Merge pull request #6260 from stash86/pos_adjust

Add max_buy_position_adjustment as attribute

freqtrade/constants.py

@@ -371,7 +371,9 @@ CONF_SCHEMA = {
             'type': 'string',
             'enum': AVAILABLE_DATAHANDLERS,
             'default': 'jsongz'
-        }
+        },
+        'position_adjustment_enable': {'type': 'boolean', 'default': False},
+        'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
     },
     'definitions': {
         'exchange': {

freqtrade/freqtradebot.py

@@ -462,8 +462,8 @@ class FreqtradeBot(LoggingMixin):
                 try:
                     self.check_and_call_adjust_trade_position(trade)
                 except DependencyException as exception:
-                    logger.warning('Unable to adjust position of trade for %s: %s',
-                                   trade.pair, exception)
+                    logger.warning(
+                        f"Unable to adjust position of trade for {trade.pair}: {exception}")
 
     def check_and_call_adjust_trade_position(self, trade: Trade):
         """
@@ -471,6 +471,13 @@ class FreqtradeBot(LoggingMixin):
         If the strategy triggers the adjustment, a new order gets issued.
         Once that completes, the existing trade is modified to match new data.
         """
+        if self.strategy.max_entry_position_adjustment > -1:
+            count_of_buys = trade.nr_of_successful_buys
+            if count_of_buys > self.strategy.max_entry_position_adjustment:
+                logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
+                return
+        else:
+            logger.debug("Max adjustment entries is set to unlimited.")
         current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
         current_profit = trade.calc_profit_ratio(current_rate)
 

freqtrade/optimize/backtesting.py

@@ -381,7 +381,12 @@ class Backtesting:
 
         # Check if we need to adjust our current positions
         if self.strategy.position_adjustment_enable:
-            trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
+            check_adjust_buy = True
+            if self.strategy.max_entry_position_adjustment > -1:
+                count_of_buys = trade.nr_of_successful_buys
+                check_adjust_buy = (count_of_buys <= self.strategy.max_entry_position_adjustment)
+            if check_adjust_buy:
+                trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
 
         sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
         sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore

freqtrade/resolvers/strategy_resolver.py

@@ -97,7 +97,8 @@ class StrategyResolver(IResolver):
                       ("sell_profit_offset",              0.0),
                       ("disable_dataframe_checks",        False),
                       ("ignore_buying_expired_candle_after",  0),
-                      ("position_adjustment_enable",      False)
+                      ("position_adjustment_enable",      False),
+                      ("max_entry_position_adjustment",      -1),
                       ]
         for attribute, default in attributes:
             StrategyResolver._override_attribute_helper(strategy, config,

freqtrade/rpc/api_server/api_schemas.py

@@ -173,6 +173,8 @@ class ShowConfig(BaseModel):
     bot_name: str
     state: str
     runmode: str
+    position_adjustment_enable: bool
+    max_entry_position_adjustment: int
 
 
 class TradeSchema(BaseModel):

freqtrade/rpc/rpc.py

@@ -136,7 +136,12 @@ class RPC:
             'ask_strategy': config.get('ask_strategy', {}),
             'bid_strategy': config.get('bid_strategy', {}),
             'state': str(botstate),
-            'runmode': config['runmode'].value
+            'runmode': config['runmode'].value,
+            'position_adjustment_enable': config.get('position_adjustment_enable', False),
+            'max_entry_position_adjustment': (
+                config['max_entry_position_adjustment']
+                if config['max_entry_position_adjustment'] != float('inf')
+                else -1)
         }
         return val
 
@@ -247,8 +252,9 @@ class RPC:
                     profit_str
                 ]
                 if self._config.get('position_adjustment_enable', False):
-                    filled_buys = trade.select_filled_orders('buy')
-                    detail_trade.append(str(len(filled_buys)))
+                    max_buy = self._config['max_entry_position_adjustment'] + 1
+                    filled_buys = trade.nr_of_successful_buys
+                    detail_trade.append(f"{filled_buys}/{max_buy}")
                 trades_list.append(detail_trade)
             profitcol = "Profit"
             if self._fiat_converter:

freqtrade/rpc/telegram.py

@@ -1347,6 +1347,14 @@ class Telegram(RPCHandler):
         else:
             sl_info = f"*Stoploss:* `{val['stoploss']}`\n"
 
+        if val['position_adjustment_enable']:
+            pa_info = (
+                f"*Position adjustment:* On\n"
+                f"*Max enter position adjustment:* `{val['max_entry_position_adjustment']}`\n"
+            )
+        else:
+            pa_info = "*Position adjustment:* Off\n"
+
         self._send_msg(
             f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n"
             f"*Exchange:* `{val['exchange']}`\n"
@@ -1356,6 +1364,7 @@ class Telegram(RPCHandler):
             f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
             f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
             f"{sl_info}"
+            f"{pa_info}"
             f"*Timeframe:* `{val['timeframe']}`\n"
             f"*Strategy:* `{val['strategy']}`\n"
             f"*Current state:* `{val['state']}`"

freqtrade/strategy/interface.py

@@ -108,6 +108,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     # Position adjustment is disabled by default
     position_adjustment_enable: bool = False
+    max_entry_position_adjustment: int = -1
 
     # Number of seconds after which the candle will no longer result in a buy on expired candles
     ignore_buying_expired_candle_after: int = 0