpc_sell_reason_performance('ETC/BTC')
+    assert len(res) == 1
+    assert res[0]['count'] == 1
+    assert res[0]['sell_reason'] == 'sell_signal'
+    assert prec_satoshi(res[0]['profit_pct'], 0.5)
+
+
+def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
+                                    limit_sell_order, mocker) -> None:
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+    rpc = RPC(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+    res = rpc._rpc_mix_tag_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['mix_tag'] == 'Other Other'
+    assert res[0]['count'] == 1
     assert prec_satoshi(res[0]['profit'], 6.2)
 
+    trade.buy_tag = "TESTBUY"
+    trade.sell_reason = "TESTSELL"
+    res = rpc._rpc_mix_tag_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['mix_tag'] == 'TESTBUY TESTSELL'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit'], 6.2)
+
+
+def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    create_mock_trades(fee)
+    rpc = RPC(freqtradebot)
+
+    res = rpc._rpc_mix_tag_performance(None)
+
+    assert len(res) == 2
+    assert res[0]['mix_tag'] == 'TEST1 sell_signal'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit'], 0.5)
+    assert res[1]['mix_tag'] == 'Other roi'
+    assert res[1]['count'] == 1
+    assert prec_satoshi(res[1]['profit'], 1.0)
+
+    # Test for a specific pair
+    res = rpc._rpc_mix_tag_performance('ETC/BTC')
+
+    assert len(res) == 1
+    assert res[0]['count'] == 1
+    assert res[0]['mix_tag'] == 'TEST1 sell_signal'
+    assert prec_satoshi(res[0]['profit'], 0.5)
+
 
 def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())

tests/rpc/test_rpc_apiserver.py

@@ -812,8 +812,10 @@ def test_api_performance(botclient, fee):
     rc = client_get(client, f"{BASE_URI}/performance")
     assert_response(rc)
     assert len(rc.json()) == 2
-    assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_abs': 0.01872279},
+    assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_pct': 7.61,
-                         {'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_abs': -0.1150375}]
+                          'profit_ratio': 0.07609203, 'profit_abs': 0.01872279},
+                         {'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_pct': -5.57,
+                          'profit_ratio': -0.05570419, 'profit_abs': -0.1150375}]
 
 
 def test_api_status(botclient, mocker, ticker, fee, markets):

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,
@@ -974,6 +979,102 @@ def test_performance_handle(default_conf, update, ticker, fee,
     assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
 
 
+def test_buy_tag_performance_handle(default_conf, update, ticker, fee,
+                                    limit_buy_order, limit_sell_order, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    trade.buy_tag = "TESTBUY"
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    telegram._buy_tag_performance(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert 'Buy Tag Performance' in msg_mock.call_args_list[0][0][0]
+    assert '<code>TESTBUY\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+
+
+def test_sell_reason_performance_handle(default_conf, update, ticker, fee,
+                                        limit_buy_order, limit_sell_order, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    trade.sell_reason = 'TESTSELL'
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    telegram._sell_reason_performance(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert 'Sell Reason Performance' in msg_mock.call_args_list[0][0][0]
+    assert '<code>TESTSELL\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+
+
+def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
+                                    limit_buy_order, limit_sell_order, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    trade.buy_tag = "TESTBUY"
+    trade.sell_reason = "TESTSELL"
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    telegram._mix_tag_performance(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0]
+    assert ('<code>TESTBUY TESTSELL\t0.00006217 BTC (6.20%) (1)</code>'
+            in msg_mock.call_args_list[0][0][0])
+
+
 def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -997,9 +1098,9 @@ 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 +1483,7 @@ 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 +1491,7 @@ 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 +1515,7 @@ 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 +1523,7 @@ 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 +1588,7 @@ 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 +1680,14 @@ 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

@@ -30,7 +30,7 @@ _STRATEGY = StrategyTestV2(config={})
 _STRATEGY.dp = DataProvider({}, None, None)
 
 
-def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
+def test_returns_latest_signal(ohlcv_history):
     ohlcv_history.loc[1, 'date'] = arrow.utcnow()
     # Take a copy to correctly modify the call
     mocked_history = ohlcv_history.copy()
@@ -38,20 +38,39 @@ 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)
+
+    mocked_history.loc[1, 'buy_tag'] = None
+    mocked_history.loc[1, 'exit_tag'] = 'sell_signal_01'
+
+    assert _STRATEGY.get_signal(
+        'ETH/BTC',
+        '5m',
+        mocked_history) == (
+        True,
+        False,
+        None,
+        'sell_signal_01')
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -68,17 +87,24 @@ 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 +144,7 @@ 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 +166,7 @@ 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
@@ -653,7 +679,7 @@ 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
 
 

tests/test_freqtradebot.py

@@ -236,7 +236,7 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
     # stoploss shoud be hit
     assert freqtrade.handle_trade(trade) is not ignore_strat_sl
     if not ignore_strat_sl:
-        assert log_has('Executing Sell for NEO/BTC. Reason: stop_loss', caplog)
+        assert log_has_re(r'Executing Sell for NEO/BTC. Reason: stop_loss.*', caplog)
         assert trade.sell_reason == SellType.STOP_LOSS.value
 
 
@@ -450,7 +450,7 @@ def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None:
     )
     default_conf_usdt['stake_amount'] = 10
     freqtrade = FreqtradeBot(default_conf_usdt)
-    patch_get_signal(freqtrade, value=(False, False, None))
+    patch_get_signal(freqtrade, value=(False, False, None, None))
 
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
@@ -677,7 +677,7 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
     mocker.patch(
         'freqtrade.strategy.interface.IStrategy.get_signal',
-        return_value=(False, False, '')
+        return_value=(False, False, '', '')
     )
     mocker.patch('time.sleep', return_value=None)
 
@@ -1808,7 +1808,7 @@ def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_
     assert trade.is_open is True
     freqtrade.wallets.update()
 
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, value=(False, True, None, 'sell_signal1'))
     assert freqtrade.handle_trade(trade) is True
     assert trade.open_order_id == limit_sell_order_usdt['id']
 
@@ -1819,6 +1819,7 @@ def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_
     assert trade.close_profit == 0.09451372
     assert trade.calc_profit() == 5.685
     assert trade.close_date is not None
+    assert trade.sell_reason == 'sell_signal1'
 
 
 def test_handle_overlapping_signals(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
@@ -1836,7 +1837,7 @@ def test_handle_overlapping_signals(default_conf_usdt, ticker_usdt, limit_buy_or
     )
 
     freqtrade = FreqtradeBot(default_conf_usdt)
-    patch_get_signal(freqtrade, value=(True, True, None))
+    patch_get_signal(freqtrade, value=(True, True, None, None))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.enter_positions()
@@ -1855,7 +1856,7 @@ def test_handle_overlapping_signals(default_conf_usdt, ticker_usdt, limit_buy_or
     assert trades[0].is_open is True
 
     # Buy and Sell are not triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(False, False, None))
+    patch_get_signal(freqtrade, value=(False, False, None, None))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1863,7 +1864,7 @@ def test_handle_overlapping_signals(default_conf_usdt, ticker_usdt, limit_buy_or
     assert trades[0].is_open is True
 
     # Buy and Sell are triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(True, True, None))
+    patch_get_signal(freqtrade, value=(True, True, None, None))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1871,7 +1872,7 @@ def test_handle_overlapping_signals(default_conf_usdt, ticker_usdt, limit_buy_or
     assert trades[0].is_open is True
 
     # Sell is triggering, guess what : we are Selling!
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, value=(False, True, None, None))
     trades = Trade.query.all()
     assert freqtrade.handle_trade(trades[0]) is True
 
@@ -1905,7 +1906,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_o
     #      we might just want to check if we are in a sell condition without
     #      executing
     # if ROI is reached we must sell
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, value=(False, True, None, None))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI",
                    caplog)
@@ -1934,10 +1935,10 @@ def test_handle_trade_use_sell_signal(default_conf_usdt, ticker_usdt, limit_buy_
     trade = Trade.query.first()
     trade.is_open = True
 
-    patch_get_signal(freqtrade, value=(False, False, None))
+    patch_get_signal(freqtrade, value=(False, False, None, None))
     assert not freqtrade.handle_trade(trade)
 
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, value=(False, True, None, None))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/USDT - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
@@ -2579,6 +2580,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'limit': 2.2,
         'amount': 30.0,
         'order_type': 'limit',
+        'buy_tag': None,
         'open_rate': 2.0,
         'current_rate': 2.3,
         'profit_amount': 5.685,
@@ -2632,6 +2634,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
         'limit': 2.01,
         'amount': 30.0,
         'order_type': 'limit',
+        'buy_tag': None,
         'open_rate': 2.0,
         'current_rate': 2.0,
         'profit_amount': -0.00075,
@@ -2699,6 +2702,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         'limit': 2.25,
         'amount': 30.0,
         'order_type': 'limit',
+        'buy_tag': None,
         'open_rate': 2.0,
         'current_rate': 2.3,
         'profit_amount': 7.18125,
@@ -2758,6 +2762,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
         'limit': 1.98,
         'amount': 30.0,
         'order_type': 'limit',
+        'buy_tag': None,
         'open_rate': 2.0,
         'current_rate': 2.0,
         'profit_amount': -0.8985,
@@ -2975,6 +2980,7 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
         'limit': 2.2,
         'amount': 30.0,
         'order_type': 'market',
+        'buy_tag': None,
         'open_rate': 2.0,
         'current_rate': 2.3,
         'profit_amount': 5.685,
@@ -3068,7 +3074,7 @@ def test_sell_profit_only(
     trade = Trade.query.first()
     trade.update(limit_buy_order_usdt)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, value=(False, True, None, None))
     assert freqtrade.handle_trade(trade) is handle_first
 
     if handle_second:
@@ -3103,7 +3109,7 @@ def test_sell_not_enough_balance(default_conf_usdt, limit_buy_order_usdt, limit_
     trade = Trade.query.first()
     amnt = trade.amount
     trade.update(limit_buy_order_usdt)
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, value=(False, True, None, None))
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
 
     assert freqtrade.handle_trade(trade) is True
@@ -3212,11 +3218,11 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt,
     trade = Trade.query.first()
     trade.update(limit_buy_order_usdt)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(True, True, None))
+    patch_get_signal(freqtrade, value=(True, True, None, None))
     assert freqtrade.handle_trade(trade) is False
 
     # Test if buy-signal is absent (should sell due to roi = true)
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, value=(False, True, None, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.ROI.value
 
@@ -3402,11 +3408,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
     trade = Trade.query.first()
     trade.update(limit_buy_order_usdt)
     # Sell due to min_roi_reached
-    patch_get_signal(freqtrade, value=(True, True, None))
+    patch_get_signal(freqtrade, value=(True, True, None, None))
     assert freqtrade.handle_trade(trade) is True
 
     # Test if buy-signal is absent
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, value=(False, True, None, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.ROI.value
 
@@ -3848,7 +3854,7 @@ def test_order_book_ask_strategy(
     freqtrade.wallets.update()
     assert trade.is_open is True
 
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, value=(False, True, None, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
 

tests/test_persistence.py

@@ -1317,6 +1317,10 @@ def test_Trade_object_idem():
         'get_open_trades_without_assigned_fees',
         'get_open_order_trades',
         'get_trades',
+        'get_sell_reason_performance',
+        'get_buy_tag_performance',
+        'get_mix_tag_performance',
+
     )
 
     # Parent (LocalTrade) should have the same attributes