From f6b3998bbda8c8ac22e7c13f40b2dfe40217212e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Feb 2023 20:23:04 +0100
Subject: [PATCH] Fix backtesting type incompatibilities

---
 freqtrade/freqtradebot.py         |  3 ++-
 freqtrade/optimize/backtesting.py | 21 ++++++++++++---------
 2 files changed, 14 insertions(+), 10 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0bed27cb9..ad0628c59 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1330,7 +1330,8 @@ class FreqtradeBot(LoggingMixin):
                     # place new order only if new price is supplied
                     self.execute_entry(
                         pair=trade.pair,
-                        stake_amount=(order_obj.remaining * order_obj.price / trade.leverage),
+                        stake_amount=(
+                            order_obj.safe_remaining * order_obj.safe_price / trade.leverage),
                         price=adjusted_entry_price,
                         trade=trade,
                         is_short=trade.is_short,
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 065a88f40..7f3036037 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -563,7 +563,7 @@ class Backtesting:
             pos_trade = self._get_exit_for_signal(trade, row, exit_, amount)
             if pos_trade is not None:
                 order = pos_trade.orders[-1]
-                if self._get_order_filled(order.price, row):
+                if self._get_order_filled(order.ft_price, row):
                     order.close_bt_order(current_date, trade)
                     trade.recalc_trade_from_orders()
                 self.wallets.update()
@@ -664,6 +664,7 @@ class Backtesting:
             side=trade.exit_side,
             order_type=order_type,
             status="open",
+            ft_price=close_rate,
             price=close_rate,
             average=close_rate,
             amount=amount,
@@ -887,6 +888,7 @@ class Backtesting:
                 order_date=current_time,
                 order_filled_date=current_time,
                 order_update_date=current_time,
+                ft_price=propose_rate,
                 price=propose_rate,
                 average=propose_rate,
                 amount=amount,
@@ -895,7 +897,7 @@ class Backtesting:
                 cost=stake_amount + trade.fee_open,
             )
             trade.orders.append(order)
-            if pos_adjust and self._get_order_filled(order.price, row):
+            if pos_adjust and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)
             else:
                 trade.open_order_id = str(self.order_id_counter)
@@ -1008,15 +1010,15 @@ class Backtesting:
         # only check on new candles for open entry orders
         if order.side == trade.entry_side and current_time > order.order_date_utc:
             requested_rate = strategy_safe_wrapper(self.strategy.adjust_entry_price,
-                                                   default_retval=order.price)(
+                                                   default_retval=order.ft_price)(
                 trade=trade,  # type: ignore[arg-type]
                 order=order, pair=trade.pair, current_time=current_time,
-                proposed_rate=row[OPEN_IDX], current_order_rate=order.price,
+                proposed_rate=row[OPEN_IDX], current_order_rate=order.ft_price,
                 entry_tag=trade.enter_tag, side=trade.trade_direction
             )  # default value is current order price
 
             # cancel existing order whenever a new rate is requested (or None)
-            if requested_rate == order.price:
+            if requested_rate == order.ft_price:
                 # assumption: there can't be multiple open entry orders at any given time
                 return False
             else:
@@ -1028,7 +1030,8 @@ class Backtesting:
             if requested_rate:
                 self._enter_trade(pair=trade.pair, row=row, trade=trade,
                                   requested_rate=requested_rate,
-                                  requested_stake=(order.remaining * order.price / trade.leverage),
+                                  requested_stake=(
+                                    order.safe_remaining * order.ft_price / trade.leverage),
                                   direction='short' if trade.is_short else 'long')
                 self.replaced_entry_orders += 1
             else:
@@ -1095,7 +1098,7 @@ class Backtesting:
         for trade in list(LocalTrade.bt_trades_open_pp[pair]):
             # 3. Process entry orders.
             order = trade.select_order(trade.entry_side, is_open=True)
-            if order and self._get_order_filled(order.price, row):
+            if order and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)
                 trade.open_order_id = None
                 self.wallets.update()
@@ -1106,7 +1109,7 @@ class Backtesting:
 
                 # 5. Process exit orders.
             order = trade.select_order(trade.exit_side, is_open=True)
-            if order and self._get_order_filled(order.price, row):
+            if order and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)
                 trade.open_order_id = None
                 sub_trade = order.safe_amount_after_fee != trade.amount
@@ -1115,7 +1118,7 @@ class Backtesting:
                     trade.recalc_trade_from_orders()
                 else:
                     trade.close_date = current_time
-                    trade.close(order.price, show_msg=False)
+                    trade.close(order.ft_price, show_msg=False)
 
                     # logger.debug(f"{pair} - Backtesting exit {trade}")
                     LocalTrade.close_bt_trade(trade)