update sell_reason to exit_reason

docs/strategy_migration.md

@@ -25,6 +25,7 @@ You can use the quick summary as checklist. Please refer to the detailed section
   * [`buy_tag` -> `enter_tag` (used for both long and short trades)](#populate_buy_trend)
   * [New column `enter_short` and corresponding new column `exit_short`](#populate_sell_trend)
 * trade-object now has the following new properties: `is_short`, `enter_side`, `exit_side` and `trade_direction`.
+  * `sell_reason` -> `exit_reason`
 * [Renamed `trade.nr_of_successful_buys` to `trade.nr_of_successful_entries` (mostly relevant for `adjust_trade_position()`)](#adjust-trade-position-changes)
 * Introduced new [`leverage` callback](strategy-callbacks.md#leverage-callback).
 * Informative pairs can now pass a 3rd element in the Tuple, defining the candle type.

docs/webhook-config.md

@@ -178,7 +178,7 @@ Possible parameters are:
 * `stake_currency`
 * `base_currency`
 * `fiat_currency`
-* `sell_reason`
+* `exit_reason`
 * `order_type`
 * `open_date`
 * `close_date`
@@ -203,7 +203,7 @@ Possible parameters are:
 * `stake_currency`
 * `base_currency`
 * `fiat_currency`
-* `sell_reason`
+* `exit_reason`
 * `order_type`
 * `open_date`
 * `close_date`
@@ -228,7 +228,7 @@ Possible parameters are:
 * `stake_currency`
 * `base_currency`
 * `fiat_currency`
-* `sell_reason`
+* `exit_reason`
 * `order_type`
 * `open_date`
 * `close_date`

freqtrade/data/btanalysis.py

@@ -22,7 +22,7 @@ logger = logging.getLogger(__name__)
 BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'open_rate', 'close_rate',
                    'fee_open', 'fee_close', 'trade_duration',
-                   'profit_ratio', 'profit_abs', 'sell_reason',
+                   'profit_ratio', 'profit_abs', 'exit_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
                    'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag',
                    'is_short'

freqtrade/freqtradebot.py

@@ -1010,7 +1010,7 @@ class FreqtradeBot(LoggingMixin):
 
         # We check if stoploss order is fulfilled
         if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
-            trade.sell_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
+            trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
             self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
                                     stoploss_order=True)
             # Lock pair for one candle to prevent immediate rebuys
@@ -1286,7 +1286,7 @@ class FreqtradeBot(LoggingMixin):
             trade.close_date = None
             trade.is_open = True
             trade.open_order_id = None
-            trade.sell_reason = None
+            trade.exit_reason = None
             cancelled = True
         else:
             # TODO: figure out how to handle partially complete sell orders
@@ -1416,7 +1416,7 @@ class FreqtradeBot(LoggingMixin):
         trade.open_order_id = order['id']
         trade.sell_order_status = ''
         trade.close_rate_requested = limit
-        trade.sell_reason = exit_tag or exit_check.exit_reason
+        trade.exit_reason = exit_tag or exit_check.sell_reason
 
         # Lock pair for one candle to prevent immediate re-trading
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
@@ -1461,7 +1461,8 @@ class FreqtradeBot(LoggingMixin):
             'profit_ratio': profit_ratio,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
-            'sell_reason': trade.sell_reason,
+            'sell_reason': trade.exit_reason,  # Deprecated
+            'exit_reason': trade.exit_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.utcnow(),
             'stake_currency': self.config['stake_currency'],
@@ -1509,7 +1510,8 @@ class FreqtradeBot(LoggingMixin):
             'profit_ratio': profit_ratio,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
-            'sell_reason': trade.sell_reason,
+            'sell_reason': trade.exit_reason,  # Deprecated
+            'exit_reason': trade.exit_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.now(timezone.utc),
             'stake_currency': self.config['stake_currency'],

freqtrade/optimize/backtesting.py

@@ -555,7 +555,7 @@ class Backtesting:
                     current_time=sell_candle_time):
                 return None
 
-            trade.sell_reason = sell.exit_reason
+            trade.exit_reason = sell.exit_reason
 
             # Checks and adds an exit tag, after checking that the length of the
             # sell_row has the length for an exit tag column
@@ -564,7 +564,7 @@ class Backtesting:
                 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.exit_reason = sell_row[EXIT_TAG_IDX]
 
             self.order_id_counter += 1
             order = Order(
@@ -810,7 +810,7 @@ class Backtesting:
                     sell_row = data[pair][-1]
 
                     trade.close_date = sell_row[DATE_IDX].to_pydatetime()
-                    trade.sell_reason = ExitType.FORCE_SELL.value
+                    trade.exit_reason = ExitType.FORCE_SELL.value
                     trade.close(sell_row[OPEN_IDX], show_msg=False)
                     LocalTrade.close_bt_trade(trade)
                     # Deepcopy object to have wallets update correctly

freqtrade/optimize/optimize_reports.py

@@ -166,7 +166,7 @@ def generate_tag_metrics(tag_type: str,
         return []
 
 
-def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
+def generate_exit_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
     """
     Generate small table outlining Backtest results
     :param max_open_trades: Max_open_trades parameter
@@ -175,8 +175,8 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
     """
     tabular_data = []
 
-    for reason, count in results['sell_reason'].value_counts().iteritems():
+    for reason, count in results['exit_reason'].value_counts().iteritems():
-        result = results.loc[results['sell_reason'] == reason]
+        result = results.loc[results['exit_reason'] == reason]
 
         profit_mean = result['profit_ratio'].mean()
         profit_sum = result['profit_ratio'].sum()
@@ -184,7 +184,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
 
         tabular_data.append(
             {
-                'sell_reason': reason,
+                'exit_reason': reason,
                 'trades': count,
                 'wins': len(result[result['profit_abs'] > 0]),
                 'draws': len(result[result['profit_abs'] == 0]),
@@ -382,7 +382,7 @@ def generate_strategy_stats(pairlist: List[str],
     enter_tag_results = generate_tag_metrics("enter_tag", starting_balance=start_balance,
                                              results=results, skip_nan=False)
 
-    exit_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
+    exit_reason_stats = generate_exit_reason_stats(max_open_trades=max_open_trades,
                                                    results=results)
     left_open_results = generate_pair_metrics(pairlist, stake_currency=stake_currency,
                                               starting_balance=start_balance,
@@ -406,7 +406,7 @@ def generate_strategy_stats(pairlist: List[str],
         'worst_pair': worst_pair,
         'results_per_pair': pair_results,
         'results_per_enter_tag': enter_tag_results,
-        'sell_reason_summary': exit_reason_stats,
+        'exit_reason_summary': exit_reason_stats,
         'left_open_trades': left_open_results,
         # 'days_breakdown_stats': days_breakdown_stats,
 
@@ -572,7 +572,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
 
 
-def text_table_exit_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
+def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
     """
     Generate small table outlining Backtest results
     :param sell_reason_stats: Exit reason metrics
@@ -590,12 +590,12 @@ def text_table_exit_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     ]
 
     output = [[
-        t['sell_reason'], t['trades'],
+        t['exit_reason'], t['trades'],
         _generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
         t['profit_mean_pct'], t['profit_sum_pct'],
         round_coin_value(t['profit_total_abs'], stake_currency, False),
         t['profit_total_pct'],
-    ] for t in sell_reason_stats]
+    ] for t in exit_reason_stats]
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
@@ -813,7 +813,7 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
             print(' ENTER TAG STATS '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-    table = text_table_exit_reason(sell_reason_stats=results['sell_reason_summary'],
+    table = text_table_exit_reason(exit_reason_stats=results['exit_reason_summary'],
                                    stake_currency=stake_currency)
     if isinstance(table, str) and len(table) > 0:
         print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '='))

freqtrade/persistence/migrations.py

@@ -74,7 +74,7 @@ def migrate_trades_and_orders_table(
     stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null')
     max_rate = get_column_def(cols, 'max_rate', '0.0')
     min_rate = get_column_def(cols, 'min_rate', 'null')
-    sell_reason = get_column_def(cols, 'sell_reason', 'null')
+    exit_reason = get_column_def(cols, 'sell_reason', get_column_def(cols, 'exit_reason', 'null'))
     strategy = get_column_def(cols, 'strategy', 'null')
     enter_tag = get_column_def(cols, 'buy_tag', get_column_def(cols, 'enter_tag', 'null'))
 
@@ -136,7 +136,7 @@ def migrate_trades_and_orders_table(
             stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
             stoploss_order_id, stoploss_last_update,
-            max_rate, min_rate, sell_reason, sell_order_status, strategy, enter_tag,
+            max_rate, min_rate, exit_reason, sell_order_status, strategy, enter_tag,
             timeframe, open_trade_value, close_profit_abs,
             trading_mode, leverage, liquidation_price, is_short,
             interest_rate, funding_fees
@@ -152,7 +152,7 @@ def migrate_trades_and_orders_table(
             {initial_stop_loss} initial_stop_loss,
             {initial_stop_loss_pct} initial_stop_loss_pct,
             {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
-            {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
+            {max_rate} max_rate, {min_rate} min_rate, {exit_reason} exit_reason,
             {sell_order_status} sell_order_status,
             {strategy} strategy, {enter_tag} enter_tag, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,

freqtrade/persistence/models.py

@@ -316,7 +316,7 @@ class LocalTrade():
     max_rate: float = 0.0
     # Lowest price reached
     min_rate: float = 0.0
-    sell_reason: str = ''
+    exit_reason: str = ''
     sell_order_status: str = ''
     strategy: str = ''
     enter_tag: Optional[str] = None
@@ -459,7 +459,8 @@ class LocalTrade():
             'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
             'profit_abs': self.close_profit_abs,
 
-            'sell_reason': self.sell_reason,
+            'sell_reason': self.exit_reason,  # Deprecated
+            'exit_reason': self.exit_reason,
             'sell_order_status': self.sell_order_status,
             'stop_loss_abs': self.stop_loss,
             'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
@@ -618,7 +619,7 @@ class LocalTrade():
         elif order.ft_order_side == 'stoploss':
             self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
-            self.sell_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
+            self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
             if self.is_open:
                 logger.info(f'{order.order_type.upper()} is hit for {self}.')
             self.close(order.safe_price)
@@ -947,6 +948,12 @@ class LocalTrade():
         """
         return len(self.select_filled_orders('sell'))
 
+    @property
+    def sell_reason(self) -> str:
+        """ DEPRECATED! Please use exit_reason instead."""
+        return self.exit_reason
+
+
     @staticmethod
     def get_trades_proxy(*, pair: str = None, is_open: bool = None,
                          open_date: datetime = None, close_date: datetime = None,
@@ -1076,7 +1083,7 @@ class Trade(_DECL_BASE, LocalTrade):
     max_rate = Column(Float, nullable=True, default=0.0)
     # Lowest price reached
     min_rate = Column(Float, nullable=True)
-    sell_reason = Column(String(100), nullable=True)
+    exit_reason = Column(String(100), nullable=True)
     sell_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
     enter_tag = Column(String(100), nullable=True)
@@ -1295,12 +1302,12 @@ class Trade(_DECL_BASE, LocalTrade):
             filters.append(Trade.pair == pair)
 
         sell_tag_perf = Trade.query.with_entities(
-            Trade.sell_reason,
+            Trade.exit_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) \
+            .group_by(Trade.exit_reason) \
             .order_by(desc('profit_sum_abs')) \
             .all()
 
@@ -1330,7 +1337,7 @@ class Trade(_DECL_BASE, LocalTrade):
         mix_tag_perf = Trade.query.with_entities(
             Trade.id,
             Trade.enter_tag,
-            Trade.sell_reason,
+            Trade.exit_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')

freqtrade/plugins/protections/stoploss_guard.py

@@ -53,7 +53,7 @@ class StoplossGuard(IProtection):
         # trades = Trade.get_trades(filters).all()
 
         trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
-        trades = [trade for trade in trades1 if (str(trade.sell_reason) in (
+        trades = [trade for trade in trades1 if (str(trade.exit_reason) in (
             ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value,
             ExitType.STOPLOSS_ON_EXCHANGE.value)
             and trade.close_profit and trade.close_profit < 0)]

freqtrade/rpc/api_server/api_schemas.py

@@ -113,7 +113,7 @@ class SellReason(BaseModel):
 
 
 class Stats(BaseModel):
-    sell_reasons: Dict[str, SellReason]
+    exit_reasons: Dict[str, SellReason]
     durations: Dict[str, Optional[float]]
 
 
@@ -236,6 +236,7 @@ class TradeSchema(BaseModel):
     profit_abs: Optional[float]
     profit_fiat: Optional[float]
     sell_reason: Optional[str]
+    exit_reason: Optional[str]
     sell_order_status: Optional[str]
     stop_loss_abs: Optional[float]
     stop_loss_ratio: Optional[float]

freqtrade/rpc/rpc.py

@@ -428,13 +428,13 @@ class RPC:
                 return 'losses'
             else:
                 return 'draws'
-        trades = trades = Trade.get_trades([Trade.is_open.is_(False)])
+        trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)])
         # Sell reason
-        sell_reasons = {}
+        exit_reasons = {}
         for trade in trades:
-            if trade.sell_reason not in sell_reasons:
+            if trade.exit_reason not in exit_reasons:
-                sell_reasons[trade.sell_reason] = {'wins': 0, 'losses': 0, 'draws': 0}
+                exit_reasons[trade.exit_reason] = {'wins': 0, 'losses': 0, 'draws': 0}
-            sell_reasons[trade.sell_reason][trade_win_loss(trade)] += 1
+            exit_reasons[trade.exit_reason][trade_win_loss(trade)] += 1
 
         # Duration
         dur: Dict[str, List[int]] = {'wins': [], 'draws': [], 'losses': []}
@@ -448,7 +448,7 @@ class RPC:
         losses_dur = sum(dur['losses']) / len(dur['losses']) if len(dur['losses']) > 0 else None
 
         durations = {'wins': wins_dur, 'draws': draws_dur, 'losses': losses_dur}
-        return {'sell_reasons': sell_reasons, 'durations': durations}
+        return {'exit_reasons': exit_reasons, 'durations': durations}
 
     def _rpc_trade_statistics(
             self, stake_currency: str, fiat_display_currency: str,

freqtrade/rpc/telegram.py

@@ -290,7 +290,7 @@ class Telegram(RPCHandler):
             f"*{'Profit' if is_fill else 'Unrealized Profit'}:* "
             f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
             f"*Enter Tag:* `{msg['enter_tag']}`\n"
-            f"*Exit Reason:* `{msg['sell_reason']}`\n"
+            f"*Exit Reason:* `{msg['exit_reason']}`\n"
             f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n"
             f"*Direction:* `{msg['direction']}`\n"
             f"{msg['leverage_text']}"
@@ -361,7 +361,7 @@ class Telegram(RPCHandler):
             if isinstance(sell_noti, str):
                 noti = sell_noti
             else:
-                noti = sell_noti.get(str(msg['sell_reason']), default_noti)
+                noti = sell_noti.get(str(msg['exit_reason']), default_noti)
         else:
             noti = self._config['telegram'] \
                 .get('notification_settings', {}).get(str(msg_type), default_noti)
@@ -384,7 +384,7 @@ class Telegram(RPCHandler):
             return "\N{ROCKET}"
         elif float(msg['profit_percent']) >= 0.0:
             return "\N{EIGHT SPOKED ASTERISK}"
-        elif msg['sell_reason'] == "stop_loss":
+        elif msg['exit_reason'] == "stop_loss":
             return "\N{WARNING SIGN}"
         else:
             return "\N{CROSS MARK}"
@@ -466,7 +466,7 @@ class Telegram(RPCHandler):
             for r in results:
                 r['open_date_hum'] = arrow.get(r['open_date']).humanize()
                 r['num_entries'] = len([o for o in r['orders'] if o['ft_is_entry']])
-                r['sell_reason'] = r.get('sell_reason', "")
+                r['exit_reason'] = r.get('exit_reason', "")
                 lines = [
                     "*Trade ID:* `{trade_id}`" +
                     ("` (since {open_date_hum})`" if r['is_open'] else ""),
@@ -475,7 +475,7 @@ class Telegram(RPCHandler):
                     "*Leverage:* `{leverage}`" if r.get('leverage') else "",
                     "*Amount:* `{amount} ({stake_amount} {base_currency})`",
                     "*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "",
-                    "*Exit Reason:* `{sell_reason}`" if r['sell_reason'] else "",
+                    "*Exit Reason:* `{exit_reason}`" if r['exit_reason'] else "",
                 ]
 
                 if position_adjust:
@@ -771,23 +771,23 @@ class Telegram(RPCHandler):
             'force_sell': 'Forcesell',
             'emergency_sell': 'Emergency Sell',
         }
-        sell_reasons_tabulate = [
+        exit_reasons_tabulate = [
             [
                 reason_map.get(reason, reason),
                 sum(count.values()),
                 count['wins'],
                 count['losses']
-            ] for reason, count in stats['sell_reasons'].items()
+            ] for reason, count in stats['exit_reasons'].items()
         ]
-        sell_reasons_msg = 'No trades yet.'
+        exit_reasons_msg = 'No trades yet.'
-        for reason in chunks(sell_reasons_tabulate, 25):
+        for reason in chunks(exit_reasons_tabulate, 25):
-            sell_reasons_msg = tabulate(
+            exit_reasons_msg = tabulate(
                 reason,
-                headers=['Sell Reason', 'Sells', 'Wins', 'Losses']
+                headers=['Exit Reason', 'Exits', 'Wins', 'Losses']
             )
-            if len(sell_reasons_tabulate) > 25:
+            if len(exit_reasons_tabulate) > 25:
-                self._send_msg(sell_reasons_msg, ParseMode.MARKDOWN)
+                self._send_msg(exit_reasons_msg, ParseMode.MARKDOWN)
-                sell_reasons_msg = ''
+                exit_reasons_msg = ''
 
         durations = stats['durations']
         duration_msg = tabulate(
@@ -799,7 +799,7 @@ class Telegram(RPCHandler):
             ],
             headers=['', 'Avg. Duration']
         )
-        msg = (f"""```\n{sell_reasons_msg}```\n```\n{duration_msg}```""")
+        msg = (f"""```\n{exit_reasons_msg}```\n```\n{duration_msg}```""")
 
         self._send_msg(msg, ParseMode.MARKDOWN)
 

tests/conftest_trades.py

@@ -104,7 +104,7 @@ def mock_trade_2(fee, is_short: bool):
         strategy='StrategyTestV3',
         timeframe=5,
         enter_tag='TEST1',
-        sell_reason='sell_signal',
+        exit_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
         is_short=is_short
@@ -164,7 +164,7 @@ def mock_trade_3(fee, is_short: bool):
         is_open=False,
         strategy='StrategyTestV3',
         timeframe=5,
-        sell_reason='roi',
+        exit_reason='roi',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         close_date=datetime.now(tz=timezone.utc),
         is_short=is_short
@@ -401,7 +401,7 @@ def short_trade(fee):
         open_order_id='dry_run_exit_short_12345',
         strategy='DefaultStrategy',
         timeframe=5,
-        sell_reason='sell_signal',
+        exit_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
         is_short=True
@@ -490,7 +490,7 @@ def leverage_trade(fee):
         open_order_id='dry_run_leverage_buy_12368',
         strategy='DefaultStrategy',
         timeframe=5,
-        sell_reason='sell_signal',
+        exit_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
         close_date=datetime.now(tz=timezone.utc),
         interest_rate=0.0005

tests/conftest_trades_usdt.py

@@ -89,7 +89,7 @@ def mock_trade_usdt_2(fee):
         open_order_id='dry_run_sell_12345',
         strategy='StrategyTestV2',
         timeframe=5,
-        sell_reason='sell_signal',
+        exit_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
     )
@@ -148,7 +148,7 @@ def mock_trade_usdt_3(fee):
         is_open=False,
         strategy='StrategyTestV2',
         timeframe=5,
-        sell_reason='roi',
+        exit_reason='roi',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         close_date=datetime.now(tz=timezone.utc),
     )

tests/edge/test_edge.py

@@ -95,8 +95,8 @@ tc1 = BTContainer(data=[
     [6, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should sell
 ],
     stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
-    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
+    trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
-            BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
+            BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
 )
 
 # 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
@@ -107,7 +107,7 @@ tc2 = BTContainer(data=[
     [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
 ],
     stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 # 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
@@ -118,7 +118,7 @@ tc3 = BTContainer(data=[
     [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 # 5) Stoploss and sell are hit. should sell on stoploss
@@ -129,7 +129,7 @@ tc4 = BTContainer(data=[
     [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 TESTS = [
@@ -162,7 +162,7 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
 
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
-        assert res.exit_type == trade.sell_reason
+        assert res.exit_type == trade.exit_reason
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None)
 

tests/optimize/__init__.py

@@ -15,7 +15,7 @@ class BTrade(NamedTuple):
     """
     Minimalistic Trade result used for functional backtesting
     """
-    sell_reason: ExitType
+    exit_reason: ExitType
     open_tick: int
     close_tick: int
     enter_tag: Optional[str] = None

tests/optimize/test_backtest_detail.py

@@ -23,7 +23,7 @@ tc0 = BTContainer(data=[
     [4, 5010, 5011, 4977, 4995, 6172, 0, 0],
     [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
-    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+    trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
 # Test 1: Stop-Loss Triggered 1% loss
@@ -37,7 +37,7 @@ tc1 = BTContainer(data=[
     [4, 4977, 4995, 4977, 4995, 6172, 0, 0],
     [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
 
 
@@ -52,7 +52,7 @@ tc2 = BTContainer(data=[
     [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
 
@@ -72,8 +72,8 @@ tc3 = BTContainer(data=[
     [5, 4962, 4987, 4000, 4000, 6172, 0, 0],  # exit with stoploss hit
     [6, 4950, 4975, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2),
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2),
-            BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=4, close_tick=5)]
+            BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=4, close_tick=5)]
 )
 
 # Test 4: Minus 3% / recovery +15%
@@ -89,7 +89,7 @@ tc4 = BTContainer(data=[
     [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
 
 # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
@@ -103,7 +103,7 @@ tc5 = BTContainer(data=[
     [4, 4962, 4987, 4962, 4972, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
@@ -117,7 +117,7 @@ tc6 = BTContainer(data=[
     [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
 
 # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
@@ -131,7 +131,7 @@ tc7 = BTContainer(data=[
     [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
 )
 
 
@@ -145,7 +145,7 @@ tc8 = BTContainer(data=[
     [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
-    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
 
@@ -159,7 +159,7 @@ tc9 = BTContainer(data=[
     [3, 5000, 5200, 4550, 4850, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
-    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
 # Test 10: trailing_stop should raise so candle 3 causes a stoploss
@@ -175,7 +175,7 @@ tc10 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
     trailing_stop_positive=0.03,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=4)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=4)]
 )
 
 # Test 11: trailing_stop should raise so candle 3 causes a stoploss
@@ -191,7 +191,7 @@ tc11 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
-    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
 # Test 12: trailing_stop should raise in candle 2 and cause a stoploss in the same candle
@@ -207,7 +207,7 @@ tc12 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
-    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
 )
 
 # Test 13: Buy and sell ROI on same candle
@@ -220,7 +220,7 @@ tc13 = BTContainer(data=[
     [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4750, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)]
 )
 
 # Test 14 - Buy and Stoploss on same candle
@@ -233,7 +233,7 @@ tc14 = BTContainer(data=[
     [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 
@@ -247,8 +247,8 @@ tc15 = BTContainer(data=[
     [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1),
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1),
-            BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=2, close_tick=2)]
+            BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=2, close_tick=2)]
 )
 
 # Test 16: Buy, hold for 65 min, then forcesell using roi=-1
@@ -263,7 +263,7 @@ tc16 = BTContainer(data=[
     [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 # Test 17: Buy, hold for 120 mins, then forcesell using roi=-1
@@ -279,7 +279,7 @@ tc17 = BTContainer(data=[
     [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 
@@ -295,7 +295,7 @@ tc18 = BTContainer(data=[
     [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 # Test 19: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
@@ -310,7 +310,7 @@ tc19 = BTContainer(data=[
     [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4550, 4975, 4550, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 # Test 20: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
@@ -325,7 +325,7 @@ tc20 = BTContainer(data=[
     [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4925, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 # Test 21: trailing_stop ROI collision.
@@ -342,7 +342,7 @@ tc21 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
 )
 
 # Test 22: trailing_stop Raises in candle 2 - but ROI applies at the same time.
@@ -358,7 +358,7 @@ tc22 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
 )
 
 
@@ -375,7 +375,7 @@ tc23 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)]
 )
 
 # Test 24: trailing_stop Raises in candle 2 (does not trigger)
@@ -394,7 +394,7 @@ tc24 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 # Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@@ -409,7 +409,7 @@ tc25 = BTContainer(data=[
     [4, 5010, 5010, 4977, 4995, 6172, 0, 0],
     [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
-    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
 # Test 26: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@@ -424,7 +424,7 @@ tc26 = BTContainer(data=[
     [4, 5010, 5010, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
     [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
-    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+    trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
 # Test 27: (copy of test26 with leverage)
@@ -441,7 +441,7 @@ tc27 = BTContainer(data=[
     [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
     leverage=5.0,
-    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+    trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
 # Test 28: (copy of test26 with leverage and as short)
@@ -458,7 +458,7 @@ tc28 = BTContainer(data=[
     [5, 4995, 4995, 4950, 4950, 6172, 0, 0, 0, 0]],
     stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
     leverage=5.0,
-    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
+    trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
 )
 # Test 29: Sell with signal sell in candle 3 (ROI at signal candle)
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
@@ -472,7 +472,7 @@ tc29 = BTContainer(data=[
     [4, 5010, 5010, 4855, 4995, 6172, 0, 0],
     [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 # Test 30: Sell with signal sell in candle 3 (ROI at signal candle)
@@ -486,7 +486,7 @@ tc30 = BTContainer(data=[
     [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
     [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True,
-    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+    trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
 # Test 31: trailing_stop should raise so candle 3 causes a stoploss
@@ -503,7 +503,7 @@ tc31 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
-    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
 # Test 32: (Short of test 31) trailing_stop should raise so candle 3 causes a stoploss
@@ -521,7 +521,7 @@ tc32 = BTContainer(data=[
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
     trades=[
-        BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
+        BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
     ]
 )
 
@@ -537,7 +537,7 @@ tc33 = BTContainer(data=[
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
     trailing_stop_positive=0.03,
-    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
 )
 
 # Test 34: trailing_stop should be triggered immediately on trade open candle.
@@ -551,7 +551,7 @@ tc34 = BTContainer(data=[
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_stop_positive=0.01,
-    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 # Test 35: trailing_stop should be triggered immediately on trade open candle.
@@ -566,7 +566,7 @@ tc35 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01,
-    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 # Test 36: trailing_stop should be triggered immediately on trade open candle.
@@ -581,7 +581,7 @@ tc36 = BTContainer(data=[
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
-    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 # Test 37: trailing_stop should be triggered immediately on trade open candle.
@@ -597,7 +597,7 @@ tc37 = BTContainer(data=[
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
     trades=[BTrade(
-        sell_reason=ExitType.TRAILING_STOP_LOSS,
+        exit_reason=ExitType.TRAILING_STOP_LOSS,
         open_tick=1,
         close_tick=1,
         enter_tag='buy_signal_01'
@@ -617,7 +617,7 @@ tc38 = BTContainer(data=[
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
     trades=[BTrade(
-        sell_reason=ExitType.TRAILING_STOP_LOSS,
+        exit_reason=ExitType.TRAILING_STOP_LOSS,
         open_tick=1,
         close_tick=1,
         enter_tag='short_signal_01',
@@ -647,7 +647,7 @@ tc40 = BTContainer(data=[
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
     custom_entry_price=7200, trades=[
-        BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)
+        BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)
 ])
 
 # Test 41: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
@@ -661,7 +661,7 @@ tc41 = BTContainer(data=[
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
     custom_entry_price=4000,
     trades=[
-        BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
+        BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
     ]
 )
 
@@ -678,7 +678,7 @@ tc42 = BTContainer(data=[
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
     custom_entry_price=4952,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
 )
 
 # Test 43: Custom-entry-price around candle low
@@ -693,7 +693,7 @@ tc43 = BTContainer(data=[
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
     custom_entry_price=4952,
-    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)]
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)]
 )
 
 # Test 44: Custom exit price below all candles
@@ -708,7 +708,7 @@ tc44 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01,
     use_sell_signal=True,
     custom_exit_price=4552,
-    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
+    trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
 )
 
 # Test 45: Custom exit price above all candles
@@ -723,7 +723,7 @@ tc45 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
     use_sell_signal=True,
     custom_exit_price=6052,
-    trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
+    trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
 )
 
 # Test 46: (Short of tc45) Custom short exit price above below candles
@@ -738,7 +738,7 @@ tc46 = BTContainer(data=[
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
     use_sell_signal=True,
     custom_exit_price=4700,
-    trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
+    trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
 )
 
 # Test 47: Colliding long and short signal
@@ -861,7 +861,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
 
     for c, trade in enumerate(data.trades):
         res: BTrade = results.iloc[c]
-        assert res.sell_reason == trade.sell_reason.value
+        assert res.exit_reason == trade.exit_reason.value
         assert res.enter_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)

tests/optimize/test_backtesting.py

@@ -713,7 +713,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
     # No data available.
     res = backtesting._get_sell_trade_entry(trade, row_sell)
     assert res is not None
-    assert res.sell_reason == ExitType.ROI.value
+    assert res.exit_reason == ExitType.ROI.value
     assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
 
     # Enter new trade
@@ -732,7 +732,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
 
     res = backtesting._get_sell_trade_entry(trade, row_sell)
     assert res is not None
-    assert res.sell_reason == ExitType.ROI.value
+    assert res.exit_reason == ExitType.ROI.value
     # Sell at minute 3 (not available above!)
     assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc)
     sell_order = res.select_order('sell', True)
@@ -781,7 +781,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'trade_duration': [235, 40],
          'profit_ratio': [0.0, 0.0],
          'profit_abs': [0.0, 0.0],
-         'sell_reason': [ExitType.ROI.value, ExitType.ROI.value],
+         'exit_reason': [ExitType.ROI.value, ExitType.ROI.value],
          'initial_stop_loss_abs': [0.0940005, 0.09272236],
          'initial_stop_loss_ratio': [-0.1, -0.1],
          'stop_loss_abs': [0.0940005, 0.09272236],
@@ -1178,7 +1178,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
                           text_table_bt_results=text_table_mock,
                           text_table_strategy=strattable_mock,
                           generate_pair_metrics=MagicMock(),
-                          generate_sell_reason_stats=sell_reason_mock,
+                          generate_exit_reason_stats=sell_reason_mock,
                           generate_strategy_comparison=strat_summary,
                           generate_daily_stats=MagicMock(),
                           )
@@ -1249,7 +1249,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
                             'close_rate': [0.104969, 0.103541],
                             "is_short": [False, False],
 
-                            'sell_reason': [ExitType.ROI, ExitType.ROI]
+                            'exit_reason': [ExitType.ROI, ExitType.ROI]
                             })
     result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
                             'profit_ratio': [0.03, 0.01, 0.1],
@@ -1267,7 +1267,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
                             'open_rate': [0.104445, 0.10302485, 0.122541],
                             'close_rate': [0.104969, 0.103541, 0.123541],
                             "is_short": [False, False, False],
-                            'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
+                            'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
                             })
     backtestmock = MagicMock(side_effect=[
         {
@@ -1367,7 +1367,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
                             'stake_amount': [0.01, 0.01],
                             'open_rate': [0.104445, 0.10302485],
                             'close_rate': [0.104969, 0.103541],
-                            'sell_reason': [ExitType.ROI, ExitType.ROI]
+                            'exit_reason': [ExitType.ROI, ExitType.ROI]
                             })
     result2 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT', 'XRP/USDT'],
                             'profit_ratio': [0.03, 0.01, 0.1],
@@ -1385,7 +1385,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
                             'stake_amount': [0.01, 0.01, 0.01],
                             'open_rate': [0.104445, 0.10302485, 0.122541],
                             'close_rate': [0.104969, 0.103541, 0.123541],
-                            'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
+                            'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
                             })
     backtestmock = MagicMock(side_effect=[
         {
@@ -1470,7 +1470,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
                             'stake_amount': [0.01, 0.01],
                             'open_rate': [0.104445, 0.10302485],
                             'close_rate': [0.104969, 0.103541],
-                            'sell_reason': [ExitType.ROI, ExitType.ROI]
+                            'exit_reason': [ExitType.ROI, ExitType.ROI]
                             })
     result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
                             'profit_ratio': [0.03, 0.01, 0.1],
@@ -1488,7 +1488,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
                             'stake_amount': [0.01, 0.01, 0.01],
                             'open_rate': [0.104445, 0.10302485, 0.122541],
                             'close_rate': [0.104969, 0.103541, 0.123541],
-                            'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
+                            'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
                             })
     backtestmock = MagicMock(side_effect=[
         {

tests/optimize/test_backtesting_adjust_position.py

@@ -60,7 +60,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
          'trade_duration': [200, 40],
          'profit_ratio': [0.0, 0.0],
          'profit_abs': [0.0, 0.0],
-         'sell_reason': [ExitType.ROI.value, ExitType.ROI.value],
+         'exit_reason': [ExitType.ROI.value, ExitType.ROI.value],
          'initial_stop_loss_abs': [0.0940005, 0.09272236],
          'initial_stop_loss_ratio': [-0.1, -0.1],
          'stop_loss_abs': [0.0940005, 0.09272236],

tests/optimize/test_hyperopt.py

@@ -357,7 +357,7 @@ def test_hyperopt_format_results(hyperopt):
                                  "is_open": [False, False, False, True],
                                  "is_short": [False, False, False, False],
                                  "stake_amount": [0.01, 0.01, 0.01, 0.01],
-                                 "sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
+                                 "exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
                                                  ExitType.ROI, ExitType.FORCE_SELL]
                                  }),
         'config': hyperopt.config,
@@ -428,7 +428,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                  "is_open": [False, False, False, True],
                                  "is_short": [False, False, False, False],
                                  "stake_amount": [0.01, 0.01, 0.01, 0.01],
-                                 "sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
+                                 "exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
                                                  ExitType.ROI, ExitType.FORCE_SELL]
                                  }),
         'config': hyperopt_conf,

tests/optimize/test_optimize_reports.py

@@ -15,9 +15,8 @@ from freqtrade.edge import PairInfo
 from freqtrade.enums import ExitType
 from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
                                                  generate_daily_stats, generate_edge_table,
-                                                 generate_pair_metrics,
+                                                 generate_exit_reason_stats, generate_pair_metrics,
                                                  generate_periodic_breakdown_stats,
-                                                 generate_sell_reason_stats,
                                                  generate_strategy_comparison,
                                                  generate_trading_stats, show_sorted_pairlist,
                                                  store_backtest_stats, text_table_bt_results,
@@ -77,7 +76,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
                                  "is_open": [False, False, False, True],
                                  "is_short": [False, False, False, False],
                                  "stake_amount": [0.01, 0.01, 0.01, 0.01],
-                                 "sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
+                                 "exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
                                                  ExitType.ROI, ExitType.FORCE_SELL]
                                  }),
         'config': default_conf,
@@ -129,7 +128,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
              "is_open": [False, False, False, True],
              "is_short": [False, False, False, False],
              "stake_amount": [0.01, 0.01, 0.01, 0.01],
-             "sell_reason": [ExitType.ROI, ExitType.ROI,
+             "exit_reason": [ExitType.ROI, ExitType.ROI,
                              ExitType.STOP_LOSS, ExitType.FORCE_SELL]
              }),
         'config': default_conf,
@@ -265,7 +264,7 @@ def test_generate_trading_stats(testdatadir):
     assert res['losses'] == 0
 
 
-def test_text_table_sell_reason():
+def test_text_table_exit_reason():
 
     results = pd.DataFrame(
         {
@@ -276,7 +275,7 @@ def test_text_table_sell_reason():
             'wins': [2, 0, 0],
             'draws': [0, 0, 0],
             'losses': [0, 0, 1],
-            'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
+            'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
         }
     )
 
@@ -291,9 +290,9 @@ def test_text_table_sell_reason():
         '             -0.2 |             -5 |'
     )
 
-    sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
+    exit_reason_stats = generate_exit_reason_stats(max_open_trades=2,
                                                    results=results)
-    assert text_table_exit_reason(sell_reason_stats=sell_reason_stats,
+    assert text_table_exit_reason(exit_reason_stats=exit_reason_stats,
                                   stake_currency='BTC') == result_str
 
 
@@ -308,23 +307,23 @@ def test_generate_sell_reason_stats():
             'wins': [2, 0, 0],
             'draws': [0, 0, 0],
             'losses': [0, 0, 1],
-            'sell_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
+            'exit_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
         }
     )
 
-    sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
+    exit_reason_stats = generate_exit_reason_stats(max_open_trades=2,
                                                    results=results)
-    roi_result = sell_reason_stats[0]
+    roi_result = exit_reason_stats[0]
-    assert roi_result['sell_reason'] == 'roi'
+    assert roi_result['exit_reason'] == 'roi'
     assert roi_result['trades'] == 2
     assert pytest.approx(roi_result['profit_mean']) == 0.15
     assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
     assert pytest.approx(roi_result['profit_mean']) == 0.15
     assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
 
-    stop_result = sell_reason_stats[1]
+    stop_result = exit_reason_stats[1]
 
-    assert stop_result['sell_reason'] == 'stop_loss'
+    assert stop_result['exit_reason'] == 'stop_loss'
     assert stop_result['trades'] == 1
     assert pytest.approx(stop_result['profit_mean']) == -0.1
     assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)

tests/plugins/test_protections.py

@@ -32,7 +32,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
     trade.recalc_open_trade_value()
     if not is_open:
         trade.close(open_rate * profit_rate)
-        trade.sell_reason = sell_reason
+        trade.exit_reason = sell_reason
 
     return trade
 

tests/rpc/test_rpc.py

@@ -66,6 +66,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_trade_value': 0.0010025,
         'close_rate_requested': ANY,
         'sell_reason': ANY,
+        'exit_reason': ANY,
         'sell_order_status': ANY,
         'min_rate': ANY,
         'max_rate': ANY,
@@ -148,6 +149,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_trade_value': ANY,
         'close_rate_requested': ANY,
         'sell_reason': ANY,
+        'exit_reason': ANY,
         'sell_order_status': ANY,
         'min_rate': ANY,
         'max_rate': ANY,
@@ -1044,7 +1046,7 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
     assert res[0]['count'] == 1
     assert prec_satoshi(res[0]['profit_pct'], 6.2)
 
-    trade.sell_reason = "TEST1"
+    trade.exit_reason = "TEST1"
     res = rpc._rpc_sell_reason_performance(None)
 
     assert len(res) == 1
@@ -1119,7 +1121,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
     assert prec_satoshi(res[0]['profit_pct'], 6.2)
 
     trade.enter_tag = "TESTBUY"
-    trade.sell_reason = "TESTSELL"
+    trade.exit_reason = "TESTSELL"
     res = rpc._rpc_mix_tag_performance(None)
 
     assert len(res) == 1

tests/rpc/test_rpc_apiserver.py

@@ -822,14 +822,14 @@ def test_api_stats(botclient, mocker, ticker, fee, markets, is_short):
     rc = client_get(client, f"{BASE_URI}/stats")
     assert_response(rc, 200)
     assert 'durations' in rc.json()
-    assert 'sell_reasons' in rc.json()
+    assert 'exit_reasons' in rc.json()
 
     create_mock_trades(fee, is_short=is_short)
 
     rc = client_get(client, f"{BASE_URI}/stats")
     assert_response(rc, 200)
     assert 'durations' in rc.json()
-    assert 'sell_reasons' in rc.json()
+    assert 'exit_reasons' in rc.json()
 
     assert 'wins' in rc.json()['durations']
     assert 'losses' in rc.json()['durations']
@@ -962,6 +962,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
         'open_rate_requested': ANY,
         'open_trade_value': open_trade_value,
         'sell_reason': None,
+        'exit_reason': None,
         'sell_order_status': None,
         'strategy': CURRENT_TEST_STRATEGY,
         'buy_tag': None,
@@ -1162,6 +1163,7 @@ def test_api_forceentry(botclient, mocker, fee, endpoint):
         'open_rate_requested': None,
         'open_trade_value': 0.24605460,
         'sell_reason': None,
+        'exit_reason': None,
         'sell_order_status': None,
         'strategy': CURRENT_TEST_STRATEGY,
         'buy_tag': None,

tests/rpc/test_rpc_telegram.py

@@ -837,7 +837,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
 
     telegram._stats(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
-    assert 'Sell Reason' in msg_mock.call_args_list[-1][0][0]
+    assert 'Exit Reason' in msg_mock.call_args_list[-1][0][0]
     assert 'ROI' in msg_mock.call_args_list[-1][0][0]
     assert 'Avg. Duration' in msg_mock.call_args_list[-1][0][0]
     msg_mock.reset_mock()
@@ -1060,6 +1060,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
         'buy_tag': ANY,
         'enter_tag': ANY,
         'sell_reason': ExitType.FORCE_SELL.value,
+        'exit_reason': ExitType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -1128,6 +1129,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
         'buy_tag': ANY,
         'enter_tag': ANY,
         'sell_reason': ExitType.FORCE_SELL.value,
+        'exit_reason': ExitType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -1186,6 +1188,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'buy_tag': ANY,
         'enter_tag': ANY,
         'sell_reason': ExitType.FORCE_SELL.value,
+        'exit_reason': ExitType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -1393,7 +1396,7 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f
     freqtradebot.enter_positions()
     trade = Trade.query.first()
     assert trade
-    trade.sell_reason = 'TESTSELL'
+    trade.exit_reason = 'TESTSELL'
     # Simulate fulfilled LIMIT_BUY order for trade
     oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
     trade.update_trade(oobj)
@@ -1439,7 +1442,7 @@ def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
     assert trade
 
     trade.enter_tag = "TESTBUY"
-    trade.sell_reason = "TESTSELL"
+    trade.exit_reason = "TESTSELL"
 
     # Simulate fulfilled LIMIT_BUY order for trade
     oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
@@ -1932,7 +1935,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
         'enter_tag': 'buy_signal1',
-        'sell_reason': ExitType.STOP_LOSS.value,
+        'exit_reason': ExitType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(hours=-1),
         'close_date': arrow.utcnow(),
     })
@@ -1966,7 +1969,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'enter_tag': 'buy_signal1',
-        'sell_reason': ExitType.STOP_LOSS.value,
+        'exit_reason': ExitType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
         'close_date': arrow.utcnow(),
     })
@@ -2045,7 +2048,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
         'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'enter_tag': enter_signal,
-        'sell_reason': ExitType.STOP_LOSS.value,
+        'exit_reason': ExitType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
         'close_date': arrow.utcnow(),
     })
@@ -2169,7 +2172,7 @@ def test_send_msg_sell_notification_no_fiat(
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
         'enter_tag': enter_signal,
-        'sell_reason': ExitType.STOP_LOSS.value,
+        'exit_reason': ExitType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
         'close_date': arrow.utcnow(),
     })
@@ -2191,13 +2194,13 @@ def test_send_msg_sell_notification_no_fiat(
 
 
 @pytest.mark.parametrize('msg,expected', [
-    ({'profit_percent': 20.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
+    ({'profit_percent': 20.1, 'exit_reason': 'roi'}, "\N{ROCKET}"),
-    ({'profit_percent': 5.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
+    ({'profit_percent': 5.1, 'exit_reason': 'roi'}, "\N{ROCKET}"),
-    ({'profit_percent': 2.56, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
+    ({'profit_percent': 2.56, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
-    ({'profit_percent': 1.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
+    ({'profit_percent': 1.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
-    ({'profit_percent': 0.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
+    ({'profit_percent': 0.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
-    ({'profit_percent': -5.0, 'sell_reason': 'stop_loss'}, "\N{WARNING SIGN}"),
+    ({'profit_percent': -5.0, 'exit_reason': 'stop_loss'}, "\N{WARNING SIGN}"),
-    ({'profit_percent': -2.0, 'sell_reason': 'sell_signal'}, "\N{CROSS MARK}"),
+    ({'profit_percent': -2.0, 'exit_reason': 'sell_signal'}, "\N{CROSS MARK}"),
 ])
 def test__sell_emoji(default_conf, mocker, msg, expected):
     del default_conf['fiat_display_currency']

tests/test_freqtradebot.py

@@ -236,7 +236,7 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
     assert freqtrade.handle_trade(trade) is not ignore_strat_sl
     if not ignore_strat_sl:
         assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog)
-        assert trade.sell_reason == ExitType.STOP_LOSS.value
+        assert trade.exit_reason == ExitType.STOP_LOSS.value
 
 
 def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
@@ -1208,7 +1208,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert trade.stoploss_order_id is None
     assert trade.is_open is False
-    assert trade.sell_reason == str(ExitType.EMERGENCY_SELL)
+    assert trade.exit_reason == str(ExitType.EMERGENCY_SELL)
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -1291,7 +1291,7 @@ def test_create_stoploss_order_invalid_order(
     caplog.clear()
     freqtrade.create_stoploss_order(trade, 200)
     assert trade.stoploss_order_id is None
-    assert trade.sell_reason == ExitType.EMERGENCY_SELL.value
+    assert trade.exit_reason == ExitType.EMERGENCY_SELL.value
     assert log_has("Unable to place a stoploss order on exchange. ", caplog)
     assert log_has("Exiting the trade forcefully", caplog)
 
@@ -2150,7 +2150,7 @@ def test_handle_trade(
     assert trade.close_profit == close_profit
     assert trade.calc_profit() == 5.685
     assert trade.close_date is not None
-    assert trade.sell_reason == 'sell_signal1'
+    assert trade.exit_reason == 'sell_signal1'
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -2995,7 +2995,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
     assert cancel_order_mock.call_count == 1
     assert send_msg_mock.call_count == 1
     assert trade.close_rate is None
-    assert trade.sell_reason is None
+    assert trade.exit_reason is None
 
     send_msg_mock.reset_mock()
 
@@ -3107,6 +3107,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': ExitType.ROI.value,
+        'exit_reason': ExitType.ROI.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3166,6 +3167,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': ExitType.STOP_LOSS.value,
+        'exit_reason': ExitType.STOP_LOSS.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3246,6 +3248,7 @@ def test_execute_trade_exit_custom_exit_price(
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': ExitType.SELL_SIGNAL.value,
+        'exit_reason': ExitType.SELL_SIGNAL.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3313,6 +3316,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': ExitType.STOP_LOSS.value,
+        'exit_reason': ExitType.STOP_LOSS.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3479,7 +3483,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
     freqtrade.exit_positions(trades)
     assert trade.stoploss_order_id is None
     assert trade.is_open is False
-    assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
+    assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
     assert rpc_mock.call_count == 3
     if is_short:
         assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.SHORT
@@ -3576,6 +3580,7 @@ def test_execute_trade_exit_market_order(
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': ExitType.ROI.value,
+        'exit_reason': ExitType.ROI.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3843,7 +3848,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
     else:
         patch_get_signal(freqtrade, enter_long=False, exit_long=False)
     assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == ExitType.ROI.value
+    assert trade.exit_reason == ExitType.ROI.value
 
 
 @pytest.mark.parametrize("is_short,val1,val2", [
@@ -3905,7 +3910,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
                    f"stoploss is {(2.0 * val1 * stop_multi):6f}, "
                    f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000",
                    caplog)
-    assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
+    assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
 
 
 @pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
@@ -4011,7 +4016,7 @@ def test_trailing_stop_loss_positive(
         f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, "
         f"trade opened at {2.2 if is_short else 2.0}00000",
         caplog)
-    assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
+    assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -4057,7 +4062,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
     # Test if entry-signal is absent
     patch_get_signal(freqtrade)
     assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == ExitType.ROI.value
+    assert trade.exit_reason == ExitType.ROI.value
 
 
 def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,

tests/test_integration.py

@@ -115,15 +115,15 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     assert wallets_mock.call_count == 4
 
     trade = trades[0]
-    assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
+    assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
     assert not trade.is_open
 
     trade = trades[1]
-    assert not trade.sell_reason
+    assert not trade.exit_reason
     assert trade.is_open
 
     trade = trades[2]
-    assert trade.sell_reason == ExitType.SELL_SIGNAL.value
+    assert trade.exit_reason == ExitType.SELL_SIGNAL.value
     assert not trade.is_open
 
 

tests/test_persistence.py

@@ -1255,7 +1255,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert trade.min_rate is None
     assert trade.stop_loss == 0.0
     assert trade.initial_stop_loss == 0.0
-    assert trade.sell_reason is None
+    assert trade.exit_reason is None
     assert trade.strategy is None
     assert trade.timeframe == '5m'
     assert trade.stoploss_order_id == 'stop_order_id222'
@@ -1590,6 +1590,7 @@ def test_to_json(fee):
                       'profit_pct': None,
                       'profit_abs': None,
                       'sell_reason': None,
+                      'exit_reason': None,
                       'sell_order_status': None,
                       'stop_loss_abs': None,
                       'stop_loss_ratio': None,
@@ -1676,6 +1677,7 @@ def test_to_json(fee):
                       'open_rate_requested': None,
                       'open_trade_value': 12.33075,
                       'sell_reason': None,
+                      'exit_reason': None,
                       'sell_order_status': None,
                       'strategy': None,
                       'buy_tag': 'buys_signal_001',