Merge branch 'feat/short' into max-amount

freqtrade/enums/marginmode.py

@@ -9,3 +9,4 @@ class MarginMode(Enum):
     """
     CROSS = "cross"
     ISOLATED = "isolated"
+    NONE = ''

freqtrade/exchange/exchange.py

@@ -941,11 +941,10 @@ class Exchange:
         side: str,
         amount: float,
         rate: float,
+        leverage: float,
         reduceOnly: bool = False,
-        leverage: float = 1.0,
         time_in_force: str = 'gtc',
     ) -> Dict:
-        # TODO-lev: remove default for leverage
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate, leverage)
             return dry_order

freqtrade/freqtradebot.py

@@ -605,7 +605,7 @@ class FreqtradeBot(LoggingMixin):
         self,
         pair: str,
         open_rate: float,
-        amount: float,
+        amount: float,  # quote currency, includes leverage
         leverage: float,
         is_short: bool
     ) -> Tuple[float, Optional[float]]:
@@ -1285,7 +1285,8 @@ class FreqtradeBot(LoggingMixin):
             # to the order dict acquired before cancelling.
             # we need to fall back to the values from order if corder does not contain these keys.
             trade.amount = filled_amount
-            # TODO-lev: Check edge cases, we don't want to make leverage > 1.0 if we don't have to
+            # * Check edge cases, we don't want to make leverage > 1.0 if we don't have to
+            # * (for leverage modes which aren't isolated futures)
 
             trade.stake_amount = trade.amount * trade.open_rate
             self.update_trade_state(trade, trade.open_order_id, corder)
@@ -1352,13 +1353,14 @@ class FreqtradeBot(LoggingMixin):
         :return: amount to sell
         :raise: DependencyException: if available balance is not within 2% of the available amount.
         """
-        # TODO-lev Maybe update?
         # Update wallets to ensure amounts tied up in a stoploss is now free!
         self.wallets.update()
         trade_base_currency = self.exchange.get_pair_base_currency(pair)
         wallet_amount = self.wallets.get_free(trade_base_currency)
         logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
-        if wallet_amount >= amount:
+        # TODO-lev: Get wallet amount + value of positions
+        if wallet_amount >= amount or self.trading_mode == TradingMode.FUTURES:
+            # A safe exit amount isn't needed for futures, you can just exit/close the position
             return amount
         elif wallet_amount > amount * 0.98:
             logger.info(f"{pair} - Falling back to wallet-amount {wallet_amount} -> {amount}.")
@@ -1436,6 +1438,7 @@ class FreqtradeBot(LoggingMixin):
                 side=trade.exit_side,
                 amount=amount,
                 rate=limit,
+                leverage=trade.leverage,
                 reduceOnly=self.trading_mode == TradingMode.FUTURES,
                 time_in_force=time_in_force
             )

freqtrade/optimize/backtesting.py

@@ -333,8 +333,12 @@ class Backtesting:
                     df_analyzed.loc[:, col] = 0 if not tag_col else None
 
             # Update dataprovider cache
-            self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed, CandleType.SPOT)
-            # TODO-lev: Candle-type should be conditional, either "spot" or futures
+            self.dataprovider._set_cached_df(
+                pair,
+                self.timeframe,
+                df_analyzed,
+                self.config['candle_type_def']
+            )
 
             df_analyzed = df_analyzed.drop(df_analyzed.head(1).index)
 
@@ -499,7 +503,7 @@ class Backtesting:
         sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
 
         if self.trading_mode == TradingMode.FUTURES:
-            # TODO-lev: Other fees / liquidation price?
+            # TODO-lev: liquidation price?
             trade.funding_fees = self.exchange.calculate_funding_fees(
                 self.futures_data[trade.pair],
                 amount=trade.amount,

freqtrade/persistence/models.py

@@ -569,7 +569,6 @@ class LocalTrade():
                 payment = "BUY" if self.is_short else "SELL"
                 # * On margin shorts, you buy a little bit more than the amount (amount + interest)
                 logger.info(f'{order_type.upper()}_{payment} has been fulfilled for {self}.')
-            # TODO-lev: Double check this
             self.close(safe_value_fallback(order, 'average', 'price'))
         elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
             self.stoploss_order_id = None

freqtrade/plot/plotting.py

@@ -431,7 +431,6 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     )
     fig.add_trace(candles, 1, 1)
 
-    # TODO-lev: Needs short equivalent
     if 'enter_long' in data.columns:
         df_buy = data[data['enter_long'] == 1]
         if len(df_buy) > 0:
@@ -537,7 +536,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
                             "Profit per pair",
                             "Parallelism",
                             "Underwater",
-                            ])
+                        ])
     fig['layout'].update(title="Freqtrade Profit plot")
     fig['layout']['yaxis1'].update(title='Price')
     fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')