From f7a1cabe23018945d561b482fbe32fb836004347 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 16 Jan 2022 19:52:08 +0100
Subject: [PATCH] Add first version to fill orders "later" in backtesting

---
 freqtrade/optimize/backtesting.py | 12 ++++++++----
 freqtrade/persistence/models.py   |  7 +++++--
 2 files changed, 13 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 4b9d7bbf1..0e9d95f53 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -670,10 +670,11 @@ class Backtesting:
                 for open_trade in list(open_trades[pair]):
                     # TODO: should open orders be stored in a separate list?
                     if open_trade.open_order_id:
-                        # FIXME: check order filling
-                        # * Get open order
-                        # * check if filled
-                        open_trade.open_order_id = None
+                        order = open_trade.select_order(is_open=True)
+                        # Check for timeout!!
+                        if self._get_order_filled(order.price):
+                            open_trade.open_order_id = None
+                            order.ft_is_open = False
 
                 # without positionstacking, we can only have one open trade per pair.
                 # max_open_trades must be respected
@@ -698,6 +699,9 @@ class Backtesting:
                         LocalTrade.add_bt_trade(trade)
 
                 for trade in list(open_trades[pair]):
+                    # TODO: This could be avoided with a separate list
+                    if trade.open_order_id:
+                        continue
                     # also check the buying candle for sell conditions.
                     trade_entry = self._get_sell_trade_entry(trade, row)
                     # Sell occurred
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index ff500b549..ee7ad3fdd 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -635,14 +635,17 @@ 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)
 
-    def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]:
+    def select_order(
+            self, order_side: str = None, is_open: Optional[bool] = None) -> Optional[Order]:
         """
         Finds latest order for this orderside and status
         :param order_side: Side of the order (either 'buy' or 'sell')
         :param is_open: Only search for open orders?
         :return: latest Order object if it exists, else None
         """
-        orders = [o for o in self.orders if o.side == order_side]
+        orders = self.orders
+        if order_side:
+            orders = [o for o in self.orders if o.side == order_side]
         if is_open is not None:
             orders = [o for o in orders if o.ft_is_open == is_open]
         if len(orders) > 0: