Simplify and align adjust_trade_position interface

docs/strategy-callbacks.md

@@ -675,20 +675,35 @@ class DigDeeperStrategy(IStrategy):
         return proposed_stake / self.max_dca_multiplier
 
     def adjust_trade_position(self, trade: Trade, current_time: datetime,
-                              current_rate: float, current_profit: float, min_stake: Optional[float],
+                              current_rate: float, current_profit: float,
-                              max_stake: float, **kwargs):
+                              min_stake: Optional[float], max_stake: float,
+                              current_entry_rate: float, current_exit_rate: float,
+                              current_entry_profit: float, current_exit_profit: float,
+                              **kwargs) -> Optional[float]:
         """
-        Custom trade adjustment logic, returning the stake amount that a trade should be increased.
+        Custom trade adjustment logic, returning the stake amount that a trade should be
-        This means extra buy orders with additional fees.
+        increased or decreased.
+        This means extra buy or sell orders with additional fees.
+        Only called when `position_adjustment_enable` is set to True.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns None
 
         :param trade: trade object.
         :param current_time: datetime object, containing the current datetime
         :param current_rate: Current buy rate.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
-        :param min_stake: Minimal stake size allowed by exchange.
+        :param min_stake: Minimal stake size allowed by exchange (for both entries and exits)
-        :param max_stake: Balance available for trading.
+        :param max_stake: Maximum stake allowed (either through balance, or by exchange limits).
+        :param current_entry_rate: Current rate using entry pricing.
+        :param current_exit_rate: Current rate using exit pricing.
+        :param current_entry_profit: Current profit using entry pricing.
+        :param current_exit_profit: Current profit using exit pricing.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return float: Stake amount to adjust your trade
+        :return float: Stake amount to adjust your trade,
+                       Positive values to increase position, Negative values to decrease position.
+                       Return None for no action.
         """
 
         if current_profit > -0.05:

freqtrade/freqtradebot.py

@@ -526,7 +526,6 @@ class FreqtradeBot(LoggingMixin):
                                                                  current_exit_rate,
                                                                  self.strategy.stoploss)
         max_entry_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_entry_rate)
-        max_exit_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_exit_rate)
         stake_available = self.wallets.get_available_stake_amount()
         logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
@@ -535,10 +534,7 @@ class FreqtradeBot(LoggingMixin):
             current_profit=current_entry_profit, min_stake=min_entry_stake,
             max_stake=min(max_entry_stake, stake_available),
             current_entry_rate=current_entry_rate, current_exit_rate=current_exit_rate,
-            current_entry_profit=current_entry_profit, current_exit_profit=current_exit_profit,
+            current_entry_profit=current_entry_profit, current_exit_profit=current_exit_profit
-            min_entry_stake=min_entry_stake, min_exit_stake=min_exit_stake,
-            max_entry_stake=min(max_entry_stake, stake_available),
-            max_exit_stake=min(max_exit_stake, stake_available)
         )
 
         if stake_amount is not None and stake_amount > 0.0:
@@ -555,10 +551,9 @@ class FreqtradeBot(LoggingMixin):
 
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
-            # Strategy should return value as Decimal for accuracy.
             amount = abs(float(Decimal(stake_amount) / Decimal(current_exit_rate)))
             if (trade.amount - amount) * current_exit_rate < min_exit_stake:
-                logger.info('Remaining amount would be too small')
+                logger.info('Remaining amount would be too small.')
                 return
             if amount > trade.amount:
                 logger.info(

freqtrade/optimize/backtesting.py

@@ -506,8 +506,7 @@ class Backtesting:
             current_profit=current_profit, min_stake=min_stake,
             max_stake=min(max_stake, stake_available),
             current_entry_rate=current_rate, current_exit_rate=current_rate,
-            max_entry_stake=min(max_stake, stake_available),
+            current_entry_profit=current_profit, current_exit_profit=current_profit)
-            max_exit_stake=min(max_stake, stake_available))
 
         # Check if we should increase our position
         if stake_amount is not None and stake_amount > 0.0:

freqtrade/strategy/interface.py

@@ -456,10 +456,13 @@ class IStrategy(ABC, HyperStrategyMixin):
     def adjust_trade_position(self, trade: Trade, current_time: datetime,
                               current_rate: float, current_profit: float,
                               min_stake: Optional[float], max_stake: float,
+                              current_entry_rate: float, current_exit_rate: float,
+                              current_entry_profit: float, current_exit_profit: float,
                               **kwargs) -> Optional[float]:
         """
-        Custom trade adjustment logic, returning the stake amount that a trade should be increased.
+        Custom trade adjustment logic, returning the stake amount that a trade should be
-        This means extra buy orders with additional fees.
+        increased or decreased.
+        This means extra buy or sell orders with additional fees.
         Only called when `position_adjustment_enable` is set to True.
 
         For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
@@ -470,10 +473,16 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_time: datetime object, containing the current datetime
         :param current_rate: Current buy rate.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
-        :param min_stake: Minimal stake size allowed by exchange.
+        :param min_stake: Minimal stake size allowed by exchange (for both entries and exits)
-        :param max_stake: Balance available for trading.
+        :param max_stake: Maximum stake allowed (either through balance, or by exchange limits).
+        :param current_entry_rate: Current rate using entry pricing.
+        :param current_exit_rate: Current rate using exit pricing.
+        :param current_entry_profit: Current profit using entry pricing.
+        :param current_exit_profit: Current profit using exit pricing.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return float: Stake amount to adjust your trade
+        :return float: Stake amount to adjust your trade,
+                       Positive values to increase position, Negative values to decrease position.
+                       Return None for no action.
         """
         return None
 

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -243,12 +243,16 @@ def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order',
     """
     return False
 
-def adjust_trade_position(self, trade: 'Trade', current_time: 'datetime',
+def adjust_trade_position(self, trade: Trade, current_time: datetime,
-                          current_rate: float, current_profit: float, min_stake: Optional[float],
+                          current_rate: float, current_profit: float,
-                          max_stake: float, **kwargs) -> 'Optional[float]':
+                          min_stake: Optional[float], max_stake: float,
+                          current_entry_rate: float, current_exit_rate: float,
+                          current_entry_profit: float, current_exit_profit: float,
+                          **kwargs) -> Optional[float]:
     """
-    Custom trade adjustment logic, returning the stake amount that a trade should be increased.
+    Custom trade adjustment logic, returning the stake amount that a trade should be
-    This means extra buy orders with additional fees.
+    increased or decreased.
+    This means extra buy or sell orders with additional fees.
     Only called when `position_adjustment_enable` is set to True.
 
     For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
@@ -259,10 +263,16 @@ def adjust_trade_position(self, trade: 'Trade', current_time: 'datetime',
     :param current_time: datetime object, containing the current datetime
     :param current_rate: Current buy rate.
     :param current_profit: Current profit (as ratio), calculated based on current_rate.
-    :param min_stake: Minimal stake size allowed by exchange.
+    :param min_stake: Minimal stake size allowed by exchange (for both entries and exits)
-    :param max_stake: Balance available for trading.
+    :param max_stake: Maximum stake allowed (either through balance, or by exchange limits).
+    :param current_entry_rate: Current rate using entry pricing.
+    :param current_exit_rate: Current rate using exit pricing.
+    :param current_entry_profit: Current profit using entry pricing.
+    :param current_exit_profit: Current profit using exit pricing.
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-    :return float: Stake amount to adjust your trade
+    :return float: Stake amount to adjust your trade,
+                    Positive values to increase position, Negative values to decrease position.
+                    Return None for no action.
     """
     return None