From d579febfec9cd7c02f8bc95c59c0d5f91b69173c Mon Sep 17 00:00:00 2001
From: adriance <adrianceding@gmail.com>
Date: Wed, 9 Mar 2022 23:55:57 +0800
Subject: [PATCH] add filled time

---
 freqtrade/data/btanalysis.py      | 3 ++-
 freqtrade/optimize/backtesting.py | 3 ++-
 freqtrade/persistence/models.py   | 8 ++++++--
 3 files changed, 10 insertions(+), 4 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 4df8b2838..f0e0ccfd8 100644
--- a/freqtrade/data/btanalysis.py
+++ b/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', 'close_date',
+BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'buy_filled_date', 'close_date',
                    'open_rate', 'close_rate',
                    'fee_open', 'fee_close', 'trade_duration',
                    'profit_ratio', 'profit_abs', 'sell_reason',
@@ -316,6 +316,7 @@ 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
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5aa3974d0..cb057d8eb 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -534,7 +534,7 @@ class Backtesting:
         if sell.sell_flag:
             trade.close_date = sell_candle_time
 
-            trade_dur = int((trade.close_date_utc - trade.filled_date_utc).total_seconds() // 60)
+            trade_dur = int((trade.close_date_utc - trade.buy_filled_date_utc).total_seconds() // 60)
             try:
                 closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
             except ValueError:
@@ -960,6 +960,7 @@ class Backtesting:
                     if order and self._get_order_filled(order.price, row):
                         order.close_bt_order(current_time)
                         trade.open_order_id = None
+                        trade.buy_filled_date = current_time
                         LocalTrade.add_bt_trade(trade)
                         self.wallets.update()
 
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 3836424c4..fbf150ec5 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -302,6 +302,7 @@ class LocalTrade():
     amount: float = 0.0
     amount_requested: Optional[float] = None
     open_date: datetime
+    buy_filled_date: datetime
     close_date: Optional[datetime] = None
     open_order_id: Optional[str] = None
     # absolute value of the stop loss
@@ -367,8 +368,8 @@ class LocalTrade():
             return self.amount
 
     @property
-    def filled_date_utc(self):
-        return self.select_order('buy', is_open=False).order_filled_date.replace(tzinfo=timezone.utc)
+    def buy_filled_date_utc(self):
+        return self.buy_filled_date.replace(tzinfo=timezone.utc)
 
     @property
     def open_date_utc(self):
@@ -448,6 +449,9 @@ 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),
+            'buy_filled_timestamp': int(self.buy_filled_date.replace(tzinfo=timezone.utc).timestamp() * 1000),
+
             'close_date': (self.close_date.strftime(DATETIME_PRINT_FORMAT)
                            if self.close_date else None),
             'close_timestamp': int(self.close_date.replace(