Merge pull request #4775 from freqtrade/fix_wallet_unlimited

Fix wallet unlimited

freqtrade/freqtradebot.py

@@ -473,8 +473,7 @@ class FreqtradeBot(LoggingMixin):
         (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
 
         if buy and not sell:
-            stake_amount = self.wallets.get_trade_stake_amount(pair, self.get_free_open_trades(),
-                                                               self.edge)
+            stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
             if not stake_amount:
                 logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
                 return False

freqtrade/optimize/backtesting.py

@@ -273,11 +273,9 @@ class Backtesting:
 
         return None
 
-    def _enter_trade(self, pair: str, row: List, max_open_trades: int,
-                     open_trade_count: int) -> Optional[LocalTrade]:
+    def _enter_trade(self, pair: str, row: List) -> Optional[LocalTrade]:
         try:
-            stake_amount = self.wallets.get_trade_stake_amount(
-                pair, max_open_trades - open_trade_count, None)
+            stake_amount = self.wallets.get_trade_stake_amount(pair, None)
         except DependencyException:
             return None
         min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05)
@@ -388,7 +386,7 @@ class Backtesting:
                         and tmp != end_date
                         and row[BUY_IDX] == 1 and row[SELL_IDX] != 1
                         and not PairLocks.is_pair_locked(pair, row[DATE_IDX])):
-                    trade = self._enter_trade(pair, row, max_open_trades, open_trade_count_start)
+                    trade = self._enter_trade(pair, row)
                     if trade:
                         # TODO: hacky workaround to avoid opening > max_open_trades
                         # This emulates previous behaviour - not sure if this is correct

freqtrade/rpc/rpc.py

@@ -607,8 +607,7 @@ class RPC:
             raise RPCException(f'position for {pair} already open - id: {trade.id}')
 
         # gen stake amount
-        stakeamount = self._freqtrade.wallets.get_trade_stake_amount(
-            pair, self._freqtrade.get_free_open_trades())
+        stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
 
         # execute buy
         if self._freqtrade.execute_buy(pair, stakeamount, price, forcebuy=True):

freqtrade/wallets.py

@@ -130,14 +130,13 @@ class Wallets:
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets
 
-    def _get_available_stake_amount(self) -> float:
+    def _get_available_stake_amount(self, val_tied_up: float) -> float:
         """
         Return the total currently available balance in stake currency,
         respecting tradable_balance_ratio.
         Calculated as
-        (<open_trade stakes> + free amount ) * tradable_balance_ratio - <open_trade stakes>
+        (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
-        val_tied_up = Trade.total_open_trades_stakes()
 
         # Ensure <tradable_balance_ratio>% is used from the overall balance
         # Otherwise we'd risk lowering stakes with each open trade.
@@ -146,26 +145,26 @@ class Wallets:
                             self._config['tradable_balance_ratio']) - val_tied_up
         return available_amount
 
-    def _calculate_unlimited_stake_amount(self, free_open_trades: int) -> float:
+    def _calculate_unlimited_stake_amount(self, available_amount: float,
+                                          val_tied_up: float) -> float:
         """
         Calculate stake amount for "unlimited" stake amount
         :return: 0 if max number of trades reached, else stake_amount to use.
         """
-        if not free_open_trades:
+        if self._config['max_open_trades'] == 0:
             return 0
 
-        available_amount = self._get_available_stake_amount()
+        possible_stake = (available_amount + val_tied_up) / self._config['max_open_trades']
+        # Theoretical amount can be above available amount - therefore limit to available amount!
+        return min(possible_stake, available_amount)
 
-        return available_amount / free_open_trades
-
-    def _check_available_stake_amount(self, stake_amount: float) -> float:
+    def _check_available_stake_amount(self, stake_amount: float, available_amount: float) -> float:
         """
         Check if stake amount can be fulfilled with the available balance
         for the stake currency
         :return: float: Stake amount
         :raise: DependencyException if balance is lower than stake-amount
         """
-        available_amount = self._get_available_stake_amount()
 
         if self._config['amend_last_stake_amount']:
             # Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio
@@ -183,7 +182,7 @@ class Wallets:
 
         return stake_amount
 
-    def get_trade_stake_amount(self, pair: str, free_open_trades: int, edge=None) -> float:
+    def get_trade_stake_amount(self, pair: str, edge=None) -> float:
         """
         Calculate stake amount for the trade
         :return: float: Stake amount
@@ -192,17 +191,20 @@ class Wallets:
         stake_amount: float
         # Ensure wallets are uptodate.
         self.update()
+        val_tied_up = Trade.total_open_trades_stakes()
+        available_amount = self._get_available_stake_amount(val_tied_up)
 
         if edge:
             stake_amount = edge.stake_amount(
                 pair,
                 self.get_free(self._config['stake_currency']),
                 self.get_total(self._config['stake_currency']),
-                Trade.total_open_trades_stakes()
+                val_tied_up
             )
         else:
             stake_amount = self._config['stake_amount']
             if stake_amount == UNLIMITED_STAKE_AMOUNT:
-                stake_amount = self._calculate_unlimited_stake_amount(free_open_trades)
+                stake_amount = self._calculate_unlimited_stake_amount(
+                    available_amount, val_tied_up)
 
-        return self._check_available_stake_amount(stake_amount)
+        return self._check_available_stake_amount(stake_amount, available_amount)