Use sell-reason value in backtesting, not the enum object

freqtrade/optimize/backtesting.py

@@ -259,11 +259,11 @@ class Backtesting:
                                          sell_row[BUY_IDX], sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
         if sell.sell_flag:
-            trade_dur = int((sell_row[DATE_IDX] - trade.open_date).total_seconds() // 60)
-            closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
 
             trade.close_date = sell_row[DATE_IDX]
-            trade.sell_reason = sell.sell_type
+            trade.sell_reason = sell.sell_type.value
+            trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
+            closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
             trade.close(closerate, show_msg=False)
             return trade
 
@@ -281,7 +281,7 @@ class Backtesting:
                     sell_row = data[pair][-1]
 
                     trade.close_date = sell_row[DATE_IDX]
-                    trade.sell_reason = SellType.FORCE_SELL
+                    trade.sell_reason = SellType.FORCE_SELL.value
                     trade.close(sell_row[OPEN_IDX], show_msg=False)
                     # Deepcopy object to have wallets update correctly
                     trade1 = deepcopy(trade)
@@ -366,6 +366,7 @@ class Backtesting:
                         fee_open=self.fee,
                         fee_close=self.fee,
                         is_open=True,
+                        exchange='backtesting',
                     )
                     # TODO: hacky workaround to avoid opening > max_open_trades
                     # This emulates previous behaviour - not sure if this is correct

freqtrade/optimize/optimize_reports.py

@@ -132,7 +132,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
 
         tabular_data.append(
             {
-                'sell_reason': reason.value,
+                'sell_reason': reason,
                 'trades': count,
                 'wins': len(result[result['profit_abs'] > 0]),
                 'draws': len(result[result['profit_abs'] == 0]),

freqtrade/persistence/models.py

@@ -268,6 +268,14 @@ class Trade(_DECL_BASE):
         return (f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, '
                 f'open_rate={self.open_rate:.8f}, open_since={open_since})')
 
+    @property
+    def open_date_utc(self):
+        return self.open_date.replace(tzinfo=timezone.utc)
+
+    @property
+    def close_date_utc(self):
+        return self.close_date.replace(tzinfo=timezone.utc)
+
     def to_json(self) -> Dict[str, Any]:
         return {
             'trade_id': self.id,
@@ -306,9 +314,9 @@ class Trade(_DECL_BASE):
             'close_profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
             'close_profit_abs': self.close_profit_abs,  # Deprecated
 
-            'trade_duration_s': (int((self.close_date - self.open_date).total_seconds())
+            'trade_duration_s': (int((self.close_date_utc - self.open_date_utc).total_seconds())
                                  if self.close_date else None),
-            'trade_duration': (int((self.close_date - self.open_date).total_seconds() // 60)
+            'trade_duration': (int((self.close_date_utc - self.open_date_utc).total_seconds() // 60)
                                if self.close_date else None),
 
             'profit_ratio': self.close_profit,

tests/optimize/test_backtest_detail.py

@@ -514,6 +514,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
 
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
-        assert res.sell_reason == trade.sell_reason
+        assert res.sell_reason == trade.sell_reason.value
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)

tests/optimize/test_backtesting.py

@@ -486,7 +486,7 @@ 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, SellType.ROI],
+         'sell_reason': [SellType.ROI.value, SellType.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_optimize_reports.py

@@ -265,7 +265,7 @@ def test_generate_sell_reason_stats():
             'wins': [2, 0, 0],
             'draws': [0, 0, 0],
             'losses': [0, 0, 1],
-            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+            'sell_reason': [SellType.ROI.value, SellType.ROI.value, SellType.STOP_LOSS.value]
         }
     )