Add entry_tag to leverage callback

closes #6929

docs/strategy-callbacks.md

@@ -804,17 +804,18 @@ For markets / exchanges that don't support leverage, this method is ignored.
 
 ``` python
 class AwesomeStrategy(IStrategy):
-    def leverage(self, pair: str, current_time: 'datetime', current_rate: float,
+    def leverage(self, pair: str, current_time: datetime, current_rate: float,
-                 proposed_leverage: float, max_leverage: float, side: str,
+                 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
                  **kwargs) -> float:
         """
-        Customize leverage for each new trade.
+        Customize leverage for each new trade. This method is only called in futures mode.
 
         :param pair: Pair that's currently analyzed
         :param current_time: datetime object, containing the current datetime
         :param current_rate: Rate, calculated based on pricing settings in exit_pricing.
         :param proposed_leverage: A leverage proposed by the bot.
         :param max_leverage: Max leverage allowed on this pair
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
         :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :return: A leverage amount, which is between 1.0 and max_leverage.
         """

freqtrade/freqtradebot.py

@@ -781,7 +781,7 @@ class FreqtradeBot(LoggingMixin):
                 current_rate=enter_limit_requested,
                 proposed_leverage=1.0,
                 max_leverage=max_leverage,
-                side=trade_side,
+                side=trade_side, entry_tag=entry_tag,
             ) if self.trading_mode != TradingMode.SPOT else 1.0
             # Cap leverage between 1.0 and max_leverage.
             leverage = min(max(leverage, 1.0), max_leverage)

freqtrade/optimize/backtesting.py

@@ -704,7 +704,7 @@ class Backtesting:
                 current_rate=row[OPEN_IDX],
                 proposed_leverage=1.0,
                 max_leverage=max_leverage,
-                side=direction,
+                side=direction, entry_tag=entry_tag,
             ) if self._can_short else 1.0
             # Cap leverage between 1.0 and max_leverage.
             leverage = min(max(leverage, 1.0), max_leverage)

freqtrade/strategy/interface.py

@@ -509,8 +509,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         return current_order_rate
 
     def leverage(self, pair: str, current_time: datetime, current_rate: float,
-                 proposed_leverage: float, max_leverage: float, side: str,
+                 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
-                 **kwargs) -> float:
+                 side: str, **kwargs) -> float:
         """
         Customize leverage for each new trade. This method is only called in futures mode.
 
@@ -519,6 +519,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_rate: Rate, calculated based on pricing settings in exit_pricing.
         :param proposed_leverage: A leverage proposed by the bot.
         :param max_leverage: Max leverage allowed on this pair
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
         :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :return: A leverage amount, which is between 1.0 and max_leverage.
         """

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -267,8 +267,8 @@ def adjust_trade_position(self, trade: 'Trade', current_time: 'datetime',
     return None
 
 def leverage(self, pair: str, current_time: datetime, current_rate: float,
-                proposed_leverage: float, max_leverage: float, side: str,
+             proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
-                **kwargs) -> float:
+             side: str, **kwargs) -> float:
     """
     Customize leverage for each new trade. This method is only called in futures mode.
 
@@ -277,6 +277,7 @@ def leverage(self, pair: str, current_time: datetime, current_rate: float,
     :param current_rate: Rate, calculated based on pricing settings in exit_pricing.
     :param proposed_leverage: A leverage proposed by the bot.
     :param max_leverage: Max leverage allowed on this pair
+    :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
     :param side: 'long' or 'short' - indicating the direction of the proposed trade
     :return: A leverage amount, which is between 1.0 and max_leverage.
     """

tests/strategy/strats/strategy_test_v3.py

@@ -178,8 +178,8 @@ class StrategyTestV3(IStrategy):
         return dataframe
 
     def leverage(self, pair: str, current_time: datetime, current_rate: float,
-                 proposed_leverage: float, max_leverage: float, side: str,
+                 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
-                 **kwargs) -> float:
+                 side: str, **kwargs) -> float:
         # Return 3.0 in all cases.
         # Bot-logic must make sure it's an allowed leverage and eventually adjust accordingly.
 

tests/strategy/test_interface.py

@@ -615,6 +615,7 @@ def test_leverage_callback(default_conf, side) -> None:
         proposed_leverage=1.0,
         max_leverage=5.0,
         side=side,
+        entry_tag=None,
         ) == 1
 
     default_conf['strategy'] = CURRENT_TEST_STRATEGY
@@ -626,6 +627,7 @@ def test_leverage_callback(default_conf, side) -> None:
         proposed_leverage=1.0,
         max_leverage=5.0,
         side=side,
+        entry_tag='entry_tag_test',
         ) == 3