remove filled date logic

freqtrade/data/btanalysis.py

@@ -19,7 +19,7 @@ from freqtrade.persistence import LocalTrade, Trade, init_db
 logger = logging.getLogger(__name__)
 
 # Newest format
-BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'buy_filled_date', 'close_date',
+BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'open_rate', 'close_rate',
                    'fee_open', 'fee_close', 'trade_duration',
                    'profit_ratio', 'profit_abs', 'sell_reason',
@@ -316,7 +316,6 @@ def trade_list_to_dataframe(trades: List[LocalTrade]) -> pd.DataFrame:
     if len(df) > 0:
         df.loc[:, 'close_date'] = pd.to_datetime(df['close_date'], utc=True)
         df.loc[:, 'open_date'] = pd.to_datetime(df['open_date'], utc=True)
-        df.loc[:, 'buy_filled_date'] = pd.to_datetime(df['buy_filled_date'], utc=True)
         df.loc[:, 'close_rate'] = df['close_rate'].astype('float64')
     return df
 

freqtrade/optimize/backtesting.py

@@ -356,7 +356,7 @@ class Backtesting:
                         trade_dur: int) -> float:
         leverage = trade.leverage or 1.0
         is_short = trade.is_short or False
-        filled_dur = int((trade.close_date_utc - trade.buy_filled_date_utc).total_seconds() // 60)
+
         """
         Get close rate for backtesting result
         """
@@ -378,7 +378,7 @@ class Backtesting:
             # Special case: trailing triggers within same candle as trade opened. Assume most
             # pessimistic price movement, which is moving just enough to arm stoploss and
             # immediately going down to stop price.
-            if sell.sell_type == SellType.TRAILING_STOP_LOSS and (trade_dur == 0 or filled_dur == 0):
+            if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
                 if (
                     not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
                     and self.strategy.trailing_only_offset_is_reached
@@ -425,7 +425,7 @@ class Backtesting:
                 if is_short:
                     close_rate = (trade.open_rate *
                                 (1 - trade.fee_open) - trade.open_rate * roi / leverage) / (trade.fee_close + 1)
-                    if (trade_dur > 0 and filled_dur > 0 and trade_dur == roi_entry
+                    if (trade_dur > 0 and trade_dur == roi_entry
                             and roi_entry % self.timeframe_min == 0
                             and sell_row[OPEN_IDX] < close_rate):
                         # new ROI entry came into effect.
@@ -435,7 +435,7 @@ class Backtesting:
                     close_rate = - (trade.open_rate * roi / leverage + trade.open_rate *
                                 (1 + trade.fee_open)) / (trade.fee_close - 1)
 
-                    if (trade_dur > 0 and filled_dur > 0 and trade_dur == roi_entry
+                    if (trade_dur > 0 and trade_dur == roi_entry
                             and roi_entry % self.timeframe_min == 0
                             and sell_row[OPEN_IDX] > close_rate):
                         # new ROI entry came into effect.
@@ -444,7 +444,7 @@ class Backtesting:
 
                 if is_short:
                     if (
-                        (trade_dur == 0 or filled_dur == 0)
+                        trade_dur == 0
                         # Red candle (for longs), TODO: green candle (for shorts)
                         and sell_row[OPEN_IDX] < sell_row[CLOSE_IDX]  # Red candle
                         and trade.open_rate > sell_row[OPEN_IDX]  # trade-open below open_rate
@@ -457,7 +457,7 @@ class Backtesting:
                         raise ValueError("Opening candle ROI on red candles.")
                 else:
                     if (
-                        (trade_dur == 0 or filled_dur == 0)
+                        trade_dur == 0
                         # Red candle (for longs), TODO: green candle (for shorts)
                         and sell_row[OPEN_IDX] > sell_row[CLOSE_IDX]  # Red candle
                         and trade.open_rate < sell_row[OPEN_IDX]  # trade-open below open_rate

freqtrade/persistence/models.py

@@ -302,7 +302,6 @@ class LocalTrade():
     amount: float = 0.0
     amount_requested: Optional[float] = None
     open_date: datetime
-    buy_filled_date: Optional[datetime] = None
     close_date: Optional[datetime] = None
     open_order_id: Optional[str] = None
     # absolute value of the stop loss
@@ -367,10 +366,6 @@ class LocalTrade():
         else:
             return self.amount
 
-    @property
-    def buy_filled_date_utc(self):
-        return self.buy_filled_date.replace(tzinfo=timezone.utc)
-
     @property
     def open_date_utc(self):
         return self.open_date.replace(tzinfo=timezone.utc)
@@ -449,11 +444,6 @@ class LocalTrade():
             'open_rate_requested': self.open_rate_requested,
             'open_trade_value': round(self.open_trade_value, 8),
 
-            'buy_filled_date': (self.buy_filled_date.strftime(DATETIME_PRINT_FORMAT)
-                           if self.buy_filled_date else None),
-            'buy_filled_timestamp': int(self.buy_filled_date.replace(
-                tzinfo=timezone.utc).timestamp() * 1000) if self.buy_filled_date else None,
-
             'close_date': (self.close_date.strftime(DATETIME_PRINT_FORMAT)
                            if self.close_date else None),
             'close_timestamp': int(self.close_date.replace(