updated backtesting
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@@ -516,26 +516,26 @@ class LocalTrade():
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raise ValueError(f'Unknown order type: {order.order_type}')
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Trade.commit()
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def process_sell_sub_trade(self, order: Order, is_closed: bool = True) -> None:
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def process_sell_sub_trade(self, order: Order, is_closed: bool = True, is_non_bt: bool = True) -> None:
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orders = (self.select_filled_orders('buy'))
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if len(orders) < 1:
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# Todo /test_freqtradebot.py::test_execute_trade_exit_market_order
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self.close(order.safe_price)
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Trade.commit()
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if is_non_bt: Trade.commit()
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logger.info("*:"*500)
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return
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logger.info('debug')
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for o in orders:logger.info(o.to_json())
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logger.info(order.to_json())
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sell_amount = order.filled if is_closed else order.amount
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sell_amount = order.safe_filled
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sell_rate = order.safe_price
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sell_stake_amount = sell_rate * sell_amount * (1 - self.fee_close)
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if is_closed:
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if sell_amount >= self.amount:
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# Todo tests/rpc/test_rpc.py::test_rpc_trade_statistics
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self.close(sell_rate)
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Trade.commit()
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if is_non_bt: Trade.commit()
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return
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profit = 0.0
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idx = -1
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@@ -559,12 +559,12 @@ class LocalTrade():
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b_order2.average = (b_order2.average * amount2 - profit) / amount2
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b_order2.order_update_date = datetime.now(timezone.utc)
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self.update_order(b_order2)
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Order.query.session.commit()
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if is_non_bt: Order.query.session.commit()
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self.recalc_trade_from_orders()
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self.close_profit_abs = profit
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self.close_profit = sell_stake_amount / (sell_stake_amount - profit) - 1
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Trade.commit()
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if is_non_bt: Trade.commit()
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def calc_profit2(self, open_rate: float, close_rate: float,
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amount: float) -> float:
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@@ -706,6 +706,7 @@ class LocalTrade():
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def recalc_trade_from_orders(self):
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if len(self.select_filled_orders('buy')) < 2:
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# Just in case, still recalc open trade value
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# needs to remove
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self.recalc_open_trade_value()
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return
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total_amount = 0.0
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