Update confirm_trade_entry to support "side" parameter

docs/strategy-advanced.md

@@ -539,9 +539,10 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime,
+                            side: str, **kwargs) -> bool:
         """
-        Called right before placing a buy order.
+        Called right before placing a entry order.
         Timing for this function is critical, so avoid doing heavy computations or
         network requests in this method.
 
@@ -549,12 +550,13 @@ class AwesomeStrategy(IStrategy):
 
         When not implemented by a strategy, returns True (always confirming).
 
-        :param pair: Pair that's about to be bought.
+        :param pair: Pair that's about to be bought/shorted.
         :param order_type: Order type (as configured in order_types). usually limit or market.
         :param amount: Amount in target (quote) currency that's going to be traded.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param current_time: datetime object, containing the current datetime
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process

freqtrade/freqtradebot.py

@@ -519,9 +519,12 @@ class FreqtradeBot(LoggingMixin):
             order_type = self.strategy.order_types.get('forcebuy', order_type)
         # TODO-lev: Will this work for shorting?
 
+        # TODO-lev: Add non-hardcoded "side" parameter
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
-                time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
+                time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
+                side='long'
+                ):
             logger.info(f"User requested abortion of buying {pair}")
             return False
         amount = self.exchange.amount_to_precision(pair, amount)

freqtrade/optimize/backtesting.py

@@ -440,7 +440,8 @@ class Backtesting:
         # Confirm trade entry:
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX],
-                time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime()):
+                time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime(),
+                side=direction):
             return None
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):

freqtrade/strategy/interface.py

@@ -230,9 +230,9 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         pass
 
-    # TODO-lev: add side
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime,
+                            side: str, **kwargs) -> bool:
         """
         Called right before placing a entry order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -248,6 +248,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param current_time: datetime object, containing the current datetime
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -80,9 +80,10 @@ def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
     return None
 
 def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                        time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
+                        time_in_force: str, current_time: datetime,
+                        side: str, **kwargs) -> bool:
     """
-    Called right before placing a buy order.
+    Called right before placing a entry order.
     Timing for this function is critical, so avoid doing heavy computations or
     network requests in this method.
 
@@ -90,12 +91,13 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
 
     When not implemented by a strategy, returns True (always confirming).
 
-    :param pair: Pair that's about to be bought.
+    :param pair: Pair that's about to be bought/shorted.
     :param order_type: Order type (as configured in order_types). usually limit or market.
     :param amount: Amount in target (quote) currency that's going to be traded.
     :param rate: Rate that's going to be used when using limit orders
     :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
     :param current_time: datetime object, containing the current datetime
+    :param side: 'long' or 'short' - indicating the direction of the proposed trade
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return bool: When True is returned, then the buy-order is placed on the exchange.
         False aborts the process

tests/strategy/test_default_strategy.py

@@ -37,7 +37,7 @@ def test_strategy_test_v2(result, fee):
 
     assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
                                         rate=20000, time_in_force='gtc',
-                                        current_time=datetime.utcnow()) is True
+                                        current_time=datetime.utcnow(), side='long') is True
     assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
                                        rate=20000, time_in_force='gtc', sell_reason='roi',
                                        current_time=datetime.utcnow()) is True