set output depending on backtest/backslap type

freqtrade/optimize/backslapping.py

@@ -6,7 +6,7 @@ from typing import Dict, Any
 from pandas import DataFrame
 
 from freqtrade.exchange import Exchange
-from freqtrade.optimize.optimize import IOptimize, BacktestResult, setup_configuration
+from freqtrade.optimize.optimize import IOptimize, BacktestResult, OptimizeType, setup_configuration
 from freqtrade.strategy import IStrategy
 from freqtrade.strategy.interface import SellType
 from freqtrade.strategy.resolver import StrategyResolver
@@ -24,6 +24,7 @@ class Backslapping(IOptimize):
         constructor
         """
         super().__init__(config)
+        self._optimizetype = OptimizeType.BACKTEST
 
         self.fee = self.exchange.get_fee()
 

freqtrade/optimize/backtesting.py

@@ -9,7 +9,7 @@ from typing import Any, Dict, List, Optional
 
 from pandas import DataFrame
 
-from freqtrade.optimize.optimize import IOptimize, BacktestResult, setup_configuration
+from freqtrade.optimize.optimize import IOptimize, BacktestResult, OptimizeType, setup_configuration
 from freqtrade.persistence import Trade
 from freqtrade.strategy.interface import SellType
 
@@ -27,6 +27,7 @@ class Backtesting(IOptimize):
 
     def __init__(self, config: Dict[str, Any]) -> None:
         super().__init__(config)
+        self._optimizetype = OptimizeType.BACKTEST
 
     def _get_sell_trade_entry(
             self, pair: str, buy_row: DataFrame,

freqtrade/optimize/hyperopt.py

@@ -24,6 +24,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade.optimize import load_data
+from freqtrade.optimize.optimize import OptimizeType
 from freqtrade.optimize.backtesting import Backtesting
 
 logger = logging.getLogger(__name__)
@@ -42,6 +43,7 @@ class Hyperopt(Backtesting):
     """
     def __init__(self, config: Dict[str, Any]) -> None:
         super().__init__(config)
+        self._optimizetype = OptimizeType.HYPEROPT
         # set TARGET_TRADES to suit your number concurrent trades so its realistic
         # to the number of days
         self.target_trades = 600

freqtrade/optimize/optimize.py

@@ -11,6 +11,7 @@ from copy import deepcopy
 from datetime import datetime, timedelta
 from pathlib import Path
 from typing import Any, Dict, List, NamedTuple, Optional, Tuple
+from enum import Enum
 
 import arrow
 from pandas import DataFrame
@@ -46,6 +47,12 @@ class BacktestResult(NamedTuple):
     sell_reason: SellType
 
 
+class OptimizeType(Enum):
+    BACKTEST = "backtest"
+    BACKSLAP = "backslap"
+    HYPEROPT = "hyperopt"
+
+
 class IOptimize(ABC):
     """
     Backtesting Abstract class, this class contains all the logic to run a backtest
@@ -269,7 +276,7 @@ class IOptimize(ABC):
                                             strategy if len(self.strategylist) > 1 else None)
 
             print(f"Result for strategy {strategy}")
-            print(' BACKTESTING REPORT '.center(119, '='))
+            print(f' {self._optimizetype.value.upper()} REPORT '.center(119, '='))
             print(self._generate_text_table(data, results))
 
             print(' SELL REASON STATS '.center(119, '='))