Modified files for partial trades operation

freqtrade/freqtradebot.py

@@ -4,7 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
 import copy
 import logging
 import traceback
-from datetime import datetime, timezone
+from datetime import datetime
 from math import isclose
 from threading import Lock
 from typing import Any, Dict, List, Optional
@@ -12,25 +12,24 @@ from typing import Any, Dict, List, Optional
 import arrow
 from cachetools import TTLCache
 
-from freqtrade import __version__, constants
+from freqtrade import __version__, constants, persistence
 from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
-from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
+from freqtrade.persistence import Order, Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.state import State
-from freqtrade.strategy.interface import IStrategy, SellType
+from freqtrade.strategy.interface import IStrategy, SellType, PartialTradeTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -58,8 +57,8 @@ class FreqtradeBot:
         # Cache values for 1800 to avoid frequent polling of the exchange for prices
         # Caching only applies to RPC methods, so prices for open trades are still
         # refreshed once every iteration.
-        self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
+        self._sell_rate_cache = TTLCache(maxsize=100, ttl=1800)
-        self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
+        self._buy_rate_cache = TTLCache(maxsize=100, ttl=1800)
 
         self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
 
@@ -68,12 +67,10 @@ class FreqtradeBot:
 
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        init_db(self.config.get('db_url', None), clean_open_orders=self.config['dry_run'])
+        persistence.init(self.config.get('db_url', None), clean_open_orders=self.config['dry_run'])
 
         self.wallets = Wallets(self.config, self.exchange)
 
-        PairLocks.timeframe = self.config['timeframe']
-
         self.pairlists = PairListManager(self.exchange, self.config)
 
         self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
@@ -125,7 +122,7 @@ class FreqtradeBot:
         self.check_for_open_trades()
 
         self.rpc.cleanup()
-        cleanup_db()
+        persistence.cleanup()
 
     def startup(self) -> None:
         """
@@ -347,17 +344,17 @@ class FreqtradeBot:
         whitelist = copy.deepcopy(self.active_pair_whitelist)
         if not whitelist:
             logger.info("Active pair whitelist is empty.")
-            return trades_created
+        else:
-        # Remove pairs for currently opened trades from the whitelist
+            '''# Remove pairs for currently opened trades from the whitelist
             for trade in Trade.get_open_trades():
                 if trade.pair in whitelist:
                     whitelist.remove(trade.pair)
-                logger.debug('Ignoring %s in pair whitelist', trade.pair)
+                    logger.debug('Ignoring %s in pair whitelist', trade.pair)'''
 
             if not whitelist:
                 logger.info("No currency pair in active pair whitelist, "
                             "but checking to sell open trades.")
-            return trades_created
+            else:
                 # Create entity and execute trade for each pair from whitelist
                 for pair in whitelist:
                     try:
@@ -553,9 +550,9 @@ class FreqtradeBot:
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
+        (buy, sell, partial_buy, partial_sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
 
-        if buy and not sell:
+        if buy or partial_buy.flag and not sell and not partial_sell.flag:
             stake_amount = self.get_trade_stake_amount(pair)
             if not stake_amount:
                 logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
@@ -568,11 +565,19 @@ class FreqtradeBot:
             if ((bid_check_dom.get('enabled', False)) and
                     (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
+                    if partial_buy.flag:
+                        logger.info(f'Executing Partial Buy for {pair}.')
+                        return self.execute_partial_buy(pair, partial_buy.amount)
+                    else:
                         logger.info(f'Executing Buy for {pair}.')
                         return self.execute_buy(pair, stake_amount)
                 else:
                     return False
 
+            if partial_buy.flag:
+                logger.info(f'Executing Partial Buy for {pair}')
+                return self.execute_partial_buy(pair, partial_buy.amount)
+            else:
                 logger.info(f'Executing Buy for {pair}')
                 return self.execute_buy(pair, stake_amount)
         else:
@@ -704,6 +709,122 @@ class FreqtradeBot:
 
         return True
 
+    def execute_partial_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool:
+        """
+        Executes a limit buy for the given pair
+        :param pair: pair for which we want to create a LIMIT_BUY
+        :return: True if a buy order is created, false if it fails.
+        """
+        time_in_force = self.strategy.order_time_in_force['buy']
+
+        if price:
+            buy_limit_requested = price
+        else:
+            # Calculate price
+            buy_limit_requested = self.get_buy_rate(pair, True)
+
+        #  in case you try to buy more than available
+        #stake_amount = self._safe_buy_amount(pair, stake_amount)
+        min_stake_amount = self._get_min_pair_stake_amount(pair, buy_limit_requested)
+        if min_stake_amount is not None and min_stake_amount > stake_amount:
+            logger.warning(
+                f"Can't open a new trade for {pair}: stake amount "
+                f"is too small ({stake_amount} < {min_stake_amount})"
+            )
+            return False
+
+        amount = stake_amount / buy_limit_requested
+        order_type = self.strategy.order_types['buy']
+
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
+                pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
+                time_in_force=time_in_force):
+            logger.info(f"User requested abortion of buying {pair}")
+            return False
+
+        amount = self.exchange.amount_to_precision(pair, amount)
+        order = self.exchange.buy(pair=pair, ordertype=order_type,
+                                  amount=amount, rate=buy_limit_requested,
+                                  time_in_force=time_in_force)
+        order_obj = Order.parse_from_ccxt_object(order, pair, 'buy')
+        order_id = order['id']
+        order_status = order.get('status', None)
+
+        # we assume the order is executed at the price requested
+        buy_limit_filled_price = buy_limit_requested
+        amount_requested = amount
+
+        if order_status == 'expired' or order_status == 'rejected':
+            order_tif = self.strategy.order_time_in_force['buy']
+
+            # return false if the order is not filled
+            if float(order['filled']) == 0:
+                logger.warning('Buy %s order with time in force %s for %s is %s by %s.'
+                               ' zero amount is fulfilled.',
+                               order_tif, order_type, pair, order_status, self.exchange.name)
+                return False
+            else:
+                # the order is partially fulfilled
+                # in case of IOC orders we can check immediately
+                # if the order is fulfilled fully or partially
+                logger.warning('Buy %s order with time in force %s for %s is %s by %s.'
+                               ' %s amount fulfilled out of %s (%s remaining which is canceled).',
+                               order_tif, order_type, pair, order_status, self.exchange.name,
+                               order['filled'], order['amount'], order['remaining']
+                               )
+                stake_amount = order['cost']
+                amount = safe_value_fallback(order, 'filled', 'amount')
+                buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
+
+        # in case of FOK the order may be filled immediately and fully
+        elif order_status == 'closed':
+            stake_amount = order['cost']
+            amount = safe_value_fallback(order, 'filled', 'amount')
+            buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
+
+        # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
+        fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
+        order['fee'] = fee
+
+
+        for trade in Trade.get_open_trades():
+            if trade.pair == pair:
+                break
+        if len(Trade.get_open_trades()) == 0:
+            trade = Trade(
+                pair=pair,
+                stake_amount=stake_amount,
+                amount=amount,
+                amount_requested=amount_requested,
+                fee_open=fee,
+                fee_close=fee,
+                open_rate=buy_limit_filled_price,
+                open_rate_requested=buy_limit_requested,
+                open_date=datetime.utcnow(),
+                exchange=_bot.exchange.id,
+                open_order_id=order_id,
+                strategy=_bot.strategy.get_strategy_name(),
+                timeframe=timeframe_to_minutes(_bot.config['timeframe'])
+            )
+            trade.orders.append(order_obj)
+            # Update fees if order is closed
+            if order_status == 'closed':
+                self.update_trade_state(trade, order_id, order)
+            Trade.session.add(trade)
+        else:
+            trade.open_order_id = order_id
+            trade.orders.append(order_obj)
+            self.update_trade_state(trade, order_id, order)
+
+        Trade.session.flush()
+
+        # Updating wallets
+        self.wallets.update()
+
+        self._notify_buy(trade, order_type)
+
+        return True
+
     def _notify_buy(self, trade: Trade, order_type: str) -> None:
         """
         Sends rpc notification when a buy occured.
@@ -834,7 +955,8 @@ class FreqtradeBot:
 
         logger.debug('Handling %s ...', trade)
 
-        (buy, sell) = (False, False)
+        (buy, sell, partial_buy, partial_sell) = (False, False,  PartialTradeTuple(flag=False, amount=0),
+                                                  PartialTradeTuple(flag=False, amount=0))
 
         config_ask_strategy = self.config.get('ask_strategy', {})
 
@@ -843,7 +965,8 @@ class FreqtradeBot:
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
-            (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
+            (buy, sell, partial_buy, partial_sell) = self.strategy.get_signal(trade.pair,
+                                                                            self.strategy.timeframe, analyzed_df)
 
         if config_ask_strategy.get('use_order_book', False):
             order_book_min = config_ask_strategy.get('order_book_min', 1)
@@ -868,13 +991,13 @@ class FreqtradeBot:
                 # resulting in outdated RPC messages
                 self._sell_rate_cache[trade.pair] = sell_rate
 
-                if self._check_and_execute_sell(trade, sell_rate, buy, sell):
+                if self._check_and_execute_sell(trade, sell_rate, buy, sell, partial_buy, partial_sell):
                     return True
 
         else:
             logger.debug('checking sell')
             sell_rate = self.get_sell_rate(trade.pair, True)
-            if self._check_and_execute_sell(trade, sell_rate, buy, sell):
+            if self._check_and_execute_sell(trade, sell_rate, buy, sell, partial_buy, partial_sell):
                 return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -939,8 +1062,8 @@ class FreqtradeBot:
             self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
                                     stoploss_order=True)
             # Lock pair for one candle to prevent immediate rebuys
-            self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
+            self.strategy.lock_pair(trade.pair,
-                                    reason='Auto lock')
+                                    timeframe_to_next_date(self.config['timeframe']))
             self._notify_sell(trade, "stoploss")
             return True
 
@@ -1004,19 +1127,25 @@ class FreqtradeBot:
                                    f"for pair {trade.pair}.")
 
     def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
-                                buy: bool, sell: bool) -> bool:
+                                buy: bool, sell: bool, partial_buy: PartialTradeTuple,
+                                partial_sell: PartialTradeTuple) -> bool:
         """
         Check and execute sell
         """
         should_sell = self.strategy.should_sell(
-            trade, sell_rate, datetime.utcnow(), buy, sell,
+            trade, sell_rate, datetime.utcnow(), buy, sell, partial_buy, partial_sell,
             force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
         if should_sell.sell_flag:
+            if should_sell.sell_type == SellType.PARTIAL_SELL_SIGNAL:
+                logger.info(f'Executing Partial Sell for {trade.pair}. Reason: {should_sell.sell_type}')
+                self.execute_partial_sell(trade, partial_sell.amount, sell_rate, should_sell.sell_type)
+            else:
                 logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
                 self.execute_sell(trade, sell_rate, should_sell.sell_type)
             return True
+
         return False
 
     def _check_timed_out(self, side: str, order: dict) -> bool:
@@ -1266,8 +1395,79 @@ class FreqtradeBot:
         Trade.session.flush()
 
         # Lock pair for one candle to prevent immediate rebuys
-        self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
+        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
-                                reason='Auto lock')
+
+        self._notify_sell(trade, order_type)
+
+        return True
+
+    def execute_partial_sell(self, trade: Trade, amount: float, limit: float, sell_reason: SellType) -> bool:
+        """
+        Executes a limit sell for the given trade and limit
+        :param trade: Trade instance
+        :param limit: limit rate for the sell order
+        :param sellreason: Reason the sell was triggered
+        :return: True if it succeeds (supported) False (not supported)
+        :OSM metodo modificado para aceptar ventas parciales
+        """
+        #TODO: Add a custom partial sell notification call
+        sell_type = 'sell'
+
+        # First cancelling stoploss on exchange ...
+        if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
+            try:
+                self.exchange.cancel_stoploss_order(trade.stoploss_order_id, trade.pair)
+            except InvalidOrderException:
+                logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
+
+        order_type = self.strategy.order_types[sell_type]
+        if sell_reason == SellType.EMERGENCY_SELL:
+            # Emergency sells (default to market!)
+            order_type = self.strategy.order_types.get("emergencysell", "market")
+
+        if amount > trade.amount:
+            amount = trade.amount
+        amount = self._safe_sell_amount(trade.pair, amount)
+        time_in_force = self.strategy.order_time_in_force['sell']
+
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
+                pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
+                time_in_force=time_in_force,
+                sell_reason=sell_reason.value):
+            logger.info(f"User requested abortion of selling {trade.pair}")
+            return False
+
+        try:
+            # Execute sell and update trade record
+            order = self.exchange.sell(pair=trade.pair,
+                                       ordertype=order_type,
+                                       amount=amount, rate=limit,
+                                       time_in_force=time_in_force
+                                       )
+        except InsufficientFundsError as e:
+            logger.warning(f"Unable to place order {e}.")
+            # Try to figure out what went wrong
+            self.handle_insufficient_funds(trade)
+            return False
+
+        order_obj = Order.parse_from_ccxt_object(order, trade.pair, 'sell')
+
+        trade.orders.append(order_obj)
+
+        trade.open_order_id = order['id']
+        trade.close_rate_requested = limit
+        trade.sell_reason = sell_reason.value
+        # In case of market sell orders the order can be closed immediately
+        if order.get('status', 'unknown') == 'closed':
+            self.update_trade_state(trade, trade.open_order_id, order)
+            # force trade to contine opened, if amount >= trade amount close trade
+            if amount < trade.amount:
+                trade.is_open = True
+
+        Trade.session.flush()
+
+        #Lock pair for one candle to prevent immediate rebuys
+        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
 
         self._notify_sell(trade, order_type)
 
@@ -1393,7 +1593,7 @@ class FreqtradeBot:
                            abs_tol=constants.MATH_CLOSE_PREC):
                 order['amount'] = new_amount
                 order.pop('filled', None)
-                trade.recalc_open_trade_price()
+
         except DependencyException as exception:
             logger.warning("Could not update trade amount: %s", exception)
 
@@ -1404,7 +1604,7 @@ class FreqtradeBot:
         trade.update(order)
 
         # Updating wallets when order is closed
-        if not trade.is_open:
+        if order['status'] == 'closed':
             self.wallets.update()
         return False
 

freqtrade/persistence/models.py

@@ -7,8 +7,8 @@ from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
 import arrow
-from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer, String,
+from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer,
-                        create_engine, desc, func, inspect)
+                        String, create_engine, desc, func, inspect)
 from sqlalchemy.exc import NoSuchModuleError
 from sqlalchemy.ext.declarative import declarative_base
 from sqlalchemy.orm import Query, relationship
@@ -17,20 +17,17 @@ from sqlalchemy.orm.session import sessionmaker
 from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence.migrations import check_migrate
 
-
 logger = logging.getLogger(__name__)
 
-
 _DECL_BASE: Any = declarative_base()
 _SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
 
 
-def init_db(db_url: str, clean_open_orders: bool = False) -> None:
+def init(db_url: str, clean_open_orders: bool = False) -> None:
     """
     Initializes this module with the given config,
     registers all known command handlers
@@ -64,9 +61,6 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
     # Copy session attributes to order object too
     Order.session = Trade.session
     Order.query = Order.session.query_property()
-    PairLock.session = Trade.session
-    PairLock.query = PairLock.session.query_property()
-
     previous_tables = inspect(engine).get_table_names()
     _DECL_BASE.metadata.create_all(engine)
     check_migrate(engine, decl_base=_DECL_BASE, previous_tables=previous_tables)
@@ -76,7 +70,7 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
         clean_dry_run_db()
 
 
-def cleanup_db() -> None:
+def cleanup() -> None:
     """
     Flushes all pending operations to disk.
     :return: None
@@ -130,6 +124,8 @@ class Order(_DECL_BASE):
     filled = Column(Float, nullable=True)
     remaining = Column(Float, nullable=True)
     cost = Column(Float, nullable=True)
+    fee = Column(Float, nullable=True)  # OSM
+    fee_cost = Column(Float, nullable=True)  # OSM
     order_date = Column(DateTime, nullable=True, default=datetime.utcnow)
     order_filled_date = Column(DateTime, nullable=True)
     order_update_date = Column(DateTime, nullable=True)
@@ -156,6 +152,7 @@ class Order(_DECL_BASE):
         self.filled = order.get('filled', self.filled)
         self.remaining = order.get('remaining', self.remaining)
         self.cost = order.get('cost', self.cost)
+        self.fee = order.get('fee', self.fee)
         if 'timestamp' in order and order['timestamp'] is not None:
             self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
 
@@ -171,12 +168,12 @@ class Order(_DECL_BASE):
         """
         Get all non-closed orders - useful when trying to batch-update orders
         """
-        filtered_orders = [o for o in orders if o.order_id == order.get('id')]
+        filtered_orders = [o for o in orders if o.order_id == order['id']]
         if filtered_orders:
             oobj = filtered_orders[0]
             oobj.update_from_ccxt_object(order)
         else:
-            logger.warning(f"Did not find order for {order}.")
+            logger.warning(f"Did not find order for {order['id']}.")
 
     @staticmethod
     def parse_from_ccxt_object(order: Dict[str, Any], pair: str, side: str) -> 'Order':
@@ -255,7 +252,7 @@ class Trade(_DECL_BASE):
         self.recalc_open_trade_price()
 
     def __repr__(self):
-        open_since = self.open_date.strftime(DATETIME_PRINT_FORMAT) if self.is_open else 'closed'
+        open_since = self.open_date.strftime('%Y-%m-%d %H:%M:%S') if self.is_open else 'closed'
 
         return (f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, '
                 f'open_rate={self.open_rate:.8f}, open_since={open_since})')
@@ -281,7 +278,7 @@ class Trade(_DECL_BASE):
             'fee_close_currency': self.fee_close_currency,
 
             'open_date_hum': arrow.get(self.open_date).humanize(),
-            'open_date': self.open_date.strftime(DATETIME_PRINT_FORMAT),
+            'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"),
             'open_timestamp': int(self.open_date.replace(tzinfo=timezone.utc).timestamp() * 1000),
             'open_rate': self.open_rate,
             'open_rate_requested': self.open_rate_requested,
@@ -289,7 +286,7 @@ class Trade(_DECL_BASE):
 
             'close_date_hum': (arrow.get(self.close_date).humanize()
                                if self.close_date else None),
-            'close_date': (self.close_date.strftime(DATETIME_PRINT_FORMAT)
+            'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S")
                            if self.close_date else None),
             'close_timestamp': int(self.close_date.replace(
                 tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None,
@@ -305,7 +302,7 @@ class Trade(_DECL_BASE):
             'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
             'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
             'stoploss_order_id': self.stoploss_order_id,
-            'stoploss_last_update': (self.stoploss_last_update.strftime(DATETIME_PRINT_FORMAT)
+            'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S")
                                      if self.stoploss_last_update else None),
             'stoploss_last_update_timestamp': int(self.stoploss_last_update.replace(
                 tzinfo=timezone.utc).timestamp() * 1000) if self.stoploss_last_update else None,
@@ -382,6 +379,10 @@ class Trade(_DECL_BASE):
             return
 
         logger.info('Updating trade (id=%s) ...', self.id)
+        # to be able to partially buy or sell
+        if order['amount'] < self.amount:
+            self.partial_update(order)
+            return
 
         if order_type in ('market', 'limit') and order['side'] == 'buy':
             # Update open rate and actual amount
@@ -403,7 +404,45 @@ class Trade(_DECL_BASE):
             self.close(order['average'])
         else:
             raise ValueError(f'Unknown order type: {order_type}')
-        cleanup_db()
+        cleanup()
+
+    def partial_update(self, order: Dict) -> None:
+        """
+                Updates this entity with amount and actual open/close rates,
+                modified to support multiple orders keeping the trade opened
+                :param order: order retrieved by exchange.fetch_order()
+                :return: None
+
+                """
+        order_type = order['type']
+
+        if order_type in ('market', 'limit') and order['side'] == 'buy':
+            # Update open rate and actual amount
+            self.open_rate = self.average_open_rate(order['filled'],
+                                                    safe_value_fallback(order, 'average', 'price'),
+                                                    self.amount, self.open_rate)
+            self.amount = Decimal(self.amount or 0) + Decimal(order['filled'])
+            self.decrease_wallet(self, Decimal(order['filled']), self.open_rate)
+            if self.is_open and order['filled'] != 0:
+                logger.info(f'{order_type.upper()}_Partial BUY has been fulfilled for {self}.')
+                self.open_order_id = None
+
+        elif order_type in ('market', 'limit') and order['side'] == 'sell':
+            self.amount = (Decimal(self.amount or 0) - Decimal(order['filled']))
+            if self.is_open and order['filled'] != 0:
+                logger.info(f'{order_type.upper()}_Partial SELL has been fulfilled for {self}.')
+                self.partial_close(self, safe_value_fallback(order, 'average', 'price'))
+                self.increase_wallet(self, Decimal(order['filled']), order['price'])
+
+        elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'):
+            self.stoploss_order_id = None
+            self.close_rate_requested = self.stop_loss
+            if self.is_open:
+                logger.info(f'{order_type.upper()} is hit for {self}.')
+            self.close(order['average'])
+        else:
+            raise ValueError(f'Unknown order type: {order_type}')
+        cleanup()
 
     def close(self, rate: float) -> None:
         """
@@ -422,6 +461,17 @@ class Trade(_DECL_BASE):
             self
         )
 
+    def partial_close(self, rate: float) -> None:
+        """     modified close() to keep trade opened
+        """
+        self.is_open = True
+        self.sell_order_status = 'closed'
+        self.open_order_id = None
+        logger.info(
+            'Updated  position %s,',
+            self
+        )
+
     def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float],
                    side: str) -> None:
         """
@@ -499,6 +549,8 @@ class Trade(_DECL_BASE):
                     fee: Optional[float] = None) -> float:
         """
         Calculate the absolute profit in stake currency between Close and Open trade
+        Modified to stop using open_tride_price and use open_rate instead,
+        which be actualized if partial buys.
         :param fee: fee to use on the close rate (optional).
             If rate is not set self.fee will be used
         :param rate: close rate to compare with (optional).
@@ -509,13 +561,15 @@ class Trade(_DECL_BASE):
             rate=(rate or self.close_rate),
             fee=(fee or self.fee_close)
         )
-        profit = close_trade_price - self.open_trade_price
+        profit = close_trade_price - self.open_rate * self.amount
         return float(f"{profit:.8f}")
 
     def calc_profit_ratio(self, rate: Optional[float] = None,
                           fee: Optional[float] = None) -> float:
         """
         Calculates the profit as ratio (including fee).
+        Modified to stop using open_tride_price and use open_rate instead,
+        which be actualized if partial buys.
         :param rate: rate to compare with (optional).
             If rate is not set self.close_rate will be used
         :param fee: fee to use on the close rate (optional).
@@ -525,7 +579,7 @@ class Trade(_DECL_BASE):
             rate=(rate or self.close_rate),
             fee=(fee or self.fee_close)
         )
-        profit_ratio = (close_trade_price / self.open_trade_price) - 1
+        profit_ratio = (close_trade_price / (self.open_rate * self.amount)) - 1
         return float(f"{profit_ratio:.8f}")
 
     def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]:
@@ -543,6 +597,32 @@ class Trade(_DECL_BASE):
         else:
             return None
 
+    def average_open_rate(self, order_amount, order_price, trade_amount, trade_open_rate):
+        """
+                Calculates average entry price when increase an open position with a partial buy
+                :param order_amount: Amount in base coin to buy
+                :param order_price: rate at the time of order buy
+                :trade_amount: Actual amount of the open position. (befor adding new order amount)
+                :trade_open_rate: Actual open price of position.
+                :return: New open rate modified with the order data.
+        """
+        #((order['amount'] * order['price']) + (self.amount * trade.open_rate)) / (order['amount'] + trade.amount)
+        return ((order_amount * order_price) + (trade_amount * trade_open_rate)) / (order_amount + trade_amount)
+
+    def increase_wallet(self, amount: float, rate: float) -> None:
+
+        sell_trade = Decimal(amount) * Decimal(rate)
+        fees = sell_trade * Decimal(self.fee_close)
+        close_trade_price = float(sell_trade - fees)
+        self.stake_amount = Decimal(self.stake_amount or 0) + Decimal(close_trade_price)
+
+    def decrease_wallet(self, amount: float, rate: float) -> None:
+
+        buy_trade = Decimal(amount * rate)
+        fees = buy_trade * Decimal(self.fee_open)
+        open_trade_price = float(buy_trade + fees)
+        self.stake_amount = Decimal(self.stake_amount or 0) - Decimal(open_trade_price)
+
     @staticmethod
     def get_trades(trade_filter=None) -> Query:
         """
@@ -600,8 +680,8 @@ class Trade(_DECL_BASE):
         Calculates total invested amount in open trades
         in stake currency
         """
-        total_open_stake_amount = Trade.session.query(func.sum(Trade.stake_amount))\
+        total_open_stake_amount = Trade.session.query(func.sum(Trade.stake_amount)) \
-            .filter(Trade.is_open.is_(True))\
+            .filter(Trade.is_open.is_(True)) \
             .scalar()
         return total_open_stake_amount or 0
 
@@ -614,7 +694,7 @@ class Trade(_DECL_BASE):
             Trade.pair,
             func.sum(Trade.close_profit).label('profit_sum'),
             func.count(Trade.pair).label('count')
-        ).filter(Trade.is_open.is_(False))\
+        ).filter(Trade.is_open.is_(False)) \
             .group_by(Trade.pair) \
             .order_by(desc('profit_sum')) \
             .all()
@@ -658,56 +738,3 @@ class Trade(_DECL_BASE):
                 trade.stop_loss = None
                 trade.adjust_stop_loss(trade.open_rate, desired_stoploss)
                 logger.info(f"New stoploss: {trade.stop_loss}.")
-
-
-class PairLock(_DECL_BASE):
-    """
-    Pair Locks database model.
-    """
-    __tablename__ = 'pairlocks'
-
-    id = Column(Integer, primary_key=True)
-
-    pair = Column(String, nullable=False, index=True)
-    reason = Column(String, nullable=True)
-    # Time the pair was locked (start time)
-    lock_time = Column(DateTime, nullable=False)
-    # Time until the pair is locked (end time)
-    lock_end_time = Column(DateTime, nullable=False, index=True)
-
-    active = Column(Boolean, nullable=False, default=True, index=True)
-
-    def __repr__(self):
-        lock_time = self.lock_time.strftime(DATETIME_PRINT_FORMAT)
-        lock_end_time = self.lock_end_time.strftime(DATETIME_PRINT_FORMAT)
-        return (f'PairLock(id={self.id}, pair={self.pair}, lock_time={lock_time}, '
-                f'lock_end_time={lock_end_time})')
-
-    @staticmethod
-    def query_pair_locks(pair: Optional[str], now: datetime) -> Query:
-        """
-        Get all locks for this pair
-        :param pair: Pair to check for. Returns all current locks if pair is empty
-        :param now: Datetime object (generated via datetime.now(timezone.utc)).
-        """
-
-        filters = [PairLock.lock_end_time > now,
-                   # Only active locks
-                   PairLock.active.is_(True), ]
-        if pair:
-            filters.append(PairLock.pair == pair)
-        return PairLock.query.filter(
-            *filters
-        )
-
-    def to_json(self) -> Dict[str, Any]:
-        return {
-            'pair': self.pair,
-            'lock_time': self.lock_time.strftime(DATETIME_PRINT_FORMAT),
-            'lock_timestamp': int(self.lock_time.replace(tzinfo=timezone.utc).timestamp() * 1000),
-            'lock_end_time': self.lock_end_time.strftime(DATETIME_PRINT_FORMAT),
-            'lock_end_timestamp': int(self.lock_end_time.replace(tzinfo=timezone.utc
-                                                                 ).timestamp() * 1000),
-            'reason': self.reason,
-            'active': self.active,
-        }

freqtrade/strategy/interface.py

@@ -17,11 +17,10 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.exchange.exchange import timeframe_to_next_date
-from freqtrade.persistence import PairLocks, Trade
+from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -31,6 +30,8 @@ class SignalType(Enum):
     """
     BUY = "buy"
     SELL = "sell"
+    PARTIAL_BUY = "partial_buy"
+    PARTIAL_SELL = "partial_sell"
 
 
 class SellType(Enum):
@@ -42,6 +43,7 @@ class SellType(Enum):
     STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
     TRAILING_STOP_LOSS = "trailing_stop_loss"
     SELL_SIGNAL = "sell_signal"
+    PARTIAL_SELL_SIGNAL = "partial_sell_signal"
     FORCE_SELL = "force_sell"
     EMERGENCY_SELL = "emergency_sell"
     NONE = ""
@@ -58,6 +60,13 @@ class SellCheckTuple(NamedTuple):
     sell_flag: bool
     sell_type: SellType
 
+class PartialTradeTuple(NamedTuple):
+    """
+        NamedTuple for partial trade  + amount
+    """
+    flag: bool
+    amount: float
+
 
 class IStrategy(ABC):
     """
@@ -101,6 +110,8 @@ class IStrategy(ABC):
         'stoploss': 'limit',
         'stoploss_on_exchange': False,
         'stoploss_on_exchange_interval': 60,
+        'partial_buy': 'limit',
+        'partial_sell': 'limit',
     }
 
     # Optional time in force
@@ -123,8 +134,6 @@ class IStrategy(ABC):
     # and wallets - access to the current balance.
     dp: Optional[DataProvider] = None
     wallets: Optional[Wallets] = None
-    # container variable for strategy source code
-    __source__: str = ''
 
     # Definition of plot_config. See plotting documentation for more details.
     plot_config: Dict = {}
@@ -133,6 +142,7 @@ class IStrategy(ABC):
         self.config = config
         # Dict to determine if analysis is necessary
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
+        self._pair_locked_until: Dict[str, datetime] = {}
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -277,7 +287,7 @@ class IStrategy(ABC):
         """
         return self.__class__.__name__
 
-    def lock_pair(self, pair: str, until: datetime, reason: str = None) -> None:
+    def lock_pair(self, pair: str, until: datetime) -> None:
         """
         Locks pair until a given timestamp happens.
         Locked pairs are not analyzed, and are prevented from opening new trades.
@@ -286,9 +296,9 @@ class IStrategy(ABC):
         :param pair: Pair to lock
         :param until: datetime in UTC until the pair should be blocked from opening new trades.
                 Needs to be timezone aware `datetime.now(timezone.utc)`
-        :param reason: Optional string explaining why the pair was locked.
         """
-        PairLocks.lock_pair(pair, until, reason)
+        if pair not in self._pair_locked_until or self._pair_locked_until[pair] < until:
+            self._pair_locked_until[pair] = until
 
     def unlock_pair(self, pair: str) -> None:
         """
@@ -297,7 +307,8 @@ class IStrategy(ABC):
         manually from within the strategy, to allow an easy way to unlock pairs.
         :param pair: Unlock pair to allow trading again
         """
-        PairLocks.unlock_pair(pair, datetime.now(timezone.utc))
+        if pair in self._pair_locked_until:
+            del self._pair_locked_until[pair]
 
     def is_pair_locked(self, pair: str, candle_date: datetime = None) -> bool:
         """
@@ -309,13 +320,15 @@ class IStrategy(ABC):
         :param candle_date: Date of the last candle. Optional, defaults to current date
         :returns: locking state of the pair in question.
         """
-
+        if pair not in self._pair_locked_until:
+            return False
         if not candle_date:
-            # Simple call ...
+            return self._pair_locked_until[pair] >= datetime.now(timezone.utc)
-            return PairLocks.is_pair_locked(pair, candle_date)
         else:
+            # Locking should happen until a new candle arrives
             lock_time = timeframe_to_next_date(self.timeframe, candle_date)
-            return PairLocks.is_pair_locked(pair, lock_time)
+            # lock_time = candle_date + timedelta(minutes=timeframe_to_minutes(self.timeframe))
+            return self._pair_locked_until[pair] > lock_time
 
     def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
@@ -422,18 +435,19 @@ class IStrategy(ABC):
             else:
                 raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
 
-    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) \
+            -> Tuple[bool, bool, PartialTradeTuple, PartialTradeTuple]:
         """
-        Calculates current signal based based on the buy / sell columns of the dataframe.
+        Calculates current signal based based on the buy / sell / partial_buy / partial_sell  columns of the dataframe.
         Used by Bot to get the signal to buy or sell
         :param pair: pair in format ANT/BTC
         :param timeframe: timeframe to use
         :param dataframe: Analyzed dataframe to get signal from.
-        :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
+        :return: (Buy, Sell,partial_buy, partial_sell) A bool-tuple indicating buy/sell signal
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
-            return False, False
+            return False, False, PartialTradeTuple(False,0), PartialTradeTuple(False,0)
 
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
@@ -448,19 +462,22 @@ class IStrategy(ABC):
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair, int((arrow.utcnow() - latest_date).total_seconds() // 60)
             )
-            return False, False
+            return False, False, PartialTradeTuple(False,0), PartialTradeTuple(False,0)
 
-        (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
+        (buy, sell, partial_buy, partial_sell) = \
-        logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
+            latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1,\
-                     latest['date'], pair, str(buy), str(sell))
+            latest[SignalType.PARTIAL_BUY] == 1, latest[SignalType.PARTIAL_SELL == 1]
-        return buy, sell
+        logger.debug('trigger: %s (pair=%s) buy=%s sell=%s partial_buy = %s partial_sell = %s',
+                     latest['date'], pair, str(buy), str(sell), str(partial_buy), str(partial_sell))
+        return buy, sell, partial_buy, partial_sell
 
     def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
-                    sell: bool, low: float = None, high: float = None,
+                    sell: bool, partial_buy: PartialTradeTuple, partial_sell: PartialTradeTuple,
-                    force_stoploss: float = 0) -> SellCheckTuple:
+                    low: float = None, high: float = None, force_stoploss: float = 0) -> SellCheckTuple:
         """
         This function evaluates if one of the conditions required to trigger a sell
         has been reached, which can either be a stop-loss, ROI or sell-signal.
+        Modified to support partial trades
         :param low: Only used during backtesting to simulate stoploss
         :param high: Only used during backtesting, to simulate ROI
         :param force_stoploss: Externally provided stoploss
@@ -510,6 +527,11 @@ class IStrategy(ABC):
                          f"sell_type=SellType.SELL_SIGNAL")
             return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)
 
+        if partial_sell.flag and not partial_buy.flag and not buy and config_ask_strategy.get('use_sell_signal', True):
+            logger.debug(f"{trade.pair} - Partial Sell signal received. partial_sell_flag=True, "
+                         f"sell_type=SellType.PARTIAL_SELL_SIGNAL")
+            return SellCheckTuple(sell_flag=True, sell_type=SellType.PARTIAL_SELL_SIGNAL)
+
         # This one is noisy, commented out...
         # logger.debug(f"{trade.pair} - No sell signal. sell_flag=False")
         return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)

freqtrade/wallets.py

@@ -10,7 +10,6 @@ import arrow
 from freqtrade.exchange import Exchange
 from freqtrade.persistence import Trade
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -56,6 +55,7 @@ class Wallets:
     def _update_dry(self) -> None:
         """
         Update from database in dry-run mode
+        - Modified to support partial trades considering trade.stake_amount as wallet value (Beta)
         - Apply apply profits of closed trades on top of stake amount
         - Subtract currently tied up stake_amount in open trades
         - update balances for currencies currently in trades
@@ -65,16 +65,15 @@ class Wallets:
         closed_trades = Trade.get_trades(Trade.is_open.is_(False)).all()
         open_trades = Trade.get_trades(Trade.is_open.is_(True)).all()
         tot_profit = sum([trade.calc_profit() for trade in closed_trades])
-        tot_in_trades = sum([trade.stake_amount for trade in open_trades])
 
-        current_stake = self.start_cap + tot_profit - tot_in_trades
+
+        current_stake = self.start_cap + tot_profit
         _wallets[self._config['stake_currency']] = Wallet(
             self._config['stake_currency'],
             current_stake,
             0,
             current_stake
         )
-
         for trade in open_trades:
             curr = self._exchange.get_pair_base_currency(trade.pair)
             _wallets[curr] = Wallet(
@@ -83,8 +82,16 @@ class Wallets:
                 0,
                 trade.amount
             )
+            current_stake += trade.stake_amount
+            _wallets[self._config['stake_currency']] = Wallet(
+                self._config['stake_currency'],
+                current_stake,
+                0,
+                current_stake
+            )
         self._wallets = _wallets
 
+
     def _update_live(self) -> None:
         balances = self._exchange.get_balances()