Merge pull request #5378 from samgermain/lev-strat

Lev-strat

build_helpers/publish_docker_arm64.sh

@@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_I
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 
 # Run backtest
-docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"

build_helpers/publish_docker_multi.sh

@@ -53,7 +53,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE
 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 
 # Run backtest
-docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"

docs/strategy-advanced.md

@@ -539,9 +539,10 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime,
+                            side: str, **kwargs) -> bool:
         """
-        Called right before placing a buy order.
+        Called right before placing a entry order.
         Timing for this function is critical, so avoid doing heavy computations or
         network requests in this method.
 
@@ -549,12 +550,13 @@ class AwesomeStrategy(IStrategy):
 
         When not implemented by a strategy, returns True (always confirming).
 
-        :param pair: Pair that's about to be bought.
+        :param pair: Pair that's about to be bought/shorted.
         :param order_type: Order type (as configured in order_types). usually limit or market.
         :param amount: Amount in target (quote) currency that's going to be traded.
         :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 current_time: datetime object, containing the current datetime
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process
@@ -617,7 +619,7 @@ It is possible to manage your risk by reducing or increasing stake amount when p
 class AwesomeStrategy(IStrategy):
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                             proposed_stake: float, min_stake: float, max_stake: float,
-                            **kwargs) -> float:
+                            side: str, **kwargs) -> float:
 
         dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
         current_candle = dataframe.iloc[-1].squeeze()
@@ -642,6 +644,34 @@ Freqtrade will fall back to the `proposed_stake` value should your code raise an
 !!! Tip
     Returning `0` or `None` will prevent trades from being placed.
 
+## Leverage Callback
+
+When trading in markets that allow leverage, this method must return the desired Leverage (Defaults to 1 -> No leverage).
+
+Assuming a capital of 500USDT, a trade with leverage=3 would result in a position with 500 x 3 = 1500 USDT.
+
+Values that are above `max_leverage` will be adjusted to `max_leverage`.
+For markets / exchanges that don't support leverage, this method is ignored.
+
+``` python
+class AwesomeStrategy(IStrategy):
+    def leverage(self, pair: str, current_time: 'datetime', current_rate: float,
+                 proposed_leverage: float, max_leverage: float, side: str,
+                 **kwargs) -> float:
+        """
+        Customize leverage for each new trade.
+
+        :param pair: Pair that's currently analyzed
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param proposed_leverage: A leverage proposed by the bot.
+        :param max_leverage: Max leverage allowed on this pair
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
+        :return: A leverage amount, which is between 1.0 and max_leverage.
+        """
+        return 1.0
+```
+
 ---
 
 ## Derived strategies

freqtrade/data/btanalysis.py

@@ -31,6 +31,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'profit_ratio', 'profit_abs', 'sell_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
                    'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_tag']
+# TODO-lev: usage of the above might need compatibility code (buy_tag, is_short?, ...?)
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:

freqtrade/edge/edge_positioning.py

@@ -159,7 +159,8 @@ class Edge:
         logger.info(f'Measuring data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'({(max_date - min_date).days} days)..')
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'high', 'low']
+        #  TODO-lev: Should edge support shorts? needs to be investigated further...
+        headers = ['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long']
 
         trades: list = []
         for pair, pair_data in preprocessed.items():
@@ -167,8 +168,13 @@ class Edge:
             pair_data = pair_data.sort_values(by=['date'])
             pair_data = pair_data.reset_index(drop=True)
 
-            df_analyzed = self.strategy.advise_sell(
+            df_analyzed = self.strategy.advise_exit(
-                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
+                dataframe=self.strategy.advise_entry(
+                    dataframe=pair_data,
+                    metadata={'pair': pair}
+                ),
+                metadata={'pair': pair}
+            )[headers].copy()
 
             trades += self._find_trades_for_stoploss_range(df_analyzed, pair, self._stoploss_range)
 
@@ -382,8 +388,8 @@ class Edge:
         return final
 
     def _find_trades_for_stoploss_range(self, df, pair, stoploss_range):
-        buy_column = df['buy'].values
+        buy_column = df['enter_long'].values
-        sell_column = df['sell'].values
+        sell_column = df['exit_long'].values
         date_column = df['date'].values
         ohlc_columns = df[['open', 'high', 'low', 'close']].values
 

freqtrade/enums/__init__.py

@@ -4,6 +4,6 @@ from freqtrade.enums.collateral import Collateral
 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 SignalTagType, SignalType
+from freqtrade.enums.signaltype import SignalDirection, SignalTagType, SignalType
 from freqtrade.enums.state import State
 from freqtrade.enums.tradingmode import TradingMode

freqtrade/enums/signaltype.py

@@ -5,12 +5,19 @@ class SignalType(Enum):
     """
     Enum to distinguish between enter and exit signals
     """
-    BUY = "buy"
+    ENTER_LONG = "enter_long"
-    SELL = "sell"
+    EXIT_LONG = "exit_long"
+    ENTER_SHORT = "enter_short"
+    EXIT_SHORT = "exit_short"
 
 
 class SignalTagType(Enum):
     """
     Enum for signal columns
     """
-    BUY_TAG = "buy_tag"
+    ENTER_TAG = "enter_tag"
+
+
+class SignalDirection(Enum):
+    LONG = 'long'
+    SHORT = 'short'

freqtrade/freqtradebot.py

@@ -422,24 +422,25 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell, buy_tag) = self.strategy.get_signal(
+        (signal, enter_tag) = self.strategy.get_entry_signal(
-            pair,
+            pair, self.strategy.timeframe, analyzed_df
-            self.strategy.timeframe,
-            analyzed_df
             )
 
-        if buy and not sell:
+        if signal:
             stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
 
             bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
             if ((bid_check_dom.get('enabled', False)) and
                     (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
+                # TODO-lev: Does the below need to be adjusted for shorts?
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
-                    return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
+                    # TODO-lev: pass in "enter" as side.
+
+                    return self.execute_entry(pair, stake_amount, enter_tag=enter_tag)
                 else:
                     return False
 
-            return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
+            return self.execute_entry(pair, stake_amount, enter_tag=enter_tag)
         else:
             return False
 
@@ -468,7 +469,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
     def execute_entry(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                      forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
+                      forcebuy: bool = False, enter_tag: Optional[str] = None) -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
@@ -501,7 +502,9 @@ class FreqtradeBot(LoggingMixin):
                                                  default_retval=stake_amount)(
                 pair=pair, current_time=datetime.now(timezone.utc),
                 current_rate=enter_limit_requested, proposed_stake=stake_amount,
-                min_stake=min_stake_amount, max_stake=max_stake_amount)
+                min_stake=min_stake_amount, max_stake=max_stake_amount, side='long')
+        # TODO-lev: Add non-hardcoded "side" parameter
+
         stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
 
         if not stake_amount:
@@ -518,9 +521,12 @@ class FreqtradeBot(LoggingMixin):
             order_type = self.strategy.order_types.get('forcebuy', order_type)
         # TODO-lev: Will this work for shorting?
 
+        # TODO-lev: Add non-hardcoded "side" parameter
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
-                time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
+                time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
+                side='long'
+                ):
             logger.info(f"User requested abortion of buying {pair}")
             return False
         amount = self.exchange.amount_to_precision(pair, amount)
@@ -579,7 +585,8 @@ class FreqtradeBot(LoggingMixin):
             exchange=self.exchange.id,
             open_order_id=order_id,
             strategy=self.strategy.get_strategy_name(),
-            buy_tag=buy_tag,
+            # TODO-lev: compatibility layer for buy_tag (!)
+            buy_tag=enter_tag,
             timeframe=timeframe_to_minutes(self.config['timeframe'])
         )
         trade.orders.append(order_obj)
@@ -703,22 +710,23 @@ class FreqtradeBot(LoggingMixin):
 
         logger.debug('Handling %s ...', trade)
 
-        (buy, sell) = (False, False)
+        (enter, exit_) = (False, False)
+
         # TODO-lev: change to use_exit_signal, ignore_roi_if_enter_signal
         if (self.config.get('use_sell_signal', True) or
                 self.config.get('ignore_roi_if_buy_signal', False)):
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
-            (buy, sell, _) = self.strategy.get_signal(
+            (enter, exit_) = self.strategy.get_exit_signal(
                 trade.pair,
                 self.strategy.timeframe,
-                analyzed_df
+                analyzed_df, is_short=trade.is_short
             )
 
-        logger.debug('checking sell')
+        # TODO-lev: side should depend on trade side.
         exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
-        if self._check_and_execute_exit(trade, exit_rate, buy, sell):
+        if self._check_and_execute_exit(trade, exit_rate, enter, exit_):
             return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -864,18 +872,18 @@ class FreqtradeBot(LoggingMixin):
                                    f"for pair {trade.pair}.")
 
     def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
-                                buy: bool, sell: bool) -> bool:
+                                enter: bool, exit_: bool) -> bool:
         """
-        Check and execute exit
+        Check and execute trade exit
         """
-        should_sell = self.strategy.should_sell(
+        should_exit: SellCheckTuple = self.strategy.should_exit(
-            trade, exit_rate, datetime.now(timezone.utc), buy, sell,
+            trade, exit_rate, datetime.now(timezone.utc), enter=enter, exit_=exit_,
             force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
-        if should_sell.sell_flag:
+        if should_exit.sell_flag:
-            logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
+            logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}')
-            self.execute_trade_exit(trade, exit_rate, should_sell)
+            self.execute_trade_exit(trade, exit_rate, should_exit)
             return True
         return False
 

freqtrade/optimize/backtesting.py

@@ -37,13 +37,15 @@ logger = logging.getLogger(__name__)
 
 # Indexes for backtest tuples
 DATE_IDX = 0
-BUY_IDX = 1
+OPEN_IDX = 1
-OPEN_IDX = 2
+HIGH_IDX = 2
-CLOSE_IDX = 3
+LOW_IDX = 3
-SELL_IDX = 4
+CLOSE_IDX = 4
-LOW_IDX = 5
+LONG_IDX = 5
-HIGH_IDX = 6
+ELONG_IDX = 6  # Exit long
-BUY_TAG_IDX = 7
+SHORT_IDX = 7
+ESHORT_IDX = 8  # Exit short
+ENTER_TAG_IDX = 9
 
 
 class Backtesting:
@@ -64,8 +66,8 @@ class Backtesting:
         config['dry_run'] = True
         self.strategylist: List[IStrategy] = []
         self.all_results: Dict[str, Dict] = {}
-
+        self._exchange_name = self.config['exchange']['name']
-        self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
+        self.exchange = ExchangeResolver.load_exchange(self._exchange_name, self.config)
         self.dataprovider = DataProvider(self.config, None)
 
         if self.config.get('strategy_list', None):
@@ -136,6 +138,10 @@ class Backtesting:
         self.config['startup_candle_count'] = self.required_startup
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
 
+        # TODO-lev: This should come from the configuration setting or better a
+        # TODO-lev: combination of config/strategy "use_shorts"(?) and "can_short" from the exchange
+        self._can_short = False
+
         self.progress = BTProgress()
         self.abort = False
 
@@ -245,7 +251,8 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
+        headers = ['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
+                   'enter_short', 'exit_short', 'enter_tag']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -253,13 +260,13 @@ class Backtesting:
         for pair, pair_data in processed.items():
             self.check_abort()
             self.progress.increment()
-            if not pair_data.empty:
-                pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
-                pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
-                pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
-            df_analyzed = self.strategy.advise_sell(
+            if not pair_data.empty:
-                self.strategy.advise_buy(pair_data, {'pair': pair}),
+                # Cleanup from prior runs
+                pair_data.drop(headers[5:] + ['buy', 'sell'], axis=1, errors='ignore')
+
+            df_analyzed = self.strategy.advise_exit(
+                self.strategy.advise_entry(pair_data, {'pair': pair}),
                 {'pair': pair}
             ).copy()
             # Trim startup period from analyzed dataframe
@@ -267,9 +274,11 @@ class Backtesting:
                                          startup_candles=self.required_startup)
             # To avoid using data from future, we use buy/sell signals shifted
             # from the previous candle
-            df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
+            for col in headers[5:]:
-            df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
+                if col in df_analyzed.columns:
-            df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
+                    df_analyzed.loc[:, col] = df_analyzed.loc[:, col].shift(1)
+                else:
+                    df_analyzed.loc[:, col] = 0 if col != 'enter_tag' else None
 
             # Update dataprovider cache
             self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
@@ -350,10 +359,13 @@ class Backtesting:
     def _get_sell_trade_entry_for_candle(self, trade: LocalTrade,
                                          sell_row: Tuple) -> Optional[LocalTrade]:
         sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
-        sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
+        enter = sell_row[SHORT_IDX] if trade.is_short else sell_row[LONG_IDX]
-                                         sell_candle_time, sell_row[BUY_IDX],
+        exit_ = sell_row[ESHORT_IDX] if trade.is_short else sell_row[ELONG_IDX]
-                                         sell_row[SELL_IDX],
+        sell = self.strategy.should_exit(
-                                         low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
+            trade, sell_row[OPEN_IDX], sell_candle_time,  # type: ignore
+            enter=enter, exit_=exit_,
+            low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX]
+            )
 
         if sell.sell_flag:
             trade.close_date = sell_candle_time
@@ -389,9 +401,12 @@ class Backtesting:
             if len(detail_data) == 0:
                 # Fall back to "regular" data if no detail data was found for this candle
                 return self._get_sell_trade_entry_for_candle(trade, sell_row)
-            detail_data['buy'] = sell_row[BUY_IDX]
+            detail_data['enter_long'] = sell_row[LONG_IDX]
-            detail_data['sell'] = sell_row[SELL_IDX]
+            detail_data['exit_long'] = sell_row[ELONG_IDX]
-            headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
+            detail_data['enter_short'] = sell_row[SHORT_IDX]
+            detail_data['exit_short'] = sell_row[ESHORT_IDX]
+            headers = ['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
+                       'enter_short', 'exit_short']
             for det_row in detail_data[headers].values.tolist():
                 res = self._get_sell_trade_entry_for_candle(trade, det_row)
                 if res:
@@ -402,7 +417,7 @@ class Backtesting:
         else:
             return self._get_sell_trade_entry_for_candle(trade, sell_row)
 
-    def _enter_trade(self, pair: str, row: List) -> Optional[LocalTrade]:
+    def _enter_trade(self, pair: str, row: List, direction: str) -> Optional[LocalTrade]:
         try:
             stake_amount = self.wallets.get_trade_stake_amount(pair, None)
         except DependencyException:
@@ -414,7 +429,8 @@ class Backtesting:
         stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
                                              default_retval=stake_amount)(
             pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
-            proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
+            proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount,
+            side=direction)
         stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
 
         if not stake_amount:
@@ -425,12 +441,13 @@ class Backtesting:
         # Confirm trade entry:
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX],
-                time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime()):
+                time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime(),
+                side=direction):
             return None
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             # Enter trade
-            has_buy_tag = len(row) >= BUY_TAG_IDX + 1
+            has_enter_tag = len(row) >= ENTER_TAG_IDX + 1
             trade = LocalTrade(
                 pair=pair,
                 open_rate=row[OPEN_IDX],
@@ -440,8 +457,9 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
-                buy_tag=row[BUY_TAG_IDX] if has_buy_tag else None,
+                buy_tag=row[ENTER_TAG_IDX] if has_enter_tag else None,
-                exchange='backtesting',
+                exchange=self._exchange_name,
+                is_short=(direction == 'short'),
             )
             return trade
         return None
@@ -475,6 +493,20 @@ class Backtesting:
         self.rejected_trades += 1
         return False
 
+    def check_for_trade_entry(self, row) -> Optional[str]:
+        enter_long = row[LONG_IDX] == 1
+        exit_long = row[ELONG_IDX] == 1
+        enter_short = self._can_short and row[SHORT_IDX] == 1
+        exit_short = self._can_short and row[ESHORT_IDX] == 1
+
+        if enter_long == 1 and not any([exit_long, enter_short]):
+            # Long
+            return 'long'
+        if enter_short == 1 and not any([exit_short, enter_long]):
+            # Short
+            return 'short'
+        return None
+
     def backtest(self, processed: Dict,
                  start_date: datetime, end_date: datetime,
                  max_open_trades: int = 0, position_stacking: bool = False,
@@ -537,15 +569,15 @@ class Backtesting:
                 # without positionstacking, we can only have one open trade per pair.
                 # max_open_trades must be respected
                 # don't open on the last row
+                trade_dir = self.check_for_trade_entry(row)
                 if (
                     (position_stacking or len(open_trades[pair]) == 0)
                     and self.trade_slot_available(max_open_trades, open_trade_count_start)
                     and tmp != end_date
-                    and row[BUY_IDX] == 1
+                    and trade_dir is not None
-                    and row[SELL_IDX] != 1
                     and not PairLocks.is_pair_locked(pair, row[DATE_IDX])
                 ):
-                    trade = self._enter_trade(pair, row)
+                    trade = self._enter_trade(pair, row, trade_dir)
                     if trade:
                         # TODO: hacky workaround to avoid opening > max_open_trades
                         # This emulates previous behaviour - not sure if this is correct

freqtrade/plot/plotting.py

@@ -386,8 +386,9 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     )
     fig.add_trace(candles, 1, 1)
 
-    if 'buy' in data.columns:
+    # TODO-lev: Needs short equivalent
-        df_buy = data[data['buy'] == 1]
+    if 'enter_long' in data.columns:
+        df_buy = data[data['enter_long'] == 1]
         if len(df_buy) > 0:
             buys = go.Scatter(
                 x=df_buy.date,
@@ -405,8 +406,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
         else:
             logger.warning("No buy-signals found.")
 
-    if 'sell' in data.columns:
+    if 'exit_long' in data.columns:
-        df_sell = data[data['sell'] == 1]
+        df_sell = data[data['exit_long'] == 1]
         if len(df_sell) > 0:
             sells = go.Scatter(
                 x=df_sell.date,

freqtrade/strategy/interface.py

@@ -13,7 +13,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType, SignalTagType, SignalType
+from freqtrade.enums import SellType, SignalDirection, SignalTagType, SignalType
 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
@@ -187,7 +187,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
         """
-        Check buy enter timeout function callback.
+        Check buy 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.
@@ -231,7 +231,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         pass
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime,
+                            side: str, **kwargs) -> bool:
         """
         Called right before placing a entry order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -247,6 +248,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :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 current_time: datetime object, containing the current datetime
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process
@@ -366,10 +368,9 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                             proposed_stake: float, min_stake: float, max_stake: float,
-                            **kwargs) -> float:
+                            side: str, **kwargs) -> float:
         """
-        Customize stake size for each new trade. This method is not called when edge module is
+        Customize stake size for each new trade.
-        enabled.
 
         :param pair: Pair that's currently analyzed
         :param current_time: datetime object, containing the current datetime
@@ -377,10 +378,28 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param proposed_stake: A stake amount proposed by the bot.
         :param min_stake: Minimal stake size allowed by exchange.
         :param max_stake: Balance available for trading.
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :return: A stake size, which is between min_stake and max_stake.
         """
         return proposed_stake
 
+    def leverage(self, pair: str, current_time: datetime, current_rate: float,
+                 proposed_leverage: float, max_leverage: float, side: str,
+                 **kwargs) -> float:
+        """
+        Customize leverage for each new trade. This method is not called when edge module is
+        enabled.
+
+        :param pair: Pair that's currently analyzed
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param proposed_leverage: A leverage proposed by the bot.
+        :param max_leverage: Max leverage allowed on this pair
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
+        :return: A leverage amount, which is between 1.0 and max_leverage.
+        """
+        return 1.0
+
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
@@ -471,8 +490,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         logger.debug("TA Analysis Launched")
         dataframe = self.advise_indicators(dataframe, metadata)
-        dataframe = self.advise_buy(dataframe, metadata)
+        dataframe = self.advise_entry(dataframe, metadata)
-        dataframe = self.advise_sell(dataframe, metadata)
+        dataframe = self.advise_exit(dataframe, metadata)
         return dataframe
 
     def _analyze_ticker_internal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -497,9 +516,11 @@ class IStrategy(ABC, HyperStrategyMixin):
                 self.dp._set_cached_df(pair, self.timeframe, dataframe)
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")
-            dataframe['buy'] = 0
+            dataframe[SignalType.ENTER_LONG.value] = 0
-            dataframe['sell'] = 0
+            dataframe[SignalType.EXIT_LONG.value] = 0
-            dataframe['buy_tag'] = None
+            dataframe[SignalType.ENTER_SHORT.value] = 0
+            dataframe[SignalType.EXIT_SHORT.value] = 0
+            dataframe[SignalTagType.ENTER_TAG.value] = None
 
         # Other Defs in strategy that want to be called every loop here
         # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
@@ -558,8 +579,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         message = ""
         if dataframe is None:
             message = "No dataframe returned (return statement missing?)."
-        elif 'buy' not in dataframe:
+        elif 'enter_long' not in dataframe:
-            message = "Buy column not set."
+            message = "enter_long/buy column not set."
         elif df_len != len(dataframe):
             message = message_template.format("length")
         elif df_close != dataframe["close"].iloc[-1]:
@@ -572,12 +593,12 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 raise StrategyError(message)
 
-    def get_signal(
+    def get_latest_candle(
         self,
         pair: str,
         timeframe: str,
-        dataframe: DataFrame
+        dataframe: DataFrame,
-    ) -> Tuple[bool, bool, Optional[str]]:
+    ) -> Tuple[Optional[DataFrame], Optional[arrow.Arrow]]:
         """
         Calculates current signal based based on the entry order or exit order
         columns of the dataframe.
@@ -585,12 +606,11 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param pair: pair in format ANT/BTC
         :param timeframe: timeframe to use
         :param dataframe: Analyzed dataframe to get signal from.
-        :return: (Buy, Sell)/(Short, Exit_short) A bool-tuple indicating
+        :return: (None, None) or (Dataframe, latest_date) - corresponding to the last candle
-        (buy/sell)/(short/exit_short) signal
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
-            return False, False, None
+            return None, None
 
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
@@ -605,27 +625,89 @@ class IStrategy(ABC, HyperStrategyMixin):
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair, int((arrow.utcnow() - latest_date).total_seconds() // 60)
             )
-            return False, False, None
+            return None, None
+        return latest, latest_date
 
-        enter = latest[SignalType.BUY.value] == 1
+    def get_exit_signal(
+        self,
+        pair: str,
+        timeframe: str,
+        dataframe: DataFrame,
+        is_short: bool = None
+    ) -> Tuple[bool, bool]:
+        """
+        Calculates current exit signal based based on the buy/short or sell/exit_short
+        columns of the dataframe.
+        Used by Bot to get the signal to exit.
+        depending on is_short, looks at "short" or "long" columns.
+        :param pair: pair in format ANT/BTC
+        :param timeframe: timeframe to use
+        :param dataframe: Analyzed dataframe to get signal from.
+        :param is_short: Indicating existing trade direction.
+        :return: (enter, exit) A bool-tuple with enter / exit values.
+        """
+        latest, latest_date = self.get_latest_candle(pair, timeframe, dataframe)
+        if latest is None:
+            return False, False
 
-        exit = False
+        if is_short:
-        if SignalType.SELL.value in latest:
+            enter = latest.get(SignalType.ENTER_SHORT.value, 0) == 1
-            exit = latest[SignalType.SELL.value] == 1
+            exit_ = latest.get(SignalType.EXIT_SHORT.value, 0) == 1
+        else:
+            enter = latest[SignalType.ENTER_LONG.value] == 1
+            exit_ = latest.get(SignalType.EXIT_LONG.value, 0) == 1
 
-        buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
+        logger.debug(f"exit-trigger: {latest['date']} (pair={pair}) "
+                     f"enter={enter} exit={exit_}")
+
+        return enter, exit_
+
+    def get_entry_signal(
+        self,
+        pair: str,
+        timeframe: str,
+        dataframe: DataFrame,
+    ) -> Tuple[Optional[SignalDirection], Optional[str]]:
+        """
+        Calculates current entry signal based based on the buy/short or sell/exit_short
+        columns of the dataframe.
+        Used by Bot to get the signal to buy, sell, short, or exit_short
+        :param pair: pair in format ANT/BTC
+        :param timeframe: timeframe to use
+        :param dataframe: Analyzed dataframe to get signal from.
+        :return: (SignalDirection, entry_tag)
+        """
+        latest, latest_date = self.get_latest_candle(pair, timeframe, dataframe)
+        if latest is None or latest_date is None:
+            return None, None
+
+        enter_long = latest[SignalType.ENTER_LONG.value] == 1
+        exit_long = latest.get(SignalType.EXIT_LONG.value, 0) == 1
+        enter_short = latest.get(SignalType.ENTER_SHORT.value, 0) == 1
+        exit_short = latest.get(SignalType.EXIT_SHORT.value, 0) == 1
+
+        enter_signal: Optional[SignalDirection] = None
+        enter_tag_value: Optional[str] = None
+        if enter_long == 1 and not any([exit_long, enter_short]):
+            enter_signal = SignalDirection.LONG
+            enter_tag_value = latest.get(SignalTagType.ENTER_TAG.value, None)
+        if enter_short == 1 and not any([exit_short, enter_long]):
+            enter_signal = SignalDirection.SHORT
+            enter_tag_value = latest.get(SignalTagType.ENTER_TAG.value, None)
 
-        logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
-                     latest['date'], pair, str(enter), str(exit))
         timeframe_seconds = timeframe_to_seconds(timeframe)
+
         if self.ignore_expired_candle(
-            latest_date=latest_date,
+            latest_date=latest_date.datetime,
             current_time=datetime.now(timezone.utc),
             timeframe_seconds=timeframe_seconds,
-            enter=enter
+            enter=bool(enter_signal)
         ):
-            return False, exit, buy_tag
+            return None, enter_tag_value
-        return enter, exit, buy_tag
+
+        logger.debug(f"entry trigger: {latest['date']} (pair={pair}) "
+                     f"enter={enter_long} enter_tag_value={enter_tag_value}")
+        return enter_signal, enter_tag_value
 
     def ignore_expired_candle(
         self,
@@ -640,8 +722,9 @@ class IStrategy(ABC, HyperStrategyMixin):
         else:
             return False
 
-    def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
+    def should_exit(self, trade: Trade, rate: float, date: datetime, *,
-                    sell: bool, low: float = None, high: float = None,
+                    enter: bool, exit_: bool,
+                    low: float = None, high: float = None,
                     force_stoploss: float = 0) -> SellCheckTuple:
         """
         This function evaluates if one of the conditions required to trigger an exit order
@@ -651,6 +734,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param force_stoploss: Externally provided stoploss
         :return: True if trade should be exited, False otherwise
         """
+
         current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
@@ -665,7 +749,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         current_profit = trade.calc_profit_ratio(current_rate)
 
         # if enter signal and ignore_roi is set, we don't need to evaluate min_roi.
-        roi_reached = (not (buy and self.ignore_roi_if_buy_signal)
+        roi_reached = (not (enter and self.ignore_roi_if_buy_signal)
                        and self.min_roi_reached(trade=trade, current_profit=current_profit,
                                                 current_time=date))
 
@@ -678,10 +762,11 @@ class IStrategy(ABC, HyperStrategyMixin):
         if (self.sell_profit_only and current_profit <= self.sell_profit_offset):
             # sell_profit_only and profit doesn't reach the offset - ignore sell signal
             pass
-        elif self.use_sell_signal and not buy:
+        elif self.use_sell_signal and not enter:
-            if sell:
+            if exit_:
                 sell_signal = SellType.SELL_SIGNAL
             else:
+                trade_type = "exit_short" if trade.is_short else "sell"
                 custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
                     pair=trade.pair, trade=trade, current_time=date, current_rate=current_rate,
                     current_profit=current_profit)
@@ -689,9 +774,9 @@ class IStrategy(ABC, HyperStrategyMixin):
                     sell_signal = SellType.CUSTOM_SELL
                     if isinstance(custom_reason, str):
                         if len(custom_reason) > CUSTOM_SELL_MAX_LENGTH:
-                            logger.warning(f'Custom sell reason returned from custom_sell is too '
+                            logger.warning(f'Custom {trade_type} reason returned from '
-                                           f'long and was trimmed to {CUSTOM_SELL_MAX_LENGTH} '
+                                           f'custom_{trade_type} is too long and was trimmed'
-                                           f'characters.')
+                                           f'to {CUSTOM_SELL_MAX_LENGTH} characters.')
                             custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH]
                     else:
                         custom_reason = None
@@ -737,7 +822,12 @@ class IStrategy(ABC, HyperStrategyMixin):
         # Initiate stoploss with open_rate. Does nothing if stoploss is already set.
         trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
 
-        if self.use_custom_stoploss and trade.stop_loss < (low or current_rate):
+        dir_correct = (trade.stop_loss < (low or current_rate)
+                       if not trade.is_short else
+                       trade.stop_loss > (high or current_rate)
+                       )
+
+        if self.use_custom_stoploss and dir_correct:
             stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
                                                     )(pair=trade.pair, trade=trade,
                                                       current_time=current_time,
@@ -755,6 +845,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             sl_offset = self.trailing_stop_positive_offset
 
             # Make sure current_profit is calculated using high for backtesting.
+            # TODO-lev: Check this function - high / low usage must be inversed for short trades!
             high_profit = current_profit if not high else trade.calc_profit_ratio(high)
 
             # Don't update stoploss if trailing_only_offset_is_reached is true.
@@ -821,7 +912,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
         Populates indicators for given candle (OHLCV) data (for multiple pairs)
-        Does not run advise_buy or advise_sell!
+        Does not run advise_entry or advise_exit!
         Used by optimize operations only, not during dry / live runs.
         Using .copy() to get a fresh copy of the dataframe for every strategy run.
         Also copy on output to avoid PerformanceWarnings pandas 1.3.0 started to show.
@@ -853,7 +944,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         else:
             return self.populate_indicators(dataframe, metadata)
 
-    def advise_buy(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def advise_entry(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Based on TA indicators, populates the entry order signal for the given dataframe
         This method should not be overridden.
@@ -868,11 +959,15 @@ class IStrategy(ABC, HyperStrategyMixin):
         if self._buy_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
                           "the current function headers!", DeprecationWarning)
-            return self.populate_buy_trend(dataframe)  # type: ignore
+            df = self.populate_buy_trend(dataframe)  # type: ignore
         else:
-            return self.populate_buy_trend(dataframe, metadata)
+            df = self.populate_buy_trend(dataframe, metadata)
+        if 'enter_long' not in df.columns:
+            df = df.rename({'buy': 'enter_long', 'buy_tag': 'enter_tag'}, axis='columns')
 
-    def advise_sell(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        return df
+
+    def advise_exit(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Based on TA indicators, populates the exit order signal for the given dataframe
         This method should not be overridden.
@@ -886,6 +981,9 @@ class IStrategy(ABC, HyperStrategyMixin):
         if self._sell_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
                           "the current function headers!", DeprecationWarning)
-            return self.populate_sell_trend(dataframe)  # type: ignore
+            df = self.populate_sell_trend(dataframe)  # type: ignore
         else:
-            return self.populate_sell_trend(dataframe, metadata)
+            df = self.populate_sell_trend(dataframe, metadata)
+        if 'exit_long' not in df.columns:
+            df = df.rename({'sell': 'exit_long'}, axis='columns')
+        return df

freqtrade/strategy/strategy_helper.py

@@ -1,5 +1,6 @@
 import pandas as pd
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 
 
@@ -66,7 +67,11 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     return dataframe
 
 
-def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
+def stoploss_from_open(
+    open_relative_stop: float,
+    current_profit: float,
+    for_short: bool = False
+) -> float:
     """
 
     Given the current profit, and a desired stop loss value relative to the open price,
@@ -87,9 +92,18 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
     if current_profit == -1:
         return 1
 
+    if for_short is True:
+        # TODO-lev: How would this be calculated for short
+        raise OperationalException(
+            "Freqtrade hasn't figured out how to calculated stoploss on shorts")
+        # stoploss = 1-((1+open_relative_stop)/(1+current_profit))
+    else:
         stoploss = 1-((1+open_relative_stop)/(1+current_profit))
 
     # negative stoploss values indicate the requested stop price is higher than the current price
+    if for_short:
+        return min(stoploss, 0.0)
+    else:
         return max(stoploss, 0.0)
 
 

freqtrade/templates/base_strategy.py.j2

@@ -122,7 +122,7 @@ class {{ strategy }}(IStrategy):
                 {{ buy_trend | indent(16) }}
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
-            'buy'] = 1
+            'enter_long'] = 1
 
         return dataframe
 
@@ -138,6 +138,6 @@ class {{ strategy }}(IStrategy):
                 {{ sell_trend | indent(16) }}
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
-            'sell'] = 1
+            'exit_long'] = 1
         return dataframe
     {{ additional_methods | indent(4) }}

freqtrade/templates/sample_short_strategy.py

@@ -0,0 +1,379 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+# flake8: noqa: F401
+# isort: skip_file
+# --- Do not remove these libs ---
+import numpy as np  # noqa
+import pandas as pd  # noqa
+from pandas import DataFrame
+
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                IStrategy, IntParameter)
+
+# --------------------------------
+# Add your lib to import here
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+
+# This class is a sample. Feel free to customize it.
+class SampleStrategy(IStrategy):
+    """
+    This is a sample strategy to inspire you.
+    More information in https://www.freqtrade.io/en/latest/strategy-customization/
+
+    You can:
+        :return: a Dataframe with all mandatory indicators for the strategies
+    - Rename the class name (Do not forget to update class_name)
+    - Add any methods you want to build your strategy
+    - Add any lib you need to build your strategy
+
+    You must keep:
+    - the lib in the section "Do not remove these libs"
+    - the methods: populate_indicators, populate_buy_trend, populate_sell_trend
+    You should keep:
+    - timeframe, minimal_roi, stoploss, trailing_*
+    """
+    # Strategy interface version - allow new iterations of the strategy interface.
+    # Check the documentation or the Sample strategy to get the latest version.
+    INTERFACE_VERSION = 2
+
+    # Minimal ROI designed for the strategy.
+    # This attribute will be overridden if the config file contains "minimal_roi".
+    minimal_roi = {
+        "60": 0.01,
+        "30": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy.
+    # This attribute will be overridden if the config file contains "stoploss".
+    stoploss = -0.10
+
+    # Trailing stoploss
+    trailing_stop = False
+    # trailing_only_offset_is_reached = False
+    # trailing_stop_positive = 0.01
+    # trailing_stop_positive_offset = 0.0  # Disabled / not configured
+
+    # Hyperoptable parameters
+    short_rsi = IntParameter(low=51, high=100, default=70, space='sell', optimize=True, load=True)
+    exit_short_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
+
+    # Optimal timeframe for the strategy.
+    timeframe = '5m'
+
+    # Run "populate_indicators()" only for new candle.
+    process_only_new_candles = False
+
+    # These values can be overridden in the "ask_strategy" section in the config.
+    use_sell_signal = True
+    sell_profit_only = False
+    ignore_roi_if_buy_signal = False
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 30
+
+    # Optional order type mapping.
+    order_types = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
+    }
+
+    # Optional order time in force.
+    order_time_in_force = {
+        'buy': 'gtc',
+        'sell': 'gtc'
+    }
+
+    plot_config = {
+        'main_plot': {
+            'tema': {},
+            'sar': {'color': 'white'},
+        },
+        'subplots': {
+            "MACD": {
+                'macd': {'color': 'blue'},
+                'macdsignal': {'color': 'orange'},
+            },
+            "RSI": {
+                'rsi': {'color': 'red'},
+            }
+        }
+    }
+
+    def informative_pairs(self):
+        """
+        Define additional, informative pair/interval combinations to be cached from the exchange.
+        These pair/interval combinations are non-tradeable, unless they are part
+        of the whitelist as well.
+        For more information, please consult the documentation
+        :return: List of tuples in the format (pair, interval)
+            Sample: return [("ETH/USDT", "5m"),
+                            ("BTC/USDT", "15m"),
+                            ]
+        """
+        return []
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Adds several different TA indicators to the given DataFrame
+
+        Performance Note: For the best performance be frugal on the number of indicators
+        you are using. Let uncomment only the indicator you are using in your strategies
+        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
+        :param dataframe: Dataframe with data from the exchange
+        :param metadata: Additional information, like the currently traded pair
+        :return: a Dataframe with all mandatory indicators for the strategies
+        """
+
+        # Momentum Indicators
+        # ------------------------------------
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        # # Plus Directional Indicator / Movement
+        # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+        # dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+        # # Minus Directional Indicator / Movement
+        # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # # Aroon, Aroon Oscillator
+        # aroon = ta.AROON(dataframe)
+        # dataframe['aroonup'] = aroon['aroonup']
+        # dataframe['aroondown'] = aroon['aroondown']
+        # dataframe['aroonosc'] = ta.AROONOSC(dataframe)
+
+        # # Awesome Oscillator
+        # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
+
+        # # Keltner Channel
+        # keltner = qtpylib.keltner_channel(dataframe)
+        # dataframe["kc_upperband"] = keltner["upper"]
+        # dataframe["kc_lowerband"] = keltner["lower"]
+        # dataframe["kc_middleband"] = keltner["mid"]
+        # dataframe["kc_percent"] = (
+        #     (dataframe["close"] - dataframe["kc_lowerband"]) /
+        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"])
+        # )
+        # dataframe["kc_width"] = (
+        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"]) / dataframe["kc_middleband"]
+        # )
+
+        # # Ultimate Oscillator
+        # dataframe['uo'] = ta.ULTOSC(dataframe)
+
+        # # Commodity Channel Index: values [Oversold:-100, Overbought:100]
+        # dataframe['cci'] = ta.CCI(dataframe)
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        # # Inverse Fisher transform on RSI: values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+        # rsi = 0.1 * (dataframe['rsi'] - 50)
+        # dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
+
+        # # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
+        # dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+        # # Stochastic Slow
+        # stoch = ta.STOCH(dataframe)
+        # dataframe['slowd'] = stoch['slowd']
+        # dataframe['slowk'] = stoch['slowk']
+
+        # Stochastic Fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # # Stochastic RSI
+        # Please read https://github.com/freqtrade/freqtrade/issues/2961 before using this.
+        # STOCHRSI is NOT aligned with tradingview, which may result in non-expected results.
+        # stoch_rsi = ta.STOCHRSI(dataframe)
+        # dataframe['fastd_rsi'] = stoch_rsi['fastd']
+        # dataframe['fastk_rsi'] = stoch_rsi['fastk']
+
+        # MACD
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        # MFI
+        dataframe['mfi'] = ta.MFI(dataframe)
+
+        # # ROC
+        # dataframe['roc'] = ta.ROC(dataframe)
+
+        # Overlap Studies
+        # ------------------------------------
+
+        # Bollinger Bands
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe['bb_lowerband'] = bollinger['lower']
+        dataframe['bb_middleband'] = bollinger['mid']
+        dataframe['bb_upperband'] = bollinger['upper']
+        dataframe["bb_percent"] = (
+            (dataframe["close"] - dataframe["bb_lowerband"]) /
+            (dataframe["bb_upperband"] - dataframe["bb_lowerband"])
+        )
+        dataframe["bb_width"] = (
+            (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
+        )
+
+        # Bollinger Bands - Weighted (EMA based instead of SMA)
+        # weighted_bollinger = qtpylib.weighted_bollinger_bands(
+        #     qtpylib.typical_price(dataframe), window=20, stds=2
+        # )
+        # dataframe["wbb_upperband"] = weighted_bollinger["upper"]
+        # dataframe["wbb_lowerband"] = weighted_bollinger["lower"]
+        # dataframe["wbb_middleband"] = weighted_bollinger["mid"]
+        # dataframe["wbb_percent"] = (
+        #     (dataframe["close"] - dataframe["wbb_lowerband"]) /
+        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"])
+        # )
+        # dataframe["wbb_width"] = (
+        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) /
+        #     dataframe["wbb_middleband"]
+        # )
+
+        # # EMA - Exponential Moving Average
+        # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
+        # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+        # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+        # dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21)
+        # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
+        # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+
+        # # SMA - Simple Moving Average
+        # dataframe['sma3'] = ta.SMA(dataframe, timeperiod=3)
+        # dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5)
+        # dataframe['sma10'] = ta.SMA(dataframe, timeperiod=10)
+        # dataframe['sma21'] = ta.SMA(dataframe, timeperiod=21)
+        # dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50)
+        # dataframe['sma100'] = ta.SMA(dataframe, timeperiod=100)
+
+        # Parabolic SAR
+        dataframe['sar'] = ta.SAR(dataframe)
+
+        # TEMA - Triple Exponential Moving Average
+        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+
+        # Cycle Indicator
+        # ------------------------------------
+        # Hilbert Transform Indicator - SineWave
+        hilbert = ta.HT_SINE(dataframe)
+        dataframe['htsine'] = hilbert['sine']
+        dataframe['htleadsine'] = hilbert['leadsine']
+
+        # Pattern Recognition - Bullish candlestick patterns
+        # ------------------------------------
+        # # Hammer: values [0, 100]
+        # dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
+        # # Inverted Hammer: values [0, 100]
+        # dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
+        # # Dragonfly Doji: values [0, 100]
+        # dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
+        # # Piercing Line: values [0, 100]
+        # dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
+        # # Morningstar: values [0, 100]
+        # dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
+        # # Three White Soldiers: values [0, 100]
+        # dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
+
+        # Pattern Recognition - Bearish candlestick patterns
+        # ------------------------------------
+        # # Hanging Man: values [0, 100]
+        # dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
+        # # Shooting Star: values [0, 100]
+        # dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
+        # # Gravestone Doji: values [0, 100]
+        # dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
+        # # Dark Cloud Cover: values [0, 100]
+        # dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
+        # # Evening Doji Star: values [0, 100]
+        # dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
+        # # Evening Star: values [0, 100]
+        # dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
+
+        # Pattern Recognition - Bullish/Bearish candlestick patterns
+        # ------------------------------------
+        # # Three Line Strike: values [0, -100, 100]
+        # dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
+        # # Spinning Top: values [0, -100, 100]
+        # dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
+        # # Engulfing: values [0, -100, 100]
+        # dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
+        # # Harami: values [0, -100, 100]
+        # dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
+        # # Three Outside Up/Down: values [0, -100, 100]
+        # dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
+        # # Three Inside Up/Down: values [0, -100, 100]
+        # dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
+
+        # # Chart type
+        # # ------------------------------------
+        # # Heikin Ashi Strategy
+        # heikinashi = qtpylib.heikinashi(dataframe)
+        # dataframe['ha_open'] = heikinashi['open']
+        # dataframe['ha_close'] = heikinashi['close']
+        # dataframe['ha_high'] = heikinashi['high']
+        # dataframe['ha_low'] = heikinashi['low']
+
+        # Retrieve best bid and best ask from the orderbook
+        # ------------------------------------
+        """
+        # first check if dataprovider is available
+        if self.dp:
+            if self.dp.runmode.value in ('live', 'dry_run'):
+                ob = self.dp.orderbook(metadata['pair'], 1)
+                dataframe['best_bid'] = ob['bids'][0][0]
+                dataframe['best_ask'] = ob['asks'][0][0]
+        """
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame populated with indicators
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with buy column
+        """
+
+        dataframe.loc[
+            (
+                # Signal: RSI crosses above 70
+                (qtpylib.crossed_above(dataframe['rsi'], self.short_rsi.value)) &
+                (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
+                (dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard: tema is falling
+                (dataframe['volume'] > 0)  # Make sure Volume is not 0
+            ),
+            'enter_short'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame populated with indicators
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with sell column
+        """
+
+        dataframe.loc[
+            (
+                # Signal: RSI crosses above 30
+                (qtpylib.crossed_above(dataframe['rsi'], self.exit_short_rsi.value)) &
+                # Guard: tema below BB middle
+                (dataframe['tema'] <= dataframe['bb_middleband']) &
+                (dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard: tema is raising
+                (dataframe['volume'] > 0)  # Make sure Volume is not 0
+            ),
+            'exit_short'] = 1
+
+        return dataframe

freqtrade/templates/sample_strategy.py

@@ -352,7 +352,7 @@ class SampleStrategy(IStrategy):
                 (dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard: tema is raising
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
-            'buy'] = 1
+            'enter_long'] = 1
 
         return dataframe
 
@@ -371,5 +371,5 @@ class SampleStrategy(IStrategy):
                 (dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard: tema is falling
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
-            'sell'] = 1
+            'exit_long'] = 1
         return dataframe

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -12,12 +12,11 @@ def bot_loop_start(self, **kwargs) -> None:
     """
     pass
 
-def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
+def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                         proposed_stake: float, min_stake: float, max_stake: float,
-                        **kwargs) -> float:
+                        side: str, **kwargs) -> float:
     """
-    Customize stake size for each new trade. This method is not called when edge module is
+    Customize stake size for each new trade.
-    enabled.
 
     :param pair: Pair that's currently analyzed
     :param current_time: datetime object, containing the current datetime
@@ -25,6 +24,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
     :param proposed_stake: A stake amount proposed by the bot.
     :param min_stake: Minimal stake size allowed by exchange.
     :param max_stake: Balance available for trading.
+    :param side: 'long' or 'short' - indicating the direction of the proposed trade
     :return: A stake size, which is between min_stake and max_stake.
     """
     return proposed_stake
@@ -80,9 +80,10 @@ def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
     return None
 
 def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                        time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
+                        time_in_force: str, current_time: datetime,
+                        side: str, **kwargs) -> bool:
     """
-    Called right before placing a buy order.
+    Called right before placing a entry order.
     Timing for this function is critical, so avoid doing heavy computations or
     network requests in this method.
 
@@ -90,12 +91,13 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
 
     When not implemented by a strategy, returns True (always confirming).
 
-    :param pair: Pair that's about to be bought.
+    :param pair: Pair that's about to be bought/shorted.
     :param order_type: Order type (as configured in order_types). usually limit or market.
     :param amount: Amount in target (quote) currency that's going to be traded.
     :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 current_time: datetime object, containing the current datetime
+    :param side: 'long' or 'short' - indicating the direction of the proposed trade
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return bool: When True is returned, then the buy-order is placed on the exchange.
         False aborts the process

tests/commands/test_commands.py

@@ -19,8 +19,8 @@ from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_in
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from tests.conftest import (create_mock_trades, get_args, log_has, log_has_re, patch_exchange,
+from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_args, log_has,
-                            patched_configuration_load_config_file)
+                            log_has_re, patch_exchange, patched_configuration_load_config_file)
 from tests.conftest_trades import MOCK_TRADE_COUNT
 
 
@@ -774,7 +774,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy_v1.py" not in captured.out
-    assert "StrategyTestV2" in captured.out
+    assert CURRENT_TEST_STRATEGY in captured.out
 
     # Test regular output
     args = [
@@ -789,7 +789,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy_v1.py" in captured.out
-    assert "StrategyTestV2" in captured.out
+    assert CURRENT_TEST_STRATEGY in captured.out
 
     # Test color output
     args = [
@@ -803,7 +803,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy_v1.py" in captured.out
-    assert "StrategyTestV2" in captured.out
+    assert CURRENT_TEST_STRATEGY in captured.out
     assert "LOAD FAILED" in captured.out
 
 

tests/conftest.py

@@ -6,7 +6,7 @@ from copy import deepcopy
 from datetime import datetime, timedelta
 from functools import reduce
 from pathlib import Path
-from typing import Tuple
+from typing import Optional, Tuple
 from unittest.mock import MagicMock, Mock, PropertyMock
 
 import arrow
@@ -19,6 +19,7 @@ from freqtrade.commands import Arguments
 from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.enums import Collateral, RunMode, TradingMode
+from freqtrade.enums.signaltype import SignalDirection
 from freqtrade.exchange import Exchange
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import LocalTrade, Trade, init_db
@@ -34,6 +35,9 @@ logging.getLogger('').setLevel(logging.INFO)
 # Do not mask numpy errors as warnings that no one read, raise the exсeption
 np.seterr(all='raise')
 
+CURRENT_TEST_STRATEGY = 'StrategyTestV3'
+TRADE_SIDES = ('long', 'short')
+
 
 def pytest_addoption(parser):
     parser.addoption('--longrun', action='store_true', dest="longrun",
@@ -201,13 +205,35 @@ def get_patched_worker(mocker, config) -> Worker:
     return Worker(args=None, config=config)
 
 
-def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False, None)) -> None:
+def patch_get_signal(freqtrade: FreqtradeBot, enter_long=True, exit_long=False,
+                     enter_short=False, exit_short=False, enter_tag: Optional[str] = None) -> None:
     """
     :param mocker: mocker to patch IStrategy class
     :param value: which value IStrategy.get_signal() must return
+           (buy, sell, buy_tag)
     :return: None
     """
-    freqtrade.strategy.get_signal = lambda e, s, x: value
+    # returns (Signal-direction, signaname)
+    def patched_get_entry_signal(*args, **kwargs):
+        direction = None
+        if enter_long and not any([exit_long, enter_short]):
+            direction = SignalDirection.LONG
+        if enter_short and not any([exit_short, enter_long]):
+            direction = SignalDirection.SHORT
+
+        return direction, enter_tag
+
+    freqtrade.strategy.get_entry_signal = patched_get_entry_signal
+
+    def patched_get_exit_signal(pair, timeframe, dataframe, is_short):
+        if is_short:
+            return enter_short, exit_short
+        else:
+            return enter_long, exit_long
+
+    # returns (enter, exit)
+    freqtrade.strategy.get_exit_signal = patched_get_exit_signal
+
     freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
 
 
@@ -383,7 +409,7 @@ def get_default_conf(testdatadir):
         "user_data_dir": Path("user_data"),
         "verbosity": 3,
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
-        "strategy": "StrategyTestV2",
+        "strategy": CURRENT_TEST_STRATEGY,
         "disableparamexport": True,
         "internals": {},
         "export": "none",

tests/conftest_trades.py

@@ -33,7 +33,7 @@ def mock_trade_1(fee):
         open_rate=0.123,
         exchange='binance',
         open_order_id='dry_run_buy_12345',
-        strategy='StrategyTestV2',
+        strategy='StrategyTestV3',
         timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
@@ -87,7 +87,7 @@ def mock_trade_2(fee):
         exchange='binance',
         is_open=False,
         open_order_id='dry_run_sell_12345',
-        strategy='StrategyTestV2',
+        strategy='StrategyTestV3',
         timeframe=5,
         sell_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -146,7 +146,7 @@ def mock_trade_3(fee):
         close_profit_abs=0.000155,
         exchange='binance',
         is_open=False,
-        strategy='StrategyTestV2',
+        strategy='StrategyTestV3',
         timeframe=5,
         sell_reason='roi',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -189,7 +189,7 @@ def mock_trade_4(fee):
         open_rate=0.123,
         exchange='binance',
         open_order_id='prod_buy_12345',
-        strategy='StrategyTestV2',
+        strategy='StrategyTestV3',
         timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')

tests/data/test_btanalysis.py

@@ -16,7 +16,7 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_
                                        get_latest_hyperopt_file, load_backtest_data, load_trades,
                                        load_trades_from_db)
 from freqtrade.data.history import load_data, load_pair_history
-from tests.conftest import create_mock_trades
+from tests.conftest import CURRENT_TEST_STRATEGY, create_mock_trades
 from tests.conftest_trades import MOCK_TRADE_COUNT
 
 
@@ -128,7 +128,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
     for col in BT_DATA_COLUMNS:
         if col not in ['index', 'open_at_end']:
             assert col in trades.columns
-    trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='StrategyTestV2')
+    trades = load_trades_from_db(db_url=default_conf['db_url'], strategy=CURRENT_TEST_STRATEGY)
     assert len(trades) == 4
     trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
     assert len(trades) == 0
@@ -186,7 +186,7 @@ def test_load_trades(default_conf, mocker):
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
                 no_trades=False,
-                strategy="StrategyTestV2",
+                strategy=CURRENT_TEST_STRATEGY,
                 )
 
     assert db_mock.call_count == 1

tests/data/test_history.py

@@ -26,7 +26,8 @@ from freqtrade.data.history.jsondatahandler import JsonDataHandler, JsonGzDataHa
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import file_dump_json
 from freqtrade.resolvers import StrategyResolver
-from tests.conftest import get_patched_exchange, log_has, log_has_re, patch_exchange
+from tests.conftest import (CURRENT_TEST_STRATEGY, get_patched_exchange, log_has, log_has_re,
+                            patch_exchange)
 
 
 # Change this if modifying UNITTEST/BTC testdatafile
@@ -380,7 +381,7 @@ def test_file_dump_json_tofile(testdatadir) -> None:
 def test_get_timerange(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'StrategyTestV2'})
+    default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     data = strategy.advise_all_indicators(
@@ -398,7 +399,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
 def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'StrategyTestV2'})
+    default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     data = strategy.advise_all_indicators(
@@ -422,7 +423,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
 def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'StrategyTestV2'})
+    default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange('index', 'index', 200, 250)

tests/optimize/__init__.py

@@ -18,7 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
-    buy_tag: Optional[str] = None
+    enter_tag: Optional[str] = None
 
 
 class BTContainer(NamedTuple):
@@ -44,14 +44,18 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'enter_long', 'exit_long',
-    columns = columns + ['buy_tag'] if len(data[0]) == 9 else columns
+               'enter_short', 'exit_short']
+    if len(data[0]) == 8:
+        # No short columns
+        data = [d + [0, 0] for d in data]
+    columns = columns + ['enter_tag'] if len(data[0]) == 11 else columns
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
     # Ensure floats are in place
     for column in ['open', 'high', 'low', 'close', 'volume']:
         frame[column] = frame[column].astype('float64')
-    if 'buy_tag' not in columns:
+    if 'enter_tag' not in columns:
-        frame['buy_tag'] = None
+        frame['enter_tag'] = None
     return frame

tests/optimize/test_backtest_detail.py

@@ -519,12 +519,12 @@ tc32 = BTContainer(data=[
 # Test 33: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc33 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S   BT
+    # D   O     H     L     C    V    EL XL ES Xs  BT
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 0, 0, 'buy_signal_01'],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, None],    # enter trade (signal on last candle) and stop
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, 0, 0, None],  # enter trade and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, None],
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, 0, 0, None],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, None],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 0, None],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0, None]],
     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,
@@ -532,7 +532,7 @@ tc33 = BTContainer(data=[
         sell_reason=SellType.TRAILING_STOP_LOSS,
         open_tick=1,
         close_tick=1,
-        buy_tag='buy_signal_01'
+        enter_tag='buy_signal_01'
     )]
 )
 
@@ -571,6 +571,7 @@ TESTS = [
     tc31,
     tc32,
     tc33,
+    # TODO-lev: Add tests for short here
 ]
 
 
@@ -597,8 +598,8 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.required_startup = 0
-    backtesting.strategy.advise_buy = lambda a, m: frame
+    backtesting.strategy.advise_entry = lambda a, m: frame
-    backtesting.strategy.advise_sell = lambda a, m: frame
+    backtesting.strategy.advise_exit = lambda a, m: frame
     backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
     caplog.set_level(logging.DEBUG)
 
@@ -620,6 +621,6 @@ 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.value
-        assert res.buy_tag == trade.buy_tag
+        assert res.buy_tag == trade.enter_tag
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)

tests/optimize/test_backtesting.py

@@ -22,7 +22,7 @@ from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import LocalTrade
 from freqtrade.resolvers import StrategyResolver
-from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
+from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
 
@@ -123,12 +123,14 @@ def _trend(signals, buy_value, sell_value):
     n = len(signals['low'])
     buy = np.zeros(n)
     sell = np.zeros(n)
-    for i in range(0, len(signals['buy'])):
+    for i in range(0, len(signals['date'])):
         if random.random() > 0.5:  # Both buy and sell signals at same timeframe
             buy[i] = buy_value
             sell[i] = sell_value
-    signals['buy'] = buy
+    signals['enter_long'] = buy
-    signals['sell'] = sell
+    signals['exit_long'] = sell
+    signals['enter_short'] = 0
+    signals['exit_short'] = 0
     return signals
 
 
@@ -143,8 +145,10 @@ def _trend_alternate(dataframe=None, metadata=None):
             buy[i] = 1
         else:
             sell[i] = 1
-    signals['buy'] = buy
+    signals['enter_long'] = buy
-    signals['sell'] = sell
+    signals['exit_long'] = sell
+    signals['enter_short'] = 0
+    signals['exit_short'] = 0
     return dataframe
 
 
@@ -155,7 +159,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
         '--export', 'none'
     ]
 
@@ -190,7 +194,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--enable-position-stacking',
@@ -240,7 +244,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
         '--stake-amount', '1',
         '--starting-balance', '2'
     ]
@@ -251,7 +255,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
         '--stake-amount', '1',
         '--starting-balance', '0.5'
     ]
@@ -269,7 +273,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
     ]
     pargs = get_args(args)
     start_backtesting(pargs)
@@ -291,8 +295,8 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     assert backtesting.config == default_conf
     assert backtesting.timeframe == '5m'
     assert callable(backtesting.strategy.advise_all_indicators)
-    assert callable(backtesting.strategy.advise_buy)
+    assert callable(backtesting.strategy.advise_entry)
-    assert callable(backtesting.strategy.advise_sell)
+    assert callable(backtesting.strategy.advise_exit)
     assert isinstance(backtesting.strategy.dp, DataProvider)
     get_fee.assert_called()
     assert backtesting.fee == 0.5
@@ -302,7 +306,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
 def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     del default_conf['timeframe']
-    default_conf['strategy_list'] = ['StrategyTestV2',
+    default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY,
                                      'SampleStrategy']
 
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
@@ -340,7 +344,6 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     assert len(processed['UNITTEST/BTC']) == 102
 
     # Load strategy to compare the result between Backtesting function and strategy are the same
-    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     processed2 = strategy.advise_all_indicators(data)
@@ -482,7 +485,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     Backtesting(default_conf)
 
     # Multiple strategies
-    default_conf['strategy_list'] = ['StrategyTestV2', 'TestStrategyLegacyV1']
+    default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY, 'TestStrategyLegacyV1']
     with pytest.raises(OperationalException,
                        match='PrecisionFilter not allowed for backtesting multiple strategies.'):
         Backtesting(default_conf)
@@ -508,41 +511,47 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
         0.0012,  # High
         '',  # Buy Signal Name
     ]
-    trade = backtesting._enter_trade(pair, row=row)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert isinstance(trade, LocalTrade)
     assert trade.stake_amount == 495
 
     # Fake 2 trades, so there's not enough amount for the next trade left.
     LocalTrade.trades_open.append(trade)
     LocalTrade.trades_open.append(trade)
-    trade = backtesting._enter_trade(pair, row=row)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert trade is None
     LocalTrade.trades_open.pop()
-    trade = backtesting._enter_trade(pair, row=row)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert trade is not None
 
     backtesting.strategy.custom_stake_amount = lambda **kwargs: 123.5
-    trade = backtesting._enter_trade(pair, row=row)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert trade
     assert trade.stake_amount == 123.5
 
     # In case of error - use proposed stake
     backtesting.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
-    trade = backtesting._enter_trade(pair, row=row)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert trade
     assert trade.stake_amount == 495
+    assert trade.is_short is False
+
+    trade = backtesting._enter_trade(pair, row=row, direction='short')
+    assert trade
+    assert trade.stake_amount == 495
+    assert trade.is_short is True
 
     # Stake-amount too high!
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)
 
-    trade = backtesting._enter_trade(pair, row=row)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert trade is None
 
     # Stake-amount throwing error
     mocker.patch("freqtrade.wallets.Wallets.get_trade_stake_amount",
                  side_effect=DependencyException)
 
-    trade = backtesting._enter_trade(pair, row=row)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert trade is None
 
     backtesting.cleanup()
@@ -560,47 +569,54 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
     pair = 'UNITTEST/BTC'
     row = [
         pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=timezone.utc),
-        1,  # Buy
         200,  # Open
-        201,  # Close
-        0,  # Sell
-        195,  # Low
         201.5,  # High
-        '',  # Buy Signal Name
+        195,  # Low
+        201,  # Close
+        1,  # enter_long
+        0,  # exit_long
+        0,  # enter_short
+        0,  # exit_hsort
+        '',  # Long Signal Name
+        '',  # Short Signal Name
     ]
 
-    trade = backtesting._enter_trade(pair, row=row)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert isinstance(trade, LocalTrade)
 
     row_sell = [
         pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
-        0,  # Buy
         200,  # Open
-        201,  # Close
-        0,  # Sell
-        195,  # Low
         210.5,  # High
-        '',  # Buy Signal Name
+        195,  # Low
+        201,  # Close
+        0,  # enter_long
+        0,  # exit_long
+        0,  # enter_short
+        0,  # exit_short
+        '',  # long Signal Name
+        '',  # Short Signal Name
     ]
     row_detail = pd.DataFrame(
         [
             [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
-                1, 200, 199, 0, 197, 200.1, '',
+                200, 200.1, 197, 199, 1, 0, 0, 0, '', '',
             ], [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=1, tzinfo=timezone.utc),
-                0, 199, 199.5, 0, 199, 199.7, '',
+                199, 199.7, 199, 199.5, 0, 0, 0, 0, '', ''
             ], [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=2, tzinfo=timezone.utc),
-                0, 199.5, 200.5, 0, 199, 200.8, '',
+                199.5, 200.8, 199, 200.9, 0, 0, 0, 0, '', ''
             ], [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=3, tzinfo=timezone.utc),
-                0, 200.5, 210.5, 0, 193, 210.5, '',  # ROI sell (?)
+                200.5, 210.5, 193, 210.5, 0, 0, 0, 0, '', ''  # ROI sell (?)
             ], [
                 pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=4, tzinfo=timezone.utc),
-                0, 200, 199, 0, 193, 200.1, '',
+                200, 200.1, 193, 199, 0, 0, 0, 0, '', ''
             ],
-        ], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"]
+        ], columns=['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
+                    'enter_short', 'exit_short', 'long_tag', 'short_tag']
     )
 
     # No data available.
@@ -610,11 +626,12 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
     assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
 
     # Enter new trade
-    trade = backtesting._enter_trade(pair, row=row)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert isinstance(trade, LocalTrade)
     # Assign empty ... no result.
     backtesting.detail_data[pair] = pd.DataFrame(
-        [], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"])
+        [], columns=['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
+                     'enter_short', 'exit_short', 'long_tag', 'short_tag'])
 
     res = backtesting._get_sell_trade_entry(trade, row)
     assert res is None
@@ -785,7 +802,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
 
 
 def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
-    # Override the default buy trend function in our StrategyTestV2
+    # Override the default buy trend function in our StrategyTest
     def fun(dataframe=None, pair=None):
         buy_value = 1
         sell_value = 1
@@ -794,14 +811,14 @@ 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._set_strategy(backtesting.strategylist[0])
-    backtesting.strategy.advise_buy = fun  # Override
+    backtesting.strategy.advise_entry = fun  # Override
-    backtesting.strategy.advise_sell = fun  # Override
+    backtesting.strategy.advise_exit = fun  # Override
     result = backtesting.backtest(**backtest_conf)
     assert result['results'].empty
 
 
 def test_backtest_only_sell(mocker, default_conf, testdatadir):
-    # Override the default buy trend function in our StrategyTestV2
+    # Override the default buy trend function in our StrategyTest
     def fun(dataframe=None, pair=None):
         buy_value = 0
         sell_value = 1
@@ -810,8 +827,8 @@ 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._set_strategy(backtesting.strategylist[0])
-    backtesting.strategy.advise_buy = fun  # Override
+    backtesting.strategy.advise_entry = fun  # Override
-    backtesting.strategy.advise_sell = fun  # Override
+    backtesting.strategy.advise_exit = fun  # Override
     result = backtesting.backtest(**backtest_conf)
     assert result['results'].empty
 
@@ -825,8 +842,8 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     backtesting = Backtesting(default_conf)
     backtesting.required_startup = 0
     backtesting._set_strategy(backtesting.strategylist[0])
-    backtesting.strategy.advise_buy = _trend_alternate  # Override
+    backtesting.strategy.advise_entry = _trend_alternate  # Override
-    backtesting.strategy.advise_sell = _trend_alternate  # Override
+    backtesting.strategy.advise_exit = _trend_alternate  # Override
     result = backtesting.backtest(**backtest_conf)
     # 200 candles in backtest data
     # won't buy on first (shifted by 1)
@@ -857,8 +874,10 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
             multi = 20
         else:
             multi = 18
-        dataframe['buy'] = np.where(dataframe.index % multi == 0, 1, 0)
+        dataframe['enter_long'] = np.where(dataframe.index % multi == 0, 1, 0)
-        dataframe['sell'] = np.where((dataframe.index + multi - 2) % multi == 0, 1, 0)
+        dataframe['exit_long'] = np.where((dataframe.index + multi - 2) % multi == 0, 1, 0)
+        dataframe['enter_short'] = 0
+        dataframe['exit_short'] = 0
         return dataframe
 
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
@@ -877,8 +896,8 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
 
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
-    backtesting.strategy.advise_buy = _trend_alternate_hold  # Override
+    backtesting.strategy.advise_entry = _trend_alternate_hold  # Override
-    backtesting.strategy.advise_sell = _trend_alternate_hold  # Override
+    backtesting.strategy.advise_exit = _trend_alternate_hold  # Override
 
     processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
@@ -928,7 +947,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
         '--datadir', str(testdatadir),
         '--timeframe', '1m',
         '--timerange', '1510694220-1510700340',
@@ -999,7 +1018,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--strategy-list',
-        'StrategyTestV2',
+        CURRENT_TEST_STRATEGY,
         'TestStrategyLegacyV1',
     ]
     args = get_args(args)
@@ -1022,7 +1041,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'Backtesting with data from 2017-11-14 21:17:00 '
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
-        'Running backtesting for Strategy StrategyTestV2',
+        f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
         'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
@@ -1103,7 +1122,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--strategy-list',
-        'StrategyTestV2',
+        CURRENT_TEST_STRATEGY,
         'TestStrategyLegacyV1',
     ]
     args = get_args(args)
@@ -1120,7 +1139,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         'Backtesting with data from 2017-11-14 21:17:00 '
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
-        'Running backtesting for Strategy StrategyTestV2',
+        f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
         'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
@@ -1208,7 +1227,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
         '--timeframe', '5m',
         '--timeframe-detail', '1m',
         '--strategy-list',
-        'StrategyTestV2'
+        CURRENT_TEST_STRATEGY
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -1222,7 +1241,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
         'up to 2019-10-13 11:10:00 (2 days).',
         'Backtesting with data from 2019-10-11 01:40:00 '
         'up to 2019-10-13 11:10:00 (2 days).',
-        'Running backtesting for Strategy StrategyTestV2',
+        f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
     ]
 
     for line in exists:

tests/optimize/test_edge_cli.py

@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
 from freqtrade.enums import RunMode
 from freqtrade.optimize.edge_cli import EdgeCli
-from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
+from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
 
@@ -16,7 +16,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
@@ -46,7 +46,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--timerange', ':100',
@@ -80,7 +80,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
     ]
     pargs = get_args(args)
     start_edge(pargs)

tests/optimize/test_hyperopt.py

@@ -18,10 +18,13 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.strategy.hyper import IntParameter
-from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
+from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
 
+# TODO-lev: This file
+
+
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -122,7 +125,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
         '--stake-amount', '1',
         '--starting-balance', '0.5'
     ]
@@ -315,8 +318,8 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     # Should be called for historical candle data
     assert dumper.call_count == 1
     assert dumper2.call_count == 1
-    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
-    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
@@ -695,8 +698,8 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     assert dumper.call_count == 1
     assert dumper2.call_count == 1
 
-    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
-    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
@@ -769,8 +772,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     assert dumper.called
     assert dumper.call_count == 1
     assert dumper2.call_count == 1
-    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
-    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
@@ -818,8 +821,8 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     assert dumper.called
     assert dumper.call_count == 1
     assert dumper2.call_count == 1
-    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
-    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")

tests/optimize/test_hyperopt_tools.py

@@ -10,7 +10,7 @@ import rapidjson
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
-from tests.conftest import log_has
+from tests.conftest import CURRENT_TEST_STRATEGY, log_has
 
 
 # Functions for recurrent object patching
@@ -167,9 +167,9 @@ def test__pprint_dict():
 
 def test_get_strategy_filename(default_conf):
 
-    x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
+    x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV3')
     assert isinstance(x, Path)
-    assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v2.py'
+    assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v3.py'
 
     x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
     assert x is None
@@ -177,7 +177,7 @@ def test_get_strategy_filename(default_conf):
 
 def test_export_params(tmpdir):
 
-    filename = Path(tmpdir) / "StrategyTestV2.json"
+    filename = Path(tmpdir) / f"{CURRENT_TEST_STRATEGY}.json"
     assert not filename.is_file()
     params = {
         "params_details": {
@@ -205,12 +205,12 @@ def test_export_params(tmpdir):
         }
 
     }
-    HyperoptTools.export_params(params, "StrategyTestV2", filename)
+    HyperoptTools.export_params(params, CURRENT_TEST_STRATEGY, filename)
 
     assert filename.is_file()
 
     content = rapidjson.load(filename.open('r'))
-    assert content['strategy_name'] == 'StrategyTestV2'
+    assert content['strategy_name'] == CURRENT_TEST_STRATEGY
     assert 'params' in content
     assert "buy" in content["params"]
     assert "sell" in content["params"]
@@ -223,7 +223,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
     default_conf['disableparamexport'] = False
     export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
 
-    filename = Path(tmpdir) / "StrategyTestV2.json"
+    filename = Path(tmpdir) / f"{CURRENT_TEST_STRATEGY}.json"
     assert not filename.is_file()
     params = {
         "params_details": {
@@ -252,17 +252,17 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
         FTHYPT_FILEVERSION: 2,
 
     }
-    HyperoptTools.try_export_params(default_conf, "StrategyTestV222", params)
+    HyperoptTools.try_export_params(default_conf, "StrategyTestVXXX", params)
 
     assert log_has("Strategy not found, not exporting parameter file.", caplog)
     assert export_mock.call_count == 0
     caplog.clear()
 
-    HyperoptTools.try_export_params(default_conf, "StrategyTestV2", params)
+    HyperoptTools.try_export_params(default_conf, CURRENT_TEST_STRATEGY, params)
 
     assert export_mock.call_count == 1
-    assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
+    assert export_mock.call_args_list[0][0][1] == CURRENT_TEST_STRATEGY
-    assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v2.json'
+    assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v3.json'
 
 
 def test_params_print(capsys):

tests/optimize/test_optimize_reports.py

@@ -21,6 +21,7 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats, genera
                                                  text_table_bt_results, text_table_sell_reason,
                                                  text_table_strategy)
 from freqtrade.resolvers.strategy_resolver import StrategyResolver
+from tests.conftest import CURRENT_TEST_STRATEGY
 from tests.data.test_history import _backup_file, _clean_test_file
 
 
@@ -52,7 +53,7 @@ def test_text_table_bt_results():
 
 
 def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
-    default_conf.update({'strategy': 'StrategyTestV2'})
+    default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
     StrategyResolver.load_strategy(default_conf)
 
     results = {'DefStrat': {

tests/rpc/test_rpc_apiserver.py

@@ -24,8 +24,8 @@ from freqtrade.rpc import RPC
 from freqtrade.rpc.api_server import ApiServer
 from freqtrade.rpc.api_server.api_auth import create_token, get_user_from_token
 from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
-from tests.conftest import (create_mock_trades, get_mock_coro, get_patched_freqtradebot, log_has,
+from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_mock_coro,
-                            log_has_re, patch_get_signal)
+                            get_patched_freqtradebot, log_has, log_has_re, patch_get_signal)
 
 
 BASE_URI = "/api/v1"
@@ -885,7 +885,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'open_trade_value': 15.1668225,
         'sell_reason': None,
         'sell_order_status': None,
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
@@ -990,7 +990,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         close_rate=0.265441,
         id=22,
         timeframe=5,
-        strategy="StrategyTestV2"
+        strategy=CURRENT_TEST_STRATEGY
     ))
     mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
 
@@ -1040,7 +1040,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'open_trade_value': 0.24605460,
         'sell_reason': None,
         'sell_order_status': None,
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
@@ -1107,7 +1107,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
                     f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
     assert_response(rc)
     assert 'strategy' in rc.json()
-    assert rc.json()['strategy'] == 'StrategyTestV2'
+    assert rc.json()['strategy'] == CURRENT_TEST_STRATEGY
     assert 'columns' in rc.json()
     assert 'data_start_ts' in rc.json()
     assert 'data_start' in rc.json()
@@ -1145,19 +1145,19 @@ def test_api_pair_history(botclient, ohlcv_history):
     # No pair
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?timeframe={timeframe}"
-                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
+                    f"&timerange=20180111-20180112&strategy={CURRENT_TEST_STRATEGY}")
     assert_response(rc, 422)
 
     # No Timeframe
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
-                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
+                    f"&timerange=20180111-20180112&strategy={CURRENT_TEST_STRATEGY}")
     assert_response(rc, 422)
 
     # No timerange
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&strategy=StrategyTestV2")
+                    f"&strategy={CURRENT_TEST_STRATEGY}")
     assert_response(rc, 422)
 
     # No strategy
@@ -1169,14 +1169,14 @@ def test_api_pair_history(botclient, ohlcv_history):
     # Working
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
+                    f"&timerange=20180111-20180112&strategy={CURRENT_TEST_STRATEGY}")
     assert_response(rc, 200)
     assert rc.json()['length'] == 289
     assert len(rc.json()['data']) == rc.json()['length']
     assert 'columns' in rc.json()
     assert 'data' in rc.json()
     assert rc.json()['pair'] == 'UNITTEST/BTC'
-    assert rc.json()['strategy'] == 'StrategyTestV2'
+    assert rc.json()['strategy'] == CURRENT_TEST_STRATEGY
     assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
     assert rc.json()['data_start_ts'] == 1515628800000
     assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
@@ -1185,7 +1185,7 @@ def test_api_pair_history(botclient, ohlcv_history):
     # No data found
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&timerange=20200111-20200112&strategy=StrategyTestV2")
+                    f"&timerange=20200111-20200112&strategy={CURRENT_TEST_STRATEGY}")
     assert_response(rc, 502)
     assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
                                   "No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
@@ -1226,19 +1226,20 @@ def test_api_strategies(botclient):
         'HyperoptableStrategy',
         'InformativeDecoratorTest',
         'StrategyTestV2',
-        'TestStrategyLegacyV1'
+        'StrategyTestV3',
+        'TestStrategyLegacyV1',
     ]}
 
 
 def test_api_strategy(botclient):
     ftbot, client = botclient
 
-    rc = client_get(client, f"{BASE_URI}/strategy/StrategyTestV2")
+    rc = client_get(client, f"{BASE_URI}/strategy/{CURRENT_TEST_STRATEGY}")
 
     assert_response(rc)
-    assert rc.json()['strategy'] == 'StrategyTestV2'
+    assert rc.json()['strategy'] == CURRENT_TEST_STRATEGY
 
-    data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v2.py").read_text()
+    data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v3.py").read_text()
     assert rc.json()['code'] == data
 
     rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
@@ -1295,7 +1296,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
 
     # start backtesting
     data = {
-        "strategy": "StrategyTestV2",
+        "strategy": CURRENT_TEST_STRATEGY,
         "timeframe": "5m",
         "timerange": "20180110-20180111",
         "max_open_trades": 3,

tests/rpc/test_rpc_telegram.py

@@ -25,8 +25,8 @@ from freqtrade.loggers import setup_logging
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC
 from freqtrade.rpc.telegram import Telegram, authorized_only
-from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, log_has_re,
+from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_patched_freqtradebot,
-                            patch_exchange, patch_get_signal, patch_whitelist)
+                            log_has, log_has_re, patch_exchange, patch_get_signal, patch_whitelist)
 
 
 class DummyCls(Telegram):
@@ -1238,7 +1238,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
     assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
-    assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
+    assert f'*Strategy:* `{CURRENT_TEST_STRATEGY}`' in msg_mock.call_args_list[0][0][0]
     assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
     msg_mock.reset_mock()
@@ -1247,7 +1247,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
     assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
-    assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
+    assert f'*Strategy:* `{CURRENT_TEST_STRATEGY}`' in msg_mock.call_args_list[0][0][0]
     assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
 

tests/strategy/strats/informative_decorator_strategy.py

@@ -2,8 +2,7 @@
 
 from pandas import DataFrame
 
-from freqtrade.strategy import informative, merge_informative_pair
+from freqtrade.strategy import IStrategy, informative, merge_informative_pair
-from freqtrade.strategy.interface import IStrategy
 
 
 class InformativeDecoratorTest(IStrategy):

tests/strategy/strats/legacy_strategy_v1.py

@@ -4,7 +4,7 @@
 import talib.abstract as ta
 from pandas import DataFrame
 
-from freqtrade.strategy.interface import IStrategy
+from freqtrade.strategy import IStrategy
 
 
 # --------------------------------

tests/strategy/strats/strategy_test_v2.py

@@ -4,7 +4,7 @@ import talib.abstract as ta
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.strategy.interface import IStrategy
+from freqtrade.strategy import IStrategy
 
 
 class StrategyTestV2(IStrategy):

tests/strategy/strats/strategy_test_v3.py

@@ -0,0 +1,181 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+from datetime import datetime
+
+import talib.abstract as ta
+from pandas import DataFrame
+
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
+                                RealParameter)
+
+
+class StrategyTestV3(IStrategy):
+    """
+    Strategy used by tests freqtrade bot.
+    Please do not modify this strategy, it's  intended for internal use only.
+    Please look at the SampleStrategy in the user_data/strategy directory
+    or strategy repository https://github.com/freqtrade/freqtrade-strategies
+    for samples and inspiration.
+    """
+    INTERFACE_VERSION = 3
+
+    # Minimal ROI designed for the strategy
+    minimal_roi = {
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    stoploss = -0.10
+
+    # Optimal timeframe for the strategy
+    timeframe = '5m'
+
+    # Optional order type mapping
+    order_types = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
+    }
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 20
+
+    # Optional time in force for orders
+    order_time_in_force = {
+        'buy': 'gtc',
+        'sell': 'gtc',
+    }
+
+    buy_params = {
+        'buy_rsi': 35,
+        # Intentionally not specified, so "default" is tested
+        # 'buy_plusdi': 0.4
+    }
+
+    sell_params = {
+        'sell_rsi': 74,
+        'sell_minusdi': 0.4
+    }
+
+    buy_rsi = IntParameter([0, 50], default=30, space='buy')
+    buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
+    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
+    sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
+                                    load=False)
+    protection_enabled = BooleanParameter(default=True)
+    protection_cooldown_lookback = IntParameter([0, 50], default=30)
+
+    # TODO-lev: Can we make this work with protection tests?
+    # TODO-lev: (Would replace HyperoptableStrategy implicitly ... )
+    # @property
+    # def protections(self):
+    #     prot = []
+    #     if self.protection_enabled.value:
+    #         prot.append({
+    #             "method": "CooldownPeriod",
+    #             "stop_duration_candles": self.protection_cooldown_lookback.value
+    #         })
+    #     return prot
+
+    def informative_pairs(self):
+
+        return []
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        # Momentum Indicator
+        # ------------------------------------
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        # MACD
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        # Minus Directional Indicator / Movement
+        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # Plus Directional Indicator / Movement
+        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        # Stoch fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # Bollinger bands
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe['bb_lowerband'] = bollinger['lower']
+        dataframe['bb_middleband'] = bollinger['mid']
+        dataframe['bb_upperband'] = bollinger['upper']
+
+        # EMA - Exponential Moving Average
+        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        dataframe.loc[
+            (
+                (dataframe['rsi'] < self.buy_rsi.value) &
+                (dataframe['fastd'] < 35) &
+                (dataframe['adx'] > 30) &
+                (dataframe['plus_di'] > self.buy_plusdi.value)
+            ) |
+            (
+                (dataframe['adx'] > 65) &
+                (dataframe['plus_di'] > self.buy_plusdi.value)
+            ),
+            'enter_long'] = 1
+        dataframe.loc[
+            (
+                qtpylib.crossed_below(dataframe['rsi'], self.sell_rsi.value)
+            ),
+            'enter_short'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            (
+                (
+                    (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) |
+                    (qtpylib.crossed_above(dataframe['fastd'], 70))
+                ) &
+                (dataframe['adx'] > 10) &
+                (dataframe['minus_di'] > 0)
+            ) |
+            (
+                (dataframe['adx'] > 70) &
+                (dataframe['minus_di'] > self.sell_minusdi.value)
+            ),
+            'exit_long'] = 1
+
+        dataframe.loc[
+            (
+                qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)
+            ),
+            'exit_short'] = 1
+
+        # TODO-lev: Add short logic
+        return dataframe
+
+    def leverage(self, pair: str, current_time: datetime, current_rate: float,
+                 proposed_leverage: float, max_leverage: float, side: str,
+                 **kwargs) -> float:
+        # Return 3.0 in all cases.
+        # Bot-logic must make sure it's an allowed leverage and eventually adjust accordingly.
+
+        return 3.0

tests/strategy/test_default_strategy.py

@@ -4,20 +4,20 @@ from pandas import DataFrame
 
 from freqtrade.persistence.models import Trade
 
-from .strats.strategy_test_v2 import StrategyTestV2
+from .strats.strategy_test_v3 import StrategyTestV3
 
 
 def test_strategy_test_v2_structure():
-    assert hasattr(StrategyTestV2, 'minimal_roi')
+    assert hasattr(StrategyTestV3, 'minimal_roi')
-    assert hasattr(StrategyTestV2, 'stoploss')
+    assert hasattr(StrategyTestV3, 'stoploss')
-    assert hasattr(StrategyTestV2, 'timeframe')
+    assert hasattr(StrategyTestV3, 'timeframe')
-    assert hasattr(StrategyTestV2, 'populate_indicators')
+    assert hasattr(StrategyTestV3, 'populate_indicators')
-    assert hasattr(StrategyTestV2, 'populate_buy_trend')
+    assert hasattr(StrategyTestV3, 'populate_buy_trend')
-    assert hasattr(StrategyTestV2, 'populate_sell_trend')
+    assert hasattr(StrategyTestV3, 'populate_sell_trend')
 
 
 def test_strategy_test_v2(result, fee):
-    strategy = StrategyTestV2({})
+    strategy = StrategyTestV3({})
 
     metadata = {'pair': 'ETH/BTC'}
     assert type(strategy.minimal_roi) is dict
@@ -37,10 +37,11 @@ def test_strategy_test_v2(result, fee):
 
     assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
                                         rate=20000, time_in_force='gtc',
-                                        current_time=datetime.utcnow()) is True
+                                        current_time=datetime.utcnow(), side='long') 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',
                                        current_time=datetime.utcnow()) is True
 
+    # TODO-lev: Test for shorts?
     assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
                                     current_rate=20_000, current_profit=0.05) == strategy.stoploss

tests/strategy/test_interface.py

@@ -12,6 +12,7 @@ from freqtrade.configuration import TimeRange
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
 from freqtrade.enums import SellType
+from freqtrade.enums.signaltype import SignalDirection
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
@@ -20,38 +21,68 @@ from freqtrade.strategy.hyper import (BaseParameter, BooleanParameter, Categoric
                                       DecimalParameter, IntParameter, RealParameter)
 from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from tests.conftest import log_has, log_has_re
+from tests.conftest import CURRENT_TEST_STRATEGY, TRADE_SIDES, log_has, log_has_re
 
-from .strats.strategy_test_v2 import StrategyTestV2
+from .strats.strategy_test_v3 import StrategyTestV3
 
 
 # Avoid to reinit the same object again and again
-_STRATEGY = StrategyTestV2(config={})
+_STRATEGY = StrategyTestV3(config={})
 _STRATEGY.dp = DataProvider({}, None, None)
 
 
-def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
+def test_returns_latest_signal(ohlcv_history):
     ohlcv_history.loc[1, 'date'] = arrow.utcnow()
     # Take a copy to correctly modify the call
     mocked_history = ohlcv_history.copy()
-    mocked_history['sell'] = 0
+    mocked_history['enter_long'] = 0
-    mocked_history['buy'] = 0
+    mocked_history['exit_long'] = 0
-    mocked_history.loc[1, 'sell'] = 1
+    mocked_history['enter_short'] = 0
+    mocked_history['exit_short'] = 0
+    mocked_history.loc[1, 'exit_long'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
+    assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
-    mocked_history.loc[1, 'sell'] = 0
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, True)
-    mocked_history.loc[1, 'buy'] = 1
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
+    mocked_history.loc[1, 'exit_long'] = 0
+    mocked_history.loc[1, 'enter_long'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
+    assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history
-    mocked_history.loc[1, 'sell'] = 0
+                                      ) == (SignalDirection.LONG, None)
-    mocked_history.loc[1, 'buy'] = 0
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False)
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
+    mocked_history.loc[1, 'exit_long'] = 0
+    mocked_history.loc[1, 'enter_long'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
+    assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
-    mocked_history.loc[1, 'sell'] = 0
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
-    mocked_history.loc[1, 'buy'] = 1
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
-    mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
+    mocked_history.loc[1, 'exit_long'] = 0
+    mocked_history.loc[1, 'enter_long'] = 1
+    mocked_history.loc[1, 'enter_tag'] = 'buy_signal_01'
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
+    assert _STRATEGY.get_entry_signal(
+        'ETH/BTC', '5m', mocked_history) == (SignalDirection.LONG, 'buy_signal_01')
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False)
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
+
+    mocked_history.loc[1, 'exit_long'] = 0
+    mocked_history.loc[1, 'enter_long'] = 0
+    mocked_history.loc[1, 'enter_short'] = 1
+    mocked_history.loc[1, 'exit_short'] = 0
+    mocked_history.loc[1, 'enter_tag'] = 'sell_signal_01'
+
+    assert _STRATEGY.get_entry_signal(
+        'ETH/BTC', '5m', mocked_history) == (SignalDirection.SHORT, 'sell_signal_01')
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (True, False)
+
+    mocked_history.loc[1, 'enter_short'] = 0
+    mocked_history.loc[1, 'exit_short'] = 1
+    assert _STRATEGY.get_entry_signal(
+        'ETH/BTC', '5m', mocked_history) == (None, None)
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
+    assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, True)
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -67,18 +98,18 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
     assert log_has('Empty dataframe for pair ETH/BTC', caplog)
 
 
-def test_get_signal_empty(default_conf, mocker, caplog):
+def test_get_signal_empty(default_conf, caplog):
-    assert (False, False, None) == _STRATEGY.get_signal(
+    assert (None, None) == _STRATEGY.get_latest_candle(
         'foo', default_conf['timeframe'], DataFrame()
     )
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False, None) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (None, None) == _STRATEGY.get_latest_candle('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False, None) == _STRATEGY.get_signal(
+    assert (None, None) == _STRATEGY.get_latest_candle(
         'baz',
         default_conf['timeframe'],
         DataFrame([])
@@ -86,7 +117,7 @@ def test_get_signal_empty(default_conf, mocker, caplog):
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
-def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
+def test_get_signal_exception_valueerror(mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
     mocker.patch.object(
@@ -111,14 +142,14 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
     # Take a copy to correctly modify the call
     mocked_history = ohlcv_history.copy()
-    mocked_history['sell'] = 0
+    mocked_history['exit_long'] = 0
-    mocked_history['buy'] = 0
+    mocked_history['enter_long'] = 0
-    mocked_history.loc[1, 'buy'] = 1
+    mocked_history.loc[1, 'enter_long'] = 1
 
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False, None) == _STRATEGY.get_signal(
+    assert (None, None) == _STRATEGY.get_latest_candle(
         'xyz',
         default_conf['timeframe'],
         mocked_history
@@ -134,13 +165,13 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
     mocked_history = ohlcv_history.copy()
     # Intentionally don't set sell column
     # mocked_history['sell'] = 0
-    mocked_history['buy'] = 0
+    mocked_history['enter_long'] = 0
-    mocked_history.loc[1, 'buy'] = 1
+    mocked_history.loc[1, 'enter_long'] = 1
 
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (True, False, None) == _STRATEGY.get_signal(
+    assert (SignalDirection.LONG, None) == _STRATEGY.get_entry_signal(
         'xyz',
         default_conf['timeframe'],
         mocked_history
@@ -148,7 +179,6 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_ignore_expired_candle(default_conf):
-    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     strategy.ignore_buying_expired_candle_after = 60
 
@@ -195,8 +225,8 @@ def test_assert_df_raise(mocker, caplog, ohlcv_history):
 
 def test_assert_df(ohlcv_history, caplog):
     df_len = len(ohlcv_history) - 1
-    ohlcv_history.loc[:, 'buy'] = 0
+    ohlcv_history.loc[:, 'enter_long'] = 0
-    ohlcv_history.loc[:, 'sell'] = 0
+    ohlcv_history.loc[:, 'exit_long'] = 0
     # Ensure it's running when passed correctly
     _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
                         ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[df_len, 'date'])
@@ -219,8 +249,8 @@ def test_assert_df(ohlcv_history, caplog):
         _STRATEGY.assert_df(None, len(ohlcv_history),
                             ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
     with pytest.raises(StrategyError,
-                       match="Buy column not set"):
+                       match="enter_long/buy column not set."):
-        _STRATEGY.assert_df(ohlcv_history.drop('buy', axis=1), len(ohlcv_history),
+        _STRATEGY.assert_df(ohlcv_history.drop('enter_long', axis=1), len(ohlcv_history),
                             ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
 
     _STRATEGY.disable_dataframe_checks = True
@@ -233,7 +263,6 @@ def test_assert_df(ohlcv_history, caplog):
 
 
 def test_advise_all_indicators(default_conf, testdatadir) -> None:
-    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
@@ -244,7 +273,6 @@ def test_advise_all_indicators(default_conf, testdatadir) -> None:
 
 
 def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
-    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
@@ -262,7 +290,6 @@ def test_min_roi_reached(default_conf, fee) -> None:
     min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
                     {0: 0.1, 20: 0.05, 55: 0.01}]
     for roi in min_roi_list:
-        default_conf.update({'strategy': 'StrategyTestV2'})
         strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
@@ -301,7 +328,6 @@ def test_min_roi_reached2(default_conf, fee) -> None:
                      },
                     ]
     for roi in min_roi_list:
-        default_conf.update({'strategy': 'StrategyTestV2'})
         strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
@@ -336,7 +362,6 @@ def test_min_roi_reached3(default_conf, fee) -> None:
                30: 0.05,
                55: 0.30,
                }
-    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     strategy.minimal_roi = min_roi
     trade = Trade(
@@ -389,8 +414,6 @@ def test_min_roi_reached3(default_conf, fee) -> None:
 def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
                            profit2, adjusted2, expected2, custom_stop) -> None:
 
-    default_conf.update({'strategy': 'StrategyTestV2'})
-
     strategy = StrategyResolver.load_strategy(default_conf)
     trade = Trade(
         pair='ETH/BTC',
@@ -437,8 +460,6 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
 
 def test_custom_sell(default_conf, fee, caplog) -> None:
 
-    default_conf.update({'strategy': 'StrategyTestV2'})
-
     strategy = StrategyResolver.load_strategy(default_conf)
     trade = Trade(
         pair='ETH/BTC',
@@ -452,50 +473,84 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
     )
 
     now = arrow.utcnow().datetime
-    res = strategy.should_sell(trade, 1, now, False, False, None, None, 0)
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=False,
+                               low=None, high=None)
 
     assert res.sell_flag is False
     assert res.sell_type == SellType.NONE
 
     strategy.custom_sell = MagicMock(return_value=True)
-    res = strategy.should_sell(trade, 1, now, False, False, None, None, 0)
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=False,
+                               low=None, high=None)
     assert res.sell_flag is True
     assert res.sell_type == SellType.CUSTOM_SELL
     assert res.sell_reason == 'custom_sell'
 
     strategy.custom_sell = MagicMock(return_value='hello world')
 
-    res = strategy.should_sell(trade, 1, now, False, False, None, None, 0)
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=False,
+                               low=None, high=None)
     assert res.sell_type == SellType.CUSTOM_SELL
     assert res.sell_flag is True
     assert res.sell_reason == 'hello world'
 
     caplog.clear()
     strategy.custom_sell = MagicMock(return_value='h' * 100)
-    res = strategy.should_sell(trade, 1, now, False, False, None, None, 0)
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=False,
+                               low=None, high=None)
     assert res.sell_type == SellType.CUSTOM_SELL
     assert res.sell_flag is True
     assert res.sell_reason == 'h' * 64
     assert log_has_re('Custom sell reason returned from custom_sell is too long.*', caplog)
 
 
+@pytest.mark.parametrize('side', TRADE_SIDES)
+def test_leverage_callback(default_conf, side) -> None:
+    default_conf['strategy'] = 'StrategyTestV2'
+    strategy = StrategyResolver.load_strategy(default_conf)
+
+    assert strategy.leverage(
+        pair='XRP/USDT',
+        current_time=datetime.now(timezone.utc),
+        current_rate=2.2,
+        proposed_leverage=1.0,
+        max_leverage=5.0,
+        side=side,
+        ) == 1
+
+    default_conf['strategy'] = CURRENT_TEST_STRATEGY
+    strategy = StrategyResolver.load_strategy(default_conf)
+    assert strategy.leverage(
+        pair='XRP/USDT',
+        current_time=datetime.now(timezone.utc),
+        current_rate=2.2,
+        proposed_leverage=1.0,
+        max_leverage=5.0,
+        side=side,
+        ) == 3
+
+
 def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     ind_mock = MagicMock(side_effect=lambda x, meta: x)
-    buy_mock = MagicMock(side_effect=lambda x, meta: x)
+    entry_mock = MagicMock(side_effect=lambda x, meta: x)
-    sell_mock = MagicMock(side_effect=lambda x, meta: x)
+    exit_mock = MagicMock(side_effect=lambda x, meta: x)
     mocker.patch.multiple(
         'freqtrade.strategy.interface.IStrategy',
         advise_indicators=ind_mock,
-        advise_buy=buy_mock,
+        advise_entry=entry_mock,
-        advise_sell=sell_mock,
+        advise_exit=exit_mock,
 
     )
-    strategy = StrategyTestV2({})
+    strategy = StrategyTestV3({})
     strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
     assert ind_mock.call_count == 1
-    assert buy_mock.call_count == 1
+    assert entry_mock.call_count == 1
-    assert buy_mock.call_count == 1
+    assert entry_mock.call_count == 1
 
     assert log_has('TA Analysis Launched', caplog)
     assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
@@ -504,8 +559,8 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
     strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
     # No analysis happens as process_only_new_candles is true
     assert ind_mock.call_count == 2
-    assert buy_mock.call_count == 2
+    assert entry_mock.call_count == 2
-    assert buy_mock.call_count == 2
+    assert entry_mock.call_count == 2
     assert log_has('TA Analysis Launched', caplog)
     assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
 
@@ -513,16 +568,16 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
 def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     ind_mock = MagicMock(side_effect=lambda x, meta: x)
-    buy_mock = MagicMock(side_effect=lambda x, meta: x)
+    entry_mock = MagicMock(side_effect=lambda x, meta: x)
-    sell_mock = MagicMock(side_effect=lambda x, meta: x)
+    exit_mock = MagicMock(side_effect=lambda x, meta: x)
     mocker.patch.multiple(
         'freqtrade.strategy.interface.IStrategy',
         advise_indicators=ind_mock,
-        advise_buy=buy_mock,
+        advise_entry=entry_mock,
-        advise_sell=sell_mock,
+        advise_exit=exit_mock,
 
     )
-    strategy = StrategyTestV2({})
+    strategy = StrategyTestV3({})
     strategy.dp = DataProvider({}, None, None)
     strategy.process_only_new_candles = True
 
@@ -532,8 +587,8 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
     assert 'close' in ret.columns
     assert isinstance(ret, DataFrame)
     assert ind_mock.call_count == 1
-    assert buy_mock.call_count == 1
+    assert entry_mock.call_count == 1
-    assert buy_mock.call_count == 1
+    assert entry_mock.call_count == 1
     assert log_has('TA Analysis Launched', caplog)
     assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
     caplog.clear()
@@ -541,20 +596,19 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
     ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
     # No analysis happens as process_only_new_candles is true
     assert ind_mock.call_count == 1
-    assert buy_mock.call_count == 1
+    assert entry_mock.call_count == 1
-    assert buy_mock.call_count == 1
+    assert entry_mock.call_count == 1
     # only skipped analyze adds buy and sell columns, otherwise it's all mocked
-    assert 'buy' in ret.columns
+    assert 'enter_long' in ret.columns
-    assert 'sell' in ret.columns
+    assert 'exit_long' in ret.columns
-    assert ret['buy'].sum() == 0
+    assert ret['enter_long'].sum() == 0
-    assert ret['sell'].sum() == 0
+    assert ret['exit_long'].sum() == 0
     assert not log_has('TA Analysis Launched', caplog)
     assert log_has('Skipping TA Analysis for already analyzed candle', caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")
 def test_is_pair_locked(default_conf):
-    default_conf.update({'strategy': 'StrategyTestV2'})
     PairLocks.timeframe = default_conf['timeframe']
     PairLocks.use_db = True
     strategy = StrategyResolver.load_strategy(default_conf)

tests/strategy/test_strategy_loading.py

@@ -10,7 +10,7 @@ from pandas import DataFrame
 from freqtrade.exceptions import OperationalException
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.interface import IStrategy
-from tests.conftest import log_has, log_has_re
+from tests.conftest import CURRENT_TEST_STRATEGY, log_has, log_has_re
 
 
 def test_search_strategy():
@@ -18,7 +18,7 @@ def test_search_strategy():
 
     s, _ = StrategyResolver._search_object(
         directory=default_location,
-        object_name='StrategyTestV2',
+        object_name=CURRENT_TEST_STRATEGY,
         add_source=True,
     )
     assert issubclass(s, IStrategy)
@@ -35,7 +35,7 @@ def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 4
+    assert len(strategies) == 5
     assert isinstance(strategies[0], dict)
 
 
@@ -43,10 +43,10 @@ def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 5
+    assert len(strategies) == 6
     # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 4
+    assert len([x for x in strategies if x['class'] is not None]) == 5
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 
@@ -74,10 +74,10 @@ def test_load_strategy_base64(result, caplog, default_conf):
 
 
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
-    default_conf['strategy'] = 'StrategyTestV2'
+    default_conf['strategy'] = 'StrategyTestV3'
     extra_dir = Path.cwd() / 'some/path'
     with pytest.raises(OperationalException):
-        StrategyResolver._load_strategy('StrategyTestV2', config=default_conf,
+        StrategyResolver._load_strategy(CURRENT_TEST_STRATEGY, config=default_conf,
                                         extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
@@ -99,8 +99,10 @@ def test_load_strategy_noname(default_conf):
         StrategyResolver.load_strategy(default_conf)
 
 
-def test_strategy(result, default_conf):
+@pytest.mark.filterwarnings("ignore:deprecated")
-    default_conf.update({'strategy': 'StrategyTestV2'})
+@pytest.mark.parametrize('strategy_name', ['StrategyTestV2', 'TestStrategyLegacyV1'])
+def test_strategy_pre_v3(result, default_conf, strategy_name):
+    default_conf.update({'strategy': strategy_name})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
@@ -117,17 +119,19 @@ def test_strategy(result, default_conf):
     df_indicators = strategy.advise_indicators(result, metadata=metadata)
     assert 'adx' in df_indicators
 
-    dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
+    dataframe = strategy.advise_entry(df_indicators, metadata=metadata)
-    assert 'buy' in dataframe.columns
+    assert 'buy' not in dataframe.columns
+    assert 'enter_long' in dataframe.columns
 
-    dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
+    dataframe = strategy.advise_exit(df_indicators, metadata=metadata)
-    assert 'sell' in dataframe.columns
+    assert 'sell' not in dataframe.columns
+    assert 'exit_long' in dataframe.columns
 
 
 def test_strategy_override_minimal_roi(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'minimal_roi': {
             "20": 0.1,
             "0": 0.5
@@ -144,7 +148,7 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
 def test_strategy_override_stoploss(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'stoploss': -0.5
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -156,7 +160,7 @@ def test_strategy_override_stoploss(caplog, default_conf):
 def test_strategy_override_trailing_stop(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'trailing_stop': True
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -169,7 +173,7 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
 def test_strategy_override_trailing_stop_positive(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'trailing_stop_positive': -0.1,
         'trailing_stop_positive_offset': -0.2
 
@@ -189,7 +193,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'timeframe': 60,
         'stake_currency': 'ETH'
     })
@@ -205,7 +209,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'process_only_new_candles': True
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -225,7 +229,7 @@ def test_strategy_override_order_types(caplog, default_conf):
         'stoploss_on_exchange': True,
     }
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'order_types': order_types
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -239,12 +243,12 @@ def test_strategy_override_order_types(caplog, default_conf):
                    " 'stoploss_on_exchange': True}.", caplog)
 
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'order_types': {'buy': 'market'}
     })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
-                       match=r"Impossible to load Strategy 'StrategyTestV2'. "
+                       match=r"Impossible to load Strategy '" + CURRENT_TEST_STRATEGY + "'. "
                              r"Order-types mapping is incomplete."):
         StrategyResolver.load_strategy(default_conf)
 
@@ -258,7 +262,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
     }
 
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'order_time_in_force': order_time_in_force
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -271,20 +275,20 @@ def test_strategy_override_order_tif(caplog, default_conf):
                    " {'buy': 'fok', 'sell': 'gtc'}.", caplog)
 
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'order_time_in_force': {'buy': 'fok'}
     })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
-                       match=r"Impossible to load Strategy 'StrategyTestV2'. "
+                       match=f"Impossible to load Strategy '{CURRENT_TEST_STRATEGY}'. "
-                             r"Order-time-in-force mapping is incomplete."):
+                             "Order-time-in-force mapping is incomplete."):
         StrategyResolver.load_strategy(default_conf)
 
 
 def test_strategy_override_use_sell_signal(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
     assert strategy.use_sell_signal
@@ -294,7 +298,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
     assert default_conf['use_sell_signal']
 
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'use_sell_signal': False,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -307,7 +311,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
 def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
     assert not strategy.sell_profit_only
@@ -317,7 +321,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     assert not default_conf['sell_profit_only']
 
     default_conf.update({
-        'strategy': 'StrategyTestV2',
+        'strategy': CURRENT_TEST_STRATEGY,
         'sell_profit_only': True,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -345,7 +349,7 @@ def test_deprecate_populate_indicators(result, default_conf):
     with warnings.catch_warnings(record=True) as w:
         # Cause all warnings to always be triggered.
         warnings.simplefilter("always")
-        strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
+        strategy.advise_entry(indicators, {'pair': 'ETH/BTC'})
         assert len(w) == 1
         assert issubclass(w[-1].category, DeprecationWarning)
         assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -354,7 +358,7 @@ def test_deprecate_populate_indicators(result, default_conf):
     with warnings.catch_warnings(record=True) as w:
         # Cause all warnings to always be triggered.
         warnings.simplefilter("always")
-        strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
+        strategy.advise_exit(indicators, {'pair': 'ETH_BTC'})
         assert len(w) == 1
         assert issubclass(w[-1].category, DeprecationWarning)
         assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -362,7 +366,7 @@ def test_deprecate_populate_indicators(result, default_conf):
 
 
 @pytest.mark.filterwarnings("ignore:deprecated")
-def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
+def test_call_deprecated_function(result, default_conf, caplog):
     default_location = Path(__file__).parent / "strats"
     del default_conf['timeframe']
     default_conf.update({'strategy': 'TestStrategyLegacyV1',
@@ -382,19 +386,19 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
     assert isinstance(indicator_df, DataFrame)
     assert 'adx' in indicator_df.columns
 
-    enterdf = strategy.advise_buy(result, metadata=metadata)
+    enterdf = strategy.advise_entry(result, metadata=metadata)
     assert isinstance(enterdf, DataFrame)
-    assert 'buy' in enterdf.columns
+    assert 'enter_long' in enterdf.columns
 
-    exitdf = strategy.advise_sell(result, metadata=metadata)
+    exitdf = strategy.advise_exit(result, metadata=metadata)
     assert isinstance(exitdf, DataFrame)
-    assert 'sell' in exitdf
+    assert 'exit_long' in exitdf
 
     assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
                    caplog)
 
 
-def test_strategy_interface_versioning(result, monkeypatch, default_conf):
+def test_strategy_interface_versioning(result, default_conf):
     default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
@@ -409,10 +413,13 @@ def test_strategy_interface_versioning(result, monkeypatch, default_conf):
     assert isinstance(indicator_df, DataFrame)
     assert 'adx' in indicator_df.columns
 
-    enterdf = strategy.advise_buy(result, metadata=metadata)
+    enterdf = strategy.advise_entry(result, metadata=metadata)
     assert isinstance(enterdf, DataFrame)
-    assert 'buy' in enterdf.columns
 
-    exitdf = strategy.advise_sell(result, metadata=metadata)
+    assert 'buy' not in enterdf.columns
+    assert 'enter_long' in enterdf.columns
+
+    exitdf = strategy.advise_exit(result, metadata=metadata)
     assert isinstance(exitdf, DataFrame)
-    assert 'sell' in exitdf
+    assert 'sell' not in exitdf
+    assert 'exit_long' in exitdf

tests/test_arguments.py

@@ -7,6 +7,7 @@ import pytest
 
 from freqtrade.commands import Arguments
 from freqtrade.commands.cli_options import check_int_nonzero, check_int_positive
+from tests.conftest import CURRENT_TEST_STRATEGY
 
 
 # Parse common command-line-arguments. Used for all tools
@@ -123,7 +124,7 @@ def test_parse_args_backtesting_custom() -> None:
         '-c', 'test_conf.json',
         '--ticker-interval', '1m',
         '--strategy-list',
-        'StrategyTestV2',
+        CURRENT_TEST_STRATEGY,
         'SampleStrategy'
     ]
     call_args = Arguments(args).get_parsed_arg()

tests/test_configuration.py

@@ -23,7 +23,8 @@ from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL, ENV_
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import _set_loggers, setup_logging, setup_logging_pre
-from tests.conftest import log_has, log_has_re, patched_configuration_load_config_file
+from tests.conftest import (CURRENT_TEST_STRATEGY, log_has, log_has_re,
+                            patched_configuration_load_config_file)
 
 
 @pytest.fixture(scope="function")
@@ -403,7 +404,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     arglist = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
     ]
 
     args = Arguments(arglist).get_parsed_arg()
@@ -440,7 +441,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     arglist = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'StrategyTestV2',
+        '--strategy', CURRENT_TEST_STRATEGY,
         '--datadir', '/foo/bar',
         '--userdir', "/tmp/freqtrade",
         '--ticker-interval', '1m',
@@ -497,7 +498,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
         '--ticker-interval', '1m',
         '--export', 'trades',
         '--strategy-list',
-        'StrategyTestV2',
+        CURRENT_TEST_STRATEGY,
         'TestStrategy'
     ]
 

tests/test_freqtradebot.py

@@ -234,7 +234,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
     # stoploss shoud be hit
     assert freqtrade.handle_trade(trade) is not ignore_strat_sl
     if not ignore_strat_sl:
-        assert log_has('Executing Sell for NEO/BTC. Reason: stop_loss', caplog)
+        assert log_has('Exit for NEO/BTC detected. Reason: stop_loss', caplog)
         assert trade.sell_reason == SellType.STOP_LOSS.value
 
 
@@ -427,7 +427,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     )
     default_conf['stake_amount'] = 10
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(False, False, None))
+    patch_get_signal(freqtrade, enter_long=False)
 
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
@@ -648,9 +648,10 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
         refresh_latest_ohlcv=refresh_mock,
     )
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
-    mocker.patch(
+    mocker.patch.multiple(
-        'freqtrade.strategy.interface.IStrategy.get_signal',
+        'freqtrade.strategy.interface.IStrategy',
-        return_value=(False, False, '')
+        get_exit_signal=MagicMock(return_value=(False, False)),
+        get_entry_signal=MagicMock(return_value=(None, None))
     )
     mocker.patch('time.sleep', return_value=None)
 
@@ -1802,7 +1803,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
     assert trade.is_open is True
     freqtrade.wallets.update()
 
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     assert freqtrade.handle_trade(trade) is True
     assert trade.open_order_id == limit_sell_order['id']
 
@@ -1830,7 +1831,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(True, True, None))
+    patch_get_signal(freqtrade, enter_long=True, exit_long=True)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.enter_positions()
@@ -1849,7 +1850,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are not triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(False, False, None))
+    patch_get_signal(freqtrade, enter_long=False)
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1857,7 +1858,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(True, True, None))
+    patch_get_signal(freqtrade, enter_long=True, exit_long=True)
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1865,7 +1866,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Sell is triggering, guess what : we are Selling!
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     trades = Trade.query.all()
     assert freqtrade.handle_trade(trades[0]) is True
 
@@ -1899,7 +1900,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     #      we might just want to check if we are in a sell condition without
     #      executing
     # if ROI is reached we must sell
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
@@ -1928,10 +1929,10 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open
     trade = Trade.query.first()
     trade.is_open = True
 
-    patch_get_signal(freqtrade, value=(False, False, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=False)
     assert not freqtrade.handle_trade(trade)
 
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
@@ -3058,7 +3059,7 @@ def test_sell_profit_only(
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     assert freqtrade.handle_trade(trade) is handle_first
 
     if handle_second:
@@ -3095,7 +3096,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     trade = Trade.query.first()
     amnt = trade.amount
     trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
 
     assert freqtrade.handle_trade(trade) is True
@@ -3203,11 +3204,11 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(True, True, None))
+    patch_get_signal(freqtrade, enter_long=True, exit_long=True)
     assert freqtrade.handle_trade(trade) is False
 
     # Test if buy-signal is absent (should sell due to roi = true)
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.ROI.value
 
@@ -3484,11 +3485,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     # Sell due to min_roi_reached
-    patch_get_signal(freqtrade, value=(True, True, None))
+    patch_get_signal(freqtrade, enter_long=True, exit_long=True)
     assert freqtrade.handle_trade(trade) is True
 
     # Test if buy-signal is absent
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -4016,7 +4017,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     freqtrade.wallets.update()
     assert trade.is_open is True
 
-    patch_get_signal(freqtrade, value=(False, True, None))
+    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
     assert freqtrade.handle_trade(trade) is True
     assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
 

tests/test_integration.py

@@ -72,7 +72,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
         create_stoploss_order=MagicMock(return_value=True),
         _notify_exit=MagicMock(),
     )
-    mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
+    mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
     wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
     mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1000))
 
@@ -163,7 +163,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
         SellCheckTuple(sell_type=SellType.NONE),
         SellCheckTuple(sell_type=SellType.NONE)]
     )
-    mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
+    mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     rpc = RPC(freqtrade)

tests/test_plotting.py

@@ -201,8 +201,8 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
     timerange = TimeRange(None, 'line', 0, -1000)
     data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
-    data['buy'] = 0
+    data['enter_long'] = 0
-    data['sell'] = 0
+    data['exit_long'] = 0
 
     indicators1 = []
     indicators2 = []
@@ -261,12 +261,12 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
     buy = find_trace_in_fig_data(figure.data, "buy")
     assert isinstance(buy, go.Scatter)
     # All buy-signals should be plotted
-    assert int(data.buy.sum()) == len(buy.x)
+    assert int(data['enter_long'].sum()) == len(buy.x)
 
     sell = find_trace_in_fig_data(figure.data, "sell")
     assert isinstance(sell, go.Scatter)
     # All buy-signals should be plotted
-    assert int(data.sell.sum()) == len(sell.x)
+    assert int(data['exit_long'].sum()) == len(sell.x)
 
     assert find_trace_in_fig_data(figure.data, "Bollinger Band")