Use "combined" enter_tag column

tests/optimize/__init__.py

@@ -18,7 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
-    buy_tag: Optional[str] = None
+    enter_tag: Optional[str] = None
 
 
 class BTContainer(NamedTuple):
@@ -49,15 +49,13 @@ def _build_backtest_dataframe(data):
     if len(data[0]) == 8:
         # No short columns
         data = [d + [0, 0] for d in data]
-    columns = columns + ['long_tag'] if len(data[0]) == 11 else columns
+    columns = columns + ['enter_tag'] if len(data[0]) == 11 else columns
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
     # Ensure floats are in place
     for column in ['open', 'high', 'low', 'close', 'volume']:
         frame[column] = frame[column].astype('float64')
-    if 'long_tag' not in columns:
-        frame['long_tag'] = None
-    if 'short_tag' not in columns:
-        frame['short_tag'] = None
+    if 'enter_tag' not in columns:
+        frame['enter_tag'] = None
     return frame

tests/optimize/test_backtest_detail.py

@@ -532,7 +532,7 @@ tc33 = BTContainer(data=[
         sell_reason=SellType.TRAILING_STOP_LOSS,
         open_tick=1,
         close_tick=1,
-        buy_tag='buy_signal_01'
+        enter_tag='buy_signal_01'
     )]
 )
 
@@ -621,6 +621,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
         assert res.sell_reason == trade.sell_reason.value
-        assert res.buy_tag == trade.buy_tag
+        assert res.buy_tag == trade.enter_tag
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)