Merge branch 'develop' into partial_sell2

docs/strategy-callbacks.md

@@ -365,7 +365,7 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float, 
-                           entry_tag: Optional[str], **kwargs) -> float:
+                           entry_tag: Optional[str], side: str, **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)

docs/strategy_migration.md

@@ -18,6 +18,7 @@ You can use the quick summary as checklist. Please refer to the detailed section
   * New `side` argument to callbacks without trade object
     * [`custom_stake_amount`](#custom-stake-amount)
     * [`confirm_trade_entry`](#confirm_trade_entry)
+    * [`custom_entry_price`](#custom_entry_price)
   * [Changed argument name in `confirm_trade_exit`](#confirm_trade_exit)
 * Dataframe columns:
   * [`buy` -> `enter_long`](#populate_buy_trend)
@@ -227,6 +228,26 @@ class AwesomeStrategy(IStrategy):
     return True
 ```
 
+### `custom_entry_price`
+
+New string argument `side` - which can be either `"long"` or `"short"`.
+
+``` python hl_lines="3"
+class AwesomeStrategy(IStrategy):
+    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
+                           entry_tag: Optional[str], **kwargs) -> float:
+      return proposed_rate
+```
+
+After:
+
+``` python hl_lines="3"
+class AwesomeStrategy(IStrategy):
+    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
+                           entry_tag: Optional[str], side: str, **kwargs) -> float:
+      return proposed_rate
+```
+
 ### Adjust trade position changes
 
 While adjust-trade-position itself did not change, you should no longer use `trade.nr_of_successful_buys` - and instead use `trade.nr_of_successful_entries`, which will also include short entries.

freqtrade/constants.py

@@ -3,7 +3,7 @@
 """
 bot constants
 """
-from typing import List, Tuple
+from typing import List, Literal, Tuple
 
 from freqtrade.enums import CandleType
 
@@ -487,3 +487,6 @@ ListPairsWithTimeframes = List[PairWithTimeframe]
 
 # Type for trades list
 TradeList = List[List]
+
+LongShort = Literal['long', 'short']
+EntryExit = Literal['entry', 'exit']

freqtrade/exchange/exchange.py

@@ -20,7 +20,7 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRU
 from pandas import DataFrame
 
 from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
-                                 ListPairsWithTimeframes, PairWithTimeframe)
+                                 EntryExit, ListPairsWithTimeframes, PairWithTimeframe)
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
@@ -1429,7 +1429,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     def get_rate(self, pair: str, refresh: bool,  # noqa: max-complexity: 13
-                 side: Literal['entry', 'exit'], is_short: bool,
+                 side: EntryExit, is_short: bool,
                  order_book: Optional[dict] = None, ticker: Optional[dict] = None) -> float:
         """
         Calculates bid/ask target

freqtrade/freqtradebot.py

@@ -8,12 +8,13 @@ from datetime import datetime, time, timezone
 from decimal import Decimal
 from math import isclose
 from threading import Lock
-from typing import Any, Dict, List, Literal, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple
 
 from schedule import Scheduler
 
 from freqtrade import __version__, constants
 from freqtrade.configuration import validate_config_consistency
+from freqtrade.constants import LongShort
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
@@ -611,7 +612,7 @@ class FreqtradeBot(LoggingMixin):
         time_in_force = self.strategy.order_time_in_force['entry']
 
         [side, name] = ['sell', 'Short'] if is_short else ['buy', 'Long']
-        trade_side: Literal['long', 'short'] = 'short' if is_short else 'long'
+        trade_side: LongShort = 'short' if is_short else 'long'
         pos_adjust = trade is not None
 
         enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
@@ -765,7 +766,7 @@ class FreqtradeBot(LoggingMixin):
 
     def get_valid_enter_price_and_stake(
         self, pair: str, price: Optional[float], stake_amount: float,
-        trade_side: Literal['long', 'short'],
+        trade_side: LongShort,
         entry_tag: Optional[str],
         trade: Optional[Trade]
     ) -> Tuple[float, float, float]:
@@ -779,7 +780,9 @@ class FreqtradeBot(LoggingMixin):
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                                        default_retval=proposed_enter_rate)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                proposed_rate=proposed_enter_rate, entry_tag=entry_tag)
+                proposed_rate=proposed_enter_rate, entry_tag=entry_tag,
+                side=trade_side,
+            )
 
             enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
 

freqtrade/optimize/backtesting.py

@@ -14,7 +14,7 @@ from pandas import DataFrame
 
 from freqtrade import constants
 from freqtrade.configuration import TimeRange, validate_config_consistency
-from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.constants import DATETIME_PRINT_FORMAT, LongShort
 from freqtrade.data import history
 from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe
 from freqtrade.data.converter import trim_dataframe, trim_dataframes
@@ -655,7 +655,7 @@ class Backtesting:
 
     def get_valid_price_and_stake(
         self, pair: str, row: Tuple, propose_rate: float, stake_amount: Optional[float],
-        direction: str, current_time: datetime, entry_tag: Optional[str],
+        direction: LongShort, current_time: datetime, entry_tag: Optional[str],
         trade: Optional[LocalTrade], order_type: str
     ) -> Tuple[float, float, float, float]:
 
@@ -663,7 +663,9 @@ class Backtesting:
             propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                                  default_retval=propose_rate)(
                 pair=pair, current_time=current_time,
-                proposed_rate=propose_rate, entry_tag=entry_tag)  # default value is the open rate
+                proposed_rate=propose_rate, entry_tag=entry_tag,
+                side=direction,
+            )  # default value is the open rate
             # We can't place orders higher than current high (otherwise it'd be a stop limit buy)
             # which freqtrade does not support in live.
             if direction == "short":
@@ -714,7 +716,7 @@ class Backtesting:
 
         return propose_rate, stake_amount_val, leverage, min_stake_amount
 
-    def _enter_trade(self, pair: str, row: Tuple, direction: str,
+    def _enter_trade(self, pair: str, row: Tuple, direction: LongShort,
                      stake_amount: Optional[float] = None,
                      trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]:
 
@@ -847,7 +849,7 @@ class Backtesting:
         self.rejected_trades += 1
         return False
 
-    def check_for_trade_entry(self, row) -> Optional[str]:
+    def check_for_trade_entry(self, row) -> Optional[LongShort]:
         enter_long = row[LONG_IDX] == 1
         exit_long = row[ELONG_IDX] == 1
         enter_short = self._can_short and row[SHORT_IDX] == 1

freqtrade/strategy/interface.py

@@ -339,7 +339,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         return self.stoploss
 
     def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
-                           entry_tag: Optional[str], **kwargs) -> float:
+                           entry_tag: Optional[str], side: str, **kwargs) -> float:
         """
         Custom entry price logic, returning the new entry price.
 
@@ -351,6 +351,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_time: datetime object, containing the current datetime
         :param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
         :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
+        :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 float: New entry price value if provided
         """

requirements-dev.txt

@@ -17,12 +17,12 @@ isort==5.10.1
 time-machine==2.6.0
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==6.4.4
+nbconvert==6.4.5
 
 # mypy types
 types-cachetools==5.0.0
 types-filelock==3.2.5
-types-requests==2.27.15
+types-requests==2.27.16
 types-tabulate==0.8.6
 
 # Extensions to datetime library

requirements.txt

@@ -1,12 +1,12 @@
 numpy==1.22.3
-pandas==1.4.1
+pandas==1.4.2
 pandas-ta==0.3.14b
 
-ccxt==1.77.45
+ccxt==1.77.98
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==36.0.2
 aiohttp==3.8.1
-SQLAlchemy==1.4.32
+SQLAlchemy==1.4.34
 python-telegram-bot==13.11
 arrow==1.2.2
 cachetools==4.2.2
@@ -31,7 +31,7 @@ python-rapidjson==1.6
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.75.0
+fastapi==0.75.1
 uvicorn==0.17.6
 pyjwt==2.3.0
 aiofiles==0.8.0