Merge branch 'freqtrade:feat/short' into feat/short

.github/workflows/ci.yml

@@ -5,7 +5,6 @@ on:
     branches:
       - stable
       - develop
-      - feat/short
       - ci/*
     tags:
   release:

config_examples/config_binance.example.json

@@ -8,8 +8,8 @@
     "dry_run": true,
     "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
-        "buy": 10,
+        "entry": 10,
-        "sell": 10,
+        "exit": 10,
         "exit_timeout_count": 0,
         "unit": "minutes"
     },

config_examples/config_bittrex.example.json

@@ -8,8 +8,8 @@
     "dry_run": true,
     "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
-        "buy": 10,
+        "entry": 10,
-        "sell": 10,
+        "exit": 10,
         "exit_timeout_count": 0,
         "unit": "minutes"
     },

config_examples/config_ftx.example.json

@@ -8,8 +8,8 @@
     "dry_run": true,
     "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
-        "buy": 10,
+        "entry": 10,
-        "sell": 10,
+        "exit": 10,
         "exit_timeout_count": 0,
         "unit": "minutes"
     },

config_examples/config_full.example.json

@@ -30,8 +30,8 @@
     },
     "stoploss": -0.10,
     "unfilledtimeout": {
-        "buy": 10,
+        "entry": 10,
-        "sell": 10,
+        "exit": 10,
         "exit_timeout_count": 0,
         "unit": "minutes"
     },

config_examples/config_kraken.example.json

@@ -8,8 +8,8 @@
     "dry_run": true,
     "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
-        "buy": 10,
+        "entry": 10,
-        "sell": 10,
+        "exit": 10,
         "exit_timeout_count": 0,
         "unit": "minutes"
     },

docs/bot-basics.md

@@ -32,8 +32,8 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
   * Call `populate_entry_trend()`
   * Call `populate_exit_trend()`
 * Check timeouts for open orders.
-  * Calls `check_buy_timeout()` strategy callback for open entry orders.
+  * Calls `check_entry_timeout()` strategy callback for open entry orders.
-  * Calls `check_sell_timeout()` strategy callback for open exit orders.
+  * Calls `check_exit_timeout()` strategy callback for open exit orders.
 * Verifies existing positions and eventually places exit orders.
   * Considers stoploss, ROI and exit-signal, `custom_exit()` and `custom_stoploss()`.
   * Determine exit-price based on `ask_strategy` configuration setting or by using the `custom_exit_price()` callback.
@@ -64,7 +64,7 @@ This loop will be repeated again and again until the bot is stopped.
   * Check position adjustments for open trades if enabled and call `adjust_trade_position()` to determine if an additional order is requested.
   * Call `custom_stoploss()` and `custom_exit()` to find custom exit points.
   * For exits based on exit-signal and custom-exit: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
-  * Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_buy_timeout()` / `check_sell_timeout()` strategy callbacks.
+  * Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_entry_timeout()` / `check_exit_timeout()` strategy callbacks.
 * Generate backtest report output
 
 !!! Note

docs/configuration.md

@@ -102,8 +102,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trading_mode` | Specifies if you want to trade regularly, trade with leverage, or trade contracts whose prices are derived from matching cryptocurrency prices. [leverage documentation](leverage.md). <br>*Defaults to `"spot"`.*  <br> **Datatype:** String
 | `margin_mode` | When trading with leverage, this determines if the collateral owned by the trader will be shared or isolated to each trading pair [leverage documentation](leverage.md). <br> **Datatype:** String
 | `liquidation_buffer` | A ratio specifying how large of a safety net to place between the liquidation price and the stoploss to prevent a position from reaching the liquidation price [leverage documentation](leverage.md). <br>*Defaults to `0.05`.*  <br> **Datatype:** Float
-| `unfilledtimeout.buy` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
+| `unfilledtimeout.entry` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled entry order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
-| `unfilledtimeout.sell` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
+| `unfilledtimeout.exit` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled exit order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `minutes`.* <br> **Datatype:** String
 | `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency sell is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer
 | `bid_strategy.price_side` | Select the side of the spread the bot should look at to get the buy rate. [More information below](#buy-price-side).<br> *Defaults to `bid`.* <br> **Datatype:** String (either `ask` or `bid`).

docs/includes/pricing.md

@@ -51,9 +51,9 @@ When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Fre
 
 #### Buy price without Orderbook enabled
 
-The following section uses `side` as the configured `bid_strategy.price_side`.
+The following section uses `side` as the configured `bid_strategy.price_side` (defaults to `"bid"`).
 
-When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price.
+When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price based on `bid_strategy.ask_last_balance`..
 
 The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
 
@@ -88,9 +88,9 @@ When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Fr
 
 #### Sell price without Orderbook enabled
 
-When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
+The following section uses `side` as the configured `ask_strategy.price_side` (defaults to `"ask"`).
 
-When not using orderbook (`ask_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price.
+When not using orderbook (`ask_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's above the `last` traded price from the ticker. Otherwise (when the `side` price is below the `last` price), it calculates a rate between `side` and `last` price based on `ask_strategy.bid_last_balance`.
 
 The `ask_strategy.bid_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the last price and values between those interpolate between `side` and last price.
 

docs/requirements-docs.txt

@@ -2,3 +2,4 @@ mkdocs==1.2.3
 mkdocs-material==8.2.5
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.3
+jinja2==3.0.3

docs/strategy-advanced.md

@@ -49,7 +49,7 @@ from freqtrade.exchange import timeframe_to_prev_date
 
 class AwesomeStrategy(IStrategy):
     def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
-                           rate: float, time_in_force: str, sell_reason: str,
+                           rate: float, time_in_force: str, exit_reason: str,
                            current_time: 'datetime', **kwargs) -> bool:
         # Obtain pair dataframe.
         dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
@@ -125,7 +125,7 @@ def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame
 The provided exit-tag is then used as sell-reason - and shown as such in backtest results.
 
 !!! Note
-    `sell_reason` is limited to 100 characters, remaining data will be truncated.
+    `exit_reason` is limited to 100 characters, remaining data will be truncated.
 
 ## Strategy version
 

docs/strategy-callbacks.md

@@ -12,7 +12,7 @@ Currently available callbacks:
 * [`custom_exit()`](#custom-exit-signal)
 * [`custom_stoploss()`](#custom-stoploss)
 * [`custom_entry_price()` and `custom_exit_price()`](#custom-order-price-rules)
-* [`check_buy_timeout()` and `check_sell_timeout()`](#custom-order-timeout-rules)
+* [`check_entry_timeout()` and `check_exit_timeout()`](#custom-order-timeout-rules)
 * [`confirm_trade_entry()`](#trade-entry-buy-order-confirmation)
 * [`confirm_trade_exit()`](#trade-exit-sell-order-confirmation)
 * [`adjust_trade_position()`](#adjust-trade-position)
@@ -408,7 +408,7 @@ However, freqtrade also offers a custom callback for both order types, which all
 ### Custom order timeout example
 
 Called for every open order until that order is either filled or cancelled.
-`check_buy_timeout()` is called for trade entries, while `check_sell_timeout()` is called for trade exit orders.
+`check_entry_timeout()` is called for trade entries, while `check_exit_timeout()` is called for trade exit orders.
 
 A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below.
 It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins.
@@ -425,12 +425,12 @@ class AwesomeStrategy(IStrategy):
 
     # Set unfilledtimeout to 25 hours, since the maximum timeout from below is 24 hours.
     unfilledtimeout = {
-        'buy': 60 * 25,
+        'entry': 60 * 25,
-        'sell': 60 * 25
+        'exit': 60 * 25
     }
 
-    def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, 
+    def check_entry_timeout(self, pair: str, trade: 'Trade', order: dict, 
-                          current_time: datetime, **kwargs) -> bool:
+                            current_time: datetime, **kwargs) -> bool:
         if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
             return True
         elif trade.open_rate > 10 and trade.open_date_utc < current_time - timedelta(minutes=3):
@@ -440,7 +440,7 @@ class AwesomeStrategy(IStrategy):
         return False
 
 
-    def check_sell_timeout(self, pair: str, trade: Trade, order: dict,
+    def check_exit_timeout(self, pair: str, trade: Trade, order: dict,
                            current_time: datetime, **kwargs) -> bool:
         if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
             return True
@@ -466,12 +466,12 @@ class AwesomeStrategy(IStrategy):
 
     # Set unfilledtimeout to 25 hours, since the maximum timeout from below is 24 hours.
     unfilledtimeout = {
-        'buy': 60 * 25,
+        'entry': 60 * 25,
-        'sell': 60 * 25
+        'exit': 60 * 25
     }
 
-    def check_buy_timeout(self, pair: str, trade: Trade, order: dict,
+    def check_entry_timeout(self, pair: str, trade: Trade, order: dict,
-                          current_time: datetime, **kwargs) -> bool:
+                            current_time: datetime, **kwargs) -> bool:
         ob = self.dp.orderbook(pair, 1)
         current_price = ob['bids'][0][0]
         # Cancel buy order if price is more than 2% above the order.
@@ -480,7 +480,7 @@ class AwesomeStrategy(IStrategy):
         return False
 
 
-    def check_sell_timeout(self, pair: str, trade: Trade, order: dict,
+    def check_exit_timeout(self, pair: str, trade: Trade, order: dict,
                            current_time: datetime, **kwargs) -> bool:
         ob = self.dp.orderbook(pair, 1)
         current_price = ob['asks'][0][0]
@@ -546,7 +546,7 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
-                           rate: float, time_in_force: str, sell_reason: str,
+                           rate: float, time_in_force: str, exit_reason: str,
                            current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a regular sell order.
@@ -562,7 +562,7 @@ class AwesomeStrategy(IStrategy):
         :param amount: Amount in quote currency.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
-        :param sell_reason: Sell reason.
+        :param exit_reason: Exit reason.
             Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                            'sell_signal', 'force_sell', 'emergency_sell']
         :param current_time: datetime object, containing the current datetime
@@ -570,7 +570,7 @@ class AwesomeStrategy(IStrategy):
         :return bool: When True is returned, then the sell-order is placed on the exchange.
             False aborts the process
         """
-        if sell_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
+        if exit_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
             # Reject force-sells with negative profit
             # This is just a sample, please adjust to your needs
             # (this does not necessarily make sense, assuming you know when you're force-selling)

docs/strategy-customization.md

@@ -908,7 +908,7 @@ In some situations it may be confusing to deal with stops relative to current ra
 
 ??? Example "Returning a stoploss using absolute price from the custom stoploss function"
 
-    If we want to trail a stop price at 2xATR below current proce we can call `stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate, is_short=trade.is_short)`.
+    If we want to trail a stop price at 2xATR below current price we can call `stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate, is_short=trade.is_short)`.
 
     ``` python
 
@@ -1092,7 +1092,7 @@ When conflicting signals collide (e.g. both `'enter_long'` and `'exit_long'` are
 
 The following rules apply, and entry signals will be ignored if more than one of the 3 signals is set:
 
-- `enter_long` -> `exit_long`, `exit_short`
+- `enter_long` -> `exit_long`, `enter_short`
 - `enter_short` -> `exit_short`, `enter_long`
 
 ## Further strategy ideas

docs/strategy_migration.md

@@ -11,6 +11,8 @@ If you intend on using markets other than spot markets, please migrate your stra
   * `populate_buy_trend()` -> `populate_entry_trend()`
   * `populate_sell_trend()` -> `populate_exit_trend()`
   * `custom_sell()` -> `custom_exit()`
+  * `check_buy_timeout()` -> `check_entry_timeout()`
+  * `check_sell_timeout()` -> `check_exit_timeout()`
 * Dataframe columns:
   * `buy` -> `enter_long`
   * `sell` -> `exit_long`
@@ -20,6 +22,7 @@ If you intend on using markets other than spot markets, please migrate your stra
 * New `side` argument to callbacks without trade object
   * `custom_stake_amount`
   * `confirm_trade_entry`
+* Changed argument name in `confirm_trade_exit`
 * Renamed `trade.nr_of_successful_buys` to `trade.nr_of_successful_entries` (mostly relevant for `adjust_trade_position()`).
 * Introduced new [`leverage` callback](strategy-callbacks.md#leverage-callback).
 * Informative pairs can now pass a 3rd element in the Tuple, defining the candle type.
@@ -29,6 +32,7 @@ If you intend on using markets other than spot markets, please migrate your stra
 * Strategy/Configuration settings.
   * `order_time_in_force` buy -> entry, sell -> exit.
   * `order_types` buy -> entry, sell -> exit.
+  * `unfilledtimeout` buy -> entry, sell -> exit.
 
 ## Extensive explanation
 
@@ -123,6 +127,32 @@ class AwesomeStrategy(IStrategy):
         # ...
 ```
 
+### `custom_entry_timeout`
+
+`check_buy_timeout()` has been renamed to `check_entry_timeout()`, and `check_sell_timeout()` has been renamed to `check_exit_timeout()`.
+
+``` python hl_lines="2 6"
+class AwesomeStrategy(IStrategy):
+    def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, 
+                            current_time: datetime, **kwargs) -> bool:
+        return False
+
+    def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, 
+                            current_time: datetime, **kwargs) -> bool:
+        return False 
+```
+
+``` python hl_lines="2 6"
+class AwesomeStrategy(IStrategy):
+    def check_entry_timeout(self, pair: str, trade: 'Trade', order: dict, 
+                            current_time: datetime, **kwargs) -> bool:
+        return False
+
+    def check_exit_timeout(self, pair: str, trade: 'Trade', order: dict, 
+                            current_time: datetime, **kwargs) -> bool:
+        return False 
+```
+
 ### Custom-stake-amount
 
 New string argument `side` - which can be either `"long"` or `"short"`.
@@ -149,16 +179,17 @@ class AwesomeStrategy(IStrategy):
 
 New string argument `side` - which can be either `"long"` or `"short"`.
 
-``` python hl_lines="5"
+``` python hl_lines="4"
 class AwesomeStrategy(IStrategy):
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
                             time_in_force: str, current_time: datetime, entry_tag: Optional[str], 
                             **kwargs) -> bool:
       return True
 ```
+
 After: 
 
-``` python hl_lines="5"
+``` python hl_lines="4"
 class AwesomeStrategy(IStrategy):
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
                             time_in_force: str, current_time: datetime, entry_tag: Optional[str], 
@@ -166,6 +197,29 @@ class AwesomeStrategy(IStrategy):
       return True
 ```
 
+### `confirm_trade_exit`
+
+Changed argument `sell_reason` to `exit_reason`.
+For compatibility, `sell_reason` will still be provided for a limited time.
+
+``` python hl_lines="3"
+class AwesomeStrategy(IStrategy):
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str,
+                           current_time: datetime, **kwargs) -> bool:
+    return True
+```
+
+After:
+
+``` python hl_lines="3"
+class AwesomeStrategy(IStrategy):
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, exit_reason: str,
+                           current_time: datetime, **kwargs) -> bool:
+    return True
+```
+
 ### Adjust trade position changes
 
 While adjust-trade-position itself did not change, you should no longer use `trade.nr_of_successful_buys` - and instead use `trade.nr_of_successful_entries`, which will also include short entries.
@@ -234,6 +288,7 @@ This should be given the value of `trade.is_short`.
         "stoploss": "market",
         "stoploss_on_exchange": false,
         "stoploss_on_exchange_interval": 60
+    }
 ```
 
 ``` python hl_lines="2-6"
@@ -246,4 +301,27 @@ This should be given the value of `trade.is_short`.
         "stoploss": "market",
         "stoploss_on_exchange": false,
         "stoploss_on_exchange_interval": 60
+    }
+```
+
+#### `unfilledtimeout`
+
+`unfilledtimeout` have changed all wordings from `buy` to `entry` - and `sell` to `exit`.
+
+``` python hl_lines="2-3"
+unfilledtimeout = {
+        "buy": 10,
+        "sell": 10,
+        "exit_timeout_count": 0,
+        "unit": "minutes"
+    }
+```
+
+``` python hl_lines="2-3"
+unfilledtimeout = {
+        "entry": 10,
+        "exit": 10,
+        "exit_timeout_count": 0,
+        "unit": "minutes"
+    }
 ```

freqtrade/configuration/config_validation.py

@@ -216,6 +216,7 @@ def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
 
     _validate_time_in_force(conf)
     _validate_order_types(conf)
+    _validate_unfilledtimeout(conf)
 
 
 def _validate_time_in_force(conf: Dict[str, Any]) -> None:
@@ -258,3 +259,23 @@ def _validate_order_types(conf: Dict[str, Any]) -> None:
             ]:
 
                 process_deprecated_setting(conf, 'order_types', o, 'order_types', n)
+
+
+def _validate_unfilledtimeout(conf: Dict[str, Any]) -> None:
+    unfilledtimeout = conf.get('unfilledtimeout', {})
+    if any(x in unfilledtimeout for x in ['buy', 'sell']):
+        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+            raise OperationalException(
+                "Please migrate your unfilledtimeout settings to use the new wording.")
+        else:
+
+            logger.warning(
+                "DEPRECATED: Using 'buy' and 'sell' for unfilledtimeout is deprecated."
+                "Please migrate your unfilledtimeout settings to use 'entry' and 'exit' wording."
+            )
+            for o, n in [
+                ('buy', 'entry'),
+                ('sell', 'exit'),
+            ]:
+
+                process_deprecated_setting(conf, 'unfilledtimeout', o, 'unfilledtimeout', n)

freqtrade/constants.py

@@ -165,8 +165,8 @@ CONF_SCHEMA = {
         'unfilledtimeout': {
             'type': 'object',
             'properties': {
-                'buy': {'type': 'number', 'minimum': 1},
+                'entry': {'type': 'number', 'minimum': 1},
-                'sell': {'type': 'number', 'minimum': 1},
+                'exit': {'type': 'number', 'minimum': 1},
                 'exit_timeout_count': {'type': 'number', 'minimum': 0, 'default': 0},
                 'unit': {'type': 'string', 'enum': TIMEOUT_UNITS, 'default': 'minutes'}
             }

freqtrade/edge/edge_positioning.py

@@ -13,8 +13,7 @@ from pandas import DataFrame
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
 from freqtrade.data.history import get_timerange, load_data, refresh_data
-from freqtrade.enums import RunMode, SellType
+from freqtrade.enums import CandleType, ExitType, RunMode
-from freqtrade.enums.candletype import CandleType
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange import timeframe_to_seconds
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -461,7 +460,7 @@ class Edge:
 
             if stop_index <= sell_index:
                 exit_index = open_trade_index + stop_index
-                exit_type = SellType.STOP_LOSS
+                exit_type = ExitType.STOP_LOSS
                 exit_price = stop_price
             elif stop_index > sell_index:
                 # If exit is SELL then we exit at the next candle
@@ -471,7 +470,7 @@ class Edge:
                 if len(ohlc_columns) - 1 < exit_index:
                     break
 
-                exit_type = SellType.SELL_SIGNAL
+                exit_type = ExitType.SELL_SIGNAL
                 exit_price = ohlc_columns[exit_index, 0]
 
             trade = {'pair': pair,

freqtrade/enums/__init__.py

@@ -1,11 +1,12 @@
 # flake8: noqa: F401
 from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.candletype import CandleType
+from freqtrade.enums.exitchecktuple import ExitCheckTuple
+from freqtrade.enums.exittype import ExitType
 from freqtrade.enums.marginmode import MarginMode
 from freqtrade.enums.ordertypevalue import OrderTypeValues
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
-from freqtrade.enums.selltype import SellType
 from freqtrade.enums.signaltype import SignalDirection, SignalTagType, SignalType
 from freqtrade.enums.state import State
 from freqtrade.enums.tradingmode import TradingMode

freqtrade/enums/exitchecktuple.py

@@ -0,0 +1,17 @@
+from freqtrade.enums.exittype import ExitType
+
+
+class ExitCheckTuple:
+    """
+    NamedTuple for Exit type + reason
+    """
+    exit_type: ExitType
+    exit_reason: str = ''
+
+    def __init__(self, exit_type: ExitType, exit_reason: str = ''):
+        self.exit_type = exit_type
+        self.exit_reason = exit_reason or exit_type.value
+
+    @property
+    def exit_flag(self):
+        return self.exit_type != ExitType.NONE

freqtrade/enums/exittype.py

@@ -1,7 +1,7 @@
 from enum import Enum
 
 
-class SellType(Enum):
+class ExitType(Enum):
     """
     Enum to distinguish between sell reasons
     """

freqtrade/exchange/exchange.py

@@ -401,7 +401,7 @@ class Exchange:
         return trades
 
     def _order_contracts_to_amount(self, order: Dict) -> Dict:
-        if 'symbol' in order:
+        if 'symbol' in order and order['symbol'] is not None:
             contract_size = self._get_contract_size(order['symbol'])
             if contract_size != 1:
                 for prop in ['amount', 'cost', 'filled', 'remaining']:
@@ -1102,14 +1102,15 @@ class Exchange:
             if self.trading_mode == TradingMode.FUTURES:
                 params['reduceOnly'] = True
 
-            amount = self.amount_to_precision(pair, amount)
+            amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
 
             self._lev_prep(pair, leverage, side)
             order = self._api.create_order(symbol=pair, type=ordertype, side=side,
                                            amount=amount, price=rate, params=params)
+            self._log_exchange_response('create_stoploss_order', order)
+            order = self._order_contracts_to_amount(order)
             logger.info(f"stoploss {user_order_type} order added for {pair}. "
                         f"stop price: {stop_price}. limit: {rate}")
-            self._log_exchange_response('create_stoploss_order', order)
             return order
         except ccxt.InsufficientFunds as e:
             raise InsufficientFundsError(
@@ -2301,11 +2302,10 @@ class Exchange:
         timeframe = self._ft_has['mark_ohlcv_timeframe']
         timeframe_ff = self._ft_has.get('funding_fee_timeframe',
                                         self._ft_has['mark_ohlcv_timeframe'])
-        open_date = timeframe_to_prev_date(timeframe, open_date)
 
         if not close_date:
             close_date = datetime.now(timezone.utc)
-        open_timestamp = int(open_date.timestamp()) * 1000
+        open_timestamp = int(timeframe_to_prev_date(timeframe, open_date).timestamp()) * 1000
         # close_timestamp = int(close_date.timestamp()) * 1000
 
         mark_comb: PairWithTimeframe = (

freqtrade/freqtradebot.py

@@ -16,7 +16,8 @@ from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
-from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State, TradingMode
+from freqtrade.enums import (ExitCheckTuple, ExitType, RPCMessageType, RunMode, SignalDirection,
+                             State, TradingMode)
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -27,7 +28,7 @@ from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager
-from freqtrade.strategy.interface import IStrategy, SellCheckTuple
+from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -272,7 +273,7 @@ class FreqtradeBot(LoggingMixin):
                     pair=trade.pair,
                     amount=trade.amount,
                     is_short=trade.is_short,
-                    open_date=trade.open_date
+                    open_date=trade.open_date_utc
                 )
                 trade.funding_fees = funding_fees
         else:
@@ -976,8 +977,8 @@ class FreqtradeBot(LoggingMixin):
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Exiting the trade forcefully')
-            self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple(
+            self.execute_trade_exit(trade, trade.stop_loss, exit_check=ExitCheckTuple(
-                sell_type=SellType.EMERGENCY_SELL))
+                exit_type=ExitType.EMERGENCY_SELL))
 
         except ExchangeError:
             trade.stoploss_order_id = None
@@ -989,7 +990,8 @@ class FreqtradeBot(LoggingMixin):
         Check if trade is fulfilled in which case the stoploss
         on exchange should be added immediately if stoploss on exchange
         is enabled.
-        # TODO-lev: liquidation price always on exchange, even without stoploss_on_exchange
+        # TODO: liquidation price always on exchange, even without stoploss_on_exchange
+        # Therefore fetching account liquidations for open pairs may make sense.
         """
 
         logger.debug('Handling stoploss on exchange %s ...', trade)
@@ -1008,7 +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 = SellType.STOPLOSS_ON_EXCHANGE.value
+            trade.sell_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
@@ -1101,7 +1103,7 @@ class FreqtradeBot(LoggingMixin):
         """
         Check and execute trade exit
         """
-        should_exit: SellCheckTuple = self.strategy.should_exit(
+        should_exit: ExitCheckTuple = self.strategy.should_exit(
             trade,
             exit_rate,
             datetime.now(timezone.utc),
@@ -1110,8 +1112,8 @@ class FreqtradeBot(LoggingMixin):
             force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
-        if should_exit.sell_flag:
+        if should_exit.exit_flag:
-            logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}'
+            logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.exit_type}'
                         f'Tag: {exit_tag if exit_tag is not None else "None"}')
             self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag)
             return True
@@ -1136,13 +1138,12 @@ class FreqtradeBot(LoggingMixin):
             fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
             is_entering = order['side'] == trade.enter_side
             not_closed = order['status'] == 'open' or fully_cancelled
-            time_method = 'sell' if order['side'] == 'sell' else 'buy'
             max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
 
             order_obj = trade.select_order_by_order_id(trade.open_order_id)
 
             if not_closed and (fully_cancelled or (order_obj and self.strategy.ft_check_timed_out(
-                time_method, trade, order_obj, datetime.now(timezone.utc)))
+                trade, order_obj, datetime.now(timezone.utc)))
             ):
                 if is_entering:
                     self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
@@ -1158,7 +1159,7 @@ class FreqtradeBot(LoggingMixin):
                         try:
                             self.execute_trade_exit(
                                 trade, order.get('price'),
-                                sell_reason=SellCheckTuple(sell_type=SellType.EMERGENCY_SELL))
+                                exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_SELL))
                         except DependencyException as exception:
                             logger.warning(
                                 f'Unable to emergency sell trade {trade.pair}: {exception}')
@@ -1333,7 +1334,7 @@ class FreqtradeBot(LoggingMixin):
             self,
             trade: Trade,
             limit: float,
-            sell_reason: SellCheckTuple,
+            exit_check: ExitCheckTuple,
             *,
             exit_tag: Optional[str] = None,
             ordertype: Optional[str] = None,
@@ -1342,17 +1343,17 @@ class FreqtradeBot(LoggingMixin):
         Executes a trade exit for the given trade and limit
         :param trade: Trade instance
         :param limit: limit rate for the sell order
-        :param sell_reason: Reason the sell was triggered
+        :param exit_check: CheckTuple with signal and reason
         :return: True if it succeeds (supported) False (not supported)
         """
         trade.funding_fees = self.exchange.get_funding_fees(
             pair=trade.pair,
             amount=trade.amount,
             is_short=trade.is_short,
-            open_date=trade.open_date,
+            open_date=trade.open_date_utc,
         )
         exit_type = 'exit'
-        if sell_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
+        if exit_check.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
             exit_type = 'stoploss'
 
         # if stoploss is on exchange and we are on dry_run mode,
@@ -1376,7 +1377,7 @@ class FreqtradeBot(LoggingMixin):
         trade = self.cancel_stoploss_on_exchange(trade)
 
         order_type = ordertype or self.strategy.order_types[exit_type]
-        if sell_reason.sell_type == SellType.EMERGENCY_SELL:
+        if exit_check.exit_type == ExitType.EMERGENCY_SELL:
             # Emergency sells (default to market!)
             order_type = self.strategy.order_types.get("emergencyexit", "market")
 
@@ -1385,7 +1386,8 @@ class FreqtradeBot(LoggingMixin):
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                 pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
-                time_in_force=time_in_force, sell_reason=sell_reason.sell_reason,
+                time_in_force=time_in_force, exit_reason=exit_check.exit_reason,
+                sell_reason=exit_check.exit_reason,  # sellreason -> compatibility
                 current_time=datetime.now(timezone.utc)):
             logger.info(f"User requested abortion of exiting {trade.pair}")
             return False
@@ -1414,7 +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 sell_reason.sell_reason
+        trade.sell_reason = exit_tag or exit_check.exit_reason
 
         # Lock pair for one candle to prevent immediate re-trading
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),

freqtrade/optimize/backtesting.py

@@ -19,7 +19,7 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe
 from freqtrade.data.converter import trim_dataframe, trim_dataframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import BacktestState, CandleType, MarginMode, SellType, TradingMode
+from freqtrade.enums import BacktestState, CandleType, ExitCheckTuple, ExitType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.misc import get_strategy_run_id
@@ -31,7 +31,7 @@ from freqtrade.persistence import LocalTrade, Order, PairLocks, Trade
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.strategy.interface import IStrategy, SellCheckTuple
+from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -128,12 +128,9 @@ class Backtesting:
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
 
         self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
-        self.margin_mode: MarginMode = config.get('margin_mode', MarginMode.NONE)
         # strategies which define "can_short=True" will fail to load in Spot mode.
         self._can_short = self.trading_mode != TradingMode.SPOT
 
-        self.progress = BTProgress()
-        self.abort = False
         self.init_backtest()
 
     def __del__(self):
@@ -352,20 +349,20 @@ class Backtesting:
             data[pair] = df_analyzed[headers].values.tolist()
         return data
 
-    def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
+    def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: ExitCheckTuple,
                         trade_dur: int) -> float:
         """
         Get close rate for backtesting result
         """
         # Special handling if high or low hit STOP_LOSS or ROI
-        if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
+        if sell.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
             return self._get_close_rate_for_stoploss(sell_row, trade, sell, trade_dur)
-        elif sell.sell_type == (SellType.ROI):
+        elif sell.exit_type == (ExitType.ROI):
             return self._get_close_rate_for_roi(sell_row, trade, sell, trade_dur)
         else:
             return sell_row[OPEN_IDX]
 
-    def _get_close_rate_for_stoploss(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
+    def _get_close_rate_for_stoploss(self, sell_row: Tuple, trade: LocalTrade, sell: ExitCheckTuple,
                                      trade_dur: int) -> float:
         # our stoploss was already lower than candle high,
         # possibly due to a cancelled trade exit.
@@ -383,7 +380,7 @@ class Backtesting:
         # Special case: trailing triggers within same candle as trade opened. Assume most
         # pessimistic price movement, which is moving just enough to arm stoploss and
         # immediately going down to stop price.
-        if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
+        if sell.exit_type == ExitType.TRAILING_STOP_LOSS and trade_dur == 0:
             if (
                 not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
                 and self.strategy.trailing_only_offset_is_reached
@@ -413,7 +410,7 @@ class Backtesting:
         # Set close_rate to stoploss
         return trade.stop_loss
 
-    def _get_close_rate_for_roi(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
+    def _get_close_rate_for_roi(self, sell_row: Tuple, trade: LocalTrade, sell: ExitCheckTuple,
                                 trade_dur: int) -> float:
         is_short = trade.is_short or False
         leverage = trade.leverage or 1.0
@@ -521,7 +518,7 @@ class Backtesting:
             low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX]
         )
 
-        if sell.sell_flag:
+        if sell.exit_flag:
             trade.close_date = sell_candle_time
 
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
@@ -532,7 +529,7 @@ class Backtesting:
             # call the custom exit price,with default value as previous closerate
             current_profit = trade.calc_profit_ratio(closerate)
             order_type = self.strategy.order_types['exit']
-            if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
+            if sell.exit_type in (ExitType.SELL_SIGNAL, ExitType.CUSTOM_SELL):
                 # Custom exit pricing only for sell-signals
                 if order_type == 'limit':
                     closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
@@ -553,11 +550,12 @@ class Backtesting:
                     pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
                     rate=closerate,
                     time_in_force=time_in_force,
-                    sell_reason=sell.sell_reason,
+                    sell_reason=sell.exit_reason,  # deprecated
+                    exit_reason=sell.exit_reason,
                     current_time=sell_candle_time):
                 return None
 
-            trade.sell_reason = sell.sell_reason
+            trade.sell_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
@@ -812,7 +810,7 @@ class Backtesting:
                     sell_row = data[pair][-1]
 
                     trade.close_date = sell_row[DATE_IDX].to_pydatetime()
-                    trade.sell_reason = SellType.FORCE_SELL.value
+                    trade.sell_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
@@ -855,7 +853,7 @@ class Backtesting:
         """
         for order in [o for o in trade.orders if o.ft_is_open]:
 
-            timedout = self.strategy.ft_check_timed_out(order.side, trade, order, current_time)
+            timedout = self.strategy.ft_check_timed_out(trade, order, current_time)
             if timedout:
                 if order.side == trade.enter_side:
                     self.timedout_entry_orders += 1

freqtrade/persistence/models.py

@@ -14,7 +14,7 @@ from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES
-from freqtrade.enums import SellType, TradingMode
+from freqtrade.enums import ExitType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.leverage import interest
 from freqtrade.persistence.migrations import check_migrate
@@ -625,7 +625,7 @@ class LocalTrade():
         elif order.ft_order_side == 'stoploss':
             self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
-            self.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
+            self.sell_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)
@@ -688,7 +688,7 @@ class LocalTrade():
         Get amount of failed exiting orders
         assumes full exits.
         """
-        return len([o for o in self.orders if o.ft_order_side == 'sell'])
+        return len([o for o in self.orders if o.ft_order_side == self.exit_side])
 
     def _calc_open_trade_value(self) -> float:
         """
@@ -706,16 +706,14 @@ class LocalTrade():
         """
         Recalculate open_trade_value.
         Must be called whenever open_rate, fee_open or is_short is changed.
-
         """
         self.open_trade_value = self._calc_open_trade_value()
 
     def calculate_interest(self, interest_rate: Optional[float] = None) -> Decimal:
         """
-        : param interest_rate: interest_charge for borrowing this coin(optional).
+        :param interest_rate: interest_charge for borrowing this coin(optional).
         If interest_rate is not set self.interest_rate will be used
         """
-
         zero = Decimal(0.0)
         # If nothing was borrowed
         if self.trading_mode != TradingMode.MARGIN or self.has_no_leverage:

freqtrade/plugins/protections/stoploss_guard.py

@@ -3,7 +3,7 @@ import logging
 from datetime import datetime, timedelta
 from typing import Any, Dict
 
-from freqtrade.enums import SellType
+from freqtrade.enums import ExitType
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
 
@@ -44,8 +44,8 @@ class StoplossGuard(IProtection):
         # filters = [
         #     Trade.is_open.is_(False),
         #     Trade.close_date > look_back_until,
-        #     or_(Trade.sell_reason == SellType.STOP_LOSS.value,
+        #     or_(Trade.sell_reason == ExitType.STOP_LOSS.value,
-        #         and_(Trade.sell_reason == SellType.TRAILING_STOP_LOSS.value,
+        #         and_(Trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value,
         #              Trade.close_profit < 0))
         # ]
         # if pair:
@@ -54,8 +54,8 @@ class StoplossGuard(IProtection):
 
         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 (
-            SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value,
+            ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value,
-            SellType.STOPLOSS_ON_EXCHANGE.value)
+            ExitType.STOPLOSS_ON_EXCHANGE.value)
             and trade.close_profit and trade.close_profit < 0)]
 
         if len(trades) < self._trade_limit:

freqtrade/resolvers/strategy_resolver.py

@@ -169,6 +169,51 @@ class StrategyResolver(IResolver):
                 " in your strategy. Please note that short signals will be ignored in that case."
                 )
 
+    @staticmethod
+    def validate_strategy(strategy: IStrategy) -> IStrategy:
+        if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+            # Require new method
+            if not check_override(strategy, IStrategy, 'populate_entry_trend'):
+                raise OperationalException("`populate_entry_trend` must be implemented.")
+            if not check_override(strategy, IStrategy, 'populate_exit_trend'):
+                raise OperationalException("`populate_exit_trend` must be implemented.")
+            if check_override(strategy, IStrategy, 'check_buy_timeout'):
+                raise OperationalException("Please migrate your implementation "
+                                           "of `check_buy_timeout` to `check_entry_timeout`.")
+            if check_override(strategy, IStrategy, 'check_sell_timeout'):
+                raise OperationalException("Please migrate your implementation "
+                                           "of `check_sell_timeout` to `check_exit_timeout`.")
+
+            if check_override(strategy, IStrategy, 'custom_sell'):
+                raise OperationalException(
+                    "Please migrate your implementation of `custom_sell` to `custom_exit`.")
+        else:
+            # TODO: Implementing one of the following methods should show a deprecation warning
+            #  buy_trend and sell_trend, custom_sell
+            if (
+                not check_override(strategy, IStrategy, 'populate_buy_trend')
+                and not check_override(strategy, IStrategy, 'populate_entry_trend')
+            ):
+                raise OperationalException(
+                    "`populate_entry_trend` or `populate_buy_trend` must be implemented.")
+            if (
+                not check_override(strategy, IStrategy, 'populate_sell_trend')
+                and not check_override(strategy, IStrategy, 'populate_exit_trend')
+            ):
+                raise OperationalException(
+                    "`populate_exit_trend` or `populate_sell_trend` must be implemented.")
+
+            strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
+            strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
+            strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
+            if any(x == 2 for x in [
+                strategy._populate_fun_len,
+                strategy._buy_fun_len,
+                strategy._sell_fun_len
+            ]):
+                strategy.INTERFACE_VERSION = 1
+        return strategy
+
     @staticmethod
     def _load_strategy(strategy_name: str,
                        config: dict, extra_dir: Optional[str] = None) -> IStrategy:
@@ -208,42 +253,8 @@ class StrategyResolver(IResolver):
         )
 
         if strategy:
-            if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
-                # Require new method
-                if not check_override(strategy, IStrategy, 'populate_entry_trend'):
-                    raise OperationalException("`populate_entry_trend` must be implemented.")
-                if not check_override(strategy, IStrategy, 'populate_exit_trend'):
-                    raise OperationalException("`populate_exit_trend` must be implemented.")
-                if check_override(strategy, IStrategy, 'custom_sell'):
-                    raise OperationalException(
-                        "Please migrate your implementation of `custom_sell` to `custom_exit`.")
-            else:
-                # TODO: Implementing one of the following methods should show a deprecation warning
-                #  buy_trend and sell_trend, custom_sell
-                if (
-                    not check_override(strategy, IStrategy, 'populate_buy_trend')
-                    and not check_override(strategy, IStrategy, 'populate_entry_trend')
-                ):
-                    raise OperationalException(
-                        "`populate_entry_trend` or `populate_buy_trend` must be implemented.")
-                if (
-                    not check_override(strategy, IStrategy, 'populate_sell_trend')
-                    and not check_override(strategy, IStrategy, 'populate_exit_trend')
-                ):
-                    raise OperationalException(
-                        "`populate_exit_trend` or `populate_sell_trend` must be implemented.")
 
-                strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
+            return StrategyResolver.validate_strategy(strategy)
-                strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
-                strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
-                if any(x == 2 for x in [
-                    strategy._populate_fun_len,
-                    strategy._buy_fun_len,
-                    strategy._sell_fun_len
-                ]):
-                    strategy.INTERFACE_VERSION = 1
-
-            return strategy
 
         raise OperationalException(
             f"Impossible to load Strategy '{strategy_name}'. This class does not exist "

freqtrade/rpc/api_server/api_schemas.py

@@ -131,8 +131,8 @@ class Daily(BaseModel):
 
 
 class UnfilledTimeout(BaseModel):
-    buy: Optional[int]
+    entry: Optional[int]
-    sell: Optional[int]
+    exit: Optional[int]
     unit: Optional[str]
     exit_timeout_count: Optional[int]
 

freqtrade/rpc/rpc.py

@@ -18,7 +18,7 @@ from freqtrade import __version__
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
 from freqtrade.data.history import load_data
-from freqtrade.enums import SellType, SignalDirection, State, TradingMode
+from freqtrade.enums import ExitCheckTuple, ExitType, SignalDirection, State, TradingMode
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
@@ -27,7 +27,6 @@ from freqtrade.persistence import PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
-from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.wallets import PositionWallet, Wallet
 
 
@@ -156,7 +155,7 @@ class RPC:
         """
         # Fetch open trades
         if trade_ids:
-            trades = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
+            trades: List[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
         else:
             trades = Trade.get_open_trades()
 
@@ -171,9 +170,8 @@ class RPC:
                 # calculate profit and send message to user
                 if trade.is_open:
                     try:
-                        closing_side = trade.exit_side
                         current_rate = self._freqtrade.exchange.get_rate(
-                            trade.pair, refresh=False, side=closing_side)
+                            trade.pair, refresh=False, side=trade.exit_side)
                     except (ExchangeError, PricingError):
                         current_rate = NAN
                 else:
@@ -223,7 +221,7 @@ class RPC:
 
     def _rpc_status_table(self, stake_currency: str,
                           fiat_display_currency: str) -> Tuple[List, List, float]:
-        trades = Trade.get_open_trades()
+        trades: List[Trade] = Trade.get_open_trades()
         if not trades:
             raise RPCException('no active trade')
         else:
@@ -232,9 +230,8 @@ class RPC:
             for trade in trades:
                 # calculate profit and send message to user
                 try:
-                    closing_side = "buy" if trade.is_short else "sell"
                     current_rate = self._freqtrade.exchange.get_rate(
-                        trade.pair, refresh=False, side=closing_side)
+                        trade.pair, refresh=False, side=trade.exit_side)
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 trade_profit = trade.calc_profit(current_rate)
@@ -458,7 +455,7 @@ class RPC:
         """ Returns cumulative profit statistics """
         trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
                         Trade.is_open.is_(True))
-        trades = Trade.get_trades(trade_filter).order_by(Trade.id).all()
+        trades: List[Trade] = Trade.get_trades(trade_filter).order_by(Trade.id).all()
 
         profit_all_coin = []
         profit_all_ratio = []
@@ -487,9 +484,8 @@ class RPC:
             else:
                 # Get current rate
                 try:
-                    closing_side = "buy" if trade.is_short else "sell"
                     current_rate = self._freqtrade.exchange.get_rate(
-                        trade.pair, refresh=False, side=closing_side)
+                        trade.pair, refresh=False, side=trade.exit_side)
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 profit_ratio = trade.calc_profit_ratio(rate=current_rate)
@@ -710,12 +706,12 @@ class RPC:
                 # Get current rate and execute sell
                 current_rate = self._freqtrade.exchange.get_rate(
                     trade.pair, refresh=False, side=trade.exit_side)
-                sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
+                exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_SELL)
                 order_type = ordertype or self._freqtrade.strategy.order_types.get(
                     "forceexit", self._freqtrade.strategy.order_types["exit"])
 
                 self._freqtrade.execute_trade_exit(
-                    trade, current_rate, sell_reason, ordertype=order_type)
+                    trade, current_rate, exit_check, ordertype=order_type)
         # ---- EOF def _exec_forcesell ----
 
         if self._freqtrade.state != State.RUNNING:

freqtrade/strategy/interface.py

@@ -13,8 +13,8 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import (CandleType, SellType, SignalDirection, SignalTagType, SignalType,
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType,
-                             TradingMode)
+                             SignalType, TradingMode)
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
@@ -32,22 +32,6 @@ logger = logging.getLogger(__name__)
 CUSTOM_EXIT_MAX_LENGTH = 64
 
 
-class SellCheckTuple:
-    """
-    NamedTuple for Sell type + reason
-    """
-    sell_type: SellType
-    sell_reason: str = ''
-
-    def __init__(self, sell_type: SellType, sell_reason: str = ''):
-        self.sell_type = sell_type
-        self.sell_reason = sell_reason or sell_type.value
-
-    @property
-    def sell_flag(self):
-        return self.sell_type != SellType.NONE
-
-
 class IStrategy(ABC, HyperStrategyMixin):
     """
     Interface for freqtrade strategies
@@ -152,8 +136,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             cls_method = getattr(self.__class__, attr_name)
             if not callable(cls_method):
                 continue
-            informative_data_list = getattr(
+            informative_data_list = getattr(cls_method, '_ft_informative', None)
-                cls_method, '_ft_informative', None)
             if not isinstance(informative_data_list, list):
                 # Type check is required because mocker would return a mock object that evaluates to
                 # True, confusing this code.
@@ -226,7 +209,14 @@ class IStrategy(ABC, HyperStrategyMixin):
     def check_buy_timeout(self, pair: str, trade: Trade, order: dict,
                           current_time: datetime, **kwargs) -> bool:
         """
-        Check buy timeout function callback.
+        DEPRECATED: Please use `check_entry_timeout` instead.
+        """
+        return False
+
+    def check_entry_timeout(self, pair: str, trade: Trade, order: dict,
+                            current_time: datetime, **kwargs) -> bool:
+        """
+        Check entry timeout function callback.
         This method can be used to override the enter-timeout.
         It is called whenever a limit entry order has been created,
         and is not yet fully filled.
@@ -241,11 +231,19 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the entry order is cancelled.
         """
-        return False
+        return self.check_buy_timeout(
+            pair=pair, trade=trade, order=order, current_time=current_time)
 
     def check_sell_timeout(self, pair: str, trade: Trade, order: dict,
                            current_time: datetime, **kwargs) -> bool:
         """
+        DEPRECATED: Please use `check_exit_timeout` instead.
+        """
+        return False
+
+    def check_exit_timeout(self, pair: str, trade: Trade, order: dict,
+                           current_time: datetime, **kwargs) -> bool:
+        """
         Check sell timeout function callback.
         This method can be used to override the exit-timeout.
         It is called whenever a (long) limit sell order or (short) limit buy
@@ -261,7 +259,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the (long)sell/(short)buy-order is cancelled.
         """
-        return False
+        return self.check_sell_timeout(
+            pair=pair, trade=trade, order=order, current_time=current_time)
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
                             time_in_force: str, current_time: datetime, entry_tag: Optional[str],
@@ -290,7 +289,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         return True
 
     def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
-                           rate: float, time_in_force: str, sell_reason: str,
+                           rate: float, time_in_force: str, exit_reason: str,
                            current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a regular exit order.
@@ -307,7 +306,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param amount: Amount in quote currency.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
-        :param sell_reason: Exit reason.
+        :param exit_reason: Exit reason.
             Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                            'sell_signal', 'force_sell', 'emergency_sell']
         :param current_time: datetime object, containing the current datetime
@@ -848,7 +847,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     def should_exit(self, trade: Trade, rate: float, current_time: datetime, *,
                     enter: bool, exit_: bool,
                     low: float = None, high: float = None,
-                    force_stoploss: float = 0) -> SellCheckTuple:
+                    force_stoploss: float = 0) -> ExitCheckTuple:
         """
         This function evaluates if one of the conditions required to trigger an exit order
         has been reached, which can either be a stop-loss, ROI or exit-signal.
@@ -877,7 +876,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                        and self.min_roi_reached(trade=trade, current_profit=current_profit,
                                                 current_time=current_time))
 
-        sell_signal = SellType.NONE
+        sell_signal = ExitType.NONE
         custom_reason = ''
         # use provided rate in backtesting, not high/low.
         current_rate = rate
@@ -888,14 +887,14 @@ class IStrategy(ABC, HyperStrategyMixin):
             pass
         elif self.use_sell_signal and not enter:
             if exit_:
-                sell_signal = SellType.SELL_SIGNAL
+                sell_signal = ExitType.SELL_SIGNAL
             else:
                 trade_type = "exit_short" if trade.is_short else "sell"
                 custom_reason = strategy_safe_wrapper(self.custom_exit, default_retval=False)(
                     pair=trade.pair, trade=trade, current_time=current_time,
                     current_rate=current_rate, current_profit=current_profit)
                 if custom_reason:
-                    sell_signal = SellType.CUSTOM_SELL
+                    sell_signal = ExitType.CUSTOM_SELL
                     if isinstance(custom_reason, str):
                         if len(custom_reason) > CUSTOM_EXIT_MAX_LENGTH:
                             logger.warning(f'Custom {trade_type} reason returned from '
@@ -904,33 +903,33 @@ class IStrategy(ABC, HyperStrategyMixin):
                             custom_reason = custom_reason[:CUSTOM_EXIT_MAX_LENGTH]
                     else:
                         custom_reason = None
-            if sell_signal in (SellType.CUSTOM_SELL, SellType.SELL_SIGNAL):
+            if sell_signal in (ExitType.CUSTOM_SELL, ExitType.SELL_SIGNAL):
                 logger.debug(f"{trade.pair} - Sell signal received. "
-                             f"sell_type=SellType.{sell_signal.name}" +
+                             f"sell_type=ExitType.{sell_signal.name}" +
                              (f", custom_reason={custom_reason}" if custom_reason else ""))
-                return SellCheckTuple(sell_type=sell_signal, sell_reason=custom_reason)
+                return ExitCheckTuple(exit_type=sell_signal, exit_reason=custom_reason)
 
         # Sequence:
         # Exit-signal
         # ROI (if not stoploss)
         # Stoploss
-        if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS:
+        if roi_reached and stoplossflag.exit_type != ExitType.STOP_LOSS:
-            logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI")
+            logger.debug(f"{trade.pair} - Required profit reached. sell_type=ExitType.ROI")
-            return SellCheckTuple(sell_type=SellType.ROI)
+            return ExitCheckTuple(exit_type=ExitType.ROI)
 
-        if stoplossflag.sell_flag:
+        if stoplossflag.exit_flag:
 
-            logger.debug(f"{trade.pair} - Stoploss hit. sell_type={stoplossflag.sell_type}")
+            logger.debug(f"{trade.pair} - Stoploss hit. sell_type={stoplossflag.exit_type}")
             return stoplossflag
 
         # This one is noisy, commented out...
         # logger.debug(f"{trade.pair} - No exit signal.")
-        return SellCheckTuple(sell_type=SellType.NONE)
+        return ExitCheckTuple(exit_type=ExitType.NONE)
 
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
                           force_stoploss: float, low: float = None,
-                          high: float = None) -> SellCheckTuple:
+                          high: float = None) -> ExitCheckTuple:
         """
         Based on current profit of the trade and configured (trailing) stoploss,
         decides to exit or not
@@ -961,9 +960,9 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 logger.warning("CustomStoploss function did not return valid stoploss")
 
-        sl_lower_short = (trade.stop_loss < (low or current_rate) and not trade.is_short)
+        sl_lower_long = (trade.stop_loss < (low or current_rate) and not trade.is_short)
-        sl_higher_long = (trade.stop_loss > (high or current_rate) and trade.is_short)
+        sl_higher_short = (trade.stop_loss > (high or current_rate) and trade.is_short)
-        if self.trailing_stop and (sl_lower_short or sl_higher_long):
+        if self.trailing_stop and (sl_lower_long or sl_higher_short):
             # trailing stoploss handling
             sl_offset = self.trailing_stop_positive_offset
 
@@ -989,11 +988,11 @@ class IStrategy(ABC, HyperStrategyMixin):
         if ((sl_higher_long or sl_lower_short) and
                 (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
 
-            sell_type = SellType.STOP_LOSS
+            sell_type = ExitType.STOP_LOSS
 
             # If initial stoploss is not the same as current one then it is trailing.
             if trade.initial_stop_loss != trade.stop_loss:
-                sell_type = SellType.TRAILING_STOP_LOSS
+                sell_type = ExitType.TRAILING_STOP_LOSS
                 logger.debug(
                     f"{trade.pair} - HIT STOP: current price at "
                     f"{((high if trade.is_short else low) or current_rate):.6f}, "
@@ -1008,9 +1007,9 @@ class IStrategy(ABC, HyperStrategyMixin):
                 logger.debug(f"{trade.pair} - Trailing stop saved "
                              f"{new_stoploss:.6f}")
 
-            return SellCheckTuple(sell_type=sell_type)
+            return ExitCheckTuple(exit_type=sell_type)
 
-        return SellCheckTuple(sell_type=SellType.NONE)
+        return ExitCheckTuple(exit_type=ExitType.NONE)
 
     def min_roi_reached_entry(self, trade_dur: int) -> Tuple[Optional[int], Optional[float]]:
         """
@@ -1040,22 +1039,24 @@ class IStrategy(ABC, HyperStrategyMixin):
         else:
             return current_profit > roi
 
-    def ft_check_timed_out(self, side: str, trade: LocalTrade, order: Order,
+    def ft_check_timed_out(self, trade: LocalTrade, order: Order,
                            current_time: datetime) -> bool:
         """
         FT Internal method.
         Check if timeout is active, and if the order is still open and timed out
         """
+        side = 'entry' if order.ft_order_side == trade.enter_side else 'exit'
+
         timeout = self.config.get('unfilledtimeout', {}).get(side)
         if timeout is not None:
             timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
             timeout_kwargs = {timeout_unit: -timeout}
             timeout_threshold = current_time + timedelta(**timeout_kwargs)
-            timedout = (order.status == 'open' and order.side == side
+            timedout = (order.status == 'open' and order.order_date_utc < timeout_threshold)
-                        and order.order_date_utc < timeout_threshold)
             if timedout:
                 return True
-        time_method = self.check_sell_timeout if order.side == 'sell' else self.check_buy_timeout
+        time_method = (self.check_exit_timeout if order.side == trade.exit_side
+                       else self.check_entry_timeout)
 
         return strategy_safe_wrapper(time_method,
                                      default_retval=False)(

freqtrade/templates/base_config.json.j2

@@ -16,8 +16,8 @@
     "trading_mode": "{{ trading_mode }}",
     "margin_mode": "{{ margin_mode }}",
     "unfilledtimeout": {
-        "buy": 10,
+        "entry": 10,
-        "sell": 10,
+        "exit": 10,
         "exit_timeout_count": 0,
         "unit": "minutes"
     },

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -143,7 +143,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     return True
 
 def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
-                       rate: float, time_in_force: str, sell_reason: str,
+                       rate: float, time_in_force: str, exit_reason: str,
                        current_time: 'datetime', **kwargs) -> bool:
     """
     Called right before placing a regular sell order.
@@ -160,7 +160,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
     :param amount: Amount in quote currency.
     :param rate: Rate that's going to be used when using limit orders
     :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
-    :param sell_reason: Sell reason.
+    :param exit_reason: Exit reason.
         Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                         'sell_signal', 'force_sell', 'emergency_sell']
     :param current_time: datetime object, containing the current datetime
@@ -170,11 +170,11 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
     """
     return True
 
-def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
+def check_entry_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
     """
-    Check buy timeout function callback.
+    Check entry timeout function callback.
-    This method can be used to override the buy-timeout.
+    This method can be used to override the entry-timeout.
-    It is called whenever a limit buy order has been created,
+    It is called whenever a limit entry order has been created,
     and is not yet fully filled.
     Configuration options in `unfilledtimeout` will be verified before this,
     so ensure to set these timeouts high enough.
@@ -190,11 +190,11 @@ def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) ->
     """
     return False
 
-def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
+def check_exit_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
     """
-    Check sell timeout function callback.
+    Check exit timeout function callback.
-    This method can be used to override the sell-timeout.
+    This method can be used to override the exit-timeout.
-    It is called whenever a limit sell order has been created,
+    It is called whenever a limit exit order has been created,
     and is not yet fully filled.
     Configuration options in `unfilledtimeout` will be verified before this,
     so ensure to set these timeouts high enough.

tests/conftest.py

@@ -5,7 +5,7 @@ import re
 from copy import deepcopy
 from datetime import datetime, timedelta
 from pathlib import Path
-from typing import Optional, Tuple
+from typing import Optional
 from unittest.mock import MagicMock, Mock, PropertyMock
 
 import arrow
@@ -360,10 +360,6 @@ def create_mock_trades_usdt(fee, use_db: bool = True):
         Trade.commit()
 
 
-def get_sides(is_short: bool) -> Tuple[str, str]:
-    return ("sell", "buy") if is_short else ("buy", "sell")
-
-
 @pytest.fixture(autouse=True)
 def patch_coingekko(mocker) -> None:
     """
@@ -420,8 +416,8 @@ def get_default_conf(testdatadir):
         "dry_run_wallet": 1000,
         "stoploss": -0.10,
         "unfilledtimeout": {
-            "buy": 10,
+            "entry": 10,
-            "sell": 30
+            "exit": 30
         },
         "bid_strategy": {
             "ask_last_balance": 0.0,

tests/edge/test_edge.py

@@ -12,7 +12,7 @@ from pandas import DataFrame, to_datetime
 
 from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
-from freqtrade.enums import SellType
+from freqtrade.enums import ExitType
 from freqtrade.exceptions import OperationalException
 from tests.conftest import get_patched_freqtradebot, log_has
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
@@ -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=SellType.SELL_SIGNAL, open_tick=1, close_tick=2),
+    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
-            BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=4, close_tick=6)]
+            BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 TESTS = [

tests/exchange/test_exchange.py

@@ -3877,13 +3877,14 @@ def test_get_or_calculate_liquidation_price(mocker, default_conf):
 
 
 @pytest.mark.parametrize('exchange,rate_start,rate_end,d1,d2,amount,expected_fees', [
-    ('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00",  30.0, -0.0009140999999999999),
+    ('binance', 0, 2, "2021-09-01 01:00:00", "2021-09-01 04:00:00",  30.0, 0.0),
-    ('binance', 0, 2, "2021-09-01 00:00:15", "2021-09-01 08:00:00",  30.0, -0.0009140999999999999),
+    ('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00",  30.0, -0.00091409999),
+    ('binance', 0, 2, "2021-09-01 00:00:15", "2021-09-01 08:00:00",  30.0, -0.0002493),
     ('binance', 1, 2, "2021-09-01 01:00:14", "2021-09-01 08:00:00",  30.0, -0.0002493),
     ('binance', 1, 2, "2021-09-01 00:00:16", "2021-09-01 08:00:00",  30.0, -0.0002493),
-    ('binance', 0, 1, "2021-09-01 00:00:00", "2021-09-01 07:59:59",  30.0, -0.0006647999999999999),
+    ('binance', 0, 1, "2021-09-01 00:00:00", "2021-09-01 07:59:59",  30.0, -0.00066479999),
-    ('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00",  30.0, -0.0009140999999999999),
+    ('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00",  30.0, -0.00091409999),
-    ('binance', 0, 2, "2021-09-01 00:00:01", "2021-09-01 08:00:00",  30.0, -0.0009140999999999999),
+    ('binance', 0, 2, "2021-09-01 00:00:01", "2021-09-01 08:00:00",  30.0, -0.0002493),
     # TODO: Uncoment once _calculate_funding_fees can pas time_in_ratio to exchange._get_funding_fee
     # ('kraken', "2021-09-01 00:00:00", "2021-09-01 08:00:00",  30.0, -0.0014937),
     # ('kraken', "2021-09-01 00:00:15", "2021-09-01 08:00:00",  30.0, -0.0008289),
@@ -3891,16 +3892,18 @@ def test_get_or_calculate_liquidation_price(mocker, default_conf):
     # ('kraken', "2021-09-01 00:00:00", "2021-09-01 07:59:59",  30.0, -0.0012443999999999999),
     # ('kraken', "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0,  0.0045759),
     # ('kraken', "2021-09-01 00:00:01", "2021-09-01 08:00:00",  30.0, -0.0008289),
-    ('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0,  0.0010008000000000003),
+    ('ftx', 0, 2, "2021-09-01 00:10:00", "2021-09-01 00:30:00",  30.0, 0.0),
+    ('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0,  0.0010008),
     ('ftx', 0, 13, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0,  0.0146691),
-    ('ftx', 1, 9, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0,  0.0016656000000000002),
+    ('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0,  0.001668),
-    ('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00",  30.0, -0.0009140999999999999),
+    ('ftx', 1, 9, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0,  0.0019932),
-    ('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00",  30.0, -0.0009140999999999999),
+    ('gateio', 0, 2, "2021-09-01 00:10:00", "2021-09-01 04:00:00",  30.0, 0.0),
+    ('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00",  30.0, -0.0009140999),
+    ('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00",  30.0, -0.0009140999),
     ('gateio', 1, 2, "2021-09-01 00:00:01", "2021-09-01 08:00:00",  30.0, -0.0002493),
-    ('binance', 0,  2, "2021-09-01 00:00:00", "2021-09-01 08:00:00",  50.0, -0.0015235000000000001),
+    ('binance', 0,  2, "2021-09-01 00:00:00", "2021-09-01 08:00:00",  50.0, -0.0015235),
     # TODO: Uncoment once _calculate_funding_fees can pas time_in_ratio to exchange._get_funding_fee
     # ('kraken', "2021-09-01 00:00:00", "2021-09-01 08:00:00",  50.0, -0.0024895),
-    ('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0,  0.0016680000000000002),
 ])
 def test__fetch_and_calculate_funding_fees(
     mocker,
@@ -3966,7 +3969,7 @@ def test__fetch_and_calculate_funding_fees(
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
     mocker.patch('freqtrade.exchange.Exchange.timeframes', PropertyMock(
-                return_value=['1h', '4h', '8h']))
+        return_value=['1h', '4h', '8h']))
     funding_fees = exchange._fetch_and_calculate_funding_fees(
         pair='ADA/USDT', amount=amount, is_short=True, open_date=d1, close_date=d2)
     assert pytest.approx(funding_fees) == expected_fees
@@ -4111,10 +4114,36 @@ def test__order_contracts_to_amount(
             'trades': None,
             'info': {},
         },
+        {
+            # Realistic stoploss order on gateio.
+            'id': '123456380',
+            'clientOrderId': '12345638203',
+            'timestamp': None,
+            'datetime': None,
+            'lastTradeTimestamp': None,
+            'status': None,
+            'symbol': None,
+            'type': None,
+            'timeInForce': None,
+            'postOnly': None,
+            'side': None,
+            'price': None,
+            'stopPrice': None,
+            'average': None,
+            'amount': None,
+            'cost': None,
+            'filled': None,
+            'remaining': None,
+            'fee': None,
+            'fees': [],
+            'trades': None,
+            'info': {},
+        },
     ]
 
     order1 = exchange._order_contracts_to_amount(orders[0])
     order2 = exchange._order_contracts_to_amount(orders[1])
+    exchange._order_contracts_to_amount(orders[2])
     assert order1['amount'] == 30.0 * contract_size
     assert order2['amount'] == 40.0 * contract_size
 
@@ -4787,3 +4816,46 @@ def test_get_liquidation_price(
         buffer_amount = liquidation_buffer * abs(open_rate - expected_liq)
         expected_liq = expected_liq - buffer_amount if is_short else expected_liq + buffer_amount
         isclose(expected_liq, liq)
+
+
+@pytest.mark.parametrize('contract_size,order_amount', [
+    (10, 10),
+    (0.01, 10000),
+])
+def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amount):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        },
+        'amount': order_amount,
+        'cost': order_amount,
+        'filled': order_amount,
+        'remaining': order_amount,
+        'symbol': 'ETH/BTC',
+    })
+    default_conf['dry_run'] = False
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    exchange._get_contract_size = MagicMock(return_value=contract_size)
+
+    api_mock.create_order.reset_mock()
+    order = exchange.stoploss(
+        pair='ETH/BTC',
+        amount=100,
+        stop_price=220,
+        order_types={},
+        side='buy',
+        leverage=1.0
+    )
+
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == order_amount
+    assert order['amount'] == 100
+    assert order['cost'] == 100
+    assert order['filled'] == 100
+    assert order['remaining'] == 100

tests/optimize/__init__.py

@@ -3,7 +3,7 @@ from typing import Dict, List, NamedTuple, Optional
 import arrow
 from pandas import DataFrame
 
-from freqtrade.enums import SellType
+from freqtrade.enums import ExitType
 from freqtrade.exchange import timeframe_to_minutes
 
 
@@ -15,7 +15,7 @@ class BTrade(NamedTuple):
     """
     Minimalistic Trade result used for functional backtesting
     """
-    sell_reason: SellType
+    sell_reason: ExitType
     open_tick: int
     close_tick: int
     enter_tag: Optional[str] = None

tests/optimize/conftest.py

@@ -5,7 +5,7 @@ from pathlib import Path
 import pandas as pd
 import pytest
 
-from freqtrade.enums import RunMode, SellType
+from freqtrade.enums import ExitType, RunMode
 from freqtrade.optimize.hyperopt import Hyperopt
 from tests.conftest import patch_exchange
 
@@ -44,7 +44,7 @@ def hyperopt_results():
             'profit_abs': [-0.2, 0.4, -0.2, 0.6],
             'trade_duration': [10, 30, 10, 10],
             'amount': [0.1, 0.1, 0.1, 0.1],
-            'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI],
+            'sell_reason': [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI],
             'open_date':
             [
                 datetime(2019, 1, 1, 9, 15, 0),

tests/optimize/test_backtest_detail.py

@@ -5,7 +5,7 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import SellType
+from freqtrade.enums import ExitType
 from freqtrade.optimize.backtesting import Backtesting
 from tests.conftest import patch_exchange
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
@@ -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=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+    trades=[BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=2),
+    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2),
-            BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
+            BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=2)]
+    trades=[BTrade(sell_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=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=4)]
+    trades=[BTrade(sell_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=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=1)]
+    trades=[BTrade(sell_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=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=1),
+    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1),
-            BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
+            BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=2)]
+    trades=[BTrade(sell_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=SellType.ROI, open_tick=1, close_tick=2)]
+    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
 )
 
 
@@ -375,7 +375,7 @@ tc22s = 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=SellType.ROI, open_tick=1, close_tick=2, is_short=True)]
+    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)]
 )
 
 # Test 23: trailing_stop Raises in candle 2 (does not trigger)
@@ -394,7 +394,7 @@ tc23 = 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=SellType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 # Test 24: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@@ -409,7 +409,7 @@ tc24 = 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=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
 # Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@@ -424,7 +424,7 @@ tc25 = 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=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
 # Test 25l: (copy of test25 with leverage)
@@ -441,7 +441,7 @@ tc25l = 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=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
 # Test 25s: (copy of test25 with leverage and as short)
@@ -458,7 +458,7 @@ tc25s = 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=SellType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
+    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
 )
 # Test 26: Sell with signal sell in candle 3 (ROI at signal candle)
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
@@ -472,7 +472,7 @@ tc26 = 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=SellType.ROI, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
 )
 
 # Test 27: Sell with signal sell in candle 3 (ROI at signal candle)
@@ -486,7 +486,7 @@ tc27 = 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=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
 # Test 28: trailing_stop should raise so candle 3 causes a stoploss
@@ -503,7 +503,7 @@ tc28 = 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=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
 # Test 28s: trailing_stop should raise so candle 3 causes a stoploss
@@ -521,7 +521,7 @@ tc28s = BTContainer(data=[
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
     trades=[
-        BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
+        BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
     ]
 )
 
@@ -537,7 +537,7 @@ tc29 = 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=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
 )
 
 # Test 30: trailing_stop should be triggered immediately on trade open candle.
@@ -551,7 +551,7 @@ tc30 = 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=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 # Test 31: trailing_stop should be triggered immediately on trade open candle.
@@ -566,7 +566,7 @@ tc31 = 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=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 # Test 32: trailing_stop should be triggered immediately on trade open candle.
@@ -581,7 +581,7 @@ tc32 = 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=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+    trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
 # Test 33: trailing_stop should be triggered immediately on trade open candle.
@@ -597,7 +597,7 @@ tc33 = 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=SellType.TRAILING_STOP_LOSS,
+        sell_reason=ExitType.TRAILING_STOP_LOSS,
         open_tick=1,
         close_tick=1,
         enter_tag='buy_signal_01'
@@ -617,7 +617,7 @@ tc33s = 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=SellType.TRAILING_STOP_LOSS,
+        sell_reason=ExitType.TRAILING_STOP_LOSS,
         open_tick=1,
         close_tick=1,
         enter_tag='short_signal_01',
@@ -647,7 +647,7 @@ tc35 = 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=SellType.STOP_LOSS, open_tick=1, close_tick=1)
+        BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)
 ])
 
 # Test 35s: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
@@ -661,7 +661,7 @@ tc35s = BTContainer(data=[
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
     custom_entry_price=4000,
     trades=[
-        BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
+        BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
     ]
 )
 
@@ -678,7 +678,7 @@ tc36 = 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=SellType.ROI, open_tick=1, close_tick=2)]
+    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
 )
 
 # Test 37: Custom-entry-price around candle low
@@ -693,7 +693,7 @@ tc37 = 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=SellType.ROI, open_tick=1, close_tick=1)]
+    trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)]
 )
 
 # Test 38: Custom exit price below all candles
@@ -708,7 +708,7 @@ tc38 = 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=SellType.SELL_SIGNAL, open_tick=1, close_tick=3)]
+    trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
 )
 
 # Test 39: Custom exit price above all candles
@@ -723,7 +723,7 @@ tc39 = 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=SellType.FORCE_SELL, open_tick=1, close_tick=4)]
+    trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
 )
 
 # Test 39: Custom short exit price above below candles
@@ -738,7 +738,7 @@ tc39a = 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=SellType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
+    trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
 )
 
 # Test 40: Colliding long and short signal

tests/optimize/test_backtesting.py

@@ -19,7 +19,7 @@ from freqtrade.data.btanalysis import BT_DATA_COLUMNS, evaluate_result_multi
 from freqtrade.data.converter import clean_ohlcv_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import RunMode, SellType
+from freqtrade.enums import ExitType, RunMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.misc import get_strategy_run_id
@@ -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 == SellType.ROI.value
+    assert res.sell_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 == SellType.ROI.value
+    assert res.sell_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': [SellType.ROI.value, SellType.ROI.value],
+         'sell_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],
@@ -1219,7 +1219,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
                             'close_rate': [0.104969, 0.103541],
                             "is_short": [False, False],
 
-                            'sell_reason': [SellType.ROI, SellType.ROI]
+                            'sell_reason': [ExitType.ROI, ExitType.ROI]
                             })
     result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
                             'profit_ratio': [0.03, 0.01, 0.1],
@@ -1237,7 +1237,7 @@ 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': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+                            'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
                             })
     backtestmock = MagicMock(side_effect=[
         {
@@ -1337,7 +1337,7 @@ 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': [SellType.ROI, SellType.ROI]
+                            'sell_reason': [ExitType.ROI, ExitType.ROI]
                             })
     result2 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT', 'XRP/USDT'],
                             'profit_ratio': [0.03, 0.01, 0.1],
@@ -1355,7 +1355,7 @@ 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': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+                            'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
                             })
     backtestmock = MagicMock(side_effect=[
         {
@@ -1440,7 +1440,7 @@ 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': [SellType.ROI, SellType.ROI]
+                            'sell_reason': [ExitType.ROI, ExitType.ROI]
                             })
     result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
                             'profit_ratio': [0.03, 0.01, 0.1],
@@ -1458,7 +1458,7 @@ 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': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+                            'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
                             })
     backtestmock = MagicMock(side_effect=[
         {

tests/optimize/test_backtesting_adjust_position.py

@@ -8,7 +8,7 @@ from arrow import Arrow
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import SellType
+from freqtrade.enums import ExitType
 from freqtrade.optimize.backtesting import Backtesting
 from tests.conftest import patch_exchange
 
@@ -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': [SellType.ROI.value, SellType.ROI.value],
+         'sell_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

@@ -10,7 +10,7 @@ from filelock import Timeout
 
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
 from freqtrade.data.history import load_data
-from freqtrade.enums import RunMode, SellType
+from freqtrade.enums import ExitType, RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
@@ -357,8 +357,8 @@ 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": [SellType.ROI, SellType.STOP_LOSS,
+                                 "sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
-                                                 SellType.ROI, SellType.FORCE_SELL]
+                                                 ExitType.ROI, ExitType.FORCE_SELL]
                                  }),
         'config': hyperopt.config,
         'locks': [],
@@ -428,8 +428,8 @@ 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": [SellType.ROI, SellType.STOP_LOSS,
+                                 "sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
-                                                 SellType.ROI, SellType.FORCE_SELL]
+                                                 ExitType.ROI, ExitType.FORCE_SELL]
                                  }),
         'config': hyperopt_conf,
         'locks': [],

tests/optimize/test_optimize_reports.py

@@ -12,7 +12,7 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
                                        load_backtest_stats)
 from freqtrade.edge import PairInfo
-from freqtrade.enums import SellType
+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,
@@ -77,8 +77,8 @@ 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": [SellType.ROI, SellType.STOP_LOSS,
+                                 "sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
-                                                 SellType.ROI, SellType.FORCE_SELL]
+                                                 ExitType.ROI, ExitType.FORCE_SELL]
                                  }),
         'config': default_conf,
         'locks': [],
@@ -129,8 +129,8 @@ 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": [SellType.ROI, SellType.ROI,
+             "sell_reason": [ExitType.ROI, ExitType.ROI,
-                             SellType.STOP_LOSS, SellType.FORCE_SELL]
+                             ExitType.STOP_LOSS, ExitType.FORCE_SELL]
              }),
         'config': default_conf,
         'locks': [],
@@ -276,7 +276,7 @@ def test_text_table_sell_reason():
             'wins': [2, 0, 0],
             'draws': [0, 0, 0],
             'losses': [0, 0, 1],
-            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+            'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
         }
     )
 
@@ -308,7 +308,7 @@ def test_generate_sell_reason_stats():
             'wins': [2, 0, 0],
             'draws': [0, 0, 0],
             'losses': [0, 0, 1],
-            'sell_reason': [SellType.ROI.value, SellType.ROI.value, SellType.STOP_LOSS.value]
+            'sell_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
         }
     )
 

tests/plugins/test_protections.py

@@ -4,14 +4,14 @@ from datetime import datetime, timedelta
 import pytest
 
 from freqtrade import constants
-from freqtrade.enums import SellType
+from freqtrade.enums import ExitType
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from tests.conftest import get_patched_freqtradebot, log_has_re
 
 
 def generate_mock_trade(pair: str, fee: float, is_open: bool,
-                        sell_reason: str = SellType.SELL_SIGNAL,
+                        sell_reason: str = ExitType.SELL_SIGNAL,
                         min_ago_open: int = None, min_ago_close: int = None,
                         profit_rate: float = 0.9
                         ):
@@ -91,7 +91,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     caplog.clear()
 
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30,
     ))
 
@@ -100,12 +100,12 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     caplog.clear()
     # This trade does not count, as it's closed too long ago
     Trade.query.session.add(generate_mock_trade(
-        'BCH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'BCH/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=250, min_ago_close=100,
     ))
 
     Trade.query.session.add(generate_mock_trade(
-        'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'ETH/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=240, min_ago_close=30,
     ))
     # 3 Trades closed - but the 2nd has been closed too long ago.
@@ -114,7 +114,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     caplog.clear()
 
     Trade.query.session.add(generate_mock_trade(
-        'LTC/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'LTC/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=180, min_ago_close=30,
     ))
 
@@ -148,7 +148,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     caplog.clear()
 
     Trade.query.session.add(generate_mock_trade(
-        pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        pair, fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30, profit_rate=0.9,
     ))
 
@@ -158,12 +158,12 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     caplog.clear()
     # This trade does not count, as it's closed too long ago
     Trade.query.session.add(generate_mock_trade(
-        pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        pair, fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=250, min_ago_close=100, profit_rate=0.9,
     ))
     # Trade does not count for per pair stop as it's the wrong pair.
     Trade.query.session.add(generate_mock_trade(
-        'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'ETH/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=240, min_ago_close=30, profit_rate=0.9,
     ))
     # 3 Trades closed - but the 2nd has been closed too long ago.
@@ -178,7 +178,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
 
     # 2nd Trade that counts with correct pair
     Trade.query.session.add(generate_mock_trade(
-        pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        pair, fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=180, min_ago_close=30, profit_rate=0.9,
     ))
 
@@ -203,7 +203,7 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
     caplog.clear()
 
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30,
     ))
 
@@ -213,7 +213,7 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
     assert not PairLocks.is_global_lock()
 
     Trade.query.session.add(generate_mock_trade(
-        'ETH/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
+        'ETH/BTC', fee.return_value, False, sell_reason=ExitType.ROI.value,
         min_ago_open=205, min_ago_close=35,
     ))
 
@@ -242,7 +242,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
     caplog.clear()
 
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=800, min_ago_close=450, profit_rate=0.9,
     ))
 
@@ -253,7 +253,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
     assert not PairLocks.is_global_lock()
 
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=120, profit_rate=0.9,
     ))
 
@@ -265,14 +265,14 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
 
     # Add positive trade
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.ROI.value,
         min_ago_open=20, min_ago_close=10, profit_rate=1.15,
     ))
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')
     assert not PairLocks.is_pair_locked('XRP/BTC')
 
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=110, min_ago_close=20, profit_rate=0.8,
     ))
 
@@ -300,15 +300,15 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     caplog.clear()
 
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
     ))
     Trade.query.session.add(generate_mock_trade(
-        'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'ETH/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
     ))
     Trade.query.session.add(generate_mock_trade(
-        'NEO/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'NEO/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
     ))
     # No losing trade yet ... so max_drawdown will raise exception
@@ -316,7 +316,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')
 
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=500, min_ago_close=400, profit_rate=0.9,
     ))
     # Not locked with one trade
@@ -326,7 +326,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     assert not PairLocks.is_global_lock()
 
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value,
         min_ago_open=1200, min_ago_close=1100, profit_rate=0.5,
     ))
 
@@ -339,7 +339,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
 
     # Winning trade ... (should not lock, does not change drawdown!)
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.ROI.value,
         min_ago_open=320, min_ago_close=410, profit_rate=1.5,
     ))
     assert not freqtrade.protections.global_stop()
@@ -349,7 +349,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
 
     # Add additional negative trade, causing a loss of > 15%
     Trade.query.session.add(generate_mock_trade(
-        'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
+        'XRP/BTC', fee.return_value, False, sell_reason=ExitType.ROI.value,
         min_ago_open=20, min_ago_close=10, profit_rate=0.8,
     ))
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')

tests/rpc/test_rpc_telegram.py

@@ -18,7 +18,7 @@ from telegram.error import BadRequest, NetworkError, TelegramError
 from freqtrade import __version__
 from freqtrade.constants import CANCEL_REASON
 from freqtrade.edge import PairInfo
-from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State
+from freqtrade.enums import ExitType, RPCMessageType, RunMode, SignalDirection, State
 from freqtrade.exceptions import OperationalException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.loggers import setup_logging
@@ -1059,7 +1059,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
         'fiat_currency': 'USD',
         'buy_tag': ANY,
         'enter_tag': ANY,
-        'sell_reason': SellType.FORCE_SELL.value,
+        'sell_reason': ExitType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -1127,7 +1127,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
         'fiat_currency': 'USD',
         'buy_tag': ANY,
         'enter_tag': ANY,
-        'sell_reason': SellType.FORCE_SELL.value,
+        'sell_reason': ExitType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -1185,7 +1185,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'fiat_currency': 'USD',
         'buy_tag': ANY,
         'enter_tag': ANY,
-        'sell_reason': SellType.FORCE_SELL.value,
+        'sell_reason': ExitType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -1932,7 +1932,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
         'enter_tag': 'buy_signal1',
-        'sell_reason': SellType.STOP_LOSS.value,
+        'sell_reason': ExitType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(hours=-1),
         'close_date': arrow.utcnow(),
     })
@@ -1966,7 +1966,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'enter_tag': 'buy_signal1',
-        'sell_reason': SellType.STOP_LOSS.value,
+        'sell_reason': ExitType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
         'close_date': arrow.utcnow(),
     })
@@ -2045,7 +2045,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
         'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'enter_tag': enter_signal,
-        'sell_reason': SellType.STOP_LOSS.value,
+        'sell_reason': ExitType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
         'close_date': arrow.utcnow(),
     })
@@ -2169,7 +2169,7 @@ def test_send_msg_sell_notification_no_fiat(
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
         'enter_tag': enter_signal,
-        'sell_reason': SellType.STOP_LOSS.value,
+        'sell_reason': ExitType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
         'close_date': arrow.utcnow(),
     })

tests/rpc/test_rpc_webhook.py

@@ -5,7 +5,7 @@ from unittest.mock import MagicMock
 import pytest
 from requests import RequestException
 
-from freqtrade.enums import RPCMessageType, SellType
+from freqtrade.enums import ExitType, RPCMessageType
 from freqtrade.rpc import RPC
 from freqtrade.rpc.webhook import Webhook
 from tests.conftest import get_patched_freqtradebot, log_has
@@ -244,7 +244,7 @@ def test_send_msg_webhook(default_conf, mocker):
         'profit_amount': 0.001,
         'profit_ratio': 0.20,
         'stake_currency': 'BTC',
-        'sell_reason': SellType.STOP_LOSS.value
+        'sell_reason': ExitType.STOP_LOSS.value
     }
     webhook.send_msg(msg=msg)
     assert msg_mock.call_count == 1
@@ -269,7 +269,7 @@ def test_send_msg_webhook(default_conf, mocker):
         'profit_amount': 0.001,
         'profit_ratio': 0.20,
         'stake_currency': 'BTC',
-        'sell_reason': SellType.STOP_LOSS.value
+        'sell_reason': ExitType.STOP_LOSS.value
     }
     webhook.send_msg(msg=msg)
     assert msg_mock.call_count == 1
@@ -294,7 +294,7 @@ def test_send_msg_webhook(default_conf, mocker):
         'profit_amount': 0.001,
         'profit_ratio': 0.20,
         'stake_currency': 'BTC',
-        'sell_reason': SellType.STOP_LOSS.value
+        'sell_reason': ExitType.STOP_LOSS.value
     }
     webhook.send_msg(msg=msg)
     assert msg_mock.call_count == 1

tests/strategy/strats/broken_strats/broken_futures_strategies.py

@@ -29,3 +29,21 @@ class TestStrategyImplementCustomSell(TestStrategyNoImplementSell):
                     current_rate: float, current_profit: float,
                     **kwargs):
         return False
+
+
+class TestStrategyImplementBuyTimeout(TestStrategyNoImplementSell):
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        return super().populate_exit_trend(dataframe, metadata)
+
+    def check_buy_timeout(self, pair: str, trade, order: dict,
+                          current_time: datetime, **kwargs) -> bool:
+        return False
+
+
+class TestStrategyImplementSellTimeout(TestStrategyNoImplementSell):
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        return super().populate_exit_trend(dataframe, metadata)
+
+    def check_sell_timeout(self, pair: str, trade, order: dict,
+                           current_time: datetime, **kwargs) -> bool:
+        return False

tests/strategy/test_default_strategy.py

@@ -46,7 +46,8 @@ def test_strategy_test_v3(result, fee, is_short, side):
                                         current_time=datetime.utcnow(),
                                         side=side, entry_tag=None) is True
     assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
-                                       rate=20000, time_in_force='gtc', sell_reason='roi',
+                                       rate=20000, time_in_force='gtc', exit_reason='roi',
+                                       sell_reason='roi',
                                        current_time=datetime.utcnow(),
                                        side=side) is True
 

tests/strategy/test_interface.py

@@ -11,14 +11,13 @@ from pandas import DataFrame
 from freqtrade.configuration import TimeRange
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
-from freqtrade.enums import SellType, SignalDirection
+from freqtrade.enums import ExitCheckTuple, ExitType, SignalDirection
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.hyper import (BaseParameter, BooleanParameter, CategoricalParameter,
                                       DecimalParameter, IntParameter, RealParameter)
-from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import CURRENT_TEST_STRATEGY, TRADE_SIDES, log_has, log_has_re
 
@@ -410,22 +409,22 @@ def test_min_roi_reached3(default_conf, fee) -> None:
     'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
         # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
         #   enable custom stoploss, expected after 1st call, expected after 2nd call
-        (0.2, 0.9, SellType.NONE, False, False, 0.3, 0.9, SellType.NONE, None),
+        (0.2, 0.9, ExitType.NONE, False, False, 0.3, 0.9, ExitType.NONE, None),
-        (0.2, 0.9, SellType.NONE, False, False, -0.2, 0.9, SellType.STOP_LOSS, None),
+        (0.2, 0.9, ExitType.NONE, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
-        (0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS, None),
+        (0.2, 1.14, ExitType.NONE, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS, None),
-        (0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE, None),
+        (0.01, 0.96, ExitType.NONE, True, False, 0.05, 1, ExitType.NONE, None),
-        (0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS, None),
+        (0.05, 1, ExitType.NONE, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
         # Default custom case - trails with 10%
-        (0.05, 0.95, SellType.NONE, False, True, -0.02, 0.95, SellType.NONE, None),
+        (0.05, 0.95, ExitType.NONE, False, True, -0.02, 0.95, ExitType.NONE, None),
-        (0.05, 0.95, SellType.NONE, False, True, -0.06, 0.95, SellType.TRAILING_STOP_LOSS, None),
+        (0.05, 0.95, ExitType.NONE, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS, None),
-        (0.05, 1, SellType.NONE, False, True, -0.06, 1, SellType.TRAILING_STOP_LOSS,
+        (0.05, 1, ExitType.NONE, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
          lambda **kwargs: -0.05),
-        (0.05, 1, SellType.NONE, False, True, 0.09, 1.04, SellType.NONE,
+        (0.05, 1, ExitType.NONE, False, True, 0.09, 1.04, ExitType.NONE,
          lambda **kwargs: -0.05),
-        (0.05, 0.95, SellType.NONE, False, True, 0.09, 0.98, SellType.NONE,
+        (0.05, 0.95, ExitType.NONE, False, True, 0.09, 0.98, ExitType.NONE,
          lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)),
         # Error case - static stoploss in place
-        (0.05, 0.9, SellType.NONE, False, True, 0.09, 0.9, SellType.NONE,
+        (0.05, 0.9, ExitType.NONE, False, True, 0.09, 0.9, ExitType.NONE,
          lambda **kwargs: None),
     ])
 def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
@@ -455,23 +454,23 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
     sl_flag = strategy.stop_loss_reached(current_rate=current_rate, trade=trade,
                                          current_time=now, current_profit=profit,
                                          force_stoploss=0, high=None)
-    assert isinstance(sl_flag, SellCheckTuple)
+    assert isinstance(sl_flag, ExitCheckTuple)
-    assert sl_flag.sell_type == expected
+    assert sl_flag.exit_type == expected
-    if expected == SellType.NONE:
+    if expected == ExitType.NONE:
-        assert sl_flag.sell_flag is False
+        assert sl_flag.exit_flag is False
     else:
-        assert sl_flag.sell_flag is True
+        assert sl_flag.exit_flag is True
     assert round(trade.stop_loss, 2) == adjusted
     current_rate2 = trade.open_rate * (1 + profit2)
 
     sl_flag = strategy.stop_loss_reached(current_rate=current_rate2, trade=trade,
                                          current_time=now, current_profit=profit2,
                                          force_stoploss=0, high=None)
-    assert sl_flag.sell_type == expected2
+    assert sl_flag.exit_type == expected2
-    if expected2 == SellType.NONE:
+    if expected2 == ExitType.NONE:
-        assert sl_flag.sell_flag is False
+        assert sl_flag.exit_flag is False
     else:
-        assert sl_flag.sell_flag is True
+        assert sl_flag.exit_flag is True
     assert round(trade.stop_loss, 2) == adjusted2
 
     strategy.custom_stoploss = original_stopvalue
@@ -496,34 +495,34 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
                                enter=False, exit_=False,
                                low=None, high=None)
 
-    assert res.sell_flag is False
+    assert res.exit_flag is False
-    assert res.sell_type == SellType.NONE
+    assert res.exit_type == ExitType.NONE
 
     strategy.custom_exit = MagicMock(return_value=True)
     res = strategy.should_exit(trade, 1, now,
                                enter=False, exit_=False,
                                low=None, high=None)
-    assert res.sell_flag is True
+    assert res.exit_flag is True
-    assert res.sell_type == SellType.CUSTOM_SELL
+    assert res.exit_type == ExitType.CUSTOM_SELL
-    assert res.sell_reason == 'custom_sell'
+    assert res.exit_reason == 'custom_sell'
 
     strategy.custom_exit = MagicMock(return_value='hello world')
 
     res = strategy.should_exit(trade, 1, now,
                                enter=False, exit_=False,
                                low=None, high=None)
-    assert res.sell_type == SellType.CUSTOM_SELL
+    assert res.exit_type == ExitType.CUSTOM_SELL
-    assert res.sell_flag is True
+    assert res.exit_flag is True
-    assert res.sell_reason == 'hello world'
+    assert res.exit_reason == 'hello world'
 
     caplog.clear()
     strategy.custom_exit = MagicMock(return_value='h' * 100)
     res = strategy.should_exit(trade, 1, now,
                                enter=False, exit_=False,
                                low=None, high=None)
-    assert res.sell_type == SellType.CUSTOM_SELL
+    assert res.exit_type == ExitType.CUSTOM_SELL
-    assert res.sell_flag is True
+    assert res.exit_flag is True
-    assert res.sell_reason == 'h' * 64
+    assert res.exit_reason == 'h' * 64
     assert log_has_re('Custom sell reason returned from custom_exit is too long.*', caplog)
 
 

tests/strategy/test_strategy_loading.py

@@ -418,11 +418,20 @@ def test_missing_implements(default_conf):
         StrategyResolver.load_strategy(default_conf)
 
     default_conf['strategy'] = 'TestStrategyImplementCustomSell'
-
     with pytest.raises(OperationalException,
                        match=r"Please migrate your implementation of `custom_sell`.*"):
         StrategyResolver.load_strategy(default_conf)
 
+    default_conf['strategy'] = 'TestStrategyImplementBuyTimeout'
+    with pytest.raises(OperationalException,
+                       match=r"Please migrate your implementation of `check_buy_timeout`.*"):
+        StrategyResolver.load_strategy(default_conf)
+
+    default_conf['strategy'] = 'TestStrategyImplementSellTimeout'
+    with pytest.raises(OperationalException,
+                       match=r"Please migrate your implementation of `check_sell_timeout`.*"):
+        StrategyResolver.load_strategy(default_conf)
+
 
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_call_deprecated_function(result, default_conf, caplog):

tests/test_configuration.py

@@ -963,7 +963,7 @@ def test_validate_time_in_force(default_conf, caplog) -> None:
         validate_config_consistency(conf)
 
 
-def test_validate_order_types(default_conf, caplog) -> None:
+def test__validate_order_types(default_conf, caplog) -> None:
     conf = deepcopy(default_conf)
     conf['order_types'] = {
         'buy': 'limit',
@@ -998,6 +998,31 @@ def test_validate_order_types(default_conf, caplog) -> None:
         validate_config_consistency(conf)
 
 
+def test__validate_unfilledtimeout(default_conf, caplog) -> None:
+    conf = deepcopy(default_conf)
+    conf['unfilledtimeout'] = {
+        'buy': 30,
+        'sell': 35,
+    }
+    validate_config_consistency(conf)
+    assert log_has_re(r"DEPRECATED: Using 'buy' and 'sell' for unfilledtimeout is.*", caplog)
+    assert conf['unfilledtimeout']['entry'] == 30
+    assert conf['unfilledtimeout']['exit'] == 35
+    assert 'buy' not in conf['unfilledtimeout']
+    assert 'sell' not in conf['unfilledtimeout']
+
+    conf = deepcopy(default_conf)
+    conf['unfilledtimeout'] = {
+        'buy': 30,
+        'sell': 35,
+    }
+    conf['trading_mode'] = 'futures'
+    with pytest.raises(
+            OperationalException,
+            match=r"Please migrate your unfilledtimeout settings to use the new wording\."):
+        validate_config_consistency(conf)
+
+
 def test_load_config_test_comments() -> None:
     """
     Load config with comments

tests/test_freqtradebot.py

@@ -13,14 +13,14 @@ import pytest
 from pandas import DataFrame
 
 from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
-from freqtrade.enums import CandleType, RPCMessageType, RunMode, SellType, SignalDirection, State
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RPCMessageType, RunMode,
+                             SignalDirection, State)
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   TemporaryError)
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Order, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
-from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.worker import Worker
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
                             log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
@@ -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 == SellType.STOP_LOSS.value
+        assert trade.sell_reason == ExitType.STOP_LOSS.value
 
 
 def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
@@ -1209,7 +1209,7 @@ 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(SellType.EMERGENCY_SELL)
+    assert trade.sell_reason == str(ExitType.EMERGENCY_SELL)
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -1292,7 +1292,7 @@ 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 == SellType.EMERGENCY_SELL.value
+    assert trade.sell_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)
 
@@ -1304,7 +1304,7 @@ def test_create_stoploss_order_invalid_order(
 
     # Rpc is sending first buy, then sell
     assert rpc_mock.call_count == 2
-    assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value
+    assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == ExitType.EMERGENCY_SELL.value
     assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
 
 
@@ -2274,7 +2274,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee,
     caplog.clear()
     patch_get_signal(freqtrade)
     assert freqtrade.handle_trade(trade)
-    assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI",
+    assert log_has("ETH/USDT - Required profit reached. sell_type=ExitType.ROI",
                    caplog)
 
 
@@ -2316,7 +2316,7 @@ def test_handle_trade_use_sell_signal(
     else:
         patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     assert freqtrade.handle_trade(trade)
-    assert log_has("ETH/USDT - Sell signal received. sell_type=SellType.SELL_SIGNAL",
+    assert log_has("ETH/USDT - Sell signal received. sell_type=ExitType.SELL_SIGNAL",
                    caplog)
 
 
@@ -2370,7 +2370,7 @@ def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_check_handle_timedout_buy_usercustom(
+def test_check_handle_timedout_entry_usercustom(
     default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
     limit_sell_order_old, fee, mocker, is_short
 ) -> None:
@@ -2378,8 +2378,7 @@ def test_check_handle_timedout_buy_usercustom(
     old_order = limit_sell_order_old if is_short else limit_buy_order_old
     old_order['id'] = open_trade.open_order_id
 
-    default_conf_usdt["unfilledtimeout"] = {"buy": 30,
+    default_conf_usdt["unfilledtimeout"] = {"entry": 1400, "exit": 30}
-                                            "sell": 1400} if is_short else {"buy": 1400, "sell": 30}
 
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock(return_value=old_order)
@@ -2399,6 +2398,7 @@ def test_check_handle_timedout_buy_usercustom(
     freqtrade = FreqtradeBot(default_conf_usdt)
     open_trade.is_short = is_short
     open_trade.orders[0].side = 'sell' if is_short else 'buy'
+    open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
     Trade.query.session.add(open_trade)
 
     # Ensure default is to return empty (so not mocked yet)
@@ -2406,34 +2406,23 @@ def test_check_handle_timedout_buy_usercustom(
     assert cancel_order_mock.call_count == 0
 
     # Return false - trade remains open
-    if is_short:
+    freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
-        freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
-    else:
-        freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 0
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
     assert nb_trades == 1
-    if is_short:
+    assert freqtrade.strategy.check_entry_timeout.call_count == 1
-        assert freqtrade.strategy.check_sell_timeout.call_count == 1
+    freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError)
-        # Raise Keyerror ... (no impact on trade)
-        freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError)
-    else:
-        assert freqtrade.strategy.check_buy_timeout.call_count == 1
-        freqtrade.strategy.check_buy_timeout = MagicMock(side_effect=KeyError)
 
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 0
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
     assert nb_trades == 1
-    if is_short:
+    assert freqtrade.strategy.check_entry_timeout.call_count == 1
-        assert freqtrade.strategy.check_sell_timeout.call_count == 1
+    freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True)
-        freqtrade.strategy.check_sell_timeout = MagicMock(return_value=True)
+
-    else:
-        assert freqtrade.strategy.check_buy_timeout.call_count == 1
-        freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True)
     # Trade should be closed since the function returns true
     freqtrade.check_handle_timedout()
     assert cancel_order_wr_mock.call_count == 1
@@ -2441,10 +2430,7 @@ def test_check_handle_timedout_buy_usercustom(
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
     assert nb_trades == 0
-    if is_short:
+    assert freqtrade.strategy.check_entry_timeout.call_count == 1
-        assert freqtrade.strategy.check_sell_timeout.call_count == 1
-    else:
-        assert freqtrade.strategy.check_buy_timeout.call_count == 1
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -2472,9 +2458,9 @@ def test_check_handle_timedout_buy(
     Trade.query.session.add(open_trade)
 
     if is_short:
-        freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
+        freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
     else:
-        freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
+        freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
     # check it does cancel buy orders over the time limit
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
@@ -2484,9 +2470,9 @@ def test_check_handle_timedout_buy(
     assert nb_trades == 0
     # Custom user buy-timeout is never called
     if is_short:
-        assert freqtrade.strategy.check_sell_timeout.call_count == 0
+        assert freqtrade.strategy.check_exit_timeout.call_count == 0
     else:
-        assert freqtrade.strategy.check_buy_timeout.call_count == 0
+        assert freqtrade.strategy.check_entry_timeout.call_count == 0
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -2553,11 +2539,11 @@ def test_check_handle_timedout_buy_exception(
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_check_handle_timedout_sell_usercustom(
+def test_check_handle_timedout_exit_usercustom(
     default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
     is_short, open_trade_usdt, caplog
 ) -> None:
-    default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440, "exit_timeout_count": 1}
+    default_conf_usdt["unfilledtimeout"] = {"entry": 1440, "exit": 1440, "exit_timeout_count": 1}
     limit_sell_order_old['id'] = open_trade_usdt.open_order_id
     if is_short:
         limit_sell_order_old['side'] = 'buy'
@@ -2585,35 +2571,35 @@ def test_check_handle_timedout_sell_usercustom(
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 0
 
-    freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
+    freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
-    freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
+    freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
     # Return false - No impact
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 0
     assert open_trade_usdt.is_open is False
-    assert freqtrade.strategy.check_sell_timeout.call_count == (0 if is_short else 1)
+    assert freqtrade.strategy.check_exit_timeout.call_count == 1
-    assert freqtrade.strategy.check_buy_timeout.call_count == (1 if is_short else 0)
+    assert freqtrade.strategy.check_entry_timeout.call_count == 0
 
-    freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError)
+    freqtrade.strategy.check_exit_timeout = MagicMock(side_effect=KeyError)
-    freqtrade.strategy.check_buy_timeout = MagicMock(side_effect=KeyError)
+    freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError)
     # Return Error - No impact
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 0
     assert open_trade_usdt.is_open is False
-    assert freqtrade.strategy.check_sell_timeout.call_count == (0 if is_short else 1)
+    assert freqtrade.strategy.check_exit_timeout.call_count == 1
-    assert freqtrade.strategy.check_buy_timeout.call_count == (1 if is_short else 0)
+    assert freqtrade.strategy.check_entry_timeout.call_count == 0
 
     # Return True - sells!
-    freqtrade.strategy.check_sell_timeout = MagicMock(return_value=True)
+    freqtrade.strategy.check_exit_timeout = MagicMock(return_value=True)
-    freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True)
+    freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True)
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     assert open_trade_usdt.is_open is True
-    assert freqtrade.strategy.check_sell_timeout.call_count == (0 if is_short else 1)
+    assert freqtrade.strategy.check_exit_timeout.call_count == 1
-    assert freqtrade.strategy.check_buy_timeout.call_count == (1 if is_short else 0)
+    assert freqtrade.strategy.check_entry_timeout.call_count == 0
 
     # 2nd canceled trade - Fail execute sell
     caplog.clear()
@@ -2665,16 +2651,16 @@ def test_check_handle_timedout_sell(
 
     Trade.query.session.add(open_trade_usdt)
 
-    freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
+    freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
-    freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
+    freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
     # check it does cancel sell orders over the time limit
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     assert open_trade_usdt.is_open is True
     # Custom user sell-timeout is never called
-    assert freqtrade.strategy.check_sell_timeout.call_count == 0
+    assert freqtrade.strategy.check_exit_timeout.call_count == 0
-    assert freqtrade.strategy.check_buy_timeout.call_count == 0
+    assert freqtrade.strategy.check_entry_timeout.call_count == 0
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -3100,7 +3086,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
     freqtrade.execute_trade_exit(
         trade=trade,
         limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
-        sell_reason=SellCheckTuple(sell_type=SellType.ROI)
+        exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
     )
     assert rpc_mock.call_count == 0
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
@@ -3112,7 +3098,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
     freqtrade.execute_trade_exit(
         trade=trade,
         limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
-        sell_reason=SellCheckTuple(sell_type=SellType.ROI)
+        exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
     )
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
@@ -3137,7 +3123,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'profit_ratio': 0.00493809 if is_short else 0.09451372,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.ROI.value,
+        'sell_reason': ExitType.ROI.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3173,7 +3159,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
     )
     freqtrade.execute_trade_exit(
         trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down)()['bid'],
-        sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+        exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -3196,7 +3182,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
         'profit_ratio': -0.0945681 if is_short else -1.247e-05,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.STOP_LOSS.value,
+        'sell_reason': ExitType.STOP_LOSS.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3248,7 +3234,7 @@ def test_execute_trade_exit_custom_exit_price(
     freqtrade.execute_trade_exit(
         trade=trade,
         limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
-        sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL)
+        exit_check=ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL)
     )
 
     # Sell price must be different to default bid price
@@ -3276,7 +3262,7 @@ def test_execute_trade_exit_custom_exit_price(
         'profit_ratio': profit_ratio,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.SELL_SIGNAL.value,
+        'sell_reason': ExitType.SELL_SIGNAL.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3319,7 +3305,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
     trade.stop_loss = 2.0 * 1.01 if is_short else 2.0 * 0.99
     freqtrade.execute_trade_exit(
         trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down())['bid'],
-        sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+        exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -3343,7 +3329,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
         'profit_ratio': -0.00501253 if is_short else -0.01493766,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.STOP_LOSS.value,
+        'sell_reason': ExitType.STOP_LOSS.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3379,7 +3365,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
     trade.stoploss_order_id = "abcd"
 
     freqtrade.execute_trade_exit(trade=trade, limit=1234,
-                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+                                 exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
     assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
@@ -3434,7 +3420,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
     freqtrade.execute_trade_exit(
         trade=trade,
         limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
-        sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)
+        exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)
     )
 
     trade = Trade.query.first()
@@ -3510,7 +3496,7 @@ 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 == SellType.STOPLOSS_ON_EXCHANGE.value
+    assert trade.sell_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
@@ -3579,7 +3565,7 @@ def test_execute_trade_exit_market_order(
     freqtrade.execute_trade_exit(
         trade=trade,
         limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
-        sell_reason=SellCheckTuple(sell_type=SellType.ROI)
+        exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
     )
 
     assert not trade.is_open
@@ -3606,7 +3592,7 @@ def test_execute_trade_exit_market_order(
         'profit_ratio': profit_ratio,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.ROI.value,
+        'sell_reason': ExitType.ROI.value,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
@@ -3643,29 +3629,29 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
         fetch_ticker=ticker_usdt_sell_up
     )
 
-    sell_reason = SellCheckTuple(sell_type=SellType.ROI)
+    sell_reason = ExitCheckTuple(exit_type=ExitType.ROI)
     assert not freqtrade.execute_trade_exit(
         trade=trade,
         limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
-        sell_reason=sell_reason
+        exit_check=sell_reason
     )
     assert mock_insuf.call_count == 1
 
 
 @pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type,is_short', [
     # Enable profit
-    (True, 2.18, 2.2, False, True, SellType.SELL_SIGNAL.value, False),
+    (True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, False),
-    (True, 2.18, 2.2, False, True, SellType.SELL_SIGNAL.value, True),
+    (True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, True),
     # # Disable profit
-    (False, 3.19, 3.2, True,  False, SellType.SELL_SIGNAL.value, False),
+    (False, 3.19, 3.2, True,  False, ExitType.SELL_SIGNAL.value, False),
-    (False, 3.19, 3.2, True,  False, SellType.SELL_SIGNAL.value, True),
+    (False, 3.19, 3.2, True,  False, ExitType.SELL_SIGNAL.value, True),
     # # Enable loss
-    # # * Shouldn't this be SellType.STOP_LOSS.value
+    # # * Shouldn't this be ExitType.STOP_LOSS.value
     (True, 0.21, 0.22, False, False, None, False),
     (True, 2.41, 2.42, False, False, None, True),
     # Disable loss
-    (False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value, False),
+    (False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, False),
-    (False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value, True),
+    (False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, True),
 ])
 def test_sell_profit_only(
         default_conf_usdt, limit_order, limit_order_open, is_short,
@@ -3693,11 +3679,11 @@ def test_sell_profit_only(
     })
     freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
-    if sell_type == SellType.SELL_SIGNAL.value:
+    if sell_type == ExitType.SELL_SIGNAL.value:
         freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     else:
-        freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
+        freqtrade.strategy.stop_loss_reached = MagicMock(return_value=ExitCheckTuple(
-            sell_type=SellType.NONE))
+            exit_type=ExitType.NONE))
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
@@ -3816,7 +3802,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
     freqtrade.execute_trade_exit(
         trade=trade,
         limit=ticker_usdt_sell_down()['ask' if is_short else 'bid'],
-        sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)
+        exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)
     )
     trade.close(ticker_usdt_sell_down()['bid'])
     assert freqtrade.strategy.is_pair_locked(trade.pair)
@@ -3874,7 +3860,7 @@ 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 == SellType.ROI.value
+    assert trade.sell_reason == ExitType.ROI.value
 
 
 @pytest.mark.parametrize("is_short,val1,val2", [
@@ -3936,7 +3922,7 @@ 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 == SellType.TRAILING_STOP_LOSS.value
+    assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
 
 
 @pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
@@ -4042,7 +4028,7 @@ 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 == SellType.TRAILING_STOP_LOSS.value
+    assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -4088,7 +4074,7 @@ 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 == SellType.ROI.value
+    assert trade.sell_reason == ExitType.ROI.value
 
 
 def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,
@@ -5047,9 +5033,9 @@ def test_update_funding_fees(
     default_conf['trading_mode'] = 'futures'
     default_conf['margin_mode'] = 'isolated'
 
-    date_midnight = arrow.get('2021-09-01 00:00:00')
+    date_midnight = arrow.get('2021-09-01 00:00:00').datetime
-    date_eight = arrow.get('2021-09-01 08:00:00')
+    date_eight = arrow.get('2021-09-01 08:00:00').datetime
-    date_sixteen = arrow.get('2021-09-01 16:00:00')
+    date_sixteen = arrow.get('2021-09-01 16:00:00').datetime
     columns = ['date', 'open', 'high', 'low', 'close', 'volume']
     # 16:00 entry is actually never used
     # But should be kept in the test to ensure we're filtering correctly.
@@ -5132,11 +5118,7 @@ def test_update_funding_fees(
     trades = Trade.get_open_trades()
     assert len(trades) == 3
     for trade in trades:
-        assert pytest.approx(trade.funding_fees) == (
+        assert pytest.approx(trade.funding_fees) == 0
-            trade.amount *
-            mark_prices[trade.pair].iloc[0]['open'] *
-            funding_rates[trade.pair].iloc[0]['open'] * multipl
-        )
     mocker.patch('freqtrade.exchange.Exchange.create_order', return_value=open_exit_order)
     time_machine.move_to("2021-09-01 08:00:00 +00:00")
     if schedule_off:
@@ -5145,12 +5127,12 @@ def test_update_funding_fees(
                 trade=trade,
                 # The values of the next 2 params are irrelevant for this test
                 limit=ticker_usdt_sell_up()['bid'],
-                sell_reason=SellCheckTuple(sell_type=SellType.ROI)
+                exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
             )
             assert trade.funding_fees == pytest.approx(sum(
                 trade.amount *
-                mark_prices[trade.pair].iloc[0:2]['open'] *
+                mark_prices[trade.pair].iloc[1:2]['open'] *
-                funding_rates[trade.pair].iloc[0:2]['open'] * multipl
+                funding_rates[trade.pair].iloc[1:2]['open'] * multipl
             ))
 
     else:
@@ -5160,8 +5142,8 @@ def test_update_funding_fees(
     for trade in trades:
         assert trade.funding_fees == pytest.approx(sum(
             trade.amount *
-            mark_prices[trade.pair].iloc[0:2]['open'] *
+            mark_prices[trade.pair].iloc[1:2]['open'] *
-            funding_rates[trade.pair].iloc[0:2]['open'] *
+            funding_rates[trade.pair].iloc[1:2]['open'] *
             multipl
         ))
 

tests/test_integration.py

@@ -2,11 +2,10 @@ from unittest.mock import MagicMock
 
 import pytest
 
-from freqtrade.enums import SellType
+from freqtrade.enums import ExitCheckTuple, ExitType
 from freqtrade.persistence import Trade
 from freqtrade.persistence.models import Order
 from freqtrade.rpc.rpc import RPC
-from freqtrade.strategy.interface import SellCheckTuple
 from tests.conftest import get_patched_freqtradebot, patch_get_signal
 
 
@@ -53,8 +52,8 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
         side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
     # Sell 3rd trade (not called for the first trade)
     should_sell_mock = MagicMock(side_effect=[
-        SellCheckTuple(sell_type=SellType.NONE),
+        ExitCheckTuple(exit_type=ExitType.NONE),
-        SellCheckTuple(sell_type=SellType.SELL_SIGNAL)]
+        ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL)]
     )
     cancel_order_mock = MagicMock()
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -116,7 +115,7 @@ 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 == SellType.STOPLOSS_ON_EXCHANGE.value
+    assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
     assert not trade.is_open
 
     trade = trades[1]
@@ -124,7 +123,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     assert trade.is_open
 
     trade = trades[2]
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
+    assert trade.sell_reason == ExitType.SELL_SIGNAL.value
     assert not trade.is_open
 
 
@@ -161,11 +160,11 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
         _notify_exit=MagicMock(),
     )
     should_sell_mock = MagicMock(side_effect=[
-        SellCheckTuple(sell_type=SellType.NONE),
+        ExitCheckTuple(exit_type=ExitType.NONE),
-        SellCheckTuple(sell_type=SellType.SELL_SIGNAL),
+        ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL),
-        SellCheckTuple(sell_type=SellType.NONE),
+        ExitCheckTuple(exit_type=ExitType.NONE),
-        SellCheckTuple(sell_type=SellType.NONE),
+        ExitCheckTuple(exit_type=ExitType.NONE),
-        SellCheckTuple(sell_type=SellType.NONE)]
+        ExitCheckTuple(exit_type=ExitType.NONE)]
     )
     mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
 

tests/test_persistence.py

@@ -15,8 +15,7 @@ from freqtrade.enums import TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
 from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
-from tests.conftest import (create_mock_trades, create_mock_trades_usdt,
+from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re
-                            create_mock_trades_with_leverage, get_sides, log_has, log_has_re)
 
 
 spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES
@@ -77,7 +76,7 @@ def test_init_dryrun_db(default_conf, tmpdir):
 @pytest.mark.parametrize('is_short', [False, True])
 @pytest.mark.usefixtures("init_persistence")
 def test_enter_exit_side(fee, is_short):
-    enter_side, exit_side = get_sides(is_short)
+    enter_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell")
     trade = Trade(
         id=2,
         pair='ADA/USDT',
@@ -456,7 +455,7 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
 
     enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt
     exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt
-    enter_side, exit_side = get_sides(is_short)
+    enter_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell")
 
     trade = Trade(
         id=2,
@@ -2057,10 +2056,11 @@ def test_get_best_pair_lev(fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_get_exit_order_count(fee):
+@pytest.mark.parametrize('is_short', [True, False])
+def test_get_exit_order_count(fee, is_short):
 
-    create_mock_trades_usdt(fee)
+    create_mock_trades(fee, is_short=is_short)
-    trade = Trade.get_trades([Trade.pair == 'ETC/USDT']).first()
+    trade = Trade.get_trades([Trade.pair == 'ETC/BTC']).first()
     assert trade.get_exit_order_count() == 1