Partial exit using average price (#6545)

Introduce Partial exits

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