adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Improve select_order to only consider filled where needed.

Browse Source
This commit is contained in:
Matthias 2023-01-08 11:24:04 +01:00
parent 8d4f7341c9
commit 550ab2b8e8
2 changed files with 6 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/freqtradebot.py
View File

@ -374,7 +374,7 @@ class FreqtradeBot(LoggingMixin):
for trade in trades: for trade in trades:
if not trade.is_open and not trade.fee_updated(trade.exit_side): if not trade.is_open and not trade.fee_updated(trade.exit_side):
# Get sell fee # Get sell fee
order = trade.select_order(trade.exit_side, False) order = trade.select_order(trade.exit_side, False, only_filled=True)
if not order: if not order:
order = trade.select_order('stoploss', False) order = trade.select_order('stoploss', False)
if order: if order:
@ -390,7 +390,7 @@ class FreqtradeBot(LoggingMixin):
for trade in trades: for trade in trades:
with self._exit_lock: with self._exit_lock:
if trade.is_open and not trade.fee_updated(trade.entry_side): if trade.is_open and not trade.fee_updated(trade.entry_side):
order = trade.select_order(trade.entry_side, False) order = trade.select_order(trade.entry_side, False, only_filled=True)
open_order = trade.select_order(trade.entry_side, True) open_order = trade.select_order(trade.entry_side, True)
if order and open_order is None: if order and open_order is None:
logger.info( logger.info(

5
freqtrade/persistence/trade_model.py
View File

@ -956,11 +956,12 @@ class LocalTrade():
return None return None
def select_order(self, order_side: Optional[str] = None, def select_order(self, order_side: Optional[str] = None,
is_open: Optional[bool] = None) -> Optional[Order]: is_open: Optional[bool] = None, only_filled: bool = False) -> Optional[Order]:
""" """
Finds latest order for this orderside and status Finds latest order for this orderside and status
:param order_side: ft_order_side of the order (either 'buy', 'sell' or 'stoploss') :param order_side: ft_order_side of the order (either 'buy', 'sell' or 'stoploss')
:param is_open: Only search for open orders? :param is_open: Only search for open orders?
:param only_filled: Only search for Filled orders (only valid with is_open=False).
:return: latest Order object if it exists, else None :return: latest Order object if it exists, else None
""" """
orders = self.orders orders = self.orders
@ -968,6 +969,8 @@ class LocalTrade():
orders = [o for o in orders if o.ft_order_side == order_side] orders = [o for o in orders if o.ft_order_side == order_side]
if is_open is not None: if is_open is not None:
orders = [o for o in orders if o.ft_is_open == is_open] orders = [o for o in orders if o.ft_is_open == is_open]
if is_open is False and only_filled:
orders = [o for o in orders if o.filled and o.status in NON_OPEN_EXCHANGE_STATES]
if len(orders) > 0: if len(orders) > 0:
return orders[-1] return orders[-1]
else: else: