updated requested changes in PR #6545

freqtrade/exchange/exchange.py

@@ -1181,7 +1181,8 @@ class Exchange:
         buy_rate = None
         sell_rate = None
         if not refresh:
-            buy_rate, sell_rate = self._buy_rate_cache.get(pair), self._sell_rate_cache.get(pair)
+            buy_rate = self._buy_rate_cache.get(pair)
+            sell_rate = self._sell_rate_cache.get(pair)
             if buy_rate:
                 logger.debug(f"Using cached buy rate for {pair}.")
             if sell_rate:

freqtrade/freqtradebot.py

@@ -485,7 +485,7 @@ class FreqtradeBot(LoggingMixin):
                     return
                 else:
                     logger.debug("Max adjustment entries is set to unlimited.")
-            self.execute_entry(trade.pair, stake_amount, trade=trade)
+            self.execute_entry(trade.pair, stake_amount, current_entry_rate, trade=trade)
 
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
@@ -631,10 +631,6 @@ class FreqtradeBot(LoggingMixin):
             trade.open_order_id = order_id
 
         trade.orders.append(order_obj)
-        if pos_adjust:
-            trade.recalc_trade_from_orders()
-        else:
-            trade.recalc_open_trade_value()
         Trade.query.session.add(trade)
         Trade.commit()
 
@@ -1142,16 +1138,18 @@ class FreqtradeBot(LoggingMixin):
             trade.open_order_id = None
             trade.sell_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 = Order.parse_from_ccxt_object(order, trade.pair, 'sell')
+        sub_trade = order_obj.amount != trade.amount
         self._notify_exit_cancel(
             trade,
             order_type=self.strategy.order_types['sell'],
-            reason=reason
+            reason=reason, sub_trade=sub_trade, order=order_obj
         )
         return cancelled
 
@@ -1279,7 +1277,7 @@ class FreqtradeBot(LoggingMixin):
         current_rate = self.exchange.get_rate(
             trade.pair, refresh=False, side="sell") if not fill else None
 
-        # second condtion is for mypy only; order will always be passed during sub trade
+        # 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
             profit_rate = order.safe_price
@@ -1327,7 +1325,7 @@ class FreqtradeBot(LoggingMixin):
         self.rpc.send_msg(msg)
 
     def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str,
-                            sub_trade: bool = False) -> None:
+                            sub_trade: bool = False, order: Order=None) -> None:
         """
         Sends rpc notification when a sell cancel occurred.
         """
@@ -1350,7 +1348,7 @@ 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,
@@ -1419,7 +1417,7 @@ class FreqtradeBot(LoggingMixin):
         trade.update_trade(order_obj)
         Trade.commit()
 
-        if order['status'] in constants.NON_OPEN_EXCHANGE_STATES:
+        if order.get('status') in constants.NON_OPEN_EXCHANGE_STATES:
             # If a buy order was closed, force update on stoploss on exchange
             if order.get('side', None) == 'buy':
                 trade = self.cancel_stoploss_on_exchange(trade)

freqtrade/optimize/backtesting.py

@@ -383,8 +383,7 @@ class Backtesting:
 
     def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple
                                            ) -> LocalTrade:
-        current_entry_rate = current_exit_rate = row[OPEN_IDX]
+        current_rate = row[OPEN_IDX]
-        current_rate = current_entry_rate
 
         current_profit = trade.calc_profit_ratio(current_rate)
         min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, current_rate, -0.1)
@@ -393,7 +392,7 @@ class Backtesting:
                                              default_retval=None)(
             trade=trade, current_time=row[DATE_IDX].to_pydatetime(), current_rate=current_rate,
             current_profit=current_profit, min_stake=min_stake, max_stake=max_stake,
-            current_entry_rate=current_entry_rate, current_exit_rate=current_exit_rate)
+            current_entry_rate=current_rate, current_exit_rate=current_rate)
 
         # Check if we should increase our position
         if stake_amount is not None and stake_amount > 0.0:
@@ -403,9 +402,8 @@ class Backtesting:
                 return pos_trade
 
         if stake_amount is not None and stake_amount < 0.0:
-            amount = -stake_amount / current_rate
+            amount = abs(stake_amount) / current_rate
             if amount > trade.amount:
-                logger.info(f"Amount is higher than available. {amount} > {trade.amount}")
                 return trade
             pos_trade = self._exit_trade(trade, row, current_rate, amount)
             if pos_trade is not None:
@@ -441,29 +439,29 @@ class Backtesting:
 
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             try:
-                closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
+                close_rate = self._get_close_rate(sell_row, trade, sell, trade_dur)
             except ValueError:
                 return None
-            # call the custom exit price,with default value as previous closerate
+            # call the custom exit price,with default value as previous close_rate
-            current_profit = trade.calc_profit_ratio(closerate)
+            current_profit = trade.calc_profit_ratio(close_rate)
             order_type = self.strategy.order_types['sell']
             if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
                 # Custom exit pricing only for sell-signals
                 if order_type == 'limit':
-                    closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
+                    close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
-                                                      default_retval=closerate)(
+                                                      default_retval=close_rate)(
                         pair=trade.pair, trade=trade,
                         current_time=sell_candle_time,
-                        proposed_rate=closerate, current_profit=current_profit)
+                        proposed_rate=close_rate, current_profit=current_profit)
                     # We can't place orders lower than current low.
                     # freqtrade does not support this in live, and the order would fill immediately
-                    closerate = max(closerate, sell_row[LOW_IDX])
+                    close_rate = max(close_rate, sell_row[LOW_IDX])
             # Confirm trade exit:
             time_in_force = self.strategy.order_time_in_force['sell']
 
             if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                     pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
-                    rate=closerate,
+                    rate=close_rate,
                     time_in_force=time_in_force,
                     sell_reason=sell.sell_reason,
                     current_time=sell_candle_time):
@@ -480,15 +478,16 @@ class Backtesting:
             ):
                 trade.sell_reason = sell_row[EXIT_TAG_IDX]
 
-            return self._exit_trade(trade, sell_row, closerate)
+            return self._exit_trade(trade, sell_row, close_rate)
 
         return None
 
     def _exit_trade(self, trade: LocalTrade, sell_row: Tuple,
-                    closerate: float, amount: float = None) -> Optional[LocalTrade]:
+                    close_rate: float, amount: float = None) -> Optional[LocalTrade]:
         self.order_id_counter += 1
         sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
         order_type = self.strategy.order_types['sell']
+        amount = amount or trade.amount
         order = Order(
             id=self.order_id_counter,
             ft_trade_id=trade.id,
@@ -502,12 +501,12 @@ class Backtesting:
             side="sell",
             order_type=order_type,
             status="open",
-            price=closerate,
+            price=close_rate,
-            average=closerate,
+            average=close_rate,
-            amount=amount or trade.amount,
+            amount=amount,
             filled=0,
-            remaining=trade.amount,
+            remaining=amount,
-            cost=trade.amount * closerate,
+            cost=amount * close_rate,
         )
         trade.orders.append(order)
         return trade

freqtrade/wallets.py

@@ -249,7 +249,7 @@ class Wallets:
 
         if min_stake_amount is not None and min_stake_amount > max_stake_amount:
             if self._log:
-                logger.warning("Minimum stake amount > available balance.")
+                logger.warning(f"Minimum stake amount > available balance.{min_stake_amount} > {max_stake_amount}")
             return 0
         if min_stake_amount is not None and stake_amount < min_stake_amount:
             if self._log:

tests/exchange/test_exchange.py

@@ -26,6 +26,54 @@ 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']
 
+get_buy_rate_data = [
+    ('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),  # ask_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
+    ('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),  # ask_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):
@@ -1903,33 +1951,6 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
         exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
 
 
-get_buy_rate_data = [
-    ('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),  # ask_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
-    ('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),  # ask_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
-]
-
 
 @pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", get_buy_rate_data)
 def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
@@ -1955,29 +1976,6 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
 
 
-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),
-]
-
-
 @pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', get_sell_rate_data)
 def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
                        last, last_ab, expected) -> None:
@@ -2148,12 +2146,12 @@ def test_get_rates_testing_sell(default_conf, mocker, caplog, side, bid, ask,
     pair = "ETH/BTC"
 
     # Test regular mode
-    rate = exchange.get_rate(pair, refresh=True, side="sell")
+    rate = exchange.get_rates(pair, refresh=True)[1]
     assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
     assert isinstance(rate, float)
     assert rate == expected
     # Use caching
-    rate = exchange.get_rate(pair, refresh=False, side="sell")
+    rate = exchange.get_rates(pair, refresh=False)[1]
     assert rate == expected
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 

tests/rpc/test_rpc_telegram.py

@@ -467,9 +467,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     trades = Trade.query.all()
     for trade in trades:
-        trade.open_rate = oobj.safe_price
+        trade.orders[0] = oobj
-        trade.amount = oobj.safe_amount_after_fee
+        trade.update_trade(oobj)
-        trade.recalc_open_trade_value()
         trade.update_trade(oobjs)
         trade.close_date = datetime.utcnow()
         trade.is_open = False
@@ -586,9 +585,8 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     trades = Trade.query.all()
     for trade in trades:
-        trade.open_rate = oobj.safe_price
+        trade.orders[0] = oobj
-        trade.amount = oobj.safe_amount_after_fee
+        trade.update_trade(oobj)
-        trade.recalc_open_trade_value()
         trade.update_trade(oobjs)
         trade.close_date = datetime.utcnow()
         trade.is_open = False
@@ -708,9 +706,8 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     trades = Trade.query.all()
     for trade in trades:
-        trade.open_rate = oobj.safe_price
+        trade.orders[0] = oobj
-        trade.amount = oobj.safe_amount_after_fee
+        trade.update_trade(oobj)
-        trade.recalc_open_trade_value()
         trade.update_trade(oobjs)
         trade.close_date = datetime.utcnow()
         trade.is_open = False

tests/test_freqtradebot.py

@@ -2075,9 +2075,9 @@ def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, li
     default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30}
     limit_buy_order_old['id'] = open_trade.open_order_id
     rpc_mock = patch_RPCManager(mocker)
-    cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
     cancel_buy_order = deepcopy(limit_buy_order_old)
     cancel_buy_order['status'] = 'canceled'
+    cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
     cancel_order_wr_mock = MagicMock(return_value=cancel_buy_order)
 
     patch_exchange(mocker)
@@ -2085,8 +2085,8 @@ def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, li
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old),
-        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)
@@ -2129,7 +2129,9 @@ def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, li
 def test_check_handle_timedout_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
                                    fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
-    limit_buy_order_old['id'] = open_trade.open_order_id
+    open_trade.open_order_id = limit_buy_order_old['id']	
+    order = Order.parse_from_ccxt_object(limit_buy_order_old, 'mocked', 'buy')
+    open_trade.orders[0] = order
     limit_buy_cancel = deepcopy(limit_buy_order_old)
     limit_buy_cancel['status'] = 'canceled'
     cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
@@ -2214,8 +2216,9 @@ def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt,
 def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old,
                                                mocker, open_trade, caplog) -> None:
     default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440, "exit_timeout_count": 1}
-    limit_sell_order_old['id'] = open_trade.open_order_id
+    open_trade.open_order_id = limit_sell_order_old['id']
-
+    order = Order.parse_from_ccxt_object(limit_sell_order_old, 'mocked', 'sell')
+    open_trade.orders[0] = order
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
@@ -4877,45 +4880,26 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
     assert trade.is_open is False
 
 
-@pytest.mark.parametrize('orders, results', [
+@pytest.mark.parametrize('data', [
     (
-        (
+        # tuple 1 - side amount, price
-            # side ampunt, price
+        # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit
-            ('buy', 100, 10),
+        (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None)),
-            ('buy', 100, 15),
+        (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None)),
-            ('sell', 50, 12),
+        (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625)),
-            ('sell', 100, 20),
+        (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875)),
-            ('sell', 50, 5),
+        (('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, 336.625)),
     ),
     (
-            # amount, open_rate, stake_amount, cumulative_profit, realized_profit
+        (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None)),
-            (100.0, 10.0, 1000.0, 0.0, None,),
+        (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None)),
-            (200.0, 12.5, 2500.0, 0.0, None,),
+        (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0)),
-            (150.0, 12.5, 1875.0, -28.0625, -28.0625,),
+        (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0)),
-            (50.0, 12.5, 625.0, 713.8125, 741.875,),
+        (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5)),
-            (50.0, 12.5, 625.0, 713.8125, 336.625,),
+        (('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 3175.75)),
     )
-    ),
-    (
-        (
-            ('buy', 100, 3),
-            ('buy', 100, 7),
-            ('sell', 100, 11),
-            ('buy', 150, 15),
-            ('sell', 100, 19),
-            ('sell', 150, 23),
-        ),
-        (
-            (100.0, 3.0, 300.0, 0.0, None,),
-            (200.0, 5.0, 1000.0, 0.0, None,),
-            (100.0, 5.0, 500.0, 596.0, 596.0,),
-            (250.0, 11.0, 2750.0, 596.0, 596.0,),
-            (150.0, 11.0, 1650.0, 1388.5, 792.5,),
-            (150.0, 11.0, 1650.0, 1388.5, 3175.75,),
-        )
-    ),
 ])
-def test_position_adjust3(mocker, default_conf_usdt, fee, orders, results) -> None:
+def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
     default_conf_usdt.update({
         "position_adjustment_enable": True,
         "dry_run": False,
@@ -4928,7 +4912,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, orders, results) -> No
     freqtrade = FreqtradeBot(default_conf_usdt)
     trade = None
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
-    for idx, (order, result) in enumerate(zip(orders, results)):
+    for idx, (order, result) in enumerate(data):
         amount = order[1]
         price = order[2]
         price_mock = MagicMock(return_value=price)

tests/test_persistence.py

@@ -1641,7 +1641,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
     assert trade.open_trade_value == 2 * o1_trade_val
     assert trade.nr_of_successful_buys == 2
 
-    # Just to make sure sell orders are ignored, let's calculate one more time.
+    # Just to make sure non partial sell orders are ignored, let's calculate one more time.
     sell1 = Order(
         ft_order_side='sell',
         ft_pair=trade.pair,