diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index 2c0923078..74b4cf627 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -577,8 +577,9 @@ class LocalTrade(): tmp_amount = temp_order.amount if temp_order.filled is not None: tmp_amount = temp_order.filled - total_amount += tmp_amount - total_stake += temp_order.average * tmp_amount + if tmp_amount is not None and temp_order.average is not None: + total_amount += tmp_amount + total_stake += temp_order.average * tmp_amount if total_amount > 0: self.open_rate = total_stake / total_amount @@ -586,7 +587,7 @@ class LocalTrade(): self.amount = total_amount self.fee_open_cost = self.fee_open * self.stake_amount self.recalc_open_trade_value() - + def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]: """ diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 4dea23663..a6a289007 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -1506,4 +1506,131 @@ def test_recalc_trade_from_orders(fee): assert round(trade.fee_open_cost, 8) == round(o1_fee_cost + o2_fee_cost + o3_fee_cost, 8) assert round(trade.open_trade_value, 8) == round(o1_trade_val + o2_trade_val + o3_trade_val, 8) +def test_recalc_trade_from_orders_ignores_bad_orders(fee): + + o1_amount = 100 + o1_rate = 1 + o1_cost = o1_amount * o1_rate + o1_fee_cost = o1_cost * fee.return_value + o1_trade_val = o1_cost + o1_fee_cost + + trade = Trade( + pair='ADA/USDT', + stake_amount=o1_cost, + open_date=arrow.utcnow().shift(hours=-2).datetime, + amount=o1_amount, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='binance', + open_rate=o1_rate, + max_rate=o1_rate, + ) + trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, 'buy') + # Check with 1 order + order1 = Order( + ft_order_side='buy', + ft_pair=trade.pair, + ft_is_open=False, + status="closed", + symbol=trade.pair, + order_type="market", + side="buy", + price=o1_rate, + average=o1_rate, + filled=o1_amount, + remaining=0, + cost=o1_amount, + order_date=trade.open_date, + order_filled_date=trade.open_date, + ) + trade.orders.append(order1) + trade.recalc_trade_from_orders() + + # Calling recalc with single initial order should not change anything + assert trade.amount == o1_amount + assert trade.stake_amount == o1_amount + assert trade.open_rate == o1_rate + assert trade.fee_open_cost == o1_fee_cost + assert trade.open_trade_value == o1_trade_val + + order2 = Order( + ft_order_side='buy', + ft_pair=trade.pair, + ft_is_open=True, + status="closed", + symbol=trade.pair, + order_type="market", + side="buy", + price=1, + average=2, + filled=3, + remaining=4, + cost=5, + order_date=arrow.utcnow().shift(hours=-1).datetime, + order_filled_date=arrow.utcnow().shift(hours=-1).datetime, + ) + trade.orders.append(order2) + trade.recalc_trade_from_orders() + + # Validate that the trade values have not been changed + assert trade.amount == o1_amount + assert trade.stake_amount == o1_amount + assert trade.open_rate == o1_rate + assert trade.fee_open_cost == o1_fee_cost + assert trade.open_trade_value == o1_trade_val + + # Let's try with some other orders + order3 = Order( + ft_order_side='buy', + ft_pair=trade.pair, + ft_is_open=False, + status="cancelled", + symbol=trade.pair, + order_type="market", + side="buy", + price=1, + average=2, + filled=3, + remaining=4, + cost=5, + order_date=arrow.utcnow().shift(hours=-1).datetime, + order_filled_date=arrow.utcnow().shift(hours=-1).datetime, + ) + trade.orders.append(order3) + trade.recalc_trade_from_orders() + + # Validate that the order values still are ignoring orders 2 and 3 + assert trade.amount == o1_amount + assert trade.stake_amount == o1_amount + assert trade.open_rate == o1_rate + assert trade.fee_open_cost == o1_fee_cost + assert trade.open_trade_value == o1_trade_val + + # Just to make sure sell orders are ignored, let's calculate one more time. + sell1 = Order( + ft_order_side='sell', + ft_pair=trade.pair, + ft_is_open=False, + status="closed", + symbol=trade.pair, + order_type="market", + side="sell", + price=4, + average=3, + filled=2, + remaining=1, + cost=5, + order_date=trade.open_date, + order_filled_date=trade.open_date, + ) + trade.orders.append(sell1) + trade.recalc_trade_from_orders() + + assert trade.amount == o1_amount + assert trade.stake_amount == o1_amount + assert trade.open_rate == o1_rate + assert trade.fee_open_cost == o1_fee_cost + assert trade.open_trade_value == o1_trade_val + +