Merge branch 'freqtrade:develop' into develop

freqtrade/exchange/exchange.py

@@ -1135,7 +1135,11 @@ class Exchange:
                           "sell" else (stop_price >= limit_rate))
         # Ensure rate is less than stop price
         if bad_stop_price:
-            raise OperationalException(
+            # This can for example happen if the stop / liquidation price is set to 0
+            # Which is possible if a market-order closes right away.
+            # The InvalidOrderException will bubble up to exit_positions, where it will be
+            # handled gracefully.
+            raise InvalidOrderException(
                 "In stoploss limit order, stop price should be more than limit price. "
                 f"Stop price: {stop_price}, Limit price: {limit_rate}, "
                 f"Limit Price pct: {limit_price_pct}"

freqtrade/freqtradebot.py

@@ -594,7 +594,7 @@ class FreqtradeBot(LoggingMixin):
         stake_available = self.wallets.get_available_stake_amount()
         logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
-                                             default_retval=None)(
+                                             default_retval=None, supress_error=True)(
             trade=trade,
             current_time=datetime.now(timezone.utc), current_rate=current_entry_rate,
             current_profit=current_entry_profit, min_stake=min_entry_stake,
@@ -810,6 +810,9 @@ class FreqtradeBot(LoggingMixin):
                 precision_mode=self.exchange.precisionMode,
                 contract_size=self.exchange.get_contract_size(pair),
             )
+            stoploss = self.strategy.stoploss if not self.edge else self.edge.get_stoploss(pair)
+            trade.adjust_stop_loss(trade.open_rate, stoploss, initial=True)
+
         else:
             # This is additional buy, we reset fee_open_currency so timeout checking can work
             trade.is_open = True
@@ -1021,12 +1024,16 @@ class FreqtradeBot(LoggingMixin):
         trades_closed = 0
         for trade in trades:
             try:
-
+                try:
                     if (self.strategy.order_types.get('stoploss_on_exchange') and
                             self.handle_stoploss_on_exchange(trade)):
                         trades_closed += 1
                         Trade.commit()
                         continue
+
+                except InvalidOrderException as exception:
+                    logger.warning(
+                        f'Unable to handle stoploss on exchange for {trade.pair}: {exception}')
                 # Check if we can sell our current pair
                 if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
                     trades_closed += 1

freqtrade/optimize/backtesting.py

@@ -522,7 +522,7 @@ class Backtesting:
         max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
         stake_available = self.wallets.get_available_stake_amount()
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
-                                             default_retval=None)(
+                                             default_retval=None, supress_error=True)(
             trade=trade,  # type: ignore[arg-type]
             current_time=current_date, current_rate=current_rate,
             current_profit=current_profit, min_stake=min_stake,

tests/exchange/test_binance.py

@@ -52,7 +52,7 @@ def test_create_stoploss_order_binance(default_conf, mocker, limitratio, expecte
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
@@ -131,7 +131,7 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,

tests/exchange/test_huobi.py

@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import EXMS, get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -31,7 +31,7 @@ def test_create_stoploss_order_huobi(default_conf, mocker, limitratio, expected,
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss_on_exchange_limit_ratio': 1.05},
                                          side=side,
@@ -84,7 +84,7 @@ def test_create_stoploss_order_dry_run_huobi(default_conf, mocker):
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss_on_exchange_limit_ratio': 1.05},
                                          side='sell', leverage=1.0)

tests/exchange/test_kucoin.py

@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import EXMS, get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -31,7 +31,7 @@ def test_create_stoploss_order_kucoin(default_conf, mocker, limitratio, expected
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
     if order_type == 'limit':
-        with pytest.raises(OperationalException):
+        with pytest.raises(InvalidOrderException):
             order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                              order_types={
                                                  'stoploss': order_type,
@@ -92,7 +92,7 @@ def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss': 'limit',
                                                       'stoploss_on_exchange_limit_ratio': 1.05},

tests/rpc/test_rpc.py

@@ -125,17 +125,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'profit_pct': 0.0,
         'profit_abs': 0.0,
         'total_profit_abs': 0.0,
-        'stop_loss_abs': 0.0,
-        'stop_loss_pct': None,
-        'stop_loss_ratio': None,
-        'stoploss_current_dist': -1.099e-05,
-        'stoploss_current_dist_ratio': -1.0,
-        'stoploss_current_dist_pct': pytest.approx(-100.0),
-        'stoploss_entry_dist': -0.0010025,
-        'stoploss_entry_dist_ratio': -1.0,
-        'initial_stop_loss_abs': 0.0,
-        'initial_stop_loss_pct': None,
-        'initial_stop_loss_ratio': None,
         'open_order': '(limit buy rem=91.07468123)',
     })
     response_unfilled['orders'][0].update({

tests/test_integration.py

@@ -386,12 +386,12 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert trade.open_order_id is not None
     assert pytest.approx(trade.stake_amount) == 60
     assert trade.open_rate == 1.96
-    assert trade.stop_loss_pct is None
+    assert trade.stop_loss_pct == -0.1
-    assert trade.stop_loss == 0.0
+    assert pytest.approx(trade.stop_loss) == trade.open_rate * (1 - 0.1 / leverage)
+    assert pytest.approx(trade.initial_stop_loss) == trade.open_rate * (1 - 0.1 / leverage)
+    assert trade.initial_stop_loss_pct == -0.1
     assert trade.leverage == leverage
     assert trade.stake_amount == 60
-    assert trade.initial_stop_loss == 0.0
-    assert trade.initial_stop_loss_pct is None
     # No adjustment
     freqtrade.process()
     trade = Trade.get_trades().first()
@@ -407,11 +407,11 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert trade.open_order_id is not None
     # Open rate is not adjusted yet
     assert trade.open_rate == 1.96
-    assert trade.stop_loss_pct is None
+    assert trade.stop_loss_pct == -0.1
-    assert trade.stop_loss == 0.0
+    assert pytest.approx(trade.stop_loss) == trade.open_rate * (1 - 0.1 / leverage)
+    assert pytest.approx(trade.initial_stop_loss) == trade.open_rate * (1 - 0.1 / leverage)
     assert trade.stake_amount == 60
-    assert trade.initial_stop_loss == 0.0
+    assert trade.initial_stop_loss_pct == -0.1
-    assert trade.initial_stop_loss_pct is None
 
     # Fill order
     mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True)
@@ -424,7 +424,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert pytest.approx(trade.stake_amount) == 60
     assert trade.stop_loss_pct == -0.1
     assert pytest.approx(trade.stop_loss) == 1.99 * (1 - 0.1 / leverage)
-    assert pytest.approx(trade.initial_stop_loss) == 1.99 * (1 - 0.1 / leverage)
+    assert pytest.approx(trade.initial_stop_loss) == 1.96 * (1 - 0.1 / leverage)
     assert trade.initial_stop_loss_pct == -0.1
 
     # 2nd order - not filling