diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 0f10e43f1..0d0b7e56d 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -452,15 +452,8 @@ class FreqtradeBot(LoggingMixin): If the strategy triggers the adjustment, a new order gets issued. Once that completes, the existing trade is modified to match new data. """ - if self.strategy.max_entry_position_adjustment > -1: - count_of_buys = trade.nr_of_successful_buys - if count_of_buys > self.strategy.max_entry_position_adjustment: - logger.debug(f"Max adjustment entries for {trade.pair} has been reached.") - return - else: - logger.debug("Max adjustment entries is set to unlimited.") current_entry_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy") - current_exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell") + current_exit_rate = current_entry_rate current_rate = current_entry_rate # backward compatibilty current_profit = trade.calc_profit_ratio(current_rate) @@ -478,11 +471,18 @@ class FreqtradeBot(LoggingMixin): if stake_amount is not None and stake_amount > 0.0: # We should increase our position + if self.strategy.max_entry_position_adjustment > -1: + count_of_buys = trade.nr_of_successful_buys + if count_of_buys > self.strategy.max_entry_position_adjustment: + logger.debug(f"Max adjustment entries for {trade.pair} has been reached.") + return + else: + logger.debug("Max adjustment entries is set to unlimited.") self.execute_entry(trade.pair, stake_amount, trade=trade) if stake_amount is not None and stake_amount < 0.0: # We should decrease our position - amount = -stake_amount / current_exit_rate + amount = abs(stake_amount) / current_exit_rate if trade.amount - amount < min_stake_amount: logger.info('Remaining amount would be too small') return @@ -1270,6 +1270,8 @@ class FreqtradeBot(LoggingMixin): current_rate = self.exchange.get_rate( trade.pair, refresh=False, side="sell") if not fill else None if sub_trade: + + # for mypy only; order will always be passed during sub trade assert order is not None amount = order.safe_filled profit_rate = order.safe_price @@ -1279,13 +1281,11 @@ class FreqtradeBot(LoggingMixin): profit_ratio = trade.close_profit profit = trade.close_profit_abs - open_rate = trade.get_open_rate(profit, profit_rate, amount) else: profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested profit = trade.calc_profit(rate=profit_rate) profit_ratio = trade.calc_profit_ratio(profit_rate) amount = trade.amount - open_rate = trade.open_rate gain = "profit" if profit_ratio > 0 else "loss" msg = { @@ -1298,7 +1298,7 @@ class FreqtradeBot(LoggingMixin): 'limit': profit_rate, 'order_type': order_type, 'amount': amount, - 'open_rate': open_rate, + 'open_rate': trade.open_rate, 'close_rate': profit_rate, 'current_rate': current_rate, 'profit_amount': profit, @@ -1409,6 +1409,7 @@ class FreqtradeBot(LoggingMixin): self.handle_order_fee(trade, order_obj, order) trade.update_trade(order_obj) + Trade.commit() if order['status'] in constants.NON_OPEN_EXCHANGE_STATES: # If a buy order was closed, force update on stoploss on exchange diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 5c5bbfbe2..e8530dbc9 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -816,7 +816,7 @@ class Backtesting: sub_trade = order.safe_amount_after_fee != trade.amount if sub_trade: order.close_bt_order(current_time) - trade.process_sell_sub_trade(order, is_non_bt=False) + trade.process_sell_sub_trade(order) trade.recalc_trade_from_orders() else: trade.close_date = current_time diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index d0559885b..1f1a856ba 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -127,7 +127,6 @@ class Order(_DECL_BASE): side = Column(String(25), nullable=True) price = Column(Float, nullable=True) average = Column(Float, nullable=True) - initial_average = Column(Float, nullable=True) amount = Column(Float, nullable=True) filled = Column(Float, nullable=True) remaining = Column(Float, nullable=True) @@ -500,8 +499,10 @@ class LocalTrade(): # condition to avoid reset value when updating fees if self.open_order_id == order.order_id: self.open_order_id = None - self.process_sell_sub_trade(order) - return + if self.amount == order.safe_amount_after_fee: + self.close(order.safe_price) + else: + self.process_sell_sub_trade(order) elif order.ft_order_side == 'stoploss': self.stoploss_order_id = None self.close_rate_requested = self.stop_loss @@ -518,12 +519,6 @@ class LocalTrade(): sell_amount = order.safe_amount_after_fee sell_rate = order.safe_price sell_stake_amount = sell_rate * sell_amount * (1 - self.fee_close) - if sell_amount == self.amount: - if is_closed: - self.close(sell_rate) - if is_non_bt: - Trade.commit() - return profit = self.calc_profit2(self.open_rate, sell_rate, sell_amount) if is_closed: self.amount -= sell_amount @@ -533,8 +528,6 @@ class LocalTrade(): self.close_profit_abs = profit self.close_profit = sell_stake_amount / (sell_stake_amount - profit) - 1 self.recalc_open_trade_value() - if is_non_bt: - Trade.commit() def calc_profit2(self, open_rate: float, close_rate: float, amount: float) -> float: @@ -542,12 +535,6 @@ class LocalTrade(): (Decimal(1 - self.fee_close) * Decimal(close_rate) - Decimal(1 + self.fee_open) * Decimal(open_rate))) - def get_open_rate(self, profit: float, close_rate: float, - amount: float) -> float: - return float((Decimal(amount) * - (Decimal(1 - self.fee_close) * Decimal(close_rate)) - - Decimal(profit))/(Decimal(amount) * Decimal(1 + self.fee_open))) - def close(self, rate: float, *, show_msg: bool = True) -> None: """ Sets close_rate to the given rate, calculates total profit @@ -685,10 +672,11 @@ class LocalTrade(): tmp_amount = o.safe_amount_after_fee tmp_price = o.safe_price is_sell = o.ft_order_side != 'buy' - side = [1, -1][is_sell] + side = -1 if is_sell else 1 if tmp_amount > 0.0 and tmp_price is not None: total_amount += tmp_amount * side - total_stake += [tmp_price, avg_price][is_sell] * tmp_amount * side + price = avg_price if is_sell else tmp_price + total_stake += price * tmp_amount * side if total_amount > 0: avg_price = total_stake / total_amount diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 4a39d0e7d..65e364113 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -4863,7 +4863,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: assert trade.is_open is False -@pytest.mark.parametrize('orders, res', [ +@pytest.mark.parametrize('orders, results', [ ( ( # side ampunt, price @@ -4901,7 +4901,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: ) ), ]) -def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None: +def test_position_adjust3(mocker, default_conf_usdt, fee, orders, results) -> None: default_conf_usdt.update({ "position_adjustment_enable": True, "dry_run": False, @@ -4914,7 +4914,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None: freqtrade = FreqtradeBot(default_conf_usdt) trade = None freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) - for idx, order in enumerate(orders): + for idx, (order, result) in enumerate(zip(orders, results)): amount = order[1] price = order[2] price_mock = MagicMock(return_value=price) @@ -4968,11 +4968,11 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None: if idx < len(orders) - 1: assert trade.is_open is True assert trade.open_order_id is None - assert trade.amount == res[idx][0] - assert trade.open_rate == res[idx][1] - assert trade.stake_amount == res[idx][2] - assert pytest.approx(trade.realized_profit) == res[idx][3] - assert pytest.approx(trade.close_profit_abs) == res[idx][4] + assert trade.amount == result[0] + assert trade.open_rate == result[1] + assert trade.stake_amount == result[2] + assert pytest.approx(trade.realized_profit) == result[3] + assert pytest.approx(trade.close_profit_abs) == result[4] order_obj = trade.select_order(order[0], False) assert order_obj.order_id == f'60{idx}' @@ -5004,9 +5004,20 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca "max_entry_position_adjustment": 0, }) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - + buy_rate_mock = MagicMock(return_value=10) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_rate=buy_rate_mock, + fetch_ticker=MagicMock(return_value={ + 'bid': 10, + 'ask': 12, + 'last': 11 + }), + get_min_pair_stake_amount=MagicMock(return_value=1), + get_fee=fee, + ) create_mock_trades(fee) caplog.set_level(logging.DEBUG) - + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=10) freqtrade.process_open_trade_positions() assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog) diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 71975764e..06fd9af4f 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -1642,6 +1642,33 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee): assert trade.open_trade_value == 2 * o1_trade_val assert trade.nr_of_successful_buys == 2 + # 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=o1_amount, + 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 + assert trade.nr_of_successful_buys == 2 + # Check with 1 order order_noavg = Order( ft_order_side='buy', @@ -1663,11 +1690,11 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee): trade.recalc_trade_from_orders() # Calling recalc with single initial order should not change anything - assert trade.amount == 3 * o1_amount - assert trade.stake_amount == 3 * o1_amount + assert trade.amount == 2 * o1_amount + assert trade.stake_amount == 2 * o1_amount assert trade.open_rate == o1_rate - assert trade.fee_open_cost == 3 * o1_fee_cost - assert trade.open_trade_value == 3 * o1_trade_val + assert trade.fee_open_cost == 2 * o1_fee_cost + assert trade.open_trade_value == 2 * o1_trade_val assert trade.nr_of_successful_buys == 3