added 2nd unit test

freqtrade/freqtradebot.py

@@ -460,6 +460,7 @@ class FreqtradeBot(LoggingMixin):
         else:
             logger.debug("Max adjustment entries is set to unlimited.")
         current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
+        current_rate_sell = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
         current_profit = trade.calc_profit_ratio(current_rate)
 
         min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
@@ -470,7 +471,8 @@ class FreqtradeBot(LoggingMixin):
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
                                              default_retval=None)(
             trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
-            current_profit=current_profit, min_stake=min_stake_amount, max_stake=max_stake_amount)
+            current_profit=current_profit, min_stake=min_stake_amount,
+            max_stake=max_stake_amount, current_rate_sell=current_rate_sell)
 
         if stake_amount is not None and stake_amount > 0.0:
             # We should increase our position
@@ -487,7 +489,7 @@ class FreqtradeBot(LoggingMixin):
                 }
                 self.rpc.send_msg(msg)
                 return
-            amount = -stake_amount / current_rate
+            amount = -stake_amount / current_rate_sell
             if trade.amount - amount < min_stake_amount:
                 logger.info('Remaining amount would be too small')
                 return

freqtrade/persistence/models.py

@@ -539,14 +539,14 @@ class LocalTrade():
                 amount = buy_amount
             if is_closed:
                 b_order.filled -= amount
+                b_order.order_update_date = datetime.now(timezone.utc)
             sell_amount -= amount
             profit += self.calc_profit2(buy_rate, sell_rate, amount)
         if is_closed:
             b_order2 = orders[idx]
-            amount2 = b_order2.filled or b_order2.amount
-            b_order2.average = (b_order2.average * amount2 - profit) / amount2
+            amount2 = b_order2.safe_amount_after_fee
+            b_order2.average = (b_order2.average * amount2 - profit / (1 + self.fee_open)) / amount2
             b_order2.order_update_date = datetime.now(timezone.utc)
-            self.update_order(b_order2)
             if is_non_bt: Order.query.session.commit()
             self.recalc_trade_from_orders()
 
@@ -693,8 +693,13 @@ class LocalTrade():
 
     def recalc_trade_from_orders(self):
         # mdebug
-        # import json
+        import json
         # logger.info(json.dumps(self.to_json(), indent =4))
+        if len(self.select_filled_orders('buy')) < 2 and 0:
+            # Just in case, still recalc open trade value
+            # needs to remove 
+            self.recalc_open_trade_value()
+            return
         total_amount = 0.0
         total_stake = 0.0
         for o in self.orders:
@@ -719,6 +724,7 @@ class LocalTrade():
             if self.stop_loss_pct is not None and self.open_rate is not None:
                 self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
         # logger.info(json.dumps(self.to_json(), indent =4))
+        # mdebug
 
     def select_order_by_order_id(self, order_id: str) -> Optional[Order]:
         """