From 66edbcd3d5facf31788319b874ba195ab92b27ab Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 31 May 2022 20:08:34 +0200
Subject: [PATCH] Fix slight backtesting bug in edge-case scenarios

---
 freqtrade/optimize/backtesting.py | 19 ++++++++++++-------
 1 file changed, 12 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fa32666cc..bfb4031cc 100755
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -895,26 +895,30 @@ class Backtesting:
             self.protections.stop_per_pair(pair, current_time, side)
             self.protections.global_stop(current_time, side)
 
-    def manage_open_orders(self, trade: LocalTrade, current_time, row: Tuple) -> bool:
+    def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: Tuple) -> bool:
         """
         Check if any open order needs to be cancelled or replaced.
         Returns True if the trade should be deleted.
         """
         for order in [o for o in trade.orders if o.ft_is_open]:
-            if self.check_order_cancel(trade, order, current_time):
+            oc = self.check_order_cancel(trade, order, current_time)
+            if oc:
                 # delete trade due to order timeout
                 return True
-            elif self.check_order_replace(trade, order, current_time, row):
+            elif oc is None and self.check_order_replace(trade, order, current_time, row):
                 # delete trade due to user request
                 self.canceled_trade_entries += 1
                 return True
         # default maintain trade
         return False
 
-    def check_order_cancel(self, trade: LocalTrade, order: Order, current_time) -> bool:
+    def check_order_cancel(
+            self, trade: LocalTrade, order: Order, current_time: datetime) -> Optional[bool]:
         """
         Check if current analyzed order has to be canceled.
-        Returns True if the trade should be Deleted (initial order was canceled).
+        Returns True if the trade should be Deleted (initial order was canceled),
+                False if it's Canceled
+                None if the order is still active.
         """
         timedout = self.strategy.ft_check_timed_out(
             trade,  # type: ignore[arg-type]
@@ -928,12 +932,13 @@ class Backtesting:
                 else:
                     # Close additional entry order
                     del trade.orders[trade.orders.index(order)]
+                    return False
             if order.side == trade.exit_side:
                 self.timedout_exit_orders += 1
                 # Close exit order and retry exiting on next signal.
                 del trade.orders[trade.orders.index(order)]
-
-        return False
+                return False
+        return None
 
     def check_order_replace(self, trade: LocalTrade, order: Order, current_time,
                             row: Tuple) -> bool: