Merge branch 'develop' into feat/freqai

.github/workflows/ci.yml

@@ -351,7 +351,7 @@ jobs:
         python setup.py sdist bdist_wheel
 
     - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.5.0
+      uses: pypa/gh-action-pypi-publish@v1.5.1
       if: (github.event_name == 'release')
       with:
         user: __token__
@@ -359,7 +359,7 @@ jobs:
         repository_url: https://test.pypi.org/legacy/
 
     - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.5.0
+      uses: pypa/gh-action-pypi-publish@v1.5.1
       if: (github.event_name == 'release')
       with:
         user: __token__

.pre-commit-config.yaml

@@ -15,7 +15,7 @@ repos:
         additional_dependencies:
           - types-cachetools==5.2.1
           - types-filelock==3.2.7
-          - types-requests==2.28.3
+          - types-requests==2.28.8
           - types-tabulate==0.8.11
           - types-python-dateutil==2.8.19
         # stages: [push]

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.10.5-slim-bullseye as base
+FROM python:3.10.6-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

README.md

@@ -194,7 +194,7 @@ Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/
 
 The clock must be accurate, synchronized to a NTP server very frequently to avoid problems with communication to the exchanges.
 
-### Min hardware required
+### Minimum hardware required
 
 To run this bot we recommend you a cloud instance with a minimum of:
 

docs/backtesting.md

@@ -514,6 +514,7 @@ You can then load the trades to perform further analysis as shown in the [data a
 
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
+- Exchange [trading limits](#trading-limits-in-backtesting) are respected
 - Buys happen at open-price
 - All orders are filled at the requested price (no slippage, no unfilled orders)
 - Exit-signal exits happen at open-price of the consecutive candle
@@ -543,7 +544,24 @@ Also, keep in mind that past results don't guarantee future success.
 
 In addition to the above assumptions, strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) section, to avoid using data in backtesting which is not available in real market conditions.
 
-### Improved backtest accuracy
+### Trading limits in backtesting
+
+Exchanges have certain trading limits, like minimum base currency, or minimum stake (quote) currency.
+These limits are usually listed in the exchange documentation as "trading rules" or similar.
+
+Backtesting (as well as live and dry-run) does honor these limits, and will ensure that a stoploss can be placed below this value - so the value will be slightly higher than what the exchange specifies.
+Freqtrade has however no information about historic limits.
+
+This can lead to situations where trading-limits are inflated by using a historic price, resulting in minimum amounts > 50$.
+
+For example:
+
+BTC minimum tradable amount is 0.001.
+BTC trades at 22.000\$ today (0.001 BTC is related to this) - but the backtesting period includes prices as high as 50.000\$.
+Today's minimum would be `0.001 * 22_000` - or 22\$.  
+However the limit could also be 50$ - based on `0.001 * 50_000` in some historic setting.
+
+## Improved backtest accuracy
 
 One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
 So assuming you run backtesting with a 1h timeframe, there will be 4 prices for that candle (Open, High, Low, Close).

docs/configuration.md

@@ -105,7 +105,7 @@ This is similar to using multiple `--config` parameters, but simpler in usage as
 
     ``` json title="Result"
     {
-        "max_open_trades": 10,
+        "max_open_trades": 3,
         "stake_currency": "USDT",
         "stake_amount": "unlimited"
     }

docs/developer.md

@@ -68,6 +68,36 @@ def test_method_to_test(caplog):
 
 ```
 
+### Debug configuration
+
+To debug freqtrade, we recommend VSCode with the following launch configuration (located in `.vscode/launch.json`).
+Details will obviously vary between setups - but this should work to get you started.
+
+``` json
+{
+    "name": "freqtrade trade",
+    "type": "python",
+    "request": "launch",
+    "module": "freqtrade",
+    "console": "integratedTerminal",
+    "args": [
+        "trade",
+        // Optional:
+        // "--userdir", "user_data",
+        "--strategy", 
+        "MyAwesomeStrategy",
+    ]
+},
+```
+
+Command line arguments can be added in the `"args"` array.
+This method can also be used to debug a strategy, by setting the breakpoints within the strategy.
+
+A similar setup can also be taken for Pycharm - using `freqtrade` as module name, and setting the command line arguments as "parameters".
+
+!!! Note "Startup directory"
+    This assumes that you have the repository checked out, and the editor is started at the repository root level (so setup.py is at the top level of your repository).
+
 ## ErrorHandling
 
 Freqtrade Exceptions all inherit from `FreqtradeException`.

docs/strategy-callbacks.md

@@ -623,12 +623,13 @@ class AwesomeStrategy(IStrategy):
 
 !!! Warning
     `confirm_trade_exit()` can prevent stoploss exits, causing significant losses as this would ignore stoploss exits.
+    `confirm_trade_exit()` will not be called for Liquidations - as liquidations are forced by the exchange, and therefore cannot be rejected.
 
 ## Adjust trade position
 
 The `position_adjustment_enable` strategy property enables the usage of `adjust_trade_position()` callback in the strategy.
 For performance reasons, it's disabled by default and freqtrade will show a warning message on startup if enabled.
-`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging).
+`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging) or to increase or decrease positions.
 
 `max_entry_position_adjustment` property is used to limit the number of additional buys per trade (on top of the first buy) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment buys.
 
@@ -636,10 +637,13 @@ The strategy is expected to return a stake_amount (in stake currency) between `m
 If there are not enough funds in the wallet (the return value is above `max_stake`) then the signal will be ignored.
 Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
 
-This callback is **not** called when there is an open order (either buy or sell) waiting for execution, or when you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`.
+This callback is **not** called when there is an open order (either buy or sell) waiting for execution.
+
 `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
 
-Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position, no matter if it's a long or short trade. Modifications to leverage are not possible.
+Additional Buys are ignored once you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`, but the callback is called anyway looking for partial exits.
+
+Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade. Modifications to leverage are not possible.
 
 !!! Note "About stake size"
     Using fixed stake size means it will be the amount used for the first order, just like without position adjustment.
@@ -648,12 +652,12 @@ Position adjustments will always be applied in the direction of the trade, so a
 
 !!! Warning
     Stoploss is still calculated from the initial opening price, not averaged price.
+    Regular stoploss rules still apply (cannot move down).
 
-!!! Warning "/stopbuy"
     While `/stopbuy` command stops the bot from entering new trades, the position adjustment feature will continue buying new orders on existing trades.
 
 !!! Warning "Backtesting"
-    During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so performance will be affected.
+    During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so run-time performance will be affected.
 
 ``` python
 from freqtrade.persistence import Trade
@@ -674,7 +678,7 @@ class DigDeeperStrategy(IStrategy):
     max_dca_multiplier = 5.5
 
     # This is called when placing the initial order (opening trade)
-def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
+    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                             proposed_stake: float, min_stake: Optional[float], max_stake: float,
                             leverage: float, entry_tag: Optional[str], side: str,
                             **kwargs) -> float:
@@ -684,22 +688,41 @@ def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: f
         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 and trade.nr_of_successful_exits == 0:
+            # Take half of the profit at +5%
+            return -(trade.stake_amount / 2)
+
         if current_profit > -0.05:
             return None
 
@@ -734,6 +757,25 @@ def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: f
 
 ```
 
+### Position adjust calculations
+
+* Entry rates are calculated using weighted averages.
+* Exits will not influence the average entry rate.
+* Partial exit relative profit is relative to the average entry price at this point.
+* Final exit relative profit is calculated based on the total invested capital. (See example below)
+
+??? example "Calculation example"
+    *This example assumes 0 fees for simplicity, and a long position on an imaginary coin.*  
+    
+    * Buy 100@8\$ 
+    * Buy 100@9\$ -> Avg price: 8.5\$
+    * Sell 100@10\$ -> Avg price: 8.5\$, realized profit 150\$, 17.65%
+    * Buy 150@11\$ -> Avg price: 10\$, realized profit 150\$, 17.65%
+    * Sell 100@12\$ -> Avg price: 10\$, total realized profit 350\$, 20%
+    * Sell 150@14\$ -> Avg price: 10\$, total realized profit 950\$, 40%
+
+    The total profit for this trade was 950$ on a 3350$ investment (`100@8$ + 100@9$ + 150@11$`). As such - the final relative profit is 28.35% (`950 / 3350`).
+
 ## Adjust Entry Price
 
 The `adjust_entry_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.

docs/strategy-customization.md

@@ -646,6 +646,9 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
         return informative_pairs
 ```
 
+??? Note "Plotting with current_whitelist"
+    Current whitelist is not supported for `plot-dataframe`, as this command is usually used by providing an explicit pairlist - and would therefore make the return values of this method misleading.
+
 ### *get_pair_dataframe(pair, timeframe)*
 
 ``` python
@@ -731,6 +734,23 @@ if self.dp:
 !!! Warning "Warning about backtesting"
     This method will always return up-to-date values - so usage during backtesting / hyperopt will lead to wrong results.
 
+### Send Notification
+
+The dataprovider `.send_msg()` function allows you to send custom notifications from your strategy.
+Identical notifications will only be sent once per candle, unless the 2nd argument (`always_send`) is set to True.
+
+``` python
+    self.dp.send_msg(f"{metadata['pair']} just got hot!")
+
+    # Force send this notification, avoid caching (Please read warning below!)
+    self.dp.send_msg(f"{metadata['pair']} just got hot!", always_send=True)
+```
+
+Notifications will only be sent in trading modes (Live/Dry-run) - so this method can be called without conditions for backtesting.
+
+!!! Warning "Spamming"
+    You can spam yourself pretty good by setting `always_send=True` in this method. Use this with great care and only in conditions you know will not happen throughout a candle to avoid a message every 5 seconds.
+
 ### Complete Data-provider sample
 
 ```python

docs/strategy_migration.md

@@ -18,7 +18,7 @@ Note : `forcesell`, `forcebuy`, `emergencysell` are changed to `force_exit`, `fo
   * [`check_buy_timeout()` -> `check_entry_timeout()`](#custom_entry_timeout)
   * [`check_sell_timeout()` -> `check_exit_timeout()`](#custom_entry_timeout)
   * New `side` argument to callbacks without trade object
-    * [`custom_stake_amount`](#custom-stake-amount)
+    * [`custom_stake_amount`](#custom_stake_amount)
     * [`confirm_trade_entry`](#confirm_trade_entry)
     * [`custom_entry_price`](#custom_entry_price)
   * [Changed argument name in `confirm_trade_exit`](#confirm_trade_exit)
@@ -192,7 +192,7 @@ class AwesomeStrategy(IStrategy):
         return False 
 ```
 
-### Custom-stake-amount
+### `custom_stake_amount`
 
 New string argument `side` - which can be either `"long"` or `"short"`.
 

docs/telegram-usage.md

@@ -98,6 +98,7 @@ Example configuration showing the different settings:
         "exit_fill": "off",
         "protection_trigger": "off",
         "protection_trigger_global": "on",
+        "strategy_msg": "off",
         "show_candle": "off"
     },
     "reload": true,
@@ -109,7 +110,8 @@ Example configuration showing the different settings:
 `exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
 `*_fill` notifications are off by default and must be explicitly enabled.
 `protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
-`show_candle` - show candle values as part of entry/exit messages. Only possible value is "ohlc".
+`strategy_msg` - Receive notifications from the strategy, sent via `self.dp.send_msg()` from the strategy [more details](strategy-customization.md#send-notification).
+`show_candle` - show candle values as part of entry/exit messages. Only possible values are `"ohlc"` or `"off"`.
 
 `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
 `reload` allows you to disable reload-buttons on selected messages.

freqtrade/commands/build_config_commands.py

@@ -67,7 +67,7 @@ def ask_user_config() -> Dict[str, Any]:
             "type": "text",
             "name": "stake_amount",
             "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
-            "default": "100",
+            "default": "unlimited",
             "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
             "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
             if val == UNLIMITED_STAKE_AMOUNT
@@ -164,7 +164,7 @@ def ask_user_config() -> Dict[str, Any]:
             "when": lambda x: x['telegram']
         },
         {
-            "type": "text",
+            "type": "password",
             "name": "telegram_chat_id",
             "message": "Insert Telegram chat id",
             "when": lambda x: x['telegram']
@@ -191,7 +191,7 @@ def ask_user_config() -> Dict[str, Any]:
             "when": lambda x: x['api_server']
         },
         {
-            "type": "text",
+            "type": "password",
             "name": "api_server_password",
             "message": "Insert api-server password",
             "when": lambda x: x['api_server']

freqtrade/constants.py

@@ -319,6 +319,10 @@ CONF_SCHEMA = {
                             'type': 'string',
                             'enum': ['off', 'ohlc'],
                         },
+                        'strategy_msg': {
+                            'type': 'string',
+                            'enum': TELEGRAM_SETTING_OPTIONS,
+                        },
                     }
                 },
                 'reload': {'type': 'boolean'},

freqtrade/data/dataprovider.py

@@ -5,12 +5,14 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
+from collections import deque
 from datetime import datetime, timezone
 from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
+from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
 from freqtrade.enums import CandleType, RunMode
@@ -33,6 +35,10 @@ class DataProvider:
         self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
         self.__slice_index: Optional[int] = None
         self.__cached_pairs_backtesting: Dict[PairWithTimeframe, DataFrame] = {}
+        self._msg_queue: deque = deque()
+
+        self.__msg_cache = PeriodicCache(
+            maxsize=1000, ttl=timeframe_to_seconds(self._config.get('timeframe', '1h')))
 
     def _set_dataframe_max_index(self, limit_index: int):
         """
@@ -265,3 +271,20 @@ class DataProvider:
         if self._exchange is None:
             raise OperationalException(NO_EXCHANGE_EXCEPTION)
         return self._exchange.fetch_l2_order_book(pair, maximum)
+
+    def send_msg(self, message: str, *, always_send: bool = False) -> None:
+        """
+        Send custom RPC Notifications from your bot.
+        Will not send any bot in modes other than Dry-run or Live.
+        :param message: Message to be sent. Must be below 4096.
+        :param always_send: If False, will send the message only once per candle, and surpress
+                            identical messages.
+                            Careful as this can end up spaming your chat.
+                            Defaults to False
+        """
+        if self.runmode not in (RunMode.DRY_RUN, RunMode.LIVE):
+            return
+
+        if always_send or message not in self.__msg_cache:
+            self._msg_queue.append(message)
+        self.__msg_cache[message] = True

freqtrade/enums/exittype.py

@@ -9,10 +9,12 @@ class ExitType(Enum):
     STOP_LOSS = "stop_loss"
     STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
     TRAILING_STOP_LOSS = "trailing_stop_loss"
+    LIQUIDATION = "liquidation"
     EXIT_SIGNAL = "exit_signal"
     FORCE_EXIT = "force_exit"
     EMERGENCY_EXIT = "emergency_exit"
     CUSTOM_EXIT = "custom_exit"
+    PARTIAL_EXIT = "partial_exit"
     NONE = ""
 
     def __str__(self):

freqtrade/enums/rpcmessagetype.py

@@ -17,6 +17,8 @@ class RPCMessageType(Enum):
     PROTECTION_TRIGGER = 'protection_trigger'
     PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global'
 
+    STRATEGY_MSG = 'strategy_msg'
+
     def __repr__(self):
         return self.value
 

freqtrade/exchange/exchange.py

@@ -1332,11 +1332,19 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def fetch_positions(self) -> List[Dict]:
+    def fetch_positions(self, pair: str = None) -> List[Dict]:
+        """
+        Fetch positions from the exchange.
+        If no pair is given, all positions are returned.
+        :param pair: Pair for the query
+        """
         if self._config['dry_run'] or self.trading_mode != TradingMode.FUTURES:
             return []
         try:
-            positions: List[Dict] = self._api.fetch_positions()
+            symbols = []
+            if pair:
+                symbols.append(pair)
+            positions: List[Dict] = self._api.fetch_positions(symbols)
             self._log_exchange_response('fetch_positions', positions)
             return positions
         except ccxt.DDoSProtection as e:
@@ -1499,7 +1507,8 @@ class Exchange:
         return price_side
 
     def get_rate(self, pair: str, refresh: bool,
-                 side: EntryExit, is_short: bool) -> float:
+                 side: EntryExit, is_short: bool,
+                 order_book: Optional[dict] = None, ticker: Optional[dict] = None) -> float:
         """
         Calculates bid/ask target
         bid rate - between current ask price and last price
@@ -1531,6 +1540,7 @@ class Exchange:
         if conf_strategy.get('use_order_book', False):
 
             order_book_top = conf_strategy.get('order_book_top', 1)
+            if order_book is None:
                 order_book = self.fetch_l2_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
             # top 1 = index 0
@@ -1538,14 +1548,15 @@ class Exchange:
                 rate = order_book[f"{price_side}s"][order_book_top - 1][0]
             except (IndexError, KeyError) as e:
                 logger.warning(
-                    f"{name} Price at location {order_book_top} from orderbook could not be "
+                    f"{pair} - {name} Price at location {order_book_top} from orderbook "
-                    f"determined. Orderbook: {order_book}"
+                    f"could not be determined. Orderbook: {order_book}"
                 )
                 raise PricingError from e
-            logger.debug(f"{name} price from orderbook {price_side_word}"
+            logger.debug(f"{pair} - {name} price from orderbook {price_side_word}"
                          f"side - top {order_book_top} order book {side} rate {rate:.8f}")
         else:
             logger.debug(f"Using Last {price_side_word} / Last Price")
+            if ticker is None:
                 ticker = self.fetch_ticker(pair)
             ticker_rate = ticker[price_side]
             if ticker['last'] and ticker_rate:
@@ -1563,6 +1574,33 @@ class Exchange:
 
         return rate
 
+    def get_rates(self, pair: str, refresh: bool, is_short: bool) -> Tuple[float, float]:
+        entry_rate = None
+        exit_rate = None
+        if not refresh:
+            entry_rate = self._entry_rate_cache.get(pair)
+            exit_rate = self._exit_rate_cache.get(pair)
+            if entry_rate:
+                logger.debug(f"Using cached buy rate for {pair}.")
+            if exit_rate:
+                logger.debug(f"Using cached sell rate for {pair}.")
+
+        entry_pricing = self._config.get('entry_pricing', {})
+        exit_pricing = self._config.get('exit_pricing', {})
+        order_book = ticker = None
+        if not entry_rate and entry_pricing.get('use_order_book', False):
+            order_book_top = max(entry_pricing.get('order_book_top', 1),
+                                 exit_pricing.get('order_book_top', 1))
+            order_book = self.fetch_l2_order_book(pair, order_book_top)
+            entry_rate = self.get_rate(pair, refresh, 'entry', is_short, order_book=order_book)
+        elif not entry_rate:
+            ticker = self.fetch_ticker(pair)
+            entry_rate = self.get_rate(pair, refresh, 'entry', is_short, ticker=ticker)
+        if not exit_rate:
+            exit_rate = self.get_rate(pair, refresh, 'exit',
+                                      is_short, order_book=order_book, ticker=ticker)
+        return entry_rate, exit_rate
+
     # Fee handling
 
     @retrier
@@ -2539,7 +2577,6 @@ class Exchange:
         else:
             return 0.0
 
-    @retrier
     def get_or_calculate_liquidation_price(
         self,
         pair: str,
@@ -2573,20 +2610,12 @@ class Exchange:
                 upnl_ex_1=upnl_ex_1
             )
         else:
-            try:
+            positions = self.fetch_positions(pair)
-                positions = self._api.fetch_positions([pair])
             if len(positions) > 0:
                 pos = positions[0]
                 isolated_liq = pos['liquidationPrice']
             else:
                 return None
-            except ccxt.DDoSProtection as e:
-                raise DDosProtection(e) from e
-            except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-                raise TemporaryError(
-                    f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e
-            except ccxt.BaseError as e:
-                raise OperationalException(e) from e
 
         if isolated_liq:
             buffer_amount = abs(open_rate - isolated_liq) * self.liquidation_buffer

freqtrade/freqtradebot.py

@@ -5,6 +5,7 @@ import copy
 import logging
 import traceback
 from datetime import datetime, time, timedelta, timezone
+from decimal import Decimal
 from math import isclose
 from threading import Lock
 from typing import Any, Dict, List, Optional, Tuple
@@ -25,7 +26,7 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.mixins import LoggingMixin
-from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
+from freqtrade.persistence import Order, PairLocks, Trade, init_db
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -149,7 +150,7 @@ class FreqtradeBot(LoggingMixin):
         self.check_for_open_trades()
 
         self.rpc.cleanup()
-        cleanup_db()
+        Trade.commit()
         self.exchange.close()
 
     def startup(self) -> None:
@@ -214,6 +215,7 @@ class FreqtradeBot(LoggingMixin):
         if self.trading_mode == TradingMode.FUTURES:
             self._schedule.run_pending()
         Trade.commit()
+        self.rpc.process_msg_queue(self.dataprovider._msg_queue)
         self.last_process = datetime.now(timezone.utc)
 
     def process_stopped(self) -> None:
@@ -524,39 +526,61 @@ 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:
+        current_entry_rate, current_exit_rate = self.exchange.get_rates(
-            count_of_buys = trade.nr_of_successful_entries
+            trade.pair, True, trade.is_short)
-            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, side='entry', is_short=trade.is_short, refresh=True)
-        current_profit = trade.calc_profit_ratio(current_rate)
 
-        min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
+        current_entry_profit = trade.calc_profit_ratio(current_entry_rate)
-                                                                   current_rate,
+        current_exit_profit = trade.calc_profit_ratio(current_exit_rate)
+
+        min_entry_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
+                                                                  current_entry_rate,
                                                                   self.strategy.stoploss)
-        max_stake_amount = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
+        min_exit_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
+                                                                 current_exit_rate,
+                                                                 self.strategy.stoploss)
+        max_entry_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_entry_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,
                                              default_retval=None)(
-            trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
+            trade=trade,
-            current_profit=current_profit, min_stake=min_stake_amount,
+            current_time=datetime.now(timezone.utc), current_rate=current_entry_rate,
-            max_stake=min(max_stake_amount, stake_available))
+            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
+        )
 
         if stake_amount is not None and stake_amount > 0.0:
             # We should increase our position
-            self.execute_entry(trade.pair, stake_amount, price=current_rate,
+            if self.strategy.max_entry_position_adjustment > -1:
+                count_of_entries = trade.nr_of_successful_entries
+                if count_of_entries > 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.")
+            self.execute_entry(trade.pair, stake_amount, price=current_entry_rate,
                                trade=trade, is_short=trade.is_short)
 
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
-            # TODO: Selling part of the trade not implemented yet.
+            amount = abs(float(Decimal(stake_amount) / Decimal(current_exit_rate)))
-            logger.error(f"Unable to decrease trade position / sell partially"
+            if amount > trade.amount:
-                         f" for pair {trade.pair}, feature not implemented.")
+                # This is currently ineffective as remaining would become < min tradable
+                # Fixing this would require checking for 0.0 there -
+                # if we decide that this callback is allowed to "fully exit"
+                logger.info(
+                    f"Adjusting amount to trade.amount as it is higher. {amount} > {trade.amount}")
+                amount = trade.amount
+
+            remaining = (trade.amount - amount) * current_exit_rate
+            if remaining < min_exit_stake:
+                logger.info(f'Remaining amount of {remaining} would be too small.')
+                return
+
+            self.execute_trade_exit(trade, current_exit_rate, exit_check=ExitCheckTuple(
+                exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount)
 
     def _check_depth_of_market(self, pair: str, conf: Dict, side: SignalDirection) -> bool:
         """
@@ -730,7 +754,7 @@ class FreqtradeBot(LoggingMixin):
         # Updating wallets
         self.wallets.update()
 
-        self._notify_enter(trade, order, order_type)
+        self._notify_enter(trade, order_obj, order_type, sub_trade=pos_adjust)
 
         if pos_adjust:
             if order_status == 'closed':
@@ -739,8 +763,8 @@ class FreqtradeBot(LoggingMixin):
             else:
                 logger.info(f"DCA order {order_status}, will wait for resolution: {trade}")
 
-        # Update fees if order is closed
+        # Update fees if order is non-opened
-        if order_status == 'closed':
+        if order_status in constants.NON_OPEN_EXCHANGE_STATES:
             self.update_trade_state(trade, order_id, order)
 
         return True
@@ -829,13 +853,14 @@ class FreqtradeBot(LoggingMixin):
 
         return enter_limit_requested, stake_amount, leverage
 
-    def _notify_enter(self, trade: Trade, order: Dict, order_type: Optional[str] = None,
+    def _notify_enter(self, trade: Trade, order: Order, order_type: Optional[str] = None,
-                      fill: bool = False) -> None:
+                      fill: bool = False, sub_trade: bool = False) -> None:
         """
         Sends rpc notification when a entry order occurred.
         """
         msg_type = RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY
-        open_rate = safe_value_fallback(order, 'average', 'price')
+        open_rate = order.safe_price
+
         if open_rate is None:
             open_rate = trade.open_rate
 
@@ -859,15 +884,17 @@ class FreqtradeBot(LoggingMixin):
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency', None),
-            'amount': safe_value_fallback(order, 'filled', 'amount') or trade.amount,
+            'amount': order.safe_amount_after_fee,
             'open_date': trade.open_date or datetime.utcnow(),
             'current_rate': current_rate,
+            'sub_trade': sub_trade,
         }
 
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
+    def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str,
+                             sub_trade: bool = False) -> None:
         """
         Sends rpc notification when a entry order cancel occurred.
         """
@@ -892,6 +919,7 @@ class FreqtradeBot(LoggingMixin):
             'open_date': trade.open_date,
             'current_rate': current_rate,
             'reason': reason,
+            'sub_trade': sub_trade,
         }
 
         # Send the message
@@ -1015,7 +1043,7 @@ class FreqtradeBot(LoggingMixin):
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Exiting the trade forcefully')
-            self.execute_trade_exit(trade, trade.stop_loss, exit_check=ExitCheckTuple(
+            self.execute_trade_exit(trade, stop_price, exit_check=ExitCheckTuple(
                 exit_type=ExitType.EMERGENCY_EXIT))
 
         except ExchangeError:
@@ -1085,7 +1113,7 @@ class FreqtradeBot(LoggingMixin):
         if (trade.is_open
                 and stoploss_order
                 and stoploss_order['status'] in ('canceled', 'cancelled')):
-            if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
+            if self.create_stoploss_order(trade=trade, stop_price=trade.stoploss_or_liquidation):
                 return False
             else:
                 trade.stoploss_order_id = None
@@ -1114,7 +1142,7 @@ class FreqtradeBot(LoggingMixin):
         :param order: Current on exchange stoploss order
         :return: None
         """
-        stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stop_loss)
+        stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stoploss_or_liquidation)
 
         if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
             # we check if the update is necessary
@@ -1132,7 +1160,7 @@ class FreqtradeBot(LoggingMixin):
                                      f"for pair {trade.pair}")
 
                 # Create new stoploss order
-                if not self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
+                if not self.create_stoploss_order(trade=trade, stop_price=stoploss_norm):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
@@ -1365,16 +1393,22 @@ class FreqtradeBot(LoggingMixin):
             trade.open_order_id = None
             trade.exit_reason = None
             cancelled = True
+            self.wallets.update()
         else:
             # TODO: figure out how to handle partially complete sell orders
             reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
             cancelled = False
 
-        self.wallets.update()
+        order_obj = trade.select_order_by_order_id(order['id'])
+        if not order_obj:
+            raise DependencyException(
+                f"Order_obj not found for {order['id']}. This should not have happened.")
+
+        sub_trade = order_obj.amount != trade.amount
         self._notify_exit_cancel(
             trade,
             order_type=self.strategy.order_types['exit'],
-            reason=reason
+            reason=reason, order=order_obj, sub_trade=sub_trade
         )
         return cancelled
 
@@ -1415,6 +1449,7 @@ class FreqtradeBot(LoggingMixin):
             *,
             exit_tag: Optional[str] = None,
             ordertype: Optional[str] = None,
+            sub_trade_amt: float = None,
     ) -> bool:
         """
         Executes a trade exit for the given trade and limit
@@ -1431,14 +1466,15 @@ class FreqtradeBot(LoggingMixin):
         )
         exit_type = 'exit'
         exit_reason = exit_tag or exit_check.exit_reason
-        if exit_check.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
+        if exit_check.exit_type in (
+                ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS, ExitType.LIQUIDATION):
             exit_type = 'stoploss'
 
         # if stoploss is on exchange and we are on dry_run mode,
         # we consider the sell price stop price
         if (self.config['dry_run'] and exit_type == 'stoploss'
                 and self.strategy.order_types['stoploss_on_exchange']):
-            limit = trade.stop_loss
+            limit = trade.stoploss_or_liquidation
 
         # set custom_exit_price if available
         proposed_limit_rate = limit
@@ -1460,14 +1496,17 @@ class FreqtradeBot(LoggingMixin):
             # Emergency sells (default to market!)
             order_type = self.strategy.order_types.get("emergency_exit", "market")
 
-        amount = self._safe_exit_amount(trade.pair, trade.amount)
+        amount = self._safe_exit_amount(trade.pair, sub_trade_amt or trade.amount)
         time_in_force = self.strategy.order_time_in_force['exit']
 
-        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
+        if (exit_check.exit_type != ExitType.LIQUIDATION
+                and not sub_trade_amt
+                and not strategy_safe_wrapper(
+                    self.strategy.confirm_trade_exit, default_retval=True)(
                     pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
                     time_in_force=time_in_force, exit_reason=exit_reason,
                     sell_reason=exit_reason,  # sellreason -> compatibility
-                current_time=datetime.now(timezone.utc)):
+                    current_time=datetime.now(timezone.utc))):
             logger.info(f"User denied exit for {trade.pair}.")
             return False
 
@@ -1501,7 +1540,7 @@ class FreqtradeBot(LoggingMixin):
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                 reason='Auto lock')
 
-        self._notify_exit(trade, order_type)
+        self._notify_exit(trade, order_type, sub_trade=bool(sub_trade_amt), order=order_obj)
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') in ('closed', 'expired'):
             self.update_trade_state(trade, trade.open_order_id, order)
@@ -1509,16 +1548,27 @@ class FreqtradeBot(LoggingMixin):
 
         return True
 
-    def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False) -> None:
+    def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False,
+                     sub_trade: bool = False, order: Order = None) -> None:
         """
         Sends rpc notification when a sell occurred.
         """
-        profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
-        profit_trade = trade.calc_profit(rate=profit_rate)
         # Use cached rates here - it was updated seconds ago.
         current_rate = self.exchange.get_rate(
             trade.pair, side='exit', is_short=trade.is_short, refresh=False) if not fill else None
+
+        # second condition is for mypy only; order will always be passed during sub trade
+        if sub_trade and order is not None:
+            amount = order.safe_filled if fill else order.amount
+            profit_rate = order.safe_price
+
+            profit = trade.calc_profit(rate=profit_rate, amount=amount, open_rate=trade.open_rate)
+            profit_ratio = trade.calc_profit_ratio(profit_rate, amount, trade.open_rate)
+        else:
+            profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
+            profit = trade.calc_profit(rate=profit_rate) + (0.0 if fill else trade.realized_profit)
             profit_ratio = trade.calc_profit_ratio(profit_rate)
+            amount = trade.amount
         gain = "profit" if profit_ratio > 0 else "loss"
 
         msg = {
@@ -1532,11 +1582,11 @@ class FreqtradeBot(LoggingMixin):
             'gain': gain,
             'limit': profit_rate,
             'order_type': order_type,
-            'amount': trade.amount,
+            'amount': amount,
             'open_rate': trade.open_rate,
-            'close_rate': trade.close_rate,
+            'close_rate': profit_rate,
             'current_rate': current_rate,
-            'profit_amount': profit_trade,
+            'profit_amount': profit,
             'profit_ratio': profit_ratio,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
@@ -1544,19 +1594,18 @@ class FreqtradeBot(LoggingMixin):
             'exit_reason': trade.exit_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.utcnow(),
+            'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency'),
+            'sub_trade': sub_trade,
+            'cumulative_profit': trade.realized_profit,
         }
 
-        if 'fiat_display_currency' in self.config:
-            msg.update({
-                'fiat_currency': self.config['fiat_display_currency'],
-            })
-
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
+    def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str,
+                            order: Order, sub_trade: bool = False) -> None:
         """
         Sends rpc notification when a sell cancel occurred.
         """
@@ -1582,7 +1631,7 @@ class FreqtradeBot(LoggingMixin):
             'gain': gain,
             'limit': profit_rate or 0,
             'order_type': order_type,
-            'amount': trade.amount,
+            'amount': order.safe_amount_after_fee,
             'open_rate': trade.open_rate,
             'current_rate': current_rate,
             'profit_amount': profit_trade,
@@ -1596,6 +1645,8 @@ class FreqtradeBot(LoggingMixin):
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'reason': reason,
+            'sub_trade': sub_trade,
+            'stake_amount': trade.stake_amount,
         }
 
         if 'fiat_display_currency' in self.config:
@@ -1650,40 +1701,50 @@ class FreqtradeBot(LoggingMixin):
         self.handle_order_fee(trade, order_obj, order)
 
         trade.update_trade(order_obj)
-        # TODO: is the below necessary? it's already done in update_trade for filled buys
-        trade.recalc_trade_from_orders()
-        Trade.commit()
 
-        if order['status'] in constants.NON_OPEN_EXCHANGE_STATES:
+        if order.get('status') in constants.NON_OPEN_EXCHANGE_STATES:
             # If a entry order was closed, force update on stoploss on exchange
             if order.get('side') == trade.entry_side:
                 trade = self.cancel_stoploss_on_exchange(trade)
+                if not self.edge:
+                    # TODO: should shorting/leverage be supported by Edge,
+                    # then this will need to be fixed.
+                    trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
+            if order.get('side') == trade.entry_side or trade.amount > 0:
+                # Must also run for partial exits
                 # TODO: Margin will need to use interest_rate as well.
                 # interest_rate = self.exchange.get_interest_rate()
-                trade.set_isolated_liq(self.exchange.get_liquidation_price(
+                trade.set_liquidation_price(self.exchange.get_liquidation_price(
                     leverage=trade.leverage,
                     pair=trade.pair,
                     amount=trade.amount,
                     open_rate=trade.open_rate,
                     is_short=trade.is_short
                 ))
-                if not self.edge:
-                    # TODO: should shorting/leverage be supported by Edge,
-                    # then this will need to be fixed.
-                    trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
 
             # Updating wallets when order is closed
             self.wallets.update()
+        Trade.commit()
 
-        if not trade.is_open:
+        self.order_close_notify(trade, order_obj, stoploss_order, send_msg)
+
+        return False
+
+    def order_close_notify(
+            self, trade: Trade, order: Order, stoploss_order: bool, send_msg: bool):
+        """send "fill" notifications"""
+
+        sub_trade = not isclose(order.safe_amount_after_fee,
+                                trade.amount, abs_tol=constants.MATH_CLOSE_PREC)
+        if order.ft_order_side == trade.exit_side:
+            # Exit notification
             if send_msg and not stoploss_order and not trade.open_order_id:
-                self._notify_exit(trade, '', True)
+                self._notify_exit(trade, '', fill=True, sub_trade=sub_trade, order=order)
+            if not trade.is_open:
                 self.handle_protections(trade.pair, trade.trade_direction)
         elif send_msg and not trade.open_order_id and not stoploss_order:
             # Enter fill
-            self._notify_enter(trade, order, fill=True)
+            self._notify_enter(trade, order, fill=True, sub_trade=sub_trade)
-
-        return False
 
     def handle_protections(self, pair: str, side: LongShort) -> None:
         prot_trig = self.protections.stop_per_pair(pair, side=side)

freqtrade/optimize/backtesting.py

@@ -390,7 +390,8 @@ class Backtesting:
         Get close rate for backtesting result
         """
         # Special handling if high or low hit STOP_LOSS or ROI
-        if exit.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
+        if exit.exit_type in (
+                ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS, ExitType.LIQUIDATION):
             return self._get_close_rate_for_stoploss(row, trade, exit, trade_dur)
         elif exit.exit_type == (ExitType.ROI):
             return self._get_close_rate_for_roi(row, trade, exit, trade_dur)
@@ -405,11 +406,16 @@ class Backtesting:
         is_short = trade.is_short or False
         leverage = trade.leverage or 1.0
         side_1 = -1 if is_short else 1
+        if exit.exit_type == ExitType.LIQUIDATION and trade.liquidation_price:
+            stoploss_value = trade.liquidation_price
+        else:
+            stoploss_value = trade.stop_loss
+
         if is_short:
-            if trade.stop_loss < row[LOW_IDX]:
+            if stoploss_value < row[LOW_IDX]:
                 return row[OPEN_IDX]
         else:
-            if trade.stop_loss > row[HIGH_IDX]:
+            if stoploss_value > row[HIGH_IDX]:
                 return row[OPEN_IDX]
 
         # Special case: trailing triggers within same candle as trade opened. Assume most
@@ -442,7 +448,7 @@ class Backtesting:
                 return max(row[LOW_IDX], stop_rate)
 
         # Set close_rate to stoploss
-        return trade.stop_loss
+        return stoploss_value
 
     def _get_close_rate_for_roi(self, row: Tuple, trade: LocalTrade, exit: ExitCheckTuple,
                                 trade_dur: int) -> float:
@@ -506,16 +512,20 @@ class Backtesting:
 
     def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple
                                            ) -> LocalTrade:
-        current_profit = trade.calc_profit_ratio(row[OPEN_IDX])
+        current_rate = row[OPEN_IDX]
-        min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, row[OPEN_IDX], -0.1)
+        current_date = row[DATE_IDX].to_pydatetime()
-        max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, row[OPEN_IDX])
+        current_profit = trade.calc_profit_ratio(current_rate)
+        min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, current_rate, -0.1)
+        max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
         stake_available = self.wallets.get_available_stake_amount()
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
                                              default_retval=None)(
             trade=trade,  # type: ignore[arg-type]
-            current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
+            current_time=current_date, current_rate=current_rate,
             current_profit=current_profit, min_stake=min_stake,
-            max_stake=min(max_stake, stake_available))
+            max_stake=min(max_stake, stake_available),
+            current_entry_rate=current_rate, current_exit_rate=current_rate,
+            current_entry_profit=current_profit, current_exit_profit=current_profit)
 
         # Check if we should increase our position
         if stake_amount is not None and stake_amount > 0.0:
@@ -526,6 +536,24 @@ class Backtesting:
                 self.wallets.update()
                 return pos_trade
 
+        if stake_amount is not None and stake_amount < 0.0:
+            amount = abs(stake_amount) / current_rate
+            if amount > trade.amount:
+                # This is currently ineffective as remaining would become < min tradable
+                amount = trade.amount
+            remaining = (trade.amount - amount) * current_rate
+            if remaining < min_stake:
+                # Remaining stake is too low to be sold.
+                return trade
+            pos_trade = self._exit_trade(trade, row, current_rate, amount)
+            if pos_trade is not None:
+                order = pos_trade.orders[-1]
+                if self._get_order_filled(order.price, row):
+                    order.close_bt_order(current_date, trade)
+                    trade.recalc_trade_from_orders()
+                self.wallets.update()
+                return pos_trade
+
         return trade
 
     def _get_order_filled(self, rate: float, row: Tuple) -> bool:
@@ -576,7 +604,7 @@ class Backtesting:
             if exit_.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_EXIT):
                 # Checks and adds an exit tag, after checking that the length of the
                 # row has the length for an exit tag column
-                if(
+                if (
                     len(row) > EXIT_TAG_IDX
                     and row[EXIT_TAG_IDX] is not None
                     and len(row[EXIT_TAG_IDX]) > 0
@@ -601,21 +629,30 @@ class Backtesting:
             # Confirm trade exit:
             time_in_force = self.strategy.order_time_in_force['exit']
 
-            if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
+            if (exit_.exit_type != ExitType.LIQUIDATION and not strategy_safe_wrapper(
+                self.strategy.confirm_trade_exit, default_retval=True)(
                     pair=trade.pair,
                     trade=trade,  # type: ignore[arg-type]
-                    order_type='limit',
+                    order_type=order_type,
                     amount=trade.amount,
                     rate=close_rate,
                     time_in_force=time_in_force,
                     sell_reason=exit_reason,  # deprecated
                     exit_reason=exit_reason,
-                    current_time=exit_candle_time):
+                    current_time=exit_candle_time)):
                 return None
 
             trade.exit_reason = exit_reason
 
+            return self._exit_trade(trade, row, close_rate, trade.amount)
+        return None
+
+    def _exit_trade(self, trade: LocalTrade, sell_row: Tuple,
+                    close_rate: float, amount: float = None) -> Optional[LocalTrade]:
         self.order_id_counter += 1
+        exit_candle_time = sell_row[DATE_IDX].to_pydatetime()
+        order_type = self.strategy.order_types['exit']
+        amount = amount or trade.amount
         order = Order(
             id=self.order_id_counter,
             ft_trade_id=trade.id,
@@ -631,16 +668,14 @@ class Backtesting:
             status="open",
             price=close_rate,
             average=close_rate,
-                amount=trade.amount,
+            amount=amount,
             filled=0,
-                remaining=trade.amount,
+            remaining=amount,
-                cost=trade.amount * close_rate,
+            cost=amount * close_rate,
         )
         trade.orders.append(order)
         return trade
 
-        return None
-
     def _get_exit_trade_entry(self, trade: LocalTrade, row: Tuple) -> Optional[LocalTrade]:
         exit_candle_time: datetime = row[DATE_IDX].to_pydatetime()
 
@@ -816,7 +851,7 @@ class Backtesting:
 
             trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
 
-            trade.set_isolated_liq(self.exchange.get_liquidation_price(
+            trade.set_liquidation_price(self.exchange.get_liquidation_price(
                 pair=pair,
                 open_rate=propose_rate,
                 amount=amount,
@@ -867,6 +902,8 @@ class Backtesting:
                         # Ignore trade if entry-order did not fill yet
                         continue
                     exit_row = data[pair][-1]
+                    self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount)
+                    trade.orders[-1].close_bt_order(exit_row[DATE_IDX].to_pydatetime(), trade)
 
                     trade.close_date = exit_row[DATE_IDX].to_pydatetime()
                     trade.exit_reason = ExitType.FORCE_EXIT.value
@@ -1008,7 +1045,7 @@ class Backtesting:
             return None
         return row
 
-    def backtest(self, processed: Dict,
+    def backtest(self, processed: Dict,  # noqa: max-complexity: 13
                  start_date: datetime, end_date: datetime,
                  max_open_trades: int = 0, position_stacking: bool = False,
                  enable_protections: bool = False) -> Dict[str, Any]:
@@ -1110,6 +1147,11 @@ class Backtesting:
                     if order and self._get_order_filled(order.price, row):
                         order.close_bt_order(current_time, trade)
                         trade.open_order_id = None
+                        sub_trade = order.safe_amount_after_fee != trade.amount
+                        if sub_trade:
+                            order.close_bt_order(current_time, trade)
+                            trade.recalc_trade_from_orders()
+                        else:
                             trade.close_date = current_time
                             trade.close(order.price, show_msg=False)
 

freqtrade/optimize/optimize_reports.py

@@ -639,7 +639,7 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
     :param stake_currency: stake-currency - used to correctly name headers
     :return: pretty printed table with tabulate as string
     """
-    if(tag_type == "enter_tag"):
+    if (tag_type == "enter_tag"):
         headers = _get_line_header("TAG", stake_currency)
     else:
         headers = _get_line_header("TAG", stake_currency, 'Sells')

freqtrade/persistence/__init__.py

@@ -1,5 +1,5 @@
 # flake8: noqa: F401
 
-from freqtrade.persistence.models import cleanup_db, init_db
+from freqtrade.persistence.models import init_db
 from freqtrade.persistence.pairlock_middleware import PairLocks
 from freqtrade.persistence.trade_model import LocalTrade, Order, Trade

freqtrade/persistence/migrations.py

@@ -95,6 +95,7 @@ def migrate_trades_and_orders_table(
     exit_reason = get_column_def(cols, 'sell_reason', get_column_def(cols, 'exit_reason', 'null'))
     strategy = get_column_def(cols, 'strategy', 'null')
     enter_tag = get_column_def(cols, 'buy_tag', get_column_def(cols, 'enter_tag', 'null'))
+    realized_profit = get_column_def(cols, 'realized_profit', '0.0')
 
     trading_mode = get_column_def(cols, 'trading_mode', 'null')
 
@@ -155,7 +156,7 @@ def migrate_trades_and_orders_table(
             max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag,
             timeframe, open_trade_value, close_profit_abs,
             trading_mode, leverage, liquidation_price, is_short,
-            interest_rate, funding_fees
+            interest_rate, funding_fees, realized_profit
             )
         select id, lower(exchange), pair, {base_currency} base_currency,
             {stake_currency} stake_currency,
@@ -181,7 +182,7 @@ def migrate_trades_and_orders_table(
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
             {trading_mode} trading_mode, {leverage} leverage, {liquidation_price} liquidation_price,
             {is_short} is_short, {interest_rate} interest_rate,
-            {funding_fees} funding_fees
+            {funding_fees} funding_fees, {realized_profit} realized_profit
             from {trade_back_name}
             """))
 
@@ -297,8 +298,9 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
 
     # Check if migration necessary
     # Migrates both trades and orders table!
-    if not has_column(cols_orders, 'stop_price'):
+    # if ('orders' not in previous_tables
-        # if not has_column(cols_trades, 'base_currency'):
+    # or not has_column(cols_orders, 'stop_price')):
+    if not has_column(cols_trades, 'realized_profit'):
         logger.info(f"Running database migration for trades - "
                     f"backup: {table_back_name}, {order_table_bak_name}")
         migrate_trades_and_orders_table(

freqtrade/persistence/models.py

@@ -61,11 +61,3 @@ def init_db(db_url: str) -> None:
     previous_tables = inspect(engine).get_table_names()
     _DECL_BASE.metadata.create_all(engine)
     check_migrate(engine, decl_base=_DECL_BASE, previous_tables=previous_tables)
-
-
-def cleanup_db() -> None:
-    """
-    Flushes all pending operations to disk.
-    :return: None
-    """
-    Trade.commit()

freqtrade/persistence/trade_model.py

@@ -4,13 +4,15 @@ This module contains the class to persist trades into SQLite
 import logging
 from datetime import datetime, timedelta, timezone
 from decimal import Decimal
+from math import isclose
 from typing import Any, Dict, List, Optional
 
 from sqlalchemy import (Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String,
                         UniqueConstraint, desc, func)
 from sqlalchemy.orm import Query, lazyload, relationship
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES, BuySell, LongShort
+from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
+                                 BuySell, LongShort)
 from freqtrade.enums import ExitType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.leverage import interest
@@ -176,10 +178,9 @@ class Order(_DECL_BASE):
         self.remaining = 0
         self.status = 'closed'
         self.ft_is_open = False
-        if (self.ft_order_side == trade.entry_side
+        if (self.ft_order_side == trade.entry_side):
-                and len(trade.select_filled_orders(trade.entry_side)) == 1):
             trade.open_rate = self.price
-            trade.recalc_open_trade_value()
+            trade.recalc_trade_from_orders()
             trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct, refresh=True)
 
     @staticmethod
@@ -195,7 +196,7 @@ class Order(_DECL_BASE):
         if filtered_orders:
             oobj = filtered_orders[0]
             oobj.update_from_ccxt_object(order)
-            Order.query.session.commit()
+            Trade.commit()
         else:
             logger.warning(f"Did not find order for {order}.")
 
@@ -237,6 +238,7 @@ class LocalTrade():
     trades: List['LocalTrade'] = []
     trades_open: List['LocalTrade'] = []
     total_profit: float = 0
+    realized_profit: float = 0
 
     id: int = 0
 
@@ -302,6 +304,16 @@ class LocalTrade():
     # Futures properties
     funding_fees: Optional[float] = None
 
+    @property
+    def stoploss_or_liquidation(self) -> float:
+        if self.liquidation_price:
+            if self.is_short:
+                return min(self.stop_loss, self.liquidation_price)
+            else:
+                return max(self.stop_loss, self.liquidation_price)
+
+        return self.stop_loss
+
     @property
     def buy_tag(self) -> Optional[str]:
         """
@@ -437,6 +449,7 @@ class LocalTrade():
                            if self.close_date else None),
             'close_timestamp': int(self.close_date.replace(
                 tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None,
+            'realized_profit': self.realized_profit or 0.0,
             'close_rate': self.close_rate,
             'close_rate_requested': self.close_rate_requested,
             'close_profit': self.close_profit,  # Deprecated
@@ -497,7 +510,7 @@ class LocalTrade():
         self.max_rate = max(current_price, self.max_rate or self.open_rate)
         self.min_rate = min(current_price_low, self.min_rate or self.open_rate)
 
-    def set_isolated_liq(self, liquidation_price: Optional[float]):
+    def set_liquidation_price(self, liquidation_price: Optional[float]):
         """
         Method you should use to set self.liquidation price.
         Assures stop_loss is not passed the liquidation price
@@ -506,22 +519,13 @@ class LocalTrade():
             return
         self.liquidation_price = liquidation_price
 
-    def _set_stop_loss(self, stop_loss: float, percent: float):
+    def __set_stop_loss(self, stop_loss: float, percent: float):
         """
-        Method you should use to set self.stop_loss.
+        Method used internally to set self.stop_loss.
-        Assures stop_loss is not passed the liquidation price
         """
-        if self.liquidation_price is not None:
-            if self.is_short:
-                sl = min(stop_loss, self.liquidation_price)
-            else:
-                sl = max(stop_loss, self.liquidation_price)
-        else:
-            sl = stop_loss
-
         if not self.stop_loss:
-            self.initial_stop_loss = sl
+            self.initial_stop_loss = stop_loss
-        self.stop_loss = sl
+        self.stop_loss = stop_loss
 
         self.stop_loss_pct = -1 * abs(percent)
         self.stoploss_last_update = datetime.utcnow()
@@ -543,18 +547,12 @@ class LocalTrade():
         leverage = self.leverage or 1.0
         if self.is_short:
             new_loss = float(current_price * (1 + abs(stoploss / leverage)))
-            # If trading with leverage, don't set the stoploss below the liquidation price
-            if self.liquidation_price:
-                new_loss = min(self.liquidation_price, new_loss)
         else:
             new_loss = float(current_price * (1 - abs(stoploss / leverage)))
-            # If trading with leverage, don't set the stoploss below the liquidation price
-            if self.liquidation_price:
-                new_loss = max(self.liquidation_price, new_loss)
 
         # no stop loss assigned yet
         if self.initial_stop_loss_pct is None or refresh:
-            self._set_stop_loss(new_loss, stoploss)
+            self.__set_stop_loss(new_loss, stoploss)
             self.initial_stop_loss = new_loss
             self.initial_stop_loss_pct = -1 * abs(stoploss)
 
@@ -569,7 +567,7 @@ class LocalTrade():
             #   ? decreasing the minimum stoploss
             if (higher_stop and not self.is_short) or (lower_stop and self.is_short):
                 logger.debug(f"{self.pair} - Adjusting stoploss...")
-                self._set_stop_loss(new_loss, stoploss)
+                self.__set_stop_loss(new_loss, stoploss)
             else:
                 logger.debug(f"{self.pair} - Keeping current stoploss...")
 
@@ -601,14 +599,28 @@ class LocalTrade():
             if self.is_open:
                 payment = "SELL" if self.is_short else "BUY"
                 logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
+            # condition to avoid reset value when updating fees
+            if self.open_order_id == order.order_id:
                 self.open_order_id = None
+            else:
+                logger.warning(
+                    f'Got different open_order_id {self.open_order_id} != {order.order_id}')
             self.recalc_trade_from_orders()
         elif order.ft_order_side == self.exit_side:
             if self.is_open:
                 payment = "BUY" if self.is_short else "SELL"
                 # * On margin shorts, you buy a little bit more than the amount (amount + interest)
                 logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
+            # condition to avoid reset value when updating fees
+            if self.open_order_id == order.order_id:
+                self.open_order_id = None
+            else:
+                logger.warning(
+                    f'Got different open_order_id {self.open_order_id} != {order.order_id}')
+            if isclose(order.safe_amount_after_fee, self.amount, abs_tol=MATH_CLOSE_PREC):
                 self.close(order.safe_price)
+            else:
+                self.recalc_trade_from_orders()
         elif order.ft_order_side == 'stoploss':
             self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
@@ -627,11 +639,11 @@ class LocalTrade():
         """
         self.close_rate = rate
         self.close_date = self.close_date or datetime.utcnow()
-        self.close_profit = self.calc_profit_ratio(rate)
+        self.close_profit_abs = self.calc_profit(rate) + self.realized_profit
-        self.close_profit_abs = self.calc_profit(rate)
         self.is_open = False
         self.exit_order_status = 'closed'
         self.open_order_id = None
+        self.recalc_trade_from_orders(is_closing=True)
         if show_msg:
             logger.info(
                 'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
@@ -677,12 +689,12 @@ class LocalTrade():
         """
         return len([o for o in self.orders if o.ft_order_side == self.exit_side])
 
-    def _calc_open_trade_value(self) -> float:
+    def _calc_open_trade_value(self, amount: float, open_rate: float) -> float:
         """
         Calculate the open_rate including open_fee.
         :return: Price in of the open trade incl. Fees
         """
-        open_trade = Decimal(self.amount) * Decimal(self.open_rate)
+        open_trade = Decimal(amount) * Decimal(open_rate)
         fees = open_trade * Decimal(self.fee_open)
         if self.is_short:
             return float(open_trade - fees)
@@ -694,7 +706,7 @@ class LocalTrade():
         Recalculate open_trade_value.
         Must be called whenever open_rate, fee_open is changed.
         """
-        self.open_trade_value = self._calc_open_trade_value()
+        self.open_trade_value = self._calc_open_trade_value(self.amount, self.open_rate)
 
     def calculate_interest(self) -> Decimal:
         """
@@ -726,7 +738,7 @@ class LocalTrade():
         else:
             return close_trade - fees
 
-    def calc_close_trade_value(self, rate: float) -> float:
+    def calc_close_trade_value(self, rate: float, amount: float = None) -> float:
         """
         Calculate the Trade's close value including fees
         :param rate: rate to compare with.
@@ -735,96 +747,143 @@ class LocalTrade():
         if rate is None and not self.close_rate:
             return 0.0
 
-        amount = Decimal(self.amount)
+        amount1 = Decimal(amount or self.amount)
         trading_mode = self.trading_mode or TradingMode.SPOT
 
         if trading_mode == TradingMode.SPOT:
-            return float(self._calc_base_close(amount, rate, self.fee_close))
+            return float(self._calc_base_close(amount1, rate, self.fee_close))
 
         elif (trading_mode == TradingMode.MARGIN):
 
             total_interest = self.calculate_interest()
 
             if self.is_short:
-                amount = amount + total_interest
+                amount1 = amount1 + total_interest
-                return float(self._calc_base_close(amount, rate, self.fee_close))
+                return float(self._calc_base_close(amount1, rate, self.fee_close))
             else:
                 # Currency already owned for longs, no need to purchase
-                return float(self._calc_base_close(amount, rate, self.fee_close) - total_interest)
+                return float(self._calc_base_close(amount1, rate, self.fee_close) - total_interest)
 
         elif (trading_mode == TradingMode.FUTURES):
             funding_fees = self.funding_fees or 0.0
             # Positive funding_fees -> Trade has gained from fees.
             # Negative funding_fees -> Trade had to pay the fees.
             if self.is_short:
-                return float(self._calc_base_close(amount, rate, self.fee_close)) - funding_fees
+                return float(self._calc_base_close(amount1, rate, self.fee_close)) - funding_fees
             else:
-                return float(self._calc_base_close(amount, rate, self.fee_close)) + funding_fees
+                return float(self._calc_base_close(amount1, rate, self.fee_close)) + funding_fees
         else:
             raise OperationalException(
                 f"{self.trading_mode.value} trading is not yet available using freqtrade")
 
-    def calc_profit(self, rate: float) -> float:
+    def calc_profit(self, rate: float, amount: float = None, open_rate: float = None) -> float:
         """
         Calculate the absolute profit in stake currency between Close and Open trade
         :param rate: close rate to compare with.
+        :param amount: Amount to use for the calculation. Falls back to trade.amount if not set.
+        :param open_rate: open_rate to use. Defaults to self.open_rate if not provided.
         :return: profit in stake currency as float
         """
-        close_trade_value = self.calc_close_trade_value(rate)
+        close_trade_value = self.calc_close_trade_value(rate, amount)
+        if amount is None or open_rate is None:
+            open_trade_value = self.open_trade_value
+        else:
+            open_trade_value = self._calc_open_trade_value(amount, open_rate)
 
         if self.is_short:
-            profit = self.open_trade_value - close_trade_value
+            profit = open_trade_value - close_trade_value
         else:
-            profit = close_trade_value - self.open_trade_value
+            profit = close_trade_value - open_trade_value
         return float(f"{profit:.8f}")
 
-    def calc_profit_ratio(self, rate: float) -> float:
+    def calc_profit_ratio(
+            self, rate: float, amount: float = None, open_rate: float = None) -> float:
         """
         Calculates the profit as ratio (including fee).
         :param rate: rate to compare with.
+        :param amount: Amount to use for the calculation. Falls back to trade.amount if not set.
+        :param open_rate: open_rate to use. Defaults to self.open_rate if not provided.
         :return: profit ratio as float
         """
-        close_trade_value = self.calc_close_trade_value(rate)
+        close_trade_value = self.calc_close_trade_value(rate, amount)
+
+        if amount is None or open_rate is None:
+            open_trade_value = self.open_trade_value
+        else:
+            open_trade_value = self._calc_open_trade_value(amount, open_rate)
 
         short_close_zero = (self.is_short and close_trade_value == 0.0)
-        long_close_zero = (not self.is_short and self.open_trade_value == 0.0)
+        long_close_zero = (not self.is_short and open_trade_value == 0.0)
         leverage = self.leverage or 1.0
 
         if (short_close_zero or long_close_zero):
             return 0.0
         else:
             if self.is_short:
-                profit_ratio = (1 - (close_trade_value / self.open_trade_value)) * leverage
+                profit_ratio = (1 - (close_trade_value / open_trade_value)) * leverage
             else:
-                profit_ratio = ((close_trade_value / self.open_trade_value) - 1) * leverage
+                profit_ratio = ((close_trade_value / open_trade_value) - 1) * leverage
 
         return float(f"{profit_ratio:.8f}")
 
-    def recalc_trade_from_orders(self):
+    def recalc_trade_from_orders(self, is_closing: bool = False):
+
+        current_amount = 0.0
+        current_stake = 0.0
+        total_stake = 0.0  # Total stake after all buy orders (does not subtract!)
+        avg_price = 0.0
+        close_profit = 0.0
+        close_profit_abs = 0.0
 
-        total_amount = 0.0
-        total_stake = 0.0
         for o in self.orders:
-            if (o.ft_is_open or
+            if o.ft_is_open or not o.filled:
-                    (o.ft_order_side != self.entry_side) or
-                    (o.status not in NON_OPEN_EXCHANGE_STATES)):
                 continue
 
             tmp_amount = o.safe_amount_after_fee
-            tmp_price = o.average or o.price
+            tmp_price = o.safe_price
-            if tmp_amount > 0.0 and tmp_price is not None:
-                total_amount += tmp_amount
-                total_stake += tmp_price * tmp_amount
 
-        if total_amount > 0:
+            is_exit = o.ft_order_side != self.entry_side
+            side = -1 if is_exit else 1
+            if tmp_amount > 0.0 and tmp_price is not None:
+                current_amount += tmp_amount * side
+                price = avg_price if is_exit else tmp_price
+                current_stake += price * tmp_amount * side
+
+                if current_amount > 0:
+                    avg_price = current_stake / current_amount
+
+            if is_exit:
+                # Process partial exits
+                exit_rate = o.safe_price
+                exit_amount = o.safe_amount_after_fee
+                profit = self.calc_profit(rate=exit_rate, amount=exit_amount, open_rate=avg_price)
+                close_profit_abs += profit
+                close_profit = self.calc_profit_ratio(
+                    exit_rate, amount=exit_amount, open_rate=avg_price)
+                if current_amount <= 0:
+                    profit = close_profit_abs
+            else:
+                total_stake = total_stake + self._calc_open_trade_value(tmp_amount, price)
+
+        if close_profit:
+            self.close_profit = close_profit
+            self.realized_profit = close_profit_abs
+            self.close_profit_abs = profit
+
+        if current_amount > 0:
+            # Trade is still open
             # Leverage not updated, as we don't allow changing leverage through DCA at the moment.
-            self.open_rate = total_stake / total_amount
+            self.open_rate = current_stake / current_amount
-            self.stake_amount = total_stake / (self.leverage or 1.0)
+            self.stake_amount = current_stake / (self.leverage or 1.0)
-            self.amount = total_amount
+            self.amount = current_amount
-            self.fee_open_cost = self.fee_open * total_stake
+            self.fee_open_cost = self.fee_open * current_stake
             self.recalc_open_trade_value()
             if self.stop_loss_pct is not None and self.open_rate is not None:
                 self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
+        elif is_closing and total_stake > 0:
+            # Close profit abs / maximum owned
+            # Fees are considered as they are part of close_profit_abs
+            self.close_profit = (close_profit_abs / total_stake) * self.leverage
 
     def select_order_by_order_id(self, order_id: str) -> Optional[Order]:
         """
@@ -846,7 +905,7 @@ class LocalTrade():
         """
         orders = self.orders
         if order_side:
-            orders = [o for o in self.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:
             orders = [o for o in orders if o.ft_is_open == is_open]
         if len(orders) > 0:
@@ -861,9 +920,9 @@ class LocalTrade():
         :return: array of Order objects
         """
         return [o for o in self.orders if ((o.ft_order_side == order_side) or (order_side is None))
-                and o.ft_is_open is False and
+                and o.ft_is_open is False
-                (o.filled or 0) > 0 and
+                and o.filled
-                o.status in NON_OPEN_EXCHANGE_STATES]
+                and o.status in NON_OPEN_EXCHANGE_STATES]
 
     def select_filled_or_open_orders(self) -> List['Order']:
         """
@@ -1028,6 +1087,7 @@ class Trade(_DECL_BASE, LocalTrade):
     open_trade_value = Column(Float)
     close_rate: Optional[float] = Column(Float)
     close_rate_requested = Column(Float)
+    realized_profit = Column(Float, default=0.0)
     close_profit = Column(Float)
     close_profit_abs = Column(Float)
     stake_amount = Column(Float, nullable=False)
@@ -1073,6 +1133,7 @@ class Trade(_DECL_BASE, LocalTrade):
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)
+        self.realized_profit = 0
         self.recalc_open_trade_value()
 
     def delete(self) -> None:
@@ -1087,6 +1148,10 @@ class Trade(_DECL_BASE, LocalTrade):
     def commit():
         Trade.query.session.commit()
 
+    @staticmethod
+    def rollback():
+        Trade.query.session.rollback()
+
     @staticmethod
     def get_trades_proxy(*, pair: str = None, is_open: bool = None,
                          open_date: datetime = None, close_date: datetime = None,
@@ -1239,7 +1304,7 @@ class Trade(_DECL_BASE, LocalTrade):
         """
 
         filters = [Trade.is_open.is_(False)]
-        if(pair is not None):
+        if (pair is not None):
             filters.append(Trade.pair == pair)
 
         enter_tag_perf = Trade.query.with_entities(
@@ -1272,7 +1337,7 @@ class Trade(_DECL_BASE, LocalTrade):
         """
 
         filters = [Trade.is_open.is_(False)]
-        if(pair is not None):
+        if (pair is not None):
             filters.append(Trade.pair == pair)
 
         sell_tag_perf = Trade.query.with_entities(
@@ -1305,7 +1370,7 @@ class Trade(_DECL_BASE, LocalTrade):
         """
 
         filters = [Trade.is_open.is_(False)]
-        if(pair is not None):
+        if (pair is not None):
             filters.append(Trade.pair == pair)
 
         mix_tag_perf = Trade.query.with_entities(
@@ -1325,7 +1390,7 @@ class Trade(_DECL_BASE, LocalTrade):
             enter_tag = enter_tag if enter_tag is not None else "Other"
             exit_reason = exit_reason if exit_reason is not None else "Other"
 
-            if(exit_reason is not None and enter_tag is not None):
+            if (exit_reason is not None and enter_tag is not None):
                 mix_tag = enter_tag + " " + exit_reason
                 i = 0
                 if not any(item["mix_tag"] == mix_tag for item in return_list):

freqtrade/plugins/protections/stoploss_guard.py

@@ -49,7 +49,7 @@ class StoplossGuard(IProtection):
         trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
         trades = [trade for trade in trades1 if (str(trade.exit_reason) in (
             ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value,
-            ExitType.STOPLOSS_ON_EXCHANGE.value)
+            ExitType.STOPLOSS_ON_EXCHANGE.value, ExitType.LIQUIDATION.value)
             and trade.close_profit and trade.close_profit < self._profit_limit)]
 
         if self._only_per_side:

freqtrade/rpc/api_server/deps.py

@@ -18,9 +18,9 @@ def get_rpc_optional() -> Optional[RPC]:
 def get_rpc() -> Optional[Iterator[RPC]]:
     _rpc = get_rpc_optional()
     if _rpc:
-        Trade.query.session.rollback()
+        Trade.rollback()
         yield _rpc
-        Trade.query.session.rollback()
+        Trade.rollback()
     else:
         raise RPCException('Bot is not in the correct state')
 

freqtrade/rpc/api_server/web_ui.py

@@ -1,4 +1,5 @@
 from pathlib import Path
+from typing import Optional
 
 from fastapi import APIRouter
 from fastapi.exceptions import HTTPException
@@ -50,8 +51,12 @@ async def index_html(rest_of_path: str):
     filename = uibase / rest_of_path
     # It's security relevant to check "relative_to".
     # Without this, Directory-traversal is possible.
+    media_type: Optional[str] = None
+    if filename.suffix == '.js':
+        # Force text/javascript for .js files - Circumvent faulty system configuration
+        media_type = 'application/javascript'
     if filename.is_file() and is_relative_to(filename, uibase):
-        return FileResponse(str(filename))
+        return FileResponse(str(filename), media_type=media_type)
 
     index_file = uibase / 'index.html'
     if not index_file.is_file():

freqtrade/rpc/fiat_convert.py

@@ -12,6 +12,7 @@ from pycoingecko import CoinGeckoAPI
 from requests.exceptions import RequestException
 
 from freqtrade.constants import SUPPORTED_FIAT
+from freqtrade.mixins.logging_mixin import LoggingMixin
 
 
 logger = logging.getLogger(__name__)
@@ -27,7 +28,7 @@ coingecko_mapping = {
 }
 
 
-class CryptoToFiatConverter:
+class CryptoToFiatConverter(LoggingMixin):
     """
     Main class to initiate Crypto to FIAT.
     This object contains a list of pair Crypto, FIAT
@@ -54,6 +55,7 @@ class CryptoToFiatConverter:
         # Timeout: 6h
         self._pair_price: TTLCache = TTLCache(maxsize=500, ttl=6 * 60 * 60)
 
+        LoggingMixin.__init__(self, logger, 3600)
         self._load_cryptomap()
 
     def _load_cryptomap(self) -> None:
@@ -177,7 +179,9 @@ class CryptoToFiatConverter:
 
         if not _gekko_id:
             # return 0 for unsupported stake currencies (fiat-convert should not break the bot)
-            logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
+            self.log_once(
+                f"unsupported crypto-symbol {crypto_symbol.upper()} - returning 0.0",
+                logger.warning)
             return 0.0
 
         try:

freqtrade/rpc/rpc.py

@@ -201,7 +201,7 @@ class RPC:
 
                 trade_dict = trade.to_json()
                 trade_dict.update(dict(
-                    close_profit=trade.close_profit if trade.close_profit is not None else None,
+                    close_profit=trade.close_profit if not trade.is_open else None,
                     current_rate=current_rate,
                     current_profit=current_profit,  # Deprecated
                     current_profit_pct=round(current_profit * 100, 2),  # Deprecated
@@ -431,14 +431,15 @@ class RPC:
 
             if not trade.is_open:
                 profit_ratio = trade.close_profit
-                profit_closed_coin.append(trade.close_profit_abs)
+                profit_abs = trade.close_profit_abs
+                profit_closed_coin.append(profit_abs)
                 profit_closed_ratio.append(profit_ratio)
                 if trade.close_profit >= 0:
                     winning_trades += 1
-                    winning_profit += trade.close_profit_abs
+                    winning_profit += profit_abs
                 else:
                     losing_trades += 1
-                    losing_profit += trade.close_profit_abs
+                    losing_profit += profit_abs
             else:
                 # Get current rate
                 try:
@@ -447,10 +448,10 @@ class RPC:
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 profit_ratio = trade.calc_profit_ratio(rate=current_rate)
+                profit_abs = trade.calc_profit(
+                    rate=trade.close_rate or current_rate) + trade.realized_profit
 
-            profit_all_coin.append(
+            profit_all_coin.append(profit_abs)
-                trade.calc_profit(rate=trade.close_rate or current_rate)
-            )
             profit_all_ratio.append(profit_ratio)
 
         best_pair = Trade.get_best_pair(start_date)
@@ -875,7 +876,7 @@ class RPC:
             lock.active = False
             lock.lock_end_time = datetime.now(timezone.utc)
 
-        PairLock.query.session.commit()
+        Trade.commit()
 
         return self._rpc_locks()
 

freqtrade/rpc/rpc_manager.py

@@ -2,6 +2,7 @@
 This module contains class to manage RPC communications (Telegram, API, ...)
 """
 import logging
+from collections import deque
 from typing import Any, Dict, List
 
 from freqtrade.enums import RPCMessageType
@@ -77,6 +78,17 @@ class RPCManager:
             except NotImplementedError:
                 logger.error(f"Message type '{msg['type']}' not implemented by handler {mod.name}.")
 
+    def process_msg_queue(self, queue: deque) -> None:
+        """
+        Process all messages in the queue.
+        """
+        while queue:
+            msg = queue.popleft()
+            self.send_msg({
+                'type': RPCMessageType.STRATEGY_MSG,
+                'msg': msg,
+            })
+
     def startup_messages(self, config: Dict[str, Any], pairlist, protections) -> None:
         if config['dry_run']:
             self.send_msg({

freqtrade/rpc/telegram.py

@@ -16,8 +16,8 @@ from typing import Any, Callable, Dict, List, Optional, Union
 
 import arrow
 from tabulate import tabulate
-from telegram import (CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton,
+from telegram import (MAX_MESSAGE_LENGTH, CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup,
-                      ParseMode, ReplyKeyboardMarkup, Update)
+                      KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update)
 from telegram.error import BadRequest, NetworkError, TelegramError
 from telegram.ext import CallbackContext, CallbackQueryHandler, CommandHandler, Updater
 from telegram.utils.helpers import escape_markdown
@@ -35,8 +35,6 @@ logger = logging.getLogger(__name__)
 
 logger.debug('Included module rpc.telegram ...')
 
-MAX_TELEGRAM_MESSAGE_LENGTH = 4096
-
 
 @dataclass
 class TimeunitMappings:
@@ -72,7 +70,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
             )
             return wrapper
         # Rollback session to avoid getting data stored in a transaction.
-        Trade.query.session.rollback()
+        Trade.rollback()
         logger.debug(
             'Executing handler: %s for chat_id: %s',
             command_handler.__name__,
@@ -315,20 +313,36 @@ class Telegram(RPCHandler):
             msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
                 msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
             msg['profit_extra'] = (
-                f" ({msg['gain']}: {msg['profit_amount']:.8f} {msg['stake_currency']}"
+                f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']}")
-                f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']})")
         else:
             msg['profit_extra'] = ''
+        msg['profit_extra'] = (
+            f" ({msg['gain']}: {msg['profit_amount']:.8f} {msg['stake_currency']}"
+            f"{msg['profit_extra']})")
         is_fill = msg['type'] == RPCMessageType.EXIT_FILL
+        is_sub_trade = msg.get('sub_trade')
+        is_sub_profit = msg['profit_amount'] != msg.get('cumulative_profit')
+        profit_prefix = ('Sub ' if is_sub_profit
+                         else 'Cumulative ') if is_sub_trade else ''
+        cp_extra = ''
+        if is_sub_profit and is_sub_trade:
+            if self._rpc._fiat_converter:
+                cp_fiat = self._rpc._fiat_converter.convert_amount(
+                    msg['cumulative_profit'], msg['stake_currency'], msg['fiat_currency'])
+                cp_extra = f" / {cp_fiat:.3f} {msg['fiat_currency']}"
+            else:
+                cp_extra = ''
+            cp_extra = f"*Cumulative Profit:* (`{msg['cumulative_profit']:.8f} " \
+                       f"{msg['stake_currency']}{cp_extra}`)\n"
         message = (
             f"{msg['emoji']} *{self._exchange_from_msg(msg)}:* "
             f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n"
             f"{self._add_analyzed_candle(msg['pair'])}"
-            f"*{'Profit' if is_fill else 'Unrealized Profit'}:* "
+            f"*{f'{profit_prefix}Profit' if is_fill else f'Unrealized {profit_prefix}Profit'}:* "
             f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
+            f"{cp_extra}"
             f"*Enter Tag:* `{msg['enter_tag']}`\n"
             f"*Exit Reason:* `{msg['exit_reason']}`\n"
-            f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n"
             f"*Direction:* `{msg['direction']}`\n"
             f"{msg['leverage_text']}"
             f"*Amount:* `{msg['amount']:.8f}`\n"
@@ -336,11 +350,25 @@ class Telegram(RPCHandler):
         )
         if msg['type'] == RPCMessageType.EXIT:
             message += (f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
-                        f"*Close Rate:* `{msg['limit']:.8f}`")
+                        f"*Exit Rate:* `{msg['limit']:.8f}`")
 
         elif msg['type'] == RPCMessageType.EXIT_FILL:
-            message += f"*Close Rate:* `{msg['close_rate']:.8f}`"
+            message += f"*Exit Rate:* `{msg['close_rate']:.8f}`"
+        if msg.get('sub_trade'):
+            if self._rpc._fiat_converter:
+                msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
+                    msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
+            else:
+                msg['stake_amount_fiat'] = 0
+            rem = round_coin_value(msg['stake_amount'], msg['stake_currency'])
+            message += f"\n*Remaining:* `({rem}"
 
+            if msg.get('fiat_currency', None):
+                message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
+
+            message += ")`"
+        else:
+            message += f"\n*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`"
         return message
 
     def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str:
@@ -353,7 +381,8 @@ class Telegram(RPCHandler):
         elif msg_type in (RPCMessageType.ENTRY_CANCEL, RPCMessageType.EXIT_CANCEL):
             msg['message_side'] = 'enter' if msg_type in [RPCMessageType.ENTRY_CANCEL] else 'exit'
             message = (f"\N{WARNING SIGN} *{self._exchange_from_msg(msg)}:* "
-                       f"Cancelling {msg['message_side']} Order for {msg['pair']} "
+                       f"Cancelling {'partial ' if msg.get('sub_trade') else ''}"
+                       f"{msg['message_side']} Order for {msg['pair']} "
                        f"(#{msg['trade_id']}). Reason: {msg['reason']}.")
 
         elif msg_type == RPCMessageType.PROTECTION_TRIGGER:
@@ -376,7 +405,8 @@ class Telegram(RPCHandler):
 
         elif msg_type == RPCMessageType.STARTUP:
             message = f"{msg['status']}"
-
+        elif msg_type == RPCMessageType.STRATEGY_MSG:
+            message = f"{msg['msg']}"
         else:
             raise NotImplementedError(f"Unknown message type: {msg_type}")
         return message
@@ -423,54 +453,63 @@ class Telegram(RPCHandler):
         else:
             return "\N{CROSS MARK}"
 
-    def _prepare_entry_details(self, filled_orders: List, quote_currency: str, is_open: bool):
+    def _prepare_order_details(self, filled_orders: List, quote_currency: str, is_open: bool):
         """
         Prepare details of trade with entry adjustment enabled
         """
-        lines: List[str] = []
+        lines_detail: List[str] = []
         if len(filled_orders) > 0:
             first_avg = filled_orders[0]["safe_price"]
 
         for x, order in enumerate(filled_orders):
-            if not order['ft_is_entry'] or order['is_open'] is True:
+            lines: List[str] = []
+            if order['is_open'] is True:
                 continue
+            wording = 'Entry' if order['ft_is_entry'] else 'Exit'
+
             cur_entry_datetime = arrow.get(order["order_filled_date"])
-            cur_entry_amount = order["amount"]
+            cur_entry_amount = order["filled"] or order["amount"]
             cur_entry_average = order["safe_price"]
             lines.append("  ")
             if x == 0:
-                lines.append(f"*Entry #{x+1}:*")
+                lines.append(f"*{wording} #{x+1}:*")
                 lines.append(
-                    f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
+                    f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
-                lines.append(f"*Average Entry Price:* {cur_entry_average}")
+                lines.append(f"*Average Price:* {cur_entry_average}")
             else:
                 sumA = 0
                 sumB = 0
                 for y in range(x):
-                    sumA += (filled_orders[y]["amount"] * filled_orders[y]["safe_price"])
+                    amount = filled_orders[y]["filled"] or filled_orders[y]["amount"]
-                    sumB += filled_orders[y]["amount"]
+                    sumA += amount * filled_orders[y]["safe_price"]
+                    sumB += amount
                 prev_avg_price = sumA / sumB
+                # TODO: This calculation ignores fees.
                 price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg)
                 minus_on_entry = 0
                 if prev_avg_price:
                     minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
 
-                dur_entry = cur_entry_datetime - arrow.get(
+                lines.append(f"*{wording} #{x+1}:* at {minus_on_entry:.2%} avg profit")
-                    filled_orders[x - 1]["order_filled_date"])
-                days = dur_entry.days
-                hours, remainder = divmod(dur_entry.seconds, 3600)
-                minutes, seconds = divmod(remainder, 60)
-                lines.append(f"*Entry #{x+1}:* at {minus_on_entry:.2%} avg profit")
                 if is_open:
                     lines.append("({})".format(cur_entry_datetime
                                                .humanize(granularity=["day", "hour", "minute"])))
                 lines.append(
-                    f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
+                    f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
-                lines.append(f"*Average Entry Price:* {cur_entry_average} "
+                lines.append(f"*Average {wording} Price:* {cur_entry_average} "
                              f"({price_to_1st_entry:.2%} from 1st entry rate)")
-                lines.append(f"*Order filled at:* {order['order_filled_date']}")
+                lines.append(f"*Order filled:* {order['order_filled_date']}")
-                lines.append(f"({days}d {hours}h {minutes}m {seconds}s from previous entry)")
+
-        return lines
+                # TODO: is this really useful?
+                # dur_entry = cur_entry_datetime - arrow.get(
+                #     filled_orders[x - 1]["order_filled_date"])
+                # days = dur_entry.days
+                # hours, remainder = divmod(dur_entry.seconds, 3600)
+                # minutes, seconds = divmod(remainder, 60)
+                # lines.append(
+                # f"({days}d {hours}h {minutes}m {seconds}s from previous {wording.lower()})")
+            lines_detail.append("\n".join(lines))
+        return lines_detail
 
     @authorized_only
     def _status(self, update: Update, context: CallbackContext) -> None:
@@ -485,7 +524,14 @@ class Telegram(RPCHandler):
         if context.args and 'table' in context.args:
             self._status_table(update, context)
             return
+        else:
+            self._status_msg(update, context)
 
+    def _status_msg(self, update: Update, context: CallbackContext) -> None:
+        """
+        handler for `/status` and `/status <id>`.
+
+        """
         try:
 
             # Check if there's at least one numerical ID provided.
@@ -497,14 +543,13 @@ class Telegram(RPCHandler):
             results = self._rpc._rpc_trade_status(trade_ids=trade_ids)
             position_adjust = self._config.get('position_adjustment_enable', False)
             max_entries = self._config.get('max_entry_position_adjustment', -1)
-            messages = []
             for r in results:
                 r['open_date_hum'] = arrow.get(r['open_date']).humanize()
                 r['num_entries'] = len([o for o in r['orders'] if o['ft_is_entry']])
                 r['exit_reason'] = r.get('exit_reason', "")
                 lines = [
                     "*Trade ID:* `{trade_id}`" +
-                    ("` (since {open_date_hum})`" if r['is_open'] else ""),
+                    (" `(since {open_date_hum})`" if r['is_open'] else ""),
                     "*Current Pair:* {pair}",
                     "*Direction:* " + ("`Short`" if r.get('is_short') else "`Long`"),
                     "*Leverage:* `{leverage}`" if r.get('leverage') else "",
@@ -528,6 +573,8 @@ class Telegram(RPCHandler):
                 ])
 
                 if r['is_open']:
+                    if r.get('realized_profit'):
+                        lines.append("*Realized Profit:* `{realized_profit:.8f}`")
                     if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
                             and r['initial_stop_loss_ratio'] is not None):
                         # Adding initial stoploss only if it is different from stoploss
@@ -540,24 +587,34 @@ class Telegram(RPCHandler):
                     lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` "
                                  "`({stoploss_current_dist_ratio:.2%})`")
                     if r['open_order']:
-                        if r['exit_order_status']:
+                        lines.append(
-                            lines.append("*Open Order:* `{open_order}` - `{exit_order_status}`")
+                            "*Open Order:* `{open_order}`"
-                        else:
+                            + "- `{exit_order_status}`" if r['exit_order_status'] else "")
-                            lines.append("*Open Order:* `{open_order}`")
 
-                lines_detail = self._prepare_entry_details(
+                lines_detail = self._prepare_order_details(
                     r['orders'], r['quote_currency'], r['is_open'])
                 lines.extend(lines_detail if lines_detail else "")
-
+                self.__send_status_msg(lines, r)
-                # Filter empty lines using list-comprehension
-                messages.append("\n".join([line for line in lines if line]).format(**r))
-
-            for msg in messages:
-                self._send_msg(msg)
 
         except RPCException as e:
             self._send_msg(str(e))
 
+    def __send_status_msg(self, lines: List[str], r: Dict[str, Any]) -> None:
+        """
+        Send status message.
+        """
+        msg = ''
+
+        for line in lines:
+            if line:
+                if (len(msg) + len(line) + 1) < MAX_MESSAGE_LENGTH:
+                    msg += line + '\n'
+                else:
+                    self._send_msg(msg.format(**r))
+                    msg = "*Trade ID:* `{trade_id}` - continued\n" + line + '\n'
+
+        self._send_msg(msg.format(**r))
+
     @authorized_only
     def _status_table(self, update: Update, context: CallbackContext) -> None:
         """
@@ -860,7 +917,7 @@ class Telegram(RPCHandler):
                     total_dust_currencies += 1
 
                 # Handle overflowing message length
-                if len(output + curr_output) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                if len(output + curr_output) >= MAX_MESSAGE_LENGTH:
                     self._send_msg(output)
                     output = curr_output
                 else:
@@ -1123,7 +1180,7 @@ class Telegram(RPCHandler):
                     f"({trade['profit_ratio']:.2%}) "
                     f"({trade['count']})</code>\n")
 
-                if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                if len(output + stat_line) >= MAX_MESSAGE_LENGTH:
                     self._send_msg(output, parse_mode=ParseMode.HTML)
                     output = stat_line
                 else:
@@ -1158,7 +1215,7 @@ class Telegram(RPCHandler):
                     f"({trade['profit_ratio']:.2%}) "
                     f"({trade['count']})</code>\n")
 
-                if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                if len(output + stat_line) >= MAX_MESSAGE_LENGTH:
                     self._send_msg(output, parse_mode=ParseMode.HTML)
                     output = stat_line
                 else:
@@ -1193,7 +1250,7 @@ class Telegram(RPCHandler):
                     f"({trade['profit_ratio']:.2%}) "
                     f"({trade['count']})</code>\n")
 
-                if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                if len(output + stat_line) >= MAX_MESSAGE_LENGTH:
                     self._send_msg(output, parse_mode=ParseMode.HTML)
                     output = stat_line
                 else:
@@ -1228,7 +1285,7 @@ class Telegram(RPCHandler):
                     f"({trade['profit']:.2%}) "
                     f"({trade['count']})</code>\n")
 
-                if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                if len(output + stat_line) >= MAX_MESSAGE_LENGTH:
                     self._send_msg(output, parse_mode=ParseMode.HTML)
                     output = stat_line
                 else:
@@ -1367,7 +1424,7 @@ class Telegram(RPCHandler):
                                           escape_markdown(logrec[2], version=2),
                                           escape_markdown(logrec[3], version=2),
                                           escape_markdown(logrec[4], version=2))
-                if len(msgs + msg) + 10 >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                if len(msgs + msg) + 10 >= MAX_MESSAGE_LENGTH:
                     # Send message immediately if it would become too long
                     self._send_msg(msgs, parse_mode=ParseMode.MARKDOWN_V2)
                     msgs = msg + '\n'

freqtrade/strategy/interface.py

@@ -472,10 +472,13 @@ 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/
@@ -486,10 +489,16 @@ 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
 
@@ -988,7 +997,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # ROI
         # Trailing stoploss
 
-        if stoplossflag.exit_type == ExitType.STOP_LOSS:
+        if stoplossflag.exit_type in (ExitType.STOP_LOSS, ExitType.LIQUIDATION):
 
             logger.debug(f"{trade.pair} - Stoploss hit. exit_type={stoplossflag.exit_type}")
             exits.append(stoplossflag)
@@ -1060,6 +1069,17 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         sl_higher_long = (trade.stop_loss >= (low or current_rate) and not trade.is_short)
         sl_lower_short = (trade.stop_loss <= (high or current_rate) and trade.is_short)
+        liq_higher_long = (trade.liquidation_price
+                           and trade.liquidation_price >= (low or current_rate)
+                           and not trade.is_short)
+        liq_lower_short = (trade.liquidation_price
+                           and trade.liquidation_price <= (high or current_rate)
+                           and trade.is_short)
+
+        if (liq_higher_long or liq_lower_short):
+            logger.debug(f"{trade.pair} - Liquidation price hit. exit_type=ExitType.LIQUIDATION")
+            return ExitCheckTuple(exit_type=ExitType.LIQUIDATION)
+
         # evaluate if the stoploss was hit if stoploss is not on exchange
         # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
         # regular stoploss handling.
@@ -1077,13 +1097,6 @@ class IStrategy(ABC, HyperStrategyMixin):
                     f"stoploss is {trade.stop_loss:.6f}, "
                     f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
                     f"trade opened at {trade.open_rate:.6f}")
-                new_stoploss = (
-                    trade.stop_loss + trade.initial_stop_loss
-                    if trade.is_short else
-                    trade.stop_loss - trade.initial_stop_loss
-                )
-                logger.debug(f"{trade.pair} - Trailing stop saved "
-                             f"{new_stoploss:.6f}")
 
             return ExitCheckTuple(exit_type=exit_type)
 

freqtrade/templates/base_config.json.j2

@@ -12,6 +12,7 @@
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "{{ fiat_display_currency }}",{{ ('\n    "timeframe": "' + timeframe + '",') if timeframe else '' }}
     "dry_run": {{ dry_run | lower }},
+    "dry_run_wallet": 1000,
     "cancel_open_orders_on_exit": false,
     "trading_mode": "{{ trading_mode }}",
     "margin_mode": "{{ margin_mode }}",

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -247,12 +247,16 @@ 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/
@@ -263,10 +267,16 @@ 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
 

requirements-dev.txt

@@ -6,7 +6,7 @@
 -r docs/requirements-docs.txt
 
 coveralls==3.3.1
-flake8==4.0.1
+flake8==5.0.4
 flake8-tidy-imports==4.8.0
 mypy==0.971
 pre-commit==2.20.0
@@ -25,6 +25,6 @@ nbconvert==6.5.0
 # mypy types
 types-cachetools==5.2.1
 types-filelock==3.2.7
-types-requests==2.28.3
+types-requests==2.28.8
 types-tabulate==0.8.11
 types-python-dateutil==2.8.19

requirements-hyperopt.txt

@@ -2,8 +2,8 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.8.1
+scipy==1.9.0
-scikit-learn==1.1.1
+scikit-learn==1.1.2
 scikit-optimize==0.9.0
 filelock==3.7.1
 progressbar2==4.0.0

requirements.txt

@@ -2,7 +2,7 @@ numpy==1.23.1
 pandas==1.4.3
 pandas-ta==0.3.14b
 
-ccxt==1.91.29
+ccxt==1.91.93
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==37.0.4
 aiohttp==3.8.1
@@ -11,8 +11,8 @@ python-telegram-bot==13.13
 arrow==1.2.2
 cachetools==4.2.2
 requests==2.28.1
-urllib3==1.26.10
+urllib3==1.26.11
-jsonschema==4.7.2
+jsonschema==4.9.1
 TA-Lib==0.4.24
 technical==1.3.0
 tabulate==0.8.10
@@ -28,7 +28,7 @@ py_find_1st==1.1.5
 # Load ticker files 30% faster
 python-rapidjson==1.8
 # Properly format api responses
-orjson==3.7.8
+orjson==3.7.11
 
 # Notify systemd
 sdnotify==0.3.2

tests/conftest.py

@@ -1627,8 +1627,8 @@ def limit_buy_order_open():
         'timestamp': arrow.utcnow().int_timestamp * 1000,
         'datetime': arrow.utcnow().isoformat(),
         'price': 0.00001099,
+        'average': 0.00001099,
         'amount': 90.99181073,
-        'average': None,
         'filled': 0.0,
         'cost': 0.0009999,
         'remaining': 90.99181073,
@@ -2817,6 +2817,7 @@ def limit_buy_order_usdt_open():
         'datetime': arrow.utcnow().isoformat(),
         'timestamp': arrow.utcnow().int_timestamp * 1000,
         'price': 2.00,
+        'average': 2.00,
         'amount': 30.0,
         'filled': 0.0,
         'cost': 60.0,

tests/conftest_trades_usdt.py

@@ -63,7 +63,7 @@ def mock_trade_usdt_1(fee, is_short: bool):
         open_rate=10.0,
         close_rate=8.0,
         close_profit=-0.2,
-        close_profit_abs=-4.0,
+        close_profit_abs=-4.09,
         exchange='binance',
         strategy='SampleStrategy',
         open_order_id=f'prod_exit_1_{direc(is_short)}',
@@ -183,7 +183,7 @@ def mock_trade_usdt_3(fee, is_short: bool):
         open_rate=1.0,
         close_rate=1.1,
         close_profit=0.1,
-        close_profit_abs=9.8425,
+        close_profit_abs=2.8425,
         exchange='binance',
         is_open=False,
         strategy='StrategyTestV2',

tests/data/test_dataprovider.py

@@ -311,3 +311,27 @@ def test_no_exchange_mode(default_conf):
 
     with pytest.raises(OperationalException, match=message):
         dp.available_pairs()
+
+
+def test_dp_send_msg(default_conf):
+
+    default_conf["runmode"] = RunMode.DRY_RUN
+
+    default_conf["timeframe"] = '1h'
+    dp = DataProvider(default_conf, None)
+    msg = 'Test message'
+    dp.send_msg(msg)
+
+    assert msg in dp._msg_queue
+    dp._msg_queue.pop()
+    assert msg not in dp._msg_queue
+    # Message is not resent due to caching
+    dp.send_msg(msg)
+    assert msg not in dp._msg_queue
+    dp.send_msg(msg, always_send=True)
+    assert msg in dp._msg_queue
+
+    default_conf["runmode"] = RunMode.BACKTEST
+    dp = DataProvider(default_conf, None)
+    dp.send_msg(msg, always_send=True)
+    assert msg not in dp._msg_queue

tests/edge/test_edge.py

@@ -136,7 +136,7 @@ def test_adjust(mocker, edge_conf):
     ))
 
     pairs = ['A/B', 'C/D', 'E/F', 'G/H']
-    assert(edge.adjust(pairs) == ['E/F', 'C/D'])
+    assert (edge.adjust(pairs) == ['E/F', 'C/D'])
 
 
 def test_stoploss(mocker, edge_conf):

tests/exchange/test_exchange.py

@@ -27,6 +27,57 @@ from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has
 # Make sure to always keep one exchange here which is NOT subclassed!!
 EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx', 'gateio']
 
+get_entry_rate_data = [
+    ('other', 20, 19, 10, 0.0, 20),  # Full ask side
+    ('ask', 20, 19, 10, 0.0, 20),  # Full ask side
+    ('ask', 20, 19, 10, 1.0, 10),  # Full last side
+    ('ask', 20, 19, 10, 0.5, 15),  # Between ask and last
+    ('ask', 20, 19, 10, 0.7, 13),  # Between ask and last
+    ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
+    ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
+    ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
+    ('ask', 20, 19, 10, None, 20),  # price_last_balance missing
+    ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
+    ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
+    ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
+    ('ask', 4, 5, None, 0, 4),  # last not available - uses ask
+    ('same', 21, 20, 10, 0.0, 20),  # Full bid side
+    ('bid', 21, 20, 10, 0.0, 20),  # Full bid side
+    ('bid', 21, 20, 10, 1.0, 10),  # Full last side
+    ('bid', 21, 20, 10, 0.5, 15),  # Between bid and last
+    ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
+    ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
+    ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
+    ('bid', 21, 20, 10, None, 20),  # price_last_balance missing
+    ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
+    ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
+    ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
+    ('bid', 6, 5, None, 1, 5),  # last not available - uses bid
+    ('bid', 6, 5, None, 0, 5),  # last not available - uses bid
+]
+
+get_sell_rate_data = [
+    ('bid', 12.0, 11.0, 11.5, 0.0, 11.0),  # full bid side
+    ('bid', 12.0, 11.0, 11.5, 1.0, 11.5),  # full last side
+    ('bid', 12.0, 11.0, 11.5, 0.5, 11.25),  # between bid and lat
+    ('bid', 12.0, 11.2, 10.5, 0.0, 11.2),  # Last smaller than bid
+    ('bid', 12.0, 11.2, 10.5, 1.0, 11.2),  # Last smaller than bid - uses bid
+    ('bid', 12.0, 11.2, 10.5, 0.5, 11.2),  # Last smaller than bid - uses bid
+    ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
+    ('bid', 0.003, 0.002, 0.005, None, 0.002),
+    ('ask', 12.0, 11.0, 12.5, 0.0, 12.0),  # full ask side
+    ('ask', 12.0, 11.0, 12.5, 1.0, 12.5),  # full last side
+    ('ask', 12.0, 11.0, 12.5, 0.5, 12.25),  # between bid and lat
+    ('ask', 12.2, 11.2, 10.5, 0.0, 12.2),  # Last smaller than ask
+    ('ask', 12.0, 11.0, 10.5, 1.0, 12.0),  # Last smaller than ask - uses ask
+    ('ask', 12.0, 11.2, 10.5, 0.5, 12.0),  # Last smaller than ask - uses ask
+    ('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
+    ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
+    ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
+    ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
+    ('ask', 0.006, 1.0, 11.0, None, 0.006),
+]
+
 
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs):
@@ -2360,34 +2411,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
         exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
 
 
-@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
+@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", get_entry_rate_data)
-    ('other', 20, 19, 10, 0.0, 20),  # Full ask side
-    ('ask', 20, 19, 10, 0.0, 20),  # Full ask side
-    ('ask', 20, 19, 10, 1.0, 10),  # Full last side
-    ('ask', 20, 19, 10, 0.5, 15),  # Between ask and last
-    ('ask', 20, 19, 10, 0.7, 13),  # Between ask and last
-    ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
-    ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
-    ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
-    ('ask', 20, 19, 10, None, 20),  # price_last_balance missing
-    ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
-    ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
-    ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
-    ('ask', 4, 5, None, 0, 4),  # last not available - uses ask
-    ('same', 21, 20, 10, 0.0, 20),  # Full bid side
-    ('bid', 21, 20, 10, 0.0, 20),  # Full bid side
-    ('bid', 21, 20, 10, 1.0, 10),  # Full last side
-    ('bid', 21, 20, 10, 0.5, 15),  # Between bid and last
-    ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
-    ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
-    ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
-    ('bid', 21, 20, 10, None, 20),  # price_last_balance missing
-    ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
-    ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
-    ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
-    ('bid', 6, 5, None, 1, 5),  # last not available - uses bid
-    ('bid', 6, 5, None, 0, 5),  # last not available - uses bid
-])
 def test_get_entry_rate(mocker, default_conf, caplog, side, ask, bid,
                         last, last_ab, expected) -> None:
     caplog.set_level(logging.DEBUG)
@@ -2411,27 +2435,7 @@ def test_get_entry_rate(mocker, default_conf, caplog, side, ask, bid,
     assert not log_has("Using cached entry rate for ETH/BTC.", caplog)
 
 
-@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
+@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', get_sell_rate_data)
-    ('bid', 12.0, 11.0, 11.5, 0.0, 11.0),  # full bid side
-    ('bid', 12.0, 11.0, 11.5, 1.0, 11.5),  # full last side
-    ('bid', 12.0, 11.0, 11.5, 0.5, 11.25),  # between bid and lat
-    ('bid', 12.0, 11.2, 10.5, 0.0, 11.2),  # Last smaller than bid
-    ('bid', 12.0, 11.2, 10.5, 1.0, 11.2),  # Last smaller than bid - uses bid
-    ('bid', 12.0, 11.2, 10.5, 0.5, 11.2),  # Last smaller than bid - uses bid
-    ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
-    ('bid', 0.003, 0.002, 0.005, None, 0.002),
-    ('ask', 12.0, 11.0, 12.5, 0.0, 12.0),  # full ask side
-    ('ask', 12.0, 11.0, 12.5, 1.0, 12.5),  # full last side
-    ('ask', 12.0, 11.0, 12.5, 0.5, 12.25),  # between bid and lat
-    ('ask', 12.2, 11.2, 10.5, 0.0, 12.2),  # Last smaller than ask
-    ('ask', 12.0, 11.0, 10.5, 1.0, 12.0),  # Last smaller than ask - uses ask
-    ('ask', 12.0, 11.2, 10.5, 0.5, 12.0),  # Last smaller than ask - uses ask
-    ('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
-    ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
-    ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
-    ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
-    ('ask', 0.006, 1.0, 11.0, None, 0.006),
-])
 def test_get_exit_rate(default_conf, mocker, caplog, side, bid, ask,
                        last, last_ab, expected) -> None:
     caplog.set_level(logging.DEBUG)
@@ -2481,14 +2485,14 @@ def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, is_sho
 
 
 @pytest.mark.parametrize('is_short,side,expected', [
-    (False, 'bid', 0.043936),  # Value from order_book_l2 fitxure - bids side
+    (False, 'bid', 0.043936),  # Value from order_book_l2 fixture - bids side
-    (False, 'ask', 0.043949),  # Value from order_book_l2 fitxure - asks side
+    (False, 'ask', 0.043949),  # Value from order_book_l2 fixture - asks side
-    (False, 'other', 0.043936),  # Value from order_book_l2 fitxure - bids side
+    (False, 'other', 0.043936),  # Value from order_book_l2 fixture - bids side
-    (False, 'same', 0.043949),  # Value from order_book_l2 fitxure - asks side
+    (False, 'same', 0.043949),  # Value from order_book_l2 fixture - asks side
-    (True, 'bid', 0.043936),  # Value from order_book_l2 fitxure - bids side
+    (True, 'bid', 0.043936),  # Value from order_book_l2 fixture - bids side
-    (True, 'ask', 0.043949),  # Value from order_book_l2 fitxure - asks side
+    (True, 'ask', 0.043949),  # Value from order_book_l2 fixture - asks side
-    (True, 'other', 0.043949),  # Value from order_book_l2 fitxure - asks side
+    (True, 'other', 0.043949),  # Value from order_book_l2 fixture - asks side
-    (True, 'same', 0.043936),  # Value from order_book_l2 fitxure - bids side
+    (True, 'same', 0.043936),  # Value from order_book_l2 fixture - bids side
 ])
 def test_get_exit_rate_orderbook(
         default_conf, mocker, caplog, is_short, side, expected, order_book_l2):
@@ -2521,7 +2525,8 @@ def test_get_exit_rate_orderbook_exception(default_conf, mocker, caplog):
     exchange = get_patched_exchange(mocker, default_conf)
     with pytest.raises(PricingError):
         exchange.get_rate(pair, refresh=True, side="exit", is_short=False)
-    assert log_has_re(r"Exit Price at location 1 from orderbook could not be determined\..*",
+    assert log_has_re(rf"{pair} - Exit Price at location 1 from orderbook "
+                      rf"could not be determined\..*",
                       caplog)
 
 
@@ -2548,6 +2553,84 @@ def test_get_exit_rate_exception(default_conf, mocker, is_short):
     assert exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short) == 0.13
 
 
+@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", get_entry_rate_data)
+@pytest.mark.parametrize("side2", ['bid', 'ask'])
+@pytest.mark.parametrize("use_order_book", [True, False])
+def test_get_rates_testing_buy(mocker, default_conf, caplog, side, ask, bid,
+                               last, last_ab, expected,
+                               side2, use_order_book, order_book_l2) -> None:
+    caplog.set_level(logging.DEBUG)
+    if last_ab is None:
+        del default_conf['entry_pricing']['price_last_balance']
+    else:
+        default_conf['entry_pricing']['price_last_balance'] = last_ab
+    default_conf['entry_pricing']['price_side'] = side
+    default_conf['exit_pricing']['price_side'] = side2
+    default_conf['exit_pricing']['use_order_book'] = use_order_book
+    api_mock = MagicMock()
+    api_mock.fetch_l2_order_book = order_book_l2
+    api_mock.fetch_ticker = MagicMock(
+        return_value={'ask': ask, 'last': last, 'bid': bid})
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+
+    assert exchange.get_rates('ETH/BTC', refresh=True, is_short=False)[0] == expected
+    assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
+
+    api_mock.fetch_l2_order_book.reset_mock()
+    api_mock.fetch_ticker.reset_mock()
+    assert exchange.get_rates('ETH/BTC', refresh=False, is_short=False)[0] == expected
+    assert log_has("Using cached buy rate for ETH/BTC.", caplog)
+    assert api_mock.fetch_l2_order_book.call_count == 0
+    assert api_mock.fetch_ticker.call_count == 0
+    # Running a 2nd time with Refresh on!
+    caplog.clear()
+
+    assert exchange.get_rates('ETH/BTC', refresh=True, is_short=False)[0] == expected
+    assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
+
+    assert api_mock.fetch_l2_order_book.call_count == int(use_order_book)
+    assert api_mock.fetch_ticker.call_count == 1
+
+
+@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', get_sell_rate_data)
+@pytest.mark.parametrize("side2", ['bid', 'ask'])
+@pytest.mark.parametrize("use_order_book", [True, False])
+def test_get_rates_testing_sell(default_conf, mocker, caplog, side, bid, ask,
+                                last, last_ab, expected,
+                                side2, use_order_book, order_book_l2) -> None:
+    caplog.set_level(logging.DEBUG)
+
+    default_conf['exit_pricing']['price_side'] = side
+    if last_ab is not None:
+        default_conf['exit_pricing']['price_last_balance'] = last_ab
+
+    default_conf['entry_pricing']['price_side'] = side2
+    default_conf['entry_pricing']['use_order_book'] = use_order_book
+    api_mock = MagicMock()
+    api_mock.fetch_l2_order_book = order_book_l2
+    api_mock.fetch_ticker = MagicMock(
+                return_value={'ask': ask, 'last': last, 'bid': bid})
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+
+    pair = "ETH/BTC"
+
+    # Test regular mode
+    rate = exchange.get_rates(pair, refresh=True, is_short=False)[1]
+    assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
+    assert isinstance(rate, float)
+    assert rate == expected
+    # Use caching
+    api_mock.fetch_l2_order_book.reset_mock()
+    api_mock.fetch_ticker.reset_mock()
+
+    rate = exchange.get_rates(pair, refresh=False, is_short=False)[1]
+    assert rate == expected
+    assert log_has("Using cached sell rate for ETH/BTC.", caplog)
+
+    assert api_mock.fetch_l2_order_book.call_count == 0
+    assert api_mock.fetch_ticker.call_count == 0
+
+
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 @pytest.mark.asyncio
 async def test___async_get_candle_history_sort(default_conf, mocker, exchange_name):
@@ -3727,8 +3810,8 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
         since=unix_time
     )
 
-    assert(isclose(expected_fees, fees_from_datetime))
+    assert (isclose(expected_fees, fees_from_datetime))
-    assert(isclose(expected_fees, fees_from_unix_time))
+    assert (isclose(expected_fees, fees_from_unix_time))
 
     ccxt_exceptionhandlers(
         mocker,
@@ -4099,20 +4182,6 @@ def test_get_or_calculate_liquidation_price(mocker, default_conf):
     )
     assert liq_price == 17.540699999999998
 
-    ccxt_exceptionhandlers(
-        mocker,
-        default_conf,
-        api_mock,
-        "binance",
-        "get_or_calculate_liquidation_price",
-        "fetch_positions",
-        pair="XRP/USDT",
-        open_rate=0.0,
-        is_short=False,
-        position=0.0,
-        wallet_balance=0.0,
-    )
-
 
 @pytest.mark.parametrize('exchange,rate_start,rate_end,d1,d2,amount,expected_fees', [
     ('binance', 0, 2, "2021-09-01 01:00:00", "2021-09-01 04:00:00",  30.0, 0.0),

tests/optimize/test_backtesting_adjust_position.py

@@ -1,8 +1,10 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
 from copy import deepcopy
+from unittest.mock import MagicMock
 
 import pandas as pd
+import pytest
 from arrow import Arrow
 
 from freqtrade.configuration import TimeRange
@@ -87,3 +89,87 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
         assert (round(ln.iloc[0]["open"], 6) == round(t["close_rate"], 6) or
                 round(ln.iloc[0]["low"], 6) < round(
                 t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
+
+
+def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> None:
+    default_conf['use_exit_signal'] = False
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=10)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
+    patch_exchange(mocker)
+    default_conf.update({
+        "stake_amount": 100.0,
+        "dry_run_wallet": 1000.0,
+        "strategy": "StrategyTestV3"
+    })
+    backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
+    pair = 'XRP/USDT'
+    row = [
+            pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
+            2.1,  # Open
+            2.2,  # High
+            1.9,  # Low
+            2.1,  # Close
+            1,  # enter_long
+            0,  # exit_long
+            0,  # enter_short
+            0,  # exit_short
+            '',  # enter_tag
+            '',  # exit_tag
+            ]
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
+    trade.orders[0].close_bt_order(row[0], trade)
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 100.0
+    assert pytest.approx(trade.amount) == 47.61904762
+    assert len(trade.orders) == 1
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=None)
+
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 100.0
+    assert pytest.approx(trade.amount) == 47.61904762
+    assert len(trade.orders) == 1
+    # Increase position by 100
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=100)
+
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 200.0
+    assert pytest.approx(trade.amount) == 95.23809524
+    assert len(trade.orders) == 2
+
+    # Reduce by more than amount - no change to trade.
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=-500)
+
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 200.0
+    assert pytest.approx(trade.amount) == 95.23809524
+    assert len(trade.orders) == 2
+    assert trade.nr_of_successful_entries == 2
+
+    # Reduce position by 50
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=-100)
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 100.0
+    assert pytest.approx(trade.amount) == 47.61904762
+    assert len(trade.orders) == 3
+    assert trade.nr_of_successful_entries == 2
+    assert trade.nr_of_successful_exits == 1
+
+    # Adjust below minimum
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=-99)
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 100.0
+    assert pytest.approx(trade.amount) == 47.61904762
+    assert len(trade.orders) == 3
+    assert trade.nr_of_successful_entries == 2
+    assert trade.nr_of_successful_exits == 1

tests/rpc/test_rpc.py

@@ -111,6 +111,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_entry_dist': -0.00010475,
         'stoploss_entry_dist_ratio': -0.10448878,
         'open_order': None,
+        'realized_profit': 0.0,
         'exchange': 'binance',
         'leverage': 1.0,
         'interest_rate': 0.0,
@@ -196,6 +197,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_entry_dist_ratio': -0.10448878,
         'open_order': None,
         'exchange': 'binance',
+        'realized_profit': 0.0,
         'leverage': 1.0,
         'interest_rate': 0.0,
         'liquidation_price': None,
@@ -312,10 +314,10 @@ def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee,
         # {'date': datetime.date(2022, 6, 11), 'abs_profit': 13.8299999,
         #  'starting_balance': 1055.37, 'rel_profit': 0.0131044,
         #  'fiat_value': 0.0, 'trade_count': 2}
-        assert day['abs_profit'] in (0.0, pytest.approx(13.8299999), pytest.approx(-4.0))
+        assert day['abs_profit'] in (0.0, pytest.approx(6.83), pytest.approx(-4.09))
-        assert day['rel_profit'] in (0.0, pytest.approx(0.01310441), pytest.approx(-0.00377583))
+        assert day['rel_profit'] in (0.0, pytest.approx(0.00642902), pytest.approx(-0.00383512))
         assert day['trade_count'] in (0, 1, 2)
-        assert day['starting_balance'] in (pytest.approx(1059.37), pytest.approx(1055.37))
+        assert day['starting_balance'] in (pytest.approx(1062.37), pytest.approx(1066.46))
         assert day['fiat_value'] in (0.0, )
     # ensure first day is current date
     assert str(days['data'][0]['date']) == str(datetime.utcnow().date())
@@ -433,9 +435,9 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
     create_mock_trades_usdt(fee)
 
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
-    assert pytest.approx(stats['profit_closed_coin']) == 9.83
+    assert pytest.approx(stats['profit_closed_coin']) == 2.74
     assert pytest.approx(stats['profit_closed_percent_mean']) == -1.67
-    assert pytest.approx(stats['profit_closed_fiat']) == 10.813
+    assert pytest.approx(stats['profit_closed_fiat']) == 3.014
     assert pytest.approx(stats['profit_all_coin']) == -77.45964918
     assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
     assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
@@ -841,7 +843,8 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
             'side': 'sell',
             'amount': amount,
             'remaining': amount,
-            'filled': 0.0
+            'filled': 0.0,
+            'id': trade.orders[0].order_id,
         }
     )
     msg = rpc._rpc_force_exit('3')
@@ -867,9 +870,9 @@ def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
 
     res = rpc._rpc_performance()
     assert len(res) == 3
-    assert res[0]['pair'] == 'XRP/USDT'
+    assert res[0]['pair'] == 'ETC/USDT'
     assert res[0]['count'] == 1
-    assert res[0]['profit_pct'] == 10.0
+    assert res[0]['profit_pct'] == 5.0
 
 
 def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
@@ -893,16 +896,16 @@ def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None
     res = rpc._rpc_enter_tag_performance(None)
 
     assert len(res) == 3
-    assert res[0]['enter_tag'] == 'TEST3'
+    assert res[0]['enter_tag'] == 'TEST1'
     assert res[0]['count'] == 1
-    assert res[0]['profit_pct'] == 10.0
+    assert res[0]['profit_pct'] == 5.0
 
     res = rpc._rpc_enter_tag_performance(None)
 
     assert len(res) == 3
-    assert res[0]['enter_tag'] == 'TEST3'
+    assert res[0]['enter_tag'] == 'TEST1'
     assert res[0]['count'] == 1
-    assert res[0]['profit_pct'] == 10.0
+    assert res[0]['profit_pct'] == 5.0
 
 
 def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
@@ -953,11 +956,11 @@ def test_exit_reason_performance_handle(default_conf_usdt, ticker, fee, mocker)
     res = rpc._rpc_exit_reason_performance(None)
 
     assert len(res) == 3
-    assert res[0]['exit_reason'] == 'roi'
+    assert res[0]['exit_reason'] == 'exit_signal'
     assert res[0]['count'] == 1
-    assert res[0]['profit_pct'] == 10.0
+    assert res[0]['profit_pct'] == 5.0
 
-    assert res[1]['exit_reason'] == 'exit_signal'
+    assert res[1]['exit_reason'] == 'roi'
     assert res[2]['exit_reason'] == 'Other'
 
 
@@ -1009,9 +1012,9 @@ def test_mix_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
     res = rpc._rpc_mix_tag_performance(None)
 
     assert len(res) == 3
-    assert res[0]['mix_tag'] == 'TEST3 roi'
+    assert res[0]['mix_tag'] == 'TEST1 exit_signal'
     assert res[0]['count'] == 1
-    assert res[0]['profit_pct'] == 10.0
+    assert res[0]['profit_pct'] == 5.0
 
 
 def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):

tests/rpc/test_rpc_apiserver.py

@@ -109,6 +109,9 @@ def test_api_ui_fallback(botclient, mocker):
     rc = client_get(client, "/something")
     assert rc.status_code == 200
 
+    rc = client_get(client, "/something.js")
+    assert rc.status_code == 200
+
     # Test directory traversal without mock
     rc = client_get(client, '%2F%2F%2Fetc/passwd')
     assert rc.status_code == 200
@@ -717,11 +720,11 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     (
         True,
         {'best_pair': 'ETC/BTC', 'best_rate': -0.5, 'best_pair_profit_ratio': -0.005,
-         'profit_all_coin': 43.61269123,
+         'profit_all_coin': 45.561959,
-         'profit_all_fiat': 538398.67323435, 'profit_all_percent_mean': 66.41,
+         'profit_all_fiat': 562462.39126200, 'profit_all_percent_mean': 66.41,
          'profit_all_ratio_mean': 0.664109545, 'profit_all_percent_sum': 398.47,
-         'profit_all_ratio_sum': 3.98465727, 'profit_all_percent': 4.36,
+         'profit_all_ratio_sum': 3.98465727, 'profit_all_percent': 4.56,
-         'profit_all_ratio': 0.043612222872799825, 'profit_closed_coin': -0.00673913,
+         'profit_all_ratio': 0.04556147, 'profit_closed_coin': -0.00673913,
          'profit_closed_fiat': -83.19455985, 'profit_closed_ratio_mean': -0.0075,
          'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
          'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
@@ -732,11 +735,11 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     (
         False,
         {'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
-         'profit_all_coin': -44.0631579,
+         'profit_all_coin': -45.79641127,
-         'profit_all_fiat': -543959.6842755, 'profit_all_percent_mean': -66.41,
+         'profit_all_fiat': -565356.69712815, 'profit_all_percent_mean': -66.41,
          'profit_all_ratio_mean': -0.6641100666666667, 'profit_all_percent_sum': -398.47,
-         'profit_all_ratio_sum': -3.9846604, 'profit_all_percent': -4.41,
+         'profit_all_ratio_sum': -3.9846604, 'profit_all_percent': -4.58,
-         'profit_all_ratio': -0.044063014216106644, 'profit_closed_coin': 0.00073913,
+         'profit_all_ratio': -0.045796261934205953, 'profit_closed_coin': 0.00073913,
          'profit_closed_fiat': 9.124559849999999, 'profit_closed_ratio_mean': 0.0075,
          'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
          'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
@@ -747,11 +750,11 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     (
         None,
         {'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
-         'profit_all_coin': -14.43790415,
+         'profit_all_coin': -14.94732578,
-         'profit_all_fiat': -178235.92673175, 'profit_all_percent_mean': 0.08,
+         'profit_all_fiat': -184524.7367541, 'profit_all_percent_mean': 0.08,
          'profit_all_ratio_mean': 0.000835751666666662, 'profit_all_percent_sum': 0.5,
-         'profit_all_ratio_sum': 0.005014509999999972, 'profit_all_percent': -1.44,
+         'profit_all_ratio_sum': 0.005014509999999972, 'profit_all_percent': -1.49,
-         'profit_all_ratio': -0.014437768014451796, 'profit_closed_coin': -0.00542913,
+         'profit_all_ratio': -0.014947184841095841, 'profit_closed_coin': -0.00542913,
          'profit_closed_fiat': -67.02260985, 'profit_closed_ratio_mean': 0.0025,
          'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
          'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
@@ -790,22 +793,22 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
         'first_trade_timestamp': ANY,
         'latest_trade_date': '5 minutes ago',
         'latest_trade_timestamp': ANY,
-        'profit_all_coin': expected['profit_all_coin'],
+        'profit_all_coin': pytest.approx(expected['profit_all_coin']),
-        'profit_all_fiat': expected['profit_all_fiat'],
+        'profit_all_fiat': pytest.approx(expected['profit_all_fiat']),
-        'profit_all_percent_mean': expected['profit_all_percent_mean'],
+        'profit_all_percent_mean': pytest.approx(expected['profit_all_percent_mean']),
-        'profit_all_ratio_mean': expected['profit_all_ratio_mean'],
+        'profit_all_ratio_mean': pytest.approx(expected['profit_all_ratio_mean']),
-        'profit_all_percent_sum': expected['profit_all_percent_sum'],
+        'profit_all_percent_sum': pytest.approx(expected['profit_all_percent_sum']),
-        'profit_all_ratio_sum': expected['profit_all_ratio_sum'],
+        'profit_all_ratio_sum': pytest.approx(expected['profit_all_ratio_sum']),
-        'profit_all_percent': expected['profit_all_percent'],
+        'profit_all_percent': pytest.approx(expected['profit_all_percent']),
-        'profit_all_ratio': expected['profit_all_ratio'],
+        'profit_all_ratio': pytest.approx(expected['profit_all_ratio']),
-        'profit_closed_coin': expected['profit_closed_coin'],
+        'profit_closed_coin': pytest.approx(expected['profit_closed_coin']),
-        'profit_closed_fiat': expected['profit_closed_fiat'],
+        'profit_closed_fiat': pytest.approx(expected['profit_closed_fiat']),
-        'profit_closed_ratio_mean': expected['profit_closed_ratio_mean'],
+        'profit_closed_ratio_mean': pytest.approx(expected['profit_closed_ratio_mean']),
-        'profit_closed_percent_mean': expected['profit_closed_percent_mean'],
+        'profit_closed_percent_mean': pytest.approx(expected['profit_closed_percent_mean']),
-        'profit_closed_ratio_sum': expected['profit_closed_ratio_sum'],
+        'profit_closed_ratio_sum': pytest.approx(expected['profit_closed_ratio_sum']),
-        'profit_closed_percent_sum': expected['profit_closed_percent_sum'],
+        'profit_closed_percent_sum': pytest.approx(expected['profit_closed_percent_sum']),
-        'profit_closed_ratio': expected['profit_closed_ratio'],
+        'profit_closed_ratio': pytest.approx(expected['profit_closed_ratio']),
-        'profit_closed_percent': expected['profit_closed_percent'],
+        'profit_closed_percent': pytest.approx(expected['profit_closed_percent']),
         'trade_count': 6,
         'closed_trade_count': 2,
         'winning_trades': expected['winning_trades'],

tests/rpc/test_rpc_manager.py

@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 import time
+from collections import deque
 from unittest.mock import MagicMock
 
 from freqtrade.enums import RPCMessageType
@@ -81,9 +82,25 @@ def test_send_msg_telegram_disabled(mocker, default_conf, caplog) -> None:
     assert telegram_mock.call_count == 0
 
 
+def test_process_msg_queue(mocker, default_conf, caplog) -> None:
+    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
+    mocker.patch('freqtrade.rpc.telegram.Telegram._init')
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    rpc_manager = RPCManager(freqtradebot)
+    queue = deque()
+    queue.append('Test message')
+    queue.append('Test message 2')
+    rpc_manager.process_msg_queue(queue)
+
+    assert log_has("Sending rpc message: {'type': strategy_msg, 'msg': 'Test message'}", caplog)
+    assert log_has("Sending rpc message: {'type': strategy_msg, 'msg': 'Test message 2'}", caplog)
+    assert telegram_mock.call_count == 2
+
+
 def test_send_msg_telegram_enabled(mocker, default_conf, caplog) -> None:
-    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
+    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
-    mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
+    mocker.patch('freqtrade.rpc.telegram.Telegram._init')
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     rpc_manager = RPCManager(freqtradebot)

tests/rpc/test_rpc_telegram.py

@@ -272,7 +272,7 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None:
     msg = msg_mock.call_args_list[0][0][0]
     assert re.search(r'Number of Entries.*2', msg)
     assert re.search(r'Average Entry Price', msg)
-    assert re.search(r'Order filled at', msg)
+    assert re.search(r'Order filled', msg)
     assert re.search(r'Close Date:', msg) is None
     assert re.search(r'Close Profit:', msg) is None
 
@@ -342,7 +342,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
     # close_rate should not be included in the message as the trade is not closed
     # and no line should be empty
     lines = msg_mock.call_args_list[0][0][0].split('\n')
-    assert '' not in lines
+    assert '' not in lines[:-1]
     assert 'Close Rate' not in ''.join(lines)
     assert 'Close Profit' not in ''.join(lines)
 
@@ -357,13 +357,29 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
     telegram._status(update=update, context=context)
 
     lines = msg_mock.call_args_list[0][0][0].split('\n')
-    assert '' not in lines
+    assert '' not in lines[:-1]
     assert 'Close Rate' not in ''.join(lines)
     assert 'Close Profit' not in ''.join(lines)
 
     assert msg_mock.call_count == 2
     assert 'LTC/BTC' in msg_mock.call_args_list[0][0][0]
 
+    mocker.patch('freqtrade.rpc.telegram.MAX_MESSAGE_LENGTH', 500)
+
+    msg_mock.reset_mock()
+    context = MagicMock()
+    context.args = ["2"]
+    telegram._status(update=update, context=context)
+
+    assert msg_mock.call_count == 2
+
+    msg1 = msg_mock.call_args_list[0][0][0]
+    msg2 = msg_mock.call_args_list[1][0][0]
+
+    assert 'Close Rate' not in msg1
+    assert 'Trade ID:* `2`' in msg1
+    assert 'Trade ID:* `2` - continued' in msg2
+
 
 def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
     mocker.patch.multiple(
@@ -433,10 +449,10 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machi
     assert "Daily Profit over the last 2 days</b>:" in msg_mock.call_args_list[0][0][0]
     assert 'Day ' in msg_mock.call_args_list[0][0][0]
     assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
-    assert '  13.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  6.83 USDT' in msg_mock.call_args_list[0][0][0]
-    assert '  15.21 USD' in msg_mock.call_args_list[0][0][0]
+    assert '  7.51 USD' in msg_mock.call_args_list[0][0][0]
     assert '(2)' in msg_mock.call_args_list[0][0][0]
-    assert '(2)  13.83 USDT  15.21 USD  1.31%' in msg_mock.call_args_list[0][0][0]
+    assert '(2)  6.83 USDT  7.51 USD  0.64%' in msg_mock.call_args_list[0][0][0]
     assert '(0)' in msg_mock.call_args_list[0][0][0]
 
     # Reset msg_mock
@@ -447,8 +463,8 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machi
     assert "Daily Profit over the last 7 days</b>:" in msg_mock.call_args_list[0][0][0]
     assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
     assert str((datetime.utcnow() - timedelta(days=5)).date()) in msg_mock.call_args_list[0][0][0]
-    assert '  13.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  6.83 USDT' in msg_mock.call_args_list[0][0][0]
-    assert '  15.21 USD' in msg_mock.call_args_list[0][0][0]
+    assert '  7.51 USD' in msg_mock.call_args_list[0][0][0]
     assert '(2)' in msg_mock.call_args_list[0][0][0]
     assert '(1)' in msg_mock.call_args_list[0][0][0]
     assert '(0)' in msg_mock.call_args_list[0][0][0]
@@ -460,8 +476,8 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machi
     context = MagicMock()
     context.args = ["1"]
     telegram._daily(update=update, context=context)
-    assert '  13.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  6.83 USDT' in msg_mock.call_args_list[0][0][0]
-    assert '  15.21 USD' in msg_mock.call_args_list[0][0][0]
+    assert '  7.51 USD' in msg_mock.call_args_list[0][0][0]
     assert '(2)' in msg_mock.call_args_list[0][0][0]
 
 
@@ -523,8 +539,8 @@ def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mach
     today = datetime.utcnow().date()
     first_iso_day_of_current_week = today - timedelta(days=today.weekday())
     assert str(first_iso_day_of_current_week) in msg_mock.call_args_list[0][0][0]
-    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  2.74 USDT' in msg_mock.call_args_list[0][0][0]
-    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '  3.01 USD' in msg_mock.call_args_list[0][0][0]
     assert '(3)' in msg_mock.call_args_list[0][0][0]
     assert '(0)' in msg_mock.call_args_list[0][0][0]
 
@@ -536,8 +552,8 @@ def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mach
     assert "Weekly Profit over the last 8 weeks (starting from Monday)</b>:" \
            in msg_mock.call_args_list[0][0][0]
     assert 'Weekly' in msg_mock.call_args_list[0][0][0]
-    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  2.74 USDT' in msg_mock.call_args_list[0][0][0]
-    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '  3.01 USD' in msg_mock.call_args_list[0][0][0]
     assert '(3)' in msg_mock.call_args_list[0][0][0]
     assert '(0)' in msg_mock.call_args_list[0][0][0]
 
@@ -592,8 +608,8 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mac
     today = datetime.utcnow().date()
     current_month = f"{today.year}-{today.month:02} "
     assert current_month in msg_mock.call_args_list[0][0][0]
-    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  2.74 USDT' in msg_mock.call_args_list[0][0][0]
-    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '  3.01 USD' in msg_mock.call_args_list[0][0][0]
     assert '(3)' in msg_mock.call_args_list[0][0][0]
     assert '(0)' in msg_mock.call_args_list[0][0][0]
 
@@ -606,8 +622,8 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mac
     assert 'Monthly Profit over the last 6 months</b>:' in msg_mock.call_args_list[0][0][0]
     assert 'Month ' in msg_mock.call_args_list[0][0][0]
     assert current_month in msg_mock.call_args_list[0][0][0]
-    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  2.74 USDT' in msg_mock.call_args_list[0][0][0]
-    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '  3.01 USD' in msg_mock.call_args_list[0][0][0]
     assert '(3)' in msg_mock.call_args_list[0][0][0]
     assert '(0)' in msg_mock.call_args_list[0][0][0]
 
@@ -620,8 +636,8 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mac
     telegram._monthly(update=update, context=context)
     assert msg_mock.call_count == 1
     assert 'Monthly Profit over the last 12 months</b>:' in msg_mock.call_args_list[0][0][0]
-    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  2.74 USDT' in msg_mock.call_args_list[0][0][0]
-    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '  3.01 USD' in msg_mock.call_args_list[0][0][0]
     assert '(3)' in msg_mock.call_args_list[0][0][0]
 
     # The one-digit months should contain a zero, Eg: September 2021 = "2021-09"
@@ -959,6 +975,9 @@ def test_telegram_forceexit_handle(default_conf, update, ticker, fee,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
+        'stake_amount': 0.0009999999999054,
+        'sub_trade': False,
+        'cumulative_profit': 0.0,
     } == last_msg
 
 
@@ -1028,6 +1047,9 @@ def test_telegram_force_exit_down_handle(default_conf, update, ticker, fee,
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
+        'stake_amount': 0.0009999999999054,
+        'sub_trade': False,
+        'cumulative_profit': 0.0,
     } == last_msg
 
 
@@ -1087,6 +1109,9 @@ def test_forceexit_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
+        'stake_amount': 0.0009999999999054,
+        'sub_trade': False,
+        'cumulative_profit': 0.0,
     } == msg
 
 
@@ -1259,7 +1284,7 @@ def test_telegram_performance_handle(default_conf_usdt, update, ticker, fee, moc
     telegram._performance(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>XRP/USDT\t9.842 USDT (10.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>XRP/USDT\t2.842 USDT (10.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
 
 
 def test_telegram_entry_tag_performance_handle(
@@ -1309,7 +1334,7 @@ def test_telegram_exit_reason_performance_handle(default_conf_usdt, update, tick
     telegram._exit_reason_performance(update=update, context=context)
     assert msg_mock.call_count == 1
     assert 'Exit Reason Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>roi\t9.842 USDT (10.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>roi\t2.842 USDT (10.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
     context.args = ['XRP/USDT']
 
     telegram._exit_reason_performance(update=update, context=context)
@@ -1341,7 +1366,7 @@ def test_telegram_mix_tag_performance_handle(default_conf_usdt, update, ticker,
     telegram._mix_tag_performance(update=update, context=context)
     assert msg_mock.call_count == 1
     assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0]
-    assert ('<code>TEST3 roi\t9.842 USDT (10.00%) (1)</code>'
+    assert ('<code>TEST3 roi\t2.842 USDT (10.00%) (1)</code>'
             in msg_mock.call_args_list[0][0][0])
 
     context.args = ['XRP/USDT']
@@ -1507,7 +1532,7 @@ def test_telegram_logs(default_conf, update, mocker) -> None:
 
     msg_mock.reset_mock()
     # Test with changed MaxMessageLength
-    mocker.patch('freqtrade.rpc.telegram.MAX_TELEGRAM_MESSAGE_LENGTH', 200)
+    mocker.patch('freqtrade.rpc.telegram.MAX_MESSAGE_LENGTH', 200)
     context = MagicMock()
     context.args = []
     telegram._logs(update=update, context=context)
@@ -1789,7 +1814,6 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
         'leverage': leverage,
         'stake_amount': 0.01465333,
         'direction': entered,
-        # 'stake_amount_fiat': 0.0,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'open_rate': 1.099e-05,
@@ -1806,6 +1830,33 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
         '*Total:* `(0.01465333 BTC, 180.895 USD)`'
     )
 
+    msg_mock.reset_mock()
+    telegram.send_msg({
+        'type': message_type,
+        'trade_id': 1,
+        'enter_tag': enter_signal,
+        'exchange': 'Binance',
+        'pair': 'ETH/BTC',
+        'leverage': leverage,
+        'stake_amount': 0.01465333,
+        'sub_trade': True,
+        'direction': entered,
+        'stake_currency': 'BTC',
+        'fiat_currency': 'USD',
+        'open_rate': 1.099e-05,
+        'amount': 1333.3333333333335,
+        'open_date': arrow.utcnow().shift(hours=-1)
+    })
+
+    assert msg_mock.call_args[0][0] == (
+        f'\N{CHECK MARK} *Binance (dry):* {entered}ed ETH/BTC (#1)\n'
+        f'*Enter Tag:* `{enter_signal}`\n'
+        '*Amount:* `1333.33333333`\n'
+        f"{leverage_text}"
+        '*Open Rate:* `0.00001099`\n'
+        '*Total:* `(0.01465333 BTC, 180.895 USD)`'
+    )
+
 
 def test_send_msg_sell_notification(default_conf, mocker) -> None:
 
@@ -1840,12 +1891,51 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         '*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
         '*Enter Tag:* `buy_signal1`\n'
         '*Exit Reason:* `stop_loss`\n'
-        '*Duration:* `1:00:00 (60.0 min)`\n'
         '*Direction:* `Long`\n'
         '*Amount:* `1333.33333333`\n'
         '*Open Rate:* `0.00007500`\n'
         '*Current Rate:* `0.00003201`\n'
-        '*Close Rate:* `0.00003201`'
+        '*Exit Rate:* `0.00003201`\n'
+        '*Duration:* `1:00:00 (60.0 min)`'
+    )
+
+    msg_mock.reset_mock()
+    telegram.send_msg({
+        'type': RPCMessageType.EXIT,
+        'trade_id': 1,
+        'exchange': 'Binance',
+        'pair': 'KEY/ETH',
+        'direction': 'Long',
+        'gain': 'loss',
+        'limit': 3.201e-05,
+        'amount': 1333.3333333333335,
+        'order_type': 'market',
+        'open_rate': 7.5e-05,
+        'current_rate': 3.201e-05,
+        'cumulative_profit': -0.15746268,
+        'profit_amount': -0.05746268,
+        'profit_ratio': -0.57405275,
+        'stake_currency': 'ETH',
+        'fiat_currency': 'USD',
+        'enter_tag': 'buy_signal1',
+        'exit_reason': ExitType.STOP_LOSS.value,
+        'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
+        'close_date': arrow.utcnow(),
+        'stake_amount': 0.01,
+        'sub_trade': True,
+    })
+    assert msg_mock.call_args[0][0] == (
+        '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
+        '*Unrealized Sub Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
+        '*Cumulative Profit:* (`-0.15746268 ETH / -24.812 USD`)\n'
+        '*Enter Tag:* `buy_signal1`\n'
+        '*Exit Reason:* `stop_loss`\n'
+        '*Direction:* `Long`\n'
+        '*Amount:* `1333.33333333`\n'
+        '*Open Rate:* `0.00007500`\n'
+        '*Current Rate:* `0.00003201`\n'
+        '*Exit Rate:* `0.00003201`\n'
+        '*Remaining:* `(0.01 ETH, -24.812 USD)`'
         )
 
     msg_mock.reset_mock()
@@ -1871,15 +1961,15 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] == (
         '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
-        '*Unrealized Profit:* `-57.41%`\n'
+        '*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
         '*Enter Tag:* `buy_signal1`\n'
         '*Exit Reason:* `stop_loss`\n'
-        '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
         '*Direction:* `Long`\n'
         '*Amount:* `1333.33333333`\n'
         '*Open Rate:* `0.00007500`\n'
         '*Current Rate:* `0.00003201`\n'
-        '*Close Rate:* `0.00003201`'
+        '*Exit Rate:* `0.00003201`\n'
+        '*Duration:* `1 day, 2:30:00 (1590.0 min)`'
     )
     # Reset singleton function to avoid random breaks
     telegram._rpc._fiat_converter.convert_amount = old_convamount
@@ -1954,15 +2044,15 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
     assert msg_mock.call_args[0][0] == (
         '\N{WARNING SIGN} *Binance (dry):* Exited KEY/ETH (#1)\n'
-        '*Profit:* `-57.41%`\n'
+        '*Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Exit Reason:* `stop_loss`\n'
-        '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
         f"*Direction:* `{direction}`\n"
         f"{leverage_text}"
         '*Amount:* `1333.33333333`\n'
         '*Open Rate:* `0.00007500`\n'
-        '*Close Rate:* `0.00003201`'
+        '*Exit Rate:* `0.00003201`\n'
+        '*Duration:* `1 day, 2:30:00 (1590.0 min)`'
     )
 
 
@@ -1994,6 +2084,16 @@ def test_startup_notification(default_conf, mocker) -> None:
     assert msg_mock.call_args[0][0] == '*Custom:* `Hello World`'
 
 
+def test_send_msg_strategy_msg_notification(default_conf, mocker) -> None:
+
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram.send_msg({
+        'type': RPCMessageType.STRATEGY_MSG,
+        'msg': 'hello world, Test msg'
+    })
+    assert msg_mock.call_args[0][0] == 'hello world, Test msg'
+
+
 def test_send_msg_unknown_type(default_conf, mocker) -> None:
     telegram, _, _ = get_telegram_testobject(mocker, default_conf)
     with pytest.raises(NotImplementedError, match=r'Unknown message type: None'):
@@ -2080,16 +2180,16 @@ def test_send_msg_sell_notification_no_fiat(
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
     assert msg_mock.call_args[0][0] == (
         '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
-        '*Unrealized Profit:* `-57.41%`\n'
+        '*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Exit Reason:* `stop_loss`\n'
-        '*Duration:* `2:35:03 (155.1 min)`\n'
         f'*Direction:* `{direction}`\n'
         f'{leverage_text}'
         '*Amount:* `1333.33333333`\n'
         '*Open Rate:* `0.00007500`\n'
         '*Current Rate:* `0.00003201`\n'
-        '*Close Rate:* `0.00003201`'
+        '*Exit Rate:* `0.00003201`\n'
+        '*Duration:* `2:35:03 (155.1 min)`'
     )
 
 

tests/strategy/strats/strategy_test_v3.py

@@ -185,9 +185,12 @@ class StrategyTestV3(IStrategy):
 
         return 3.0
 
-    def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float,
+    def adjust_trade_position(self, trade: Trade, current_time: datetime,
-                              current_profit: float,
+                              current_rate: float, current_profit: float,
-                              min_stake: Optional[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]:
 
         if current_profit < -0.0075:
             orders = trade.select_filled_orders(trade.entry_side)

tests/strategy/test_interface.py

@@ -408,28 +408,31 @@ def test_min_roi_reached3(default_conf, fee) -> None:
 
 
 @pytest.mark.parametrize(
-    'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
+    'profit,adjusted,expected,liq,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
         # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
         #   enable custom stoploss, expected after 1st call, expected after 2nd call
-        (0.2, 0.9, ExitType.NONE, False, False, 0.3, 0.9, ExitType.NONE, None),
+        (0.2, 0.9, ExitType.NONE, None, False, False, 0.3, 0.9, ExitType.NONE, None),
-        (0.2, 0.9, ExitType.NONE, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
+        (0.2, 0.9, ExitType.NONE, None, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
-        (0.2, 1.14, ExitType.NONE, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS, None),
+        (0.2, 0.9, ExitType.NONE, 0.8, False, False, -0.2, 0.9, ExitType.LIQUIDATION, None),
-        (0.01, 0.96, ExitType.NONE, True, False, 0.05, 1, ExitType.NONE, None),
+        (0.2, 1.14, ExitType.NONE, None, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS,
-        (0.05, 1, ExitType.NONE, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
+         None),
+        (0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 1, ExitType.NONE, None),
+        (0.05, 1, ExitType.NONE, None, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
         # Default custom case - trails with 10%
-        (0.05, 0.95, ExitType.NONE, False, True, -0.02, 0.95, ExitType.NONE, None),
+        (0.05, 0.95, ExitType.NONE, None, False, True, -0.02, 0.95, ExitType.NONE, None),
-        (0.05, 0.95, ExitType.NONE, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS, None),
+        (0.05, 0.95, ExitType.NONE, None, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS,
-        (0.05, 1, ExitType.NONE, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
+         None),
+        (0.05, 1, ExitType.NONE, None, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
          lambda **kwargs: -0.05),
-        (0.05, 1, ExitType.NONE, False, True, 0.09, 1.04, ExitType.NONE,
+        (0.05, 1, ExitType.NONE, None, False, True, 0.09, 1.04, ExitType.NONE,
          lambda **kwargs: -0.05),
-        (0.05, 0.95, ExitType.NONE, False, True, 0.09, 0.98, ExitType.NONE,
+        (0.05, 0.95, ExitType.NONE, None, False, True, 0.09, 0.98, ExitType.NONE,
          lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)),
         # Error case - static stoploss in place
-        (0.05, 0.9, ExitType.NONE, False, True, 0.09, 0.9, ExitType.NONE,
+        (0.05, 0.9, ExitType.NONE, None, False, True, 0.09, 0.9, ExitType.NONE,
          lambda **kwargs: None),
     ])
-def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
+def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, liq, trailing, custom,
                            profit2, adjusted2, expected2, custom_stop) -> None:
 
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -442,6 +445,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
         fee_close=fee.return_value,
         exchange='binance',
         open_rate=1,
+        liquidation_price=liq,
     )
     trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
     strategy.trailing_stop = trailing

tests/test_freqtradebot.py

@@ -68,8 +68,14 @@ def test_process_stopped(mocker, default_conf_usdt) -> None:
     assert coo_mock.call_count == 1
 
 
+def test_process_calls_sendmsg(mocker, default_conf_usdt) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+    freqtrade.process()
+    assert freqtrade.rpc.process_msg_queue.call_count == 1
+
+
 def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None:
-    mock_cleanup = mocker.patch('freqtrade.freqtradebot.cleanup_db')
+    mock_cleanup = mocker.patch('freqtrade.freqtradebot.Trade.commit')
     coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     freqtrade.cleanup()
@@ -837,8 +843,8 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
 
     # In case of closed order
     order['status'] = 'closed'
-    order['price'] = 10
+    order['average'] = 10
-    order['cost'] = 100
+    order['cost'] = 300
     order['id'] = '444'
 
     mocker.patch('freqtrade.exchange.Exchange.create_order',
@@ -849,7 +855,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     assert trade
     assert trade.open_order_id is None
     assert trade.open_rate == 10
-    assert trade.stake_amount == round(order['price'] * order['filled'] / leverage, 8)
+    assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
     assert pytest.approx(trade.liquidation_price) == liq_price
 
     # In case of rejected or expired order and partially filled
@@ -857,8 +863,8 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     order['amount'] = 30.0
     order['filled'] = 20.0
     order['remaining'] = 10.00
-    order['price'] = 0.5
+    order['average'] = 0.5
-    order['cost'] = 15.0
+    order['cost'] = 10.0
     order['id'] = '555'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=order))
@@ -866,9 +872,9 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade = Trade.query.all()[3]
     trade.is_short = is_short
     assert trade
-    assert trade.open_order_id == '555'
+    assert trade.open_order_id is None
     assert trade.open_rate == 0.5
-    assert trade.stake_amount == round(order['price'] * order['filled'] / leverage, 8)
+    assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
 
     # Test with custom stake
     order['status'] = 'open'
@@ -895,7 +901,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     order['amount'] = 30.0 * leverage
     order['filled'] = 0.0
     order['remaining'] = 30.0
-    order['price'] = 0.5
+    order['average'] = 0.5
     order['cost'] = 0.0
     order['id'] = '66'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
@@ -1077,7 +1083,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
             'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': enter_order['id']},
+            enter_order,
             exit_order,
         ]),
         get_fee=fee,
@@ -1103,20 +1109,20 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     # should do nothing and return false
     trade.is_open = True
     trade.open_order_id = None
-    trade.stoploss_order_id = 100
+    trade.stoploss_order_id = "100"
 
     hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
     mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order)
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert trade.stoploss_order_id == 100
+    assert trade.stoploss_order_id == "100"
 
     # Third case: when stoploss was set but it was canceled for some reason
     # should set a stoploss immediately and return False
     caplog.clear()
     trade.is_open = True
     trade.open_order_id = None
-    trade.stoploss_order_id = 100
+    trade.stoploss_order_id = "100"
 
     canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
     mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order)
@@ -2033,6 +2039,7 @@ def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit
 
     trade = MagicMock()
     trade.open_order_id = '123'
+    trade.amount = 123
 
     # Test raise of OperationalException exception
     mocker.patch(
@@ -2346,9 +2353,9 @@ def test_close_trade(
     trade.is_short = is_short
     assert trade
 
-    oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], 'buy')
+    oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], trade.enter_side)
     trade.update_trade(oobj)
-    oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], 'sell')
+    oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], trade.exit_side)
     trade.update_trade(oobj)
     assert trade.is_open is False
 
@@ -2391,8 +2398,8 @@ def test_manage_open_orders_entry_usercustom(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=old_order),
-        cancel_order_with_result=cancel_order_wr_mock,
         cancel_order=cancel_order_mock,
+        cancel_order_with_result=cancel_order_wr_mock,
         get_fee=fee
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
@@ -2440,7 +2447,9 @@ def test_manage_open_orders_entry(
 ) -> None:
     old_order = limit_sell_order_old if is_short else limit_buy_order_old
     rpc_mock = patch_RPCManager(mocker)
-    old_order['id'] = open_trade.open_order_id
+    open_trade.open_order_id = old_order['id']
+    order = Order.parse_from_ccxt_object(old_order, 'mocked', 'buy')
+    open_trade.orders[0] = order
     limit_buy_cancel = deepcopy(old_order)
     limit_buy_cancel['status'] = 'canceled'
     cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
@@ -2631,7 +2640,9 @@ def test_manage_open_orders_exit_usercustom(
     is_short, open_trade_usdt, caplog
 ) -> None:
     default_conf_usdt["unfilledtimeout"] = {"entry": 1440, "exit": 1440, "exit_timeout_count": 1}
-    limit_sell_order_old['id'] = open_trade_usdt.open_order_id
+    open_trade_usdt.open_order_id = limit_sell_order_old['id']
+    order = Order.parse_from_ccxt_object(limit_sell_order_old, 'mocked', 'sell')
+    open_trade_usdt.orders[0] = order
     if is_short:
         limit_sell_order_old['side'] = 'buy'
         open_trade_usdt.is_short = is_short
@@ -3244,6 +3255,9 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
+        'sub_trade': False,
+        'cumulative_profit': 0.0,
+        'stake_amount': pytest.approx(60),
     } == last_msg
 
 
@@ -3304,6 +3318,9 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
+        'sub_trade': False,
+        'cumulative_profit': 0.0,
+        'stake_amount': pytest.approx(60),
     } == last_msg
 
 
@@ -3385,6 +3402,9 @@ def test_execute_trade_exit_custom_exit_price(
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
+        'sub_trade': False,
+        'cumulative_profit': 0.0,
+        'stake_amount': pytest.approx(60),
     } == last_msg
 
 
@@ -3453,6 +3473,9 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
+        'sub_trade': False,
+        'cumulative_profit': 0.0,
+        'stake_amount': pytest.approx(60),
     } == last_msg
 
 
@@ -3684,7 +3707,7 @@ def test_execute_trade_exit_market_order(
     )
 
     assert not trade.is_open
-    assert trade.close_profit == profit_ratio
+    assert pytest.approx(trade.close_profit) == profit_ratio
 
     assert rpc_mock.call_count == 4
     last_msg = rpc_mock.call_args_list[-2][0][0]
@@ -3712,6 +3735,9 @@ def test_execute_trade_exit_market_order(
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,
+        'sub_trade': False,
+        'cumulative_profit': 0.0,
+        'stake_amount': pytest.approx(60),
 
     } == last_msg
 
@@ -3783,7 +3809,7 @@ def test_exit_profit_only(
             'last': bid
         }),
         create_order=MagicMock(side_effect=[
-            limit_order_open[eside],
+            limit_order[eside],
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -4075,7 +4101,7 @@ def test_trailing_stop_loss_positive(
             'last': enter_price - (-0.01 if is_short else 0.01),
         }),
         create_order=MagicMock(side_effect=[
-            limit_order_open[eside],
+            limit_order[eside],
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -4626,7 +4652,7 @@ def test_order_book_entry_pricing1(mocker, default_conf_usdt, order_book_l2, exc
         with pytest.raises(PricingError):
             freqtrade.exchange.get_rate('ETH/USDT', side="entry", is_short=False, refresh=True)
         assert log_has_re(
-            r'Entry Price at location 1 from orderbook could not be determined.', caplog)
+            r'ETH/USDT - Entry Price at location 1 from orderbook could not be determined.', caplog)
     else:
         assert freqtrade.exchange.get_rate(
             'ETH/USDT', side="entry", is_short=False, refresh=True) == 0.043935
@@ -4705,7 +4731,8 @@ def test_order_book_exit_pricing(
                  return_value={'bids': [[]], 'asks': [[]]})
     with pytest.raises(PricingError):
         freqtrade.handle_trade(trade)
-    assert log_has_re(r'Exit Price at location 1 from orderbook could not be determined\..*',
+    assert log_has_re(
+        r"ETH/USDT - Exit Price at location 1 from orderbook could not be determined\..*",
         caplog)
 
 
@@ -5379,7 +5406,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
         'status': None,
         'price': 9,
         'amount': 12,
-        'cost': 100,
+        'cost': 108,
         'ft_is_open': True,
         'id': '651',
         'order_id': '651'
@@ -5474,7 +5501,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     assert trade.open_order_id is None
     assert pytest.approx(trade.open_rate) == 9.90909090909
     assert trade.amount == 22
-    assert trade.stake_amount == 218
+    assert pytest.approx(trade.stake_amount) == 218
 
     orders = Order.query.all()
     assert orders
@@ -5527,6 +5554,329 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     # Make sure the closed order is found as the second order.
     order = trade.select_order('buy', False)
     assert order.order_id == '652'
+    closed_sell_dca_order_1 = {
+        'ft_pair': pair,
+        'status': 'closed',
+        'ft_order_side': 'sell',
+        'side': 'sell',
+        'type': 'limit',
+        'price': 8,
+        'average': 8,
+        'amount': 15,
+        'filled': 15,
+        'cost': 120,
+        'ft_is_open': False,
+        'id': '653',
+        'order_id': '653'
+    }
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=closed_sell_dca_order_1))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
+                 MagicMock(return_value=closed_sell_dca_order_1))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+                 MagicMock(return_value=closed_sell_dca_order_1))
+    assert freqtrade.execute_trade_exit(trade=trade, limit=8,
+                                        exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
+                                        sub_trade_amt=15)
+
+    # Assert trade is as expected (averaged dca)
+    trade = Trade.query.first()
+    assert trade
+    assert trade.open_order_id is None
+    assert trade.is_open
+    assert trade.amount == 22
+    assert trade.stake_amount == 192.05405405405406
+    assert pytest.approx(trade.open_rate) == 8.729729729729
+
+    orders = Order.query.all()
+    assert orders
+    assert len(orders) == 4
+
+    # Make sure the closed order is found as the second order.
+    order = trade.select_order('sell', False)
+    assert order.order_id == '653'
+
+
+def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
+    """
+    TODO: Should be adjusted to test both long and short
+    buy 100 @ 11
+    sell 50 @ 8
+    sell 50 @ 16
+    """
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    patch_wallet(mocker, free=10000)
+    default_conf_usdt.update({
+        "position_adjustment_enable": True,
+        "dry_run": False,
+        "stake_amount": 200.0,
+        "dry_run_wallet": 1000.0,
+    })
+    freqtrade = FreqtradeBot(default_conf_usdt)
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+    bid = 11
+    amount = 100
+    buy_rate_mock = MagicMock(return_value=bid)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_rate=buy_rate_mock,
+        fetch_ticker=MagicMock(return_value={
+            'bid': 10,
+            'ask': 12,
+            'last': 11
+        }),
+        get_min_pair_stake_amount=MagicMock(return_value=1),
+        get_fee=fee,
+    )
+    pair = 'ETH/USDT'
+    # Initial buy
+    closed_successful_buy_order = {
+        'pair': pair,
+        'ft_pair': pair,
+        'ft_order_side': 'buy',
+        'side': 'buy',
+        'type': 'limit',
+        'status': 'closed',
+        'price': bid,
+        'average': bid,
+        'cost': bid * amount,
+        'amount': amount,
+        'filled': amount,
+        'ft_is_open': False,
+        'id': '600',
+        'order_id': '600'
+    }
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=closed_successful_buy_order))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+                 MagicMock(return_value=closed_successful_buy_order))
+    assert freqtrade.execute_entry(pair, amount)
+    # Should create an closed trade with an no open order id
+    # Order is filled and trade is open
+    orders = Order.query.all()
+    assert orders
+    assert len(orders) == 1
+    trade = Trade.query.first()
+    assert trade
+    assert trade.is_open is True
+    assert trade.open_order_id is None
+    assert trade.open_rate == bid
+    assert trade.stake_amount == bid * amount
+
+    # Assume it does nothing since order is closed and trade is open
+    freqtrade.update_closed_trades_without_assigned_fees()
+
+    trade = Trade.query.first()
+    assert trade
+    assert trade.is_open is True
+    assert trade.open_order_id is None
+    assert trade.open_rate == bid
+    assert trade.stake_amount == bid * amount
+    assert not trade.fee_updated(trade.entry_side)
+
+    freqtrade.manage_open_orders()
+
+    trade = Trade.query.first()
+    assert trade
+    assert trade.is_open is True
+    assert trade.open_order_id is None
+    assert trade.open_rate == bid
+    assert trade.stake_amount == bid * amount
+    assert not trade.fee_updated(trade.entry_side)
+
+    amount = 50
+    ask = 8
+    closed_sell_dca_order_1 = {
+        'ft_pair': pair,
+        'status': 'closed',
+        'ft_order_side': 'sell',
+        'side': 'sell',
+        'type': 'limit',
+        'price': ask,
+        'average': ask,
+        'amount': amount,
+        'filled': amount,
+        'cost': amount * ask,
+        'ft_is_open': False,
+        'id': '601',
+        'order_id': '601'
+    }
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=closed_sell_dca_order_1))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
+                 MagicMock(return_value=closed_sell_dca_order_1))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+                 MagicMock(return_value=closed_sell_dca_order_1))
+    assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
+                                        exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
+                                        sub_trade_amt=amount)
+    trades: List[Trade] = trade.get_open_trades_without_assigned_fees()
+    assert len(trades) == 1
+    # Assert trade is as expected (averaged dca)
+
+    trade = Trade.query.first()
+    assert trade
+    assert trade.open_order_id is None
+    assert trade.amount == 50
+    assert trade.open_rate == 11
+    assert trade.stake_amount == 550
+    assert pytest.approx(trade.realized_profit) == -152.375
+    assert pytest.approx(trade.close_profit_abs) == -152.375
+
+    orders = Order.query.all()
+    assert orders
+    assert len(orders) == 2
+    # Make sure the closed order is found as the second order.
+    order = trade.select_order('sell', False)
+    assert order.order_id == '601'
+
+    amount = 50
+    ask = 16
+    closed_sell_dca_order_2 = {
+        'ft_pair': pair,
+        'status': 'closed',
+        'ft_order_side': 'sell',
+        'side': 'sell',
+        'type': 'limit',
+        'price': ask,
+        'average': ask,
+        'amount': amount,
+        'filled': amount,
+        'cost': amount * ask,
+        'ft_is_open': False,
+        'id': '602',
+        'order_id': '602'
+    }
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=closed_sell_dca_order_2))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
+                 MagicMock(return_value=closed_sell_dca_order_2))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+                 MagicMock(return_value=closed_sell_dca_order_2))
+    assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
+                                        exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
+                                        sub_trade_amt=amount)
+    # Assert trade is as expected (averaged dca)
+
+    trade = Trade.query.first()
+    assert trade
+    assert trade.open_order_id is None
+    assert trade.amount == 50
+    assert trade.open_rate == 11
+    assert trade.stake_amount == 550
+    # Trade fully realized
+    assert pytest.approx(trade.realized_profit) == 94.25
+    assert pytest.approx(trade.close_profit_abs) == 94.25
+    orders = Order.query.all()
+    assert orders
+    assert len(orders) == 3
+
+    # Make sure the closed order is found as the second order.
+    order = trade.select_order('sell', False)
+    assert order.order_id == '602'
+    assert trade.is_open is False
+
+
+@pytest.mark.parametrize('data', [
+    (
+        # tuple 1 - side amount, price
+        # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
+        (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
+        (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
+        (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
+        (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
+        (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, 336.625, 0.1343142)),  # final profit (sum)
+    ),
+    (
+        (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
+        (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
+        (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
+        (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
+        (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
+        (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.9747170)),  # final profit
+    )
+])
+def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
+    default_conf_usdt.update({
+        "position_adjustment_enable": True,
+        "dry_run": False,
+        "stake_amount": 200.0,
+        "dry_run_wallet": 1000.0,
+    })
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    patch_wallet(mocker, free=10000)
+    freqtrade = FreqtradeBot(default_conf_usdt)
+    trade = None
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+    for idx, (order, result) in enumerate(data):
+        amount = order[1]
+        price = order[2]
+        price_mock = MagicMock(return_value=price)
+        mocker.patch.multiple(
+            'freqtrade.exchange.Exchange',
+            get_rate=price_mock,
+            fetch_ticker=MagicMock(return_value={
+                'bid': 10,
+                'ask': 12,
+                'last': 11
+            }),
+            get_min_pair_stake_amount=MagicMock(return_value=1),
+            get_fee=fee,
+        )
+        pair = 'ETH/USDT'
+        closed_successful_order = {
+            'pair': pair,
+            'ft_pair': pair,
+            'ft_order_side': order[0],
+            'side': order[0],
+            'type': 'limit',
+            'status': 'closed',
+            'price': price,
+            'average': price,
+            'cost': price * amount,
+            'amount': amount,
+            'filled': amount,
+            'ft_is_open': False,
+            'id': f'60{idx}',
+            'order_id': f'60{idx}'
+        }
+        mocker.patch('freqtrade.exchange.Exchange.create_order',
+                     MagicMock(return_value=closed_successful_order))
+        mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+                     MagicMock(return_value=closed_successful_order))
+        if order[0] == 'buy':
+            assert freqtrade.execute_entry(pair, amount, trade=trade)
+        else:
+            assert freqtrade.execute_trade_exit(
+                trade=trade, limit=price,
+                exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
+                sub_trade_amt=amount)
+
+        orders1 = Order.query.all()
+        assert orders1
+        assert len(orders1) == idx + 1
+
+        trade = Trade.query.first()
+        assert trade
+        if idx < len(data) - 1:
+            assert trade.is_open is True
+        assert trade.open_order_id is None
+        assert trade.amount == result[0]
+        assert trade.open_rate == result[1]
+        assert trade.stake_amount == result[2]
+        assert pytest.approx(trade.realized_profit) == result[3]
+        assert pytest.approx(trade.close_profit_abs) == result[4]
+        assert pytest.approx(trade.close_profit) == result[5]
+
+        order_obj = trade.select_order(order[0], False)
+        assert order_obj.order_id == f'60{idx}'
+
+    trade = Trade.query.first()
+    assert trade
+    assert trade.open_order_id is None
+    assert trade.is_open is False
 
 
 def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
@@ -5550,9 +5900,25 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca
         "max_entry_position_adjustment": 0,
     })
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
-
+    buy_rate_mock = MagicMock(return_value=10)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_rate=buy_rate_mock,
+        fetch_ticker=MagicMock(return_value={
+            'bid': 10,
+            'ask': 12,
+            'last': 11
+        }),
+        get_min_pair_stake_amount=MagicMock(return_value=1),
+        get_fee=fee,
+    )
     create_mock_trades(fee)
     caplog.set_level(logging.DEBUG)
-
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=10)
     freqtrade.process_open_trade_positions()
     assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)
+
+    caplog.clear()
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-10)
+    freqtrade.process_open_trade_positions()
+    assert log_has_re(r"LIMIT_SELL has been fulfilled.*", caplog)

tests/test_integration.py

@@ -6,7 +6,7 @@ from freqtrade.enums import ExitCheckTuple, ExitType
 from freqtrade.persistence import Trade
 from freqtrade.persistence.models import Order
 from freqtrade.rpc.rpc import RPC
-from tests.conftest import get_patched_freqtradebot, patch_get_signal
+from tests.conftest import get_patched_freqtradebot, log_has_re, patch_get_signal
 
 
 def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
@@ -455,3 +455,60 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     # Check the 2 filled orders equal the above amount
     assert pytest.approx(trade.orders[1].amount) == 30.150753768
     assert pytest.approx(trade.orders[-1].amount) == 61.538461232
+
+
+def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> None:
+    default_conf_usdt['position_adjustment_enable'] = True
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker_usdt,
+        get_fee=fee,
+        amount_to_precision=lambda s, x, y: y,
+        price_to_precision=lambda s, x, y: y,
+        get_min_pair_stake_amount=MagicMock(return_value=10),
+    )
+
+    patch_get_signal(freqtrade)
+    freqtrade.enter_positions()
+
+    assert len(Trade.get_trades().all()) == 1
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 1
+    assert pytest.approx(trade.stake_amount) == 60
+    assert pytest.approx(trade.amount) == 30.0
+    assert trade.open_rate == 2.0
+
+    # Too small size
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-59)
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 1
+    assert pytest.approx(trade.stake_amount) == 60
+    assert pytest.approx(trade.amount) == 30.0
+    assert log_has_re("Remaining amount of 1.6.* would be too small.", caplog)
+
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-20)
+
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 2
+    assert trade.orders[-1].ft_order_side == 'sell'
+    assert pytest.approx(trade.stake_amount) == 40.198
+    assert pytest.approx(trade.amount) == 20.099
+    assert trade.open_rate == 2.0
+    assert trade.is_open
+    caplog.clear()
+
+    # Sell more than what we got (we got ~20 coins left)
+    # First adjusts the amount to 20 - then rejects.
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-50)
+    freqtrade.process()
+    assert log_has_re("Adjusting amount to trade.amount as it is higher.*", caplog)
+    assert log_has_re("Remaining amount of 0.0 would be too small.", caplog)
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 2
+    assert trade.orders[-1].ft_order_side == 'sell'
+    assert pytest.approx(trade.stake_amount) == 40.198
+    assert trade.is_open

tests/test_persistence.py

@@ -99,7 +99,7 @@ def test_enter_exit_side(fee, is_short):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_set_stop_loss_isolated_liq(fee):
+def test_set_stop_loss_liquidation(fee):
     trade = Trade(
         id=2,
         pair='ADA/USDT',
@@ -115,73 +115,94 @@ def test_set_stop_loss_isolated_liq(fee):
         leverage=2.0,
         trading_mode=margin
     )
-    trade.set_isolated_liq(0.09)
+    trade.set_liquidation_price(0.09)
     assert trade.liquidation_price == 0.09
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
-    trade._set_stop_loss(0.1, (1.0 / 9.0))
+    trade.adjust_stop_loss(2.0, 0.2, True)
     assert trade.liquidation_price == 0.09
-    assert trade.stop_loss == 0.1
+    assert trade.stop_loss == 1.8
-    assert trade.initial_stop_loss == 0.1
+    assert trade.initial_stop_loss == 1.8
 
-    trade.set_isolated_liq(0.08)
+    trade.set_liquidation_price(0.08)
     assert trade.liquidation_price == 0.08
-    assert trade.stop_loss == 0.1
+    assert trade.stop_loss == 1.8
-    assert trade.initial_stop_loss == 0.1
+    assert trade.initial_stop_loss == 1.8
 
-    trade.set_isolated_liq(0.11)
+    trade.set_liquidation_price(0.11)
-    trade._set_stop_loss(0.1, 0)
+    trade.adjust_stop_loss(2.0, 0.2)
     assert trade.liquidation_price == 0.11
-    assert trade.stop_loss == 0.11
+    # Stoploss does not change from liquidation price
-    assert trade.initial_stop_loss == 0.1
+    assert trade.stop_loss == 1.8
+    assert trade.initial_stop_loss == 1.8
 
     # lower stop doesn't move stoploss
-    trade._set_stop_loss(0.1, 0)
+    trade.adjust_stop_loss(1.8, 0.2)
     assert trade.liquidation_price == 0.11
-    assert trade.stop_loss == 0.11
+    assert trade.stop_loss == 1.8
-    assert trade.initial_stop_loss == 0.1
+    assert trade.initial_stop_loss == 1.8
+
+    # higher stop does move stoploss
+    trade.adjust_stop_loss(2.1, 0.1)
+    assert trade.liquidation_price == 0.11
+    assert pytest.approx(trade.stop_loss) == 1.994999
+    assert trade.initial_stop_loss == 1.8
+    assert trade.stoploss_or_liquidation == trade.stop_loss
 
     trade.stop_loss = None
     trade.liquidation_price = None
     trade.initial_stop_loss = None
+    trade.initial_stop_loss_pct = None
 
-    trade._set_stop_loss(0.07, 0)
+    trade.adjust_stop_loss(2.0, 0.1, True)
     assert trade.liquidation_price is None
-    assert trade.stop_loss == 0.07
+    assert trade.stop_loss == 1.9
-    assert trade.initial_stop_loss == 0.07
+    assert trade.initial_stop_loss == 1.9
+    assert trade.stoploss_or_liquidation == 1.9
 
     trade.is_short = True
     trade.recalc_open_trade_value()
     trade.stop_loss = None
     trade.initial_stop_loss = None
+    trade.initial_stop_loss_pct = None
 
-    trade.set_isolated_liq(0.09)
+    trade.set_liquidation_price(3.09)
-    assert trade.liquidation_price == 0.09
+    assert trade.liquidation_price == 3.09
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
-    trade._set_stop_loss(0.08, (1.0 / 9.0))
+    trade.adjust_stop_loss(2.0, 0.2)
-    assert trade.liquidation_price == 0.09
+    assert trade.liquidation_price == 3.09
-    assert trade.stop_loss == 0.08
+    assert trade.stop_loss == 2.2
-    assert trade.initial_stop_loss == 0.08
+    assert trade.initial_stop_loss == 2.2
+    assert trade.stoploss_or_liquidation == 2.2
 
-    trade.set_isolated_liq(0.1)
+    trade.set_liquidation_price(3.1)
-    assert trade.liquidation_price == 0.1
+    assert trade.liquidation_price == 3.1
-    assert trade.stop_loss == 0.08
+    assert trade.stop_loss == 2.2
-    assert trade.initial_stop_loss == 0.08
+    assert trade.initial_stop_loss == 2.2
+    assert trade.stoploss_or_liquidation == 2.2
 
-    trade.set_isolated_liq(0.07)
+    trade.set_liquidation_price(3.8)
-    trade._set_stop_loss(0.1, (1.0 / 8.0))
+    assert trade.liquidation_price == 3.8
-    assert trade.liquidation_price == 0.07
+    # Stoploss does not change from liquidation price
-    assert trade.stop_loss == 0.07
+    assert trade.stop_loss == 2.2
-    assert trade.initial_stop_loss == 0.08
+    assert trade.initial_stop_loss == 2.2
 
     # Stop doesn't move stop higher
-    trade._set_stop_loss(0.1, (1.0 / 9.0))
+    trade.adjust_stop_loss(2.0, 0.3)
-    assert trade.liquidation_price == 0.07
+    assert trade.liquidation_price == 3.8
-    assert trade.stop_loss == 0.07
+    assert trade.stop_loss == 2.2
-    assert trade.initial_stop_loss == 0.08
+    assert trade.initial_stop_loss == 2.2
+
+    # Stoploss does move lower
+    trade.set_liquidation_price(1.5)
+    trade.adjust_stop_loss(1.8, 0.1)
+    assert trade.liquidation_price == 1.5
+    assert pytest.approx(trade.stop_loss) == 1.89
+    assert trade.initial_stop_loss == 2.2
+    assert trade.stoploss_or_liquidation == 1.5
 
 
 @pytest.mark.parametrize('exchange,is_short,lev,minutes,rate,interest,trading_mode', [
@@ -479,7 +500,7 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
     assert trade.close_profit is None
     assert trade.close_date is None
 
-    trade.open_order_id = 'something'
+    trade.open_order_id = enter_order['id']
     oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side)
     trade.orders.append(oobj)
     trade.update_trade(oobj)
@@ -494,7 +515,7 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
                       caplog)
 
     caplog.clear()
-    trade.open_order_id = 'something'
+    trade.open_order_id = enter_order['id']
     time_machine.move_to("2022-03-31 21:45:05 +00:00")
     oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', exit_side)
     trade.orders.append(oobj)
@@ -529,7 +550,7 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
         leverage=1.0,
     )
 
-    trade.open_order_id = 'something'
+    trade.open_order_id = 'mocked_market_buy'
     oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
     trade.orders.append(oobj)
     trade.update_trade(oobj)
@@ -544,7 +565,7 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
 
     caplog.clear()
     trade.is_open = True
-    trade.open_order_id = 'something'
+    trade.open_order_id = 'mocked_market_sell'
     oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
     trade.orders.append(oobj)
     trade.update_trade(oobj)
@@ -609,14 +630,14 @@ def test_calc_open_close_trade_price(
     trade.open_rate = 2.0
     trade.close_rate = 2.2
     trade.recalc_open_trade_value()
-    assert isclose(trade._calc_open_trade_value(), open_value)
+    assert isclose(trade._calc_open_trade_value(trade.amount, trade.open_rate), open_value)
     assert isclose(trade.calc_close_trade_value(trade.close_rate), close_value)
     assert isclose(trade.calc_profit(trade.close_rate), round(profit, 8))
     assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
+def test_trade_close(fee):
     trade = Trade(
         pair='ADA/USDT',
         stake_amount=60.0,
@@ -794,7 +815,7 @@ def test_calc_open_trade_value(
     trade.update_trade(oobj)  # Buy @ 2.0
 
     # Get the open rate price with the standard fee rate
-    assert trade._calc_open_trade_value() == result
+    assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == result
 
 
 @pytest.mark.parametrize(
@@ -884,7 +905,7 @@ def test_calc_close_trade_price(
         ('binance', False, 1, 1.9, 0.003, -3.3209999, -0.055211970, spot, 0),
         ('binance', False, 1, 2.2, 0.003, 5.6520000, 0.093965087, spot, 0),
 
-        # # FUTURES, funding_fee=1
+        # FUTURES, funding_fee=1
         ('binance', False, 1, 2.1, 0.0025, 3.6925, 0.06138819, futures, 1),
         ('binance', False, 3, 2.1, 0.0025, 3.6925, 0.18416458, futures, 1),
         ('binance', True, 1, 2.1, 0.0025, -2.3074999, -0.03855472, futures, 1),
@@ -1170,6 +1191,11 @@ def test_calc_profit(
     assert pytest.approx(trade.calc_profit(rate=close_rate)) == round(profit, 8)
     assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8)
 
+    assert pytest.approx(trade.calc_profit(close_rate, trade.amount,
+                         trade.open_rate)) == round(profit, 8)
+    assert pytest.approx(trade.calc_profit_ratio(close_rate, trade.amount,
+                         trade.open_rate)) == round(profit_ratio, 8)
+
 
 def test_migrate_new(mocker, default_conf, fee, caplog):
     """
@@ -1361,7 +1387,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert log_has("trying trades_bak2", caplog)
     assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
                    caplog)
-    assert trade.open_trade_value == trade._calc_open_trade_value()
+    assert trade.open_trade_value == trade._calc_open_trade_value(trade.amount, trade.open_rate)
     assert trade.close_profit_abs is None
 
     orders = trade.orders
@@ -1537,26 +1563,26 @@ def test_adjust_stop_loss(fee):
 
     # Get percent of profit with a custom rate (Higher than open rate)
     trade.adjust_stop_loss(1.3, -0.1)
-    assert round(trade.stop_loss, 8) == 1.17
+    assert pytest.approx(trade.stop_loss) == 1.17
     assert trade.stop_loss_pct == -0.1
     assert trade.initial_stop_loss == 0.95
     assert trade.initial_stop_loss_pct == -0.05
 
     # current rate lower again ... should not change
     trade.adjust_stop_loss(1.2, 0.1)
-    assert round(trade.stop_loss, 8) == 1.17
+    assert pytest.approx(trade.stop_loss) == 1.17
     assert trade.initial_stop_loss == 0.95
     assert trade.initial_stop_loss_pct == -0.05
 
     # current rate higher... should raise stoploss
     trade.adjust_stop_loss(1.4, 0.1)
-    assert round(trade.stop_loss, 8) == 1.26
+    assert pytest.approx(trade.stop_loss) == 1.26
     assert trade.initial_stop_loss == 0.95
     assert trade.initial_stop_loss_pct == -0.05
 
     #  Initial is true but stop_loss set - so doesn't do anything
     trade.adjust_stop_loss(1.7, 0.1, True)
-    assert round(trade.stop_loss, 8) == 1.26
+    assert pytest.approx(trade.stop_loss) == 1.26
     assert trade.initial_stop_loss == 0.95
     assert trade.initial_stop_loss_pct == -0.05
     assert trade.stop_loss_pct == -0.1
@@ -1609,9 +1635,10 @@ def test_adjust_stop_loss_short(fee):
     assert trade.initial_stop_loss == 1.05
     assert trade.initial_stop_loss_pct == -0.05
     assert trade.stop_loss_pct == -0.1
-    trade.set_isolated_liq(0.63)
+    # Liquidation price is lower than stoploss - so liquidation would trigger first.
+    trade.set_liquidation_price(0.63)
     trade.adjust_stop_loss(0.59, -0.1)
-    assert trade.stop_loss == 0.63
+    assert trade.stop_loss == 0.649
     assert trade.liquidation_price == 0.63
 
 
@@ -1722,6 +1749,7 @@ def test_to_json(fee):
                       'stake_amount': 0.001,
                       'trade_duration': None,
                       'trade_duration_s': None,
+                      'realized_profit': 0.0,
                       'close_profit': None,
                       'close_profit_pct': None,
                       'close_profit_abs': None,
@@ -1798,6 +1826,7 @@ def test_to_json(fee):
                       'initial_stop_loss_abs': None,
                       'initial_stop_loss_pct': None,
                       'initial_stop_loss_ratio': None,
+                      'realized_profit': 0.0,
                       'close_profit': None,
                       'close_profit_pct': None,
                       'close_profit_abs': None,
@@ -2009,10 +2038,10 @@ def test_stoploss_reinitialization_short(default_conf, fee):
     assert trade_adj.initial_stop_loss == 1.01
     assert trade_adj.initial_stop_loss_pct == -0.05
     # Stoploss can't go above liquidation price
-    trade_adj.set_isolated_liq(0.985)
+    trade_adj.set_liquidation_price(0.985)
     trade.adjust_stop_loss(0.9799, -0.05)
-    assert trade_adj.stop_loss == 0.985
+    assert trade_adj.stop_loss == 0.989699
-    assert trade_adj.stop_loss == 0.985
+    assert trade_adj.liquidation_price == 0.985
 
 
 def test_update_fee(fee):
@@ -2346,6 +2375,7 @@ def test_Trade_object_idem():
         'delete',
         'session',
         'commit',
+        'rollback',
         'query',
         'open_date',
         'get_best_pair',
@@ -2399,7 +2429,7 @@ def test_recalc_trade_from_orders(fee):
     )
 
     assert fee.return_value == 0.0025
-    assert trade._calc_open_trade_value() == o1_trade_val
+    assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == o1_trade_val
     assert trade.amount == o1_amount
     assert trade.stake_amount == o1_cost
     assert trade.open_rate == o1_rate
@@ -2511,7 +2541,8 @@ def test_recalc_trade_from_orders(fee):
     assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
     assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
 
-    # Just to make sure sell orders are ignored, let's calculate one more time.
+    # Just to make sure full sell orders are ignored, let's calculate one more time.
+
     sell1 = Order(
         ft_order_side='sell',
         ft_pair=trade.pair,
@@ -2673,7 +2704,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
     assert trade.open_trade_value == 2 * o1_trade_val
     assert trade.nr_of_successful_entries == 2
 
-    # Just to make sure exit orders are ignored, let's calculate one more time.
+    # Reduce position - this will reduce amount again.
     sell1 = Order(
         ft_order_side=exit_side,
         ft_pair=trade.pair,
@@ -2684,7 +2715,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
         side=exit_side,
         price=4,
         average=3,
-        filled=2,
+        filled=o1_amount,
         remaining=1,
         cost=5,
         order_date=trade.open_date,
@@ -2693,11 +2724,11 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
     trade.orders.append(sell1)
     trade.recalc_trade_from_orders()
 
-    assert trade.amount == 2 * o1_amount
+    assert trade.amount == o1_amount
-    assert trade.stake_amount == 2 * o1_amount
+    assert trade.stake_amount == o1_amount
     assert trade.open_rate == o1_rate
-    assert trade.fee_open_cost == 2 * o1_fee_cost
+    assert trade.fee_open_cost == o1_fee_cost
-    assert trade.open_trade_value == 2 * o1_trade_val
+    assert trade.open_trade_value == o1_trade_val
     assert trade.nr_of_successful_entries == 2
 
     # Check with 1 order
@@ -2721,11 +2752,11 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
     trade.recalc_trade_from_orders()
 
     # Calling recalc with single initial order should not change anything
-    assert trade.amount == 3 * o1_amount
+    assert trade.amount == 2 * o1_amount
-    assert trade.stake_amount == 3 * o1_amount
+    assert trade.stake_amount == 2 * o1_amount
     assert trade.open_rate == o1_rate
-    assert trade.fee_open_cost == 3 * o1_fee_cost
+    assert trade.fee_open_cost == 2 * o1_fee_cost
-    assert trade.open_trade_value == 3 * o1_trade_val
+    assert trade.open_trade_value == 2 * o1_trade_val
     assert trade.nr_of_successful_entries == 3
 
 
@@ -2793,3 +2824,144 @@ def test_order_to_ccxt(limit_buy_order_open):
     del raw_order['stopPrice']
     del limit_buy_order_open['datetime']
     assert raw_order == limit_buy_order_open
+
+
+@pytest.mark.usefixtures("init_persistence")
+@pytest.mark.parametrize('data', [
+    {
+        # tuple 1 - side, amount, price
+        # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
+        'orders': [
+            (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
+            (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
+            (('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.04)),
+            (('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.60)),
+            (('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, -0.60)),
+        ],
+        'end_profit': 350.0,
+        'end_profit_ratio': 0.14,
+        'fee': 0.0,
+    },
+    {
+        'orders': [
+            (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
+            (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
+            (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
+            (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
+            (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, -0.60199501)),
+        ],
+        'end_profit': 336.625,
+        'end_profit_ratio': 0.1343142,
+        'fee': 0.0025,
+    },
+    {
+        'orders': [
+            (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
+            (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
+            (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
+            (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
+            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
+            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 1.08048062)),
+        ],
+        'end_profit': 3175.75,
+        'end_profit_ratio': 0.9747170,
+        'fee': 0.0025,
+    },
+    {
+        # Test above without fees
+        'orders': [
+            (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
+            (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
+            (('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 1.2)),
+            (('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 1.2)),
+            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.72727273)),
+            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 1.09090909)),
+        ],
+        'end_profit': 3200.0,
+        'end_profit_ratio': 0.98461538,
+        'fee': 0.0,
+    },
+    {
+        'orders': [
+            (('buy', 100, 8), (100.0, 8.0, 800.0, 0.0, None, None)),
+            (('buy', 100, 9), (200.0, 8.5, 1700.0, 0.0, None, None)),
+            (('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.17647059)),
+            (('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.17647059)),
+            (('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 350.0, 0.2)),
+            (('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 950.0, 0.40)),
+        ],
+        'end_profit': 950.0,
+        'end_profit_ratio': 0.283582,
+        'fee': 0.0,
+    },
+])
+def test_recalc_trade_from_orders_dca(data) -> None:
+
+    pair = 'ETH/USDT'
+    trade = Trade(
+        id=2,
+        pair=pair,
+        stake_amount=1000,
+        open_rate=data['orders'][0][0][2],
+        amount=data['orders'][0][0][1],
+        is_open=True,
+        open_date=arrow.utcnow().datetime,
+        fee_open=data['fee'],
+        fee_close=data['fee'],
+        exchange='binance',
+        is_short=False,
+        leverage=1.0,
+        trading_mode=TradingMode.SPOT
+    )
+    Trade.query.session.add(trade)
+
+    for idx, (order, result) in enumerate(data['orders']):
+        amount = order[1]
+        price = order[2]
+
+        order_obj = Order(
+            ft_order_side=order[0],
+            ft_pair=trade.pair,
+            order_id=f"order_{order[0]}_{idx}",
+            ft_is_open=False,
+            status="closed",
+            symbol=trade.pair,
+            order_type="market",
+            side=order[0],
+            price=price,
+            average=price,
+            filled=amount,
+            remaining=0,
+            cost=amount * price,
+            order_date=arrow.utcnow().shift(hours=-10 + idx).datetime,
+            order_filled_date=arrow.utcnow().shift(hours=-10 + idx).datetime,
+        )
+        trade.orders.append(order_obj)
+        trade.recalc_trade_from_orders()
+        Trade.commit()
+
+        orders1 = Order.query.all()
+        assert orders1
+        assert len(orders1) == idx + 1
+
+        trade = Trade.query.first()
+        assert trade
+        assert len(trade.orders) == idx + 1
+        if idx < len(data) - 1:
+            assert trade.is_open is True
+        assert trade.open_order_id is None
+        assert trade.amount == result[0]
+        assert trade.open_rate == result[1]
+        assert trade.stake_amount == result[2]
+        # TODO: enable the below.
+        assert pytest.approx(trade.realized_profit) == result[3]
+        # assert pytest.approx(trade.close_profit_abs) == result[4]
+        assert pytest.approx(trade.close_profit) == result[5]
+
+    trade.close(price)
+    assert pytest.approx(trade.close_profit_abs) == data['end_profit']
+    assert pytest.approx(trade.close_profit) == data['end_profit_ratio']
+    assert not trade.is_open
+    trade = Trade.query.first()
+    assert trade
+    assert trade.open_order_id is None