Merge branch 'develop' into bybit

docs/strategy-advanced.md

@@ -80,7 +80,7 @@ class AwesomeStrategy(IStrategy):
 ## Enter Tag
 
 When your strategy has multiple buy signals, you can name the signal that triggered.
-Then you can access you buy signal on `custom_exit`
+Then you can access your buy signal on `custom_exit`
 
 ```python
 def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2023.1.dev'
+__version__ = '2023.2.dev'
 
 if 'dev' in __version__:
     from pathlib import Path

freqtrade/optimize/backtesting.py

@@ -775,6 +775,11 @@ class Backtesting:
                      trade: Optional[LocalTrade] = None,
                      requested_rate: Optional[float] = None,
                      requested_stake: Optional[float] = None) -> Optional[LocalTrade]:
+        """
+        :param trade: Trade to adjust - initial entry if None
+        :param requested_rate: Adjusted entry rate
+        :param requested_stake: Stake amount for adjusted orders (`adjust_entry_price`).
+        """
 
         current_time = row[DATE_IDX].to_pydatetime()
         entry_tag = row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None
@@ -800,7 +805,7 @@ class Backtesting:
             return trade
         time_in_force = self.strategy.order_time_in_force['entry']
 
-        if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
+        if stake_amount and (not min_stake_amount or stake_amount >= min_stake_amount):
             self.order_id_counter += 1
             base_currency = self.exchange.get_pair_base_currency(pair)
             amount_p = (stake_amount / propose_rate) * leverage

requirements.txt

@@ -2,7 +2,7 @@ numpy==1.24.1
 pandas==1.5.3
 pandas-ta==0.3.14b
 
-ccxt==2.7.7
+ccxt==2.7.12
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==38.0.1; platform_machine == 'armv7l'
 cryptography==39.0.0; platform_machine != 'armv7l'

tests/exchange/test_ccxt_compat.py

@@ -43,7 +43,7 @@ EXCHANGES = {
         'hasQuoteVolumeFutures': True,
         'leverage_tiers_public': False,
         'leverage_in_spot_market': False,
-        'sample_order': {
+        'sample_order': [{
             "symbol": "SOLUSDT",
             "orderId": 3551312894,
             "orderListId": -1,
@@ -60,7 +60,32 @@ EXCHANGES = {
             "workingTime": 1674493798550,
             "fills": [],
             "selfTradePreventionMode": "NONE",
-        }
+        }]
+    },
+    'binanceus': {
+        'pair': 'BTC/USDT',
+        'stake_currency': 'USDT',
+        'hasQuoteVolume': True,
+        'timeframe': '5m',
+        'futures': False,
+        'sample_order': [{
+            "symbol": "SOLUSDT",
+            "orderId": 3551312894,
+            "orderListId": -1,
+            "clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
+            "transactTime": 1674493798550,
+            "price": "15.00000000",
+            "origQty": "1.00000000",
+            "executedQty": "0.00000000",
+            "cummulativeQuoteQty": "0.00000000",
+            "status": "NEW",
+            "timeInForce": "GTC",
+            "type": "LIMIT",
+            "side": "BUY",
+            "workingTime": 1674493798550,
+            "fills": [],
+            "selfTradePreventionMode": "NONE",
+        }]
     },
     'kraken': {
         'pair': 'BTC/USDT',
@@ -77,6 +102,40 @@ EXCHANGES = {
         'timeframe': '5m',
         'leverage_tiers_public': False,
         'leverage_in_spot_market': True,
+        'sample_order': [
+            {'id': '63d6742d0adc5570001d2bbf7'},  # create order
+            {
+                'id': '63d6742d0adc5570001d2bbf7',
+                'symbol': 'NAKA-USDT',
+                'opType': 'DEAL',
+                'type': 'limit',
+                'side': 'buy',
+                'price': '30',
+                'size': '0.1',
+                'funds': '0',
+                'dealFunds': '0.032626',
+                'dealSize': '0.1',
+                'fee': '0.000065252',
+                'feeCurrency': 'USDT',
+                'stp': '',
+                'stop': '',
+                'stopTriggered': False,
+                'stopPrice': '0',
+                'timeInForce': 'GTC',
+                'postOnly': False,
+                'hidden': False,
+                'iceberg': False,
+                'visibleSize': '0',
+                'cancelAfter': 0,
+                'channel': 'API',
+                'clientOid': '0a053870-11bf-41e5-be61-b272a4cb62e1',
+                'remark': None,
+                'tags': 'partner:ccxt',
+                'isActive': False,
+                'cancelExist': False,
+                'createdAt': 1674493798550,
+                'tradeType': 'TRADE'
+            }],
     },
     'gateio': {
         'pair': 'BTC/USDT',
@@ -242,10 +301,14 @@ class TestCCXTExchange():
 
     def test_ccxt_order_parse(self, exchange: EXCHANGE_FIXTURE_TYPE):
         exch, exchange_name = exchange
-        if stuff := EXCHANGES[exchange_name].get('sample_order'):
+        if orders := EXCHANGES[exchange_name].get('sample_order'):
-
+            for order in orders:
-            po = exch._api.parse_order(stuff)
+                po = exch._api.parse_order(order)
+                assert isinstance(po['id'], str)
+                assert po['id'] is not None
+                if len(order.keys()) > 1:
                     assert po['timestamp'] == 1674493798550
+                    assert isinstance(po['datetime'], str)
                     assert isinstance(po['timestamp'], int)
                     assert isinstance(po['price'], float)
                     assert isinstance(po['amount'], float)