diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 1bcd9b08e..d8a4190e2 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -291,8 +291,8 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = lambda a, m: frame
-    backtesting.advise_sell = lambda a, m: frame
+    backtesting.strategy.advise_buy = lambda a, m: frame
+    backtesting.strategy.advise_sell = lambda a, m: frame
     caplog.set_level(logging.DEBUG)
 
     pair = "UNITTEST/BTC"
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 99fb30cbd..7b50f2b18 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -313,8 +313,8 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     assert backtesting.config == default_conf
     assert backtesting.ticker_interval == '5m'
     assert callable(backtesting.strategy.tickerdata_to_dataframe)
-    assert callable(backtesting.advise_buy)
-    assert callable(backtesting.advise_sell)
+    assert callable(backtesting.strategy.advise_buy)
+    assert callable(backtesting.strategy.advise_sell)
     assert isinstance(backtesting.strategy.dp, DataProvider)
     get_fee.assert_called()
     assert backtesting.fee == 0.5
@@ -627,8 +627,8 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
 
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = fun  # Override
-    backtesting.advise_sell = fun  # Override
+    backtesting.strategy.advise_buy = fun  # Override
+    backtesting.strategy.advise_sell = fun  # Override
     results = backtesting.backtest(backtest_conf)
     assert results.empty
 
@@ -642,8 +642,8 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
 
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = fun  # Override
-    backtesting.advise_sell = fun  # Override
+    backtesting.strategy.advise_buy = fun  # Override
+    backtesting.strategy.advise_sell = fun  # Override
     results = backtesting.backtest(backtest_conf)
     assert results.empty
 
@@ -657,8 +657,8 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     default_conf['experimental'] = {"use_sell_signal": True}
     default_conf['ticker_interval'] = '1m'
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = _trend_alternate  # Override
-    backtesting.advise_sell = _trend_alternate  # Override
+    backtesting.strategy.advise_buy = _trend_alternate  # Override
+    backtesting.strategy.advise_sell = _trend_alternate  # Override
     results = backtesting.backtest(backtest_conf)
     backtesting._store_backtest_result("test_.json", results)
     # 200 candles in backtest data
@@ -700,8 +700,8 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     default_conf['ticker_interval'] = '5m'
 
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = _trend_alternate_hold  # Override
-    backtesting.advise_sell = _trend_alternate_hold  # Override
+    backtesting.strategy.advise_buy = _trend_alternate_hold  # Override
+    backtesting.strategy.advise_sell = _trend_alternate_hold  # Override
 
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timeframe(data_processed)
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 15ecb92d8..2e383c839 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -166,10 +166,10 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     x = HyperOptResolver(default_conf, ).hyperopt
     assert not hasattr(x, 'populate_buy_trend')
     assert not hasattr(x, 'populate_sell_trend')
-    assert log_has("Custom Hyperopt does not provide populate_sell_trend. "
-                   "Using populate_sell_trend from DefaultStrategy.", caplog)
-    assert log_has("Custom Hyperopt does not provide populate_buy_trend. "
-                   "Using populate_buy_trend from DefaultStrategy.", caplog)
+    assert log_has("Hyperopt class does not provide populate_sell_trend() method. "
+                   "Using populate_sell_trend from the strategy.", caplog)
+    assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
+                   "Using populate_buy_trend from the strategy.", caplog)
     assert hasattr(x, "ticker_interval")
 
 
@@ -415,8 +415,8 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
-    assert hasattr(hyperopt.backtesting, "advise_sell")
-    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == default_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
@@ -709,8 +709,8 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
-    assert hasattr(hyperopt.backtesting, "advise_sell")
-    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == default_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
@@ -783,8 +783,8 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
-    assert hasattr(hyperopt.backtesting, "advise_sell")
-    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == default_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
@@ -828,8 +828,8 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
-    assert hasattr(hyperopt.backtesting, "advise_sell")
-    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == default_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 67bde50fa..53f46fe2e 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -440,7 +440,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
                    caplog)
 
     assert 'strategy_list' in config
-    assert log_has('Using strategy list of 2 Strategies', caplog)
+    assert log_has('Using strategy list of 2 strategies', caplog)
 
     assert 'position_stacking' not in config