Merge branch 'freqtrade:develop' into bt-metrics

.github/workflows/ci.yml

@@ -25,10 +25,10 @@ jobs:
     strategy:
       matrix:
         os: [ ubuntu-20.04, ubuntu-22.04 ]
-        python-version: ["3.8", "3.9", "3.10", "3.11"]
+        python-version: ["3.9", "3.10", "3.11"]
 
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
 
     - name: Set up Python
       uses: actions/setup-python@v4
@@ -127,10 +127,10 @@ jobs:
     strategy:
       matrix:
         os: [ macos-latest ]
-        python-version: ["3.8", "3.9", "3.10", "3.11"]
+        python-version: ["3.9", "3.10", "3.11"]
 
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
 
     - name: Set up Python
       uses: actions/setup-python@v4
@@ -237,10 +237,10 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.8", "3.9", "3.10", "3.11"]
+        python-version: ["3.9", "3.10", "3.11"]
 
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
 
     - name: Set up Python
       uses: actions/setup-python@v4
@@ -304,7 +304,7 @@ jobs:
   mypy_version_check:
     runs-on: ubuntu-22.04
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
 
     - name: Set up Python
       uses: actions/setup-python@v4
@@ -319,7 +319,7 @@ jobs:
   pre-commit:
     runs-on: ubuntu-22.04
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
 
     - uses: actions/setup-python@v4
       with:
@@ -329,7 +329,7 @@ jobs:
   docs_check:
     runs-on: ubuntu-22.04
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
 
     - name: Documentation syntax
       run: |
@@ -359,7 +359,7 @@ jobs:
     # Run pytest with "live" checks
     runs-on: ubuntu-22.04
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
 
     - name: Set up Python
       uses: actions/setup-python@v4
@@ -443,12 +443,12 @@ jobs:
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
 
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
 
     - name: Set up Python
       uses: actions/setup-python@v4
       with:
-        python-version: "3.9"
+        python-version: "3.11"
 
     - name: Extract branch name
       shell: bash
@@ -515,7 +515,7 @@ jobs:
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
 
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
 
     - name: Extract branch name
       shell: bash

.github/workflows/docker_update_readme.yml

@@ -8,7 +8,7 @@ jobs:
   dockerHubDescription:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
     - name: Docker Hub Description
       uses: peter-evans/dockerhub-description@v3
       env:

README.md

@@ -59,7 +59,7 @@ Please find the complete documentation on the [freqtrade website](https://www.fr
 
 ## Features
 
-- [x] **Based on Python 3.8+**: For botting on any operating system - Windows, macOS and Linux.
+- [x] **Based on Python 3.9+**: For botting on any operating system - Windows, macOS and Linux.
 - [x] **Persistence**: Persistence is achieved through sqlite.
 - [x] **Dry-run**: Run the bot without paying money.
 - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
@@ -207,7 +207,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
 
 ### Software requirements
 
-- [Python >= 3.8](http://docs.python-guide.org/en/latest/starting/installation/)
+- [Python >= 3.9](http://docs.python-guide.org/en/latest/starting/installation/)
 - [pip](https://pip.pypa.io/en/stable/installing/)
 - [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 - [TA-Lib](https://ta-lib.github.io/ta-lib-python/)

docs/configuration.md

@@ -177,7 +177,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to exit. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
 | | **TODO**
-| `use_exit_signal` | Use exit signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
+| `use_exit_signal` | Use exit signals produced by the strategy in addition to the `minimal_roi`. <br>Setting this to false disables the usage of `"exit_long"` and `"exit_short"` columns. Has no influence on other exit methods (Stoploss, ROI, callbacks). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `exit_profit_offset` | Exit-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
 | `ignore_roi_if_entry_signal` | Do not exit if the entry signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean

docs/freqai-reinforcement-learning.md

@@ -237,11 +237,10 @@ class MyCoolRLModel(ReinforcementLearner):
 Reinforcement Learning models benefit from tracking training metrics. FreqAI has integrated Tensorboard to allow users to track training and evaluation performance across all coins and across all retrainings. Tensorboard is activated via the following command:
 
 ```bash
-cd freqtrade
 tensorboard --logdir user_data/models/unique-id
 ```
 
-where `unique-id` is the `identifier` set in the `freqai` configuration file. This command must be run in a separate shell to view the output in their browser at 127.0.0.1:6006 (6006 is the default port used by Tensorboard).
+where `unique-id` is the `identifier` set in the `freqai` configuration file. This command must be run in a separate shell to view the output in the browser at 127.0.0.1:6006 (6006 is the default port used by Tensorboard).
 
 ![tensorboard](assets/tensorboard.jpg)
 

docs/index.md

@@ -83,7 +83,7 @@ To run this bot we recommend you a linux cloud instance with a minimum of:
 
 Alternatively
 
-- Python 3.8+
+- Python 3.9+
 - pip (pip3)
 - git
 - TA-Lib

docs/installation.md

@@ -24,7 +24,7 @@ The easiest way to install and run Freqtrade is to clone the bot Github reposito
     The `stable` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
 
 !!! Note
-    Python3.8 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.  
+    Python3.9 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.  
     Also, python headers (`python<yourversion>-dev` / `python<yourversion>-devel`) must be available for the installation to complete successfully.
 
 !!! Warning "Up-to-date clock"
@@ -42,7 +42,7 @@ These requirements apply to both [Script Installation](#script-installation) and
 
 ### Install guide
 
-* [Python >= 3.8.x](http://docs.python-guide.org/en/latest/starting/installation/)
+* [Python >= 3.9](http://docs.python-guide.org/en/latest/starting/installation/)
 * [pip](https://pip.pypa.io/en/stable/installing/)
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 * [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
@@ -54,7 +54,7 @@ We've included/collected install instructions for Ubuntu, MacOS, and Windows. Th
 OS Specific steps are listed first, the [Common](#common) section below is necessary for all systems.
 
 !!! Note
-    Python3.8 or higher and the corresponding pip are assumed to be available.
+    Python3.9 or higher and the corresponding pip are assumed to be available.
 
 === "Debian/Ubuntu"
     #### Install necessary dependencies
@@ -169,7 +169,7 @@ You can as well update, configure and reset the codebase of your bot with `./scr
 ** --install **
 
 With this option, the script will install the bot and most dependencies:
-You will need to have git and python3.8+ installed beforehand for this to work.
+You will need to have git and python3.9+ installed beforehand for this to work.
 
 * Mandatory software as: `ta-lib`
 * Setup your virtualenv under `.venv/`

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.4.4
 mkdocs==1.5.2
-mkdocs-material==9.2.5
+mkdocs-material==9.2.8
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.3
 jinja2==3.1.2

docs/strategy-customization.md

@@ -264,7 +264,7 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
 ### Exit signal rules
 
 Edit the method `populate_exit_trend()` into your strategy file to update your exit strategy.
-The exit-signal is only used for exits if `use_exit_signal` is set to true in the configuration.
+The exit-signal can be suppressed by setting `use_exit_signal` to false in the configuration or strategy.
 `use_exit_signal` will not influence [signal collision rules](#colliding-signals) - which will still apply and can prevent entries.
 
 It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.

docs/strategy_analysis_example.md

@@ -167,7 +167,7 @@ trades.groupby("pair")["exit_reason"].value_counts()
 # Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
 
 from freqtrade.configuration import Configuration
-from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
+from freqtrade.data.btanalysis import load_backtest_stats
 import plotly.express as px
 import pandas as pd
 
@@ -178,20 +178,8 @@ import pandas as pd
 stats = load_backtest_stats(backtest_dir)
 strategy_stats = stats['strategy'][strategy]
 
-dates = []
-profits = []
-for date_profit in strategy_stats['daily_profit']:
-    dates.append(date_profit[0])
-    profits.append(date_profit[1])
-
-equity = 0
-equity_daily = []
-for daily_profit in profits:
-    equity_daily.append(equity)
-    equity += float(daily_profit)
-
-
-df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
+df = pd.DataFrame(columns=['dates','equity'], data=strategy_stats['daily_profit'])
+df['equity_daily'] = df['equity'].cumsum()
 
 fig = px.line(df, x="dates", y="equity_daily")
 fig.show()

docs/windows_installation.md

@@ -24,7 +24,7 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.9, 3.10 and 3.11) and for 64bit Windows.
 These Wheels are also used by CI running on windows, and are therefore tested together with freqtrade.
 
 Other versions must be downloaded from the above link.

freqtrade/__main__.py

@@ -3,7 +3,7 @@
 __main__.py for Freqtrade
 To launch Freqtrade as a module
 
-> python -m freqtrade (with Python >= 3.8)
+> python -m freqtrade (with Python >= 3.9)
 """
 
 from freqtrade import main

freqtrade/data/converter.py

@@ -105,7 +105,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
     df = dataframe.resample(resample_interval, on='date').agg(ohlcv_dict)
 
     # Forwardfill close for missing columns
-    df['close'] = df['close'].fillna(method='ffill')
+    df['close'] = df['close'].ffill()
     # Use close for "open, high, low"
     df.loc[:, ['open', 'high', 'low']] = df[['open', 'high', 'low']].fillna(
         value={'open': df['close'],

freqtrade/exchange/bybit.py

@@ -6,8 +6,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import ccxt
 
 from freqtrade.constants import BuySell
-from freqtrade.enums import MarginMode, PriceType, TradingMode
-from freqtrade.enums.candletype import CandleType
+from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier

freqtrade/exchange/exchange.py

@@ -23,8 +23,7 @@ from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHAN
                                  BuySell, Config, EntryExit, ExchangeConfig,
                                  ListPairsWithTimeframes, MakerTaker, OBLiteral, PairWithTimeframe)
 from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list
-from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
-from freqtrade.enums.pricetype import PriceType
+from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)

freqtrade/exchange/okx.py

@@ -4,8 +4,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import ccxt
 
 from freqtrade.constants import BuySell
-from freqtrade.enums import CandleType, MarginMode, TradingMode
-from freqtrade.enums.pricetype import PriceType
+from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import (DDosProtection, OperationalException, RetryableOrderError,
                                   TemporaryError)
 from freqtrade.exchange import Exchange, date_minus_candles

freqtrade/freqtradebot.py

@@ -21,9 +21,8 @@ from freqtrade.enums import (ExitCheckTuple, ExitType, RPCMessageType, RunMode,
                              State, TradingMode)
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
-from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, timeframe_to_minutes, timeframe_to_next_date,
-                                timeframe_to_seconds)
-from freqtrade.exchange.common import remove_exchange_credentials
+from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, remove_exchange_credentials,
+                                timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds)
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.mixins import LoggingMixin
 from freqtrade.persistence import Order, PairLocks, Trade, init_db
@@ -373,7 +372,10 @@ class FreqtradeBot(LoggingMixin):
                         "Order is older than 5 days. Assuming order was fully cancelled.")
                     fo = order.to_ccxt_object()
                     fo['status'] = 'canceled'
-                    self.handle_cancel_order(fo, order.trade, constants.CANCEL_REASON['TIMEOUT'])
+                    self.handle_cancel_order(
+                        fo, order.order_id, order.trade,
+                        constants.CANCEL_REASON['TIMEOUT']
+                    )
 
             except ExchangeError as e:
 
@@ -440,13 +442,6 @@ class FreqtradeBot(LoggingMixin):
                     if fo and fo['status'] == 'open':
                         # Assume this as the open stoploss order
                         trade.stoploss_order_id = order.order_id
-                elif order.ft_order_side == trade.exit_side:
-                    if fo and fo['status'] == 'open':
-                        # Assume this as the open order
-                        trade.open_order_id = order.order_id
-                elif order.ft_order_side == trade.entry_side:
-                    if fo and fo['status'] == 'open':
-                        trade.open_order_id = order.order_id
                 if fo:
                     logger.info(f"Found {order} for trade {trade}.")
                     self.update_trade_state(trade, order.order_id, fo,
@@ -473,8 +468,6 @@ class FreqtradeBot(LoggingMixin):
                     safe_value_fallback(order, 'lastTradeTimestamp', 'timestamp') // 1000,
                     tz=timezone.utc)
                 trade.orders.append(order_obj)
-                # TODO: how do we handle open_order_id ...
-                Trade.commit()
                 prev_exit_reason = trade.exit_reason
                 trade.exit_reason = ExitType.SOLD_ON_EXCHANGE.value
                 self.update_trade_state(trade, order['id'], order)
@@ -490,7 +483,10 @@ class FreqtradeBot(LoggingMixin):
                     Trade.commit()
 
         except ExchangeError:
-            logger.warning("Error finding onexchange order")
+            logger.warning("Error finding onexchange order.")
+        except Exception:
+            # catching https://github.com/freqtrade/freqtrade/issues/9025
+            logger.warning("Error finding onexchange order", exc_info=True)
 #
 # BUY / enter positions / open trades logic and methods
 #
@@ -612,7 +608,8 @@ class FreqtradeBot(LoggingMixin):
         # Walk through each pair and check if it needs changes
         for trade in Trade.get_open_trades():
             # If there is any open orders, wait for them to finish.
-            if trade.open_order_id is None:
+            # TODO Remove to allow mul open orders
+            if not trade.has_open_orders:
                 # Do a wallets update (will be ratelimited to once per hour)
                 self.wallets.update(False)
                 try:
@@ -846,7 +843,6 @@ class FreqtradeBot(LoggingMixin):
                 open_rate_requested=enter_limit_requested,
                 open_date=open_date,
                 exchange=self.exchange.id,
-                open_order_id=order_id,
                 strategy=self.strategy.get_strategy_name(),
                 enter_tag=enter_tag,
                 timeframe=timeframe_to_minutes(self.config['timeframe']),
@@ -867,7 +863,6 @@ class FreqtradeBot(LoggingMixin):
             trade.is_open = True
             trade.fee_open_currency = None
             trade.open_rate_requested = enter_limit_requested
-            trade.open_order_id = order_id
 
         trade.orders.append(order_obj)
         trade.recalc_trade_from_orders()
@@ -1077,7 +1072,7 @@ class FreqtradeBot(LoggingMixin):
         trades_closed = 0
         for trade in trades:
 
-            if trade.open_order_id is None and not self.wallets.check_exit_amount(trade):
+            if not trade.has_open_orders and not self.wallets.check_exit_amount(trade):
                 logger.warning(
                     f'Not enough {trade.safe_base_currency} in wallet to exit {trade}. '
                     'Trying to recover.')
@@ -1095,7 +1090,7 @@ class FreqtradeBot(LoggingMixin):
                     logger.warning(
                         f'Unable to handle stoploss on exchange for {trade.pair}: {exception}')
                 # Check if we can sell our current pair
-                if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
+                if not trade.has_open_orders and trade.is_open and self.handle_trade(trade):
                     trades_closed += 1
 
             except DependencyException as exception:
@@ -1214,7 +1209,6 @@ class FreqtradeBot(LoggingMixin):
         """
 
         logger.debug('Handling stoploss on exchange %s ...', trade)
-
         stoploss_order = None
 
         try:
@@ -1237,7 +1231,7 @@ class FreqtradeBot(LoggingMixin):
             self.handle_protections(trade.pair, trade.trade_direction)
             return True
 
-        if trade.open_order_id or not trade.is_open:
+        if trade.has_open_orders or not trade.is_open:
             # Trade has an open Buy or Sell order, Stoploss-handling can't happen in this case
             # as the Amount on the exchange is tied up in another trade.
             # The trade can be closed already (sell-order fill confirmation came in this iteration)
@@ -1321,27 +1315,33 @@ class FreqtradeBot(LoggingMixin):
         Timeout setting takes priority over limit order adjustment request.
         :return: None
         """
-        for trade in Trade.get_open_order_trades():
-            try:
-                if not trade.open_order_id:
+        for trade in Trade.get_open_trades():
+            for open_order in trade.open_orders:
+                try:
+                    order = self.exchange.fetch_order(open_order.order_id, trade.pair)
+
+                except (ExchangeError):
+                    logger.info(
+                        'Cannot query order for %s due to %s', trade, traceback.format_exc()
+                    )
                     continue
-                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except (ExchangeError):
-                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
-                continue
 
-            fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
-            not_closed = order['status'] == 'open' or fully_cancelled
-            order_obj = trade.select_order_by_order_id(trade.open_order_id)
+                fully_cancelled = self.update_trade_state(trade, open_order.order_id, order)
+                not_closed = order['status'] == 'open' or fully_cancelled
 
-            if not_closed:
-                if fully_cancelled or (order_obj and self.strategy.ft_check_timed_out(
-                   trade, order_obj, datetime.now(timezone.utc))):
-                    self.handle_cancel_order(order, trade, constants.CANCEL_REASON['TIMEOUT'])
-                else:
-                    self.replace_order(order, order_obj, trade)
+                if not_closed:
+                    if fully_cancelled or (
+                        open_order and self.strategy.ft_check_timed_out(
+                            trade, open_order, datetime.now(timezone.utc)
+                        )
+                    ):
+                        self.handle_cancel_order(
+                            order, open_order.order_id, trade, constants.CANCEL_REASON['TIMEOUT']
+                        )
+                    else:
+                        self.replace_order(order, open_order, trade)
 
-    def handle_cancel_order(self, order: Dict, trade: Trade, reason: str) -> None:
+    def handle_cancel_order(self, order: Dict, order_id: str, trade: Trade, reason: str) -> None:
         """
         Check if current analyzed order timed out and cancel if necessary.
         :param order: Order dict grabbed with exchange.fetch_order()
@@ -1349,9 +1349,9 @@ class FreqtradeBot(LoggingMixin):
         :return: None
         """
         if order['side'] == trade.entry_side:
-            self.handle_cancel_enter(trade, order, reason)
+            self.handle_cancel_enter(trade, order, order_id, reason)
         else:
-            canceled = self.handle_cancel_exit(trade, order, reason)
+            canceled = self.handle_cancel_exit(trade, order, order_id, reason)
             canceled_count = trade.get_exit_order_count()
             max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
             if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:
@@ -1406,7 +1406,7 @@ class FreqtradeBot(LoggingMixin):
                 cancel_reason = constants.CANCEL_REASON['USER_CANCEL']
             if order_obj.price != adjusted_entry_price:
                 # cancel existing order if new price is supplied or None
-                self.handle_cancel_enter(trade, order, cancel_reason,
+                self.handle_cancel_enter(trade, order, order_obj.order_id, cancel_reason,
                                          replacing=replacing)
                 if adjusted_entry_price:
                     # place new order only if new price is supplied
@@ -1434,25 +1434,28 @@ class FreqtradeBot(LoggingMixin):
         :return: None
         """
 
-        for trade in Trade.get_open_order_trades():
-            if not trade.open_order_id:
-                continue
-            try:
-                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except (ExchangeError):
-                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
-                continue
+        for trade in Trade.get_open_trades():
+            for open_order in trade.open_orders:
+                try:
+                    order = self.exchange.fetch_order(open_order.order_id, trade.pair)
+                except (ExchangeError):
+                    logger.info("Can't query order for %s due to %s", trade, traceback.format_exc())
+                    continue
 
-            if order['side'] == trade.entry_side:
-                self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+                if order['side'] == trade.entry_side:
+                    self.handle_cancel_enter(
+                        trade, order, open_order.order_id, constants.CANCEL_REASON['ALL_CANCELLED']
+                    )
 
-            elif order['side'] == trade.exit_side:
-                self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+                elif order['side'] == trade.exit_side:
+                    self.handle_cancel_exit(
+                        trade, order, open_order.order_id, constants.CANCEL_REASON['ALL_CANCELLED']
+                    )
         Trade.commit()
 
     def handle_cancel_enter(
-            self, trade: Trade, order: Dict, reason: str,
-            replacing: Optional[bool] = False
+            self, trade: Trade, order: Dict, order_id: str,
+            reason: str, replacing: Optional[bool] = False
     ) -> bool:
         """
         entry cancel - cancel order
@@ -1461,7 +1464,7 @@ class FreqtradeBot(LoggingMixin):
         """
         was_trade_fully_canceled = False
         side = trade.entry_side.capitalize()
-        if not trade.open_order_id:
+        if not trade.has_open_orders:
             logger.warning(f"No open order for {trade}.")
             return False
 
@@ -1474,16 +1477,16 @@ class FreqtradeBot(LoggingMixin):
 
             if filled_val > 0 and minstake and filled_stake < minstake:
                 logger.warning(
-                    f"Order {trade.open_order_id} for {trade.pair} not cancelled, "
+                    f"Order {order_id} for {trade.pair} not cancelled, "
                     f"as the filled amount of {filled_val} would result in an unexitable trade.")
                 return False
-            corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
+            corder = self.exchange.cancel_order_with_result(order_id, trade.pair,
                                                             trade.amount)
             # Avoid race condition where the order could not be cancelled coz its already filled.
             # Simply bailing here is the only safe way - as this order will then be
             # handled in the next iteration.
             if corder.get('status') not in constants.NON_OPEN_EXCHANGE_STATES:
-                logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
+                logger.warning(f"Order {order_id} for {trade.pair} not cancelled.")
                 return False
         else:
             # Order was cancelled already, so we can reuse the existing dict
@@ -1503,14 +1506,12 @@ class FreqtradeBot(LoggingMixin):
                 was_trade_fully_canceled = True
                 reason += f", {constants.CANCEL_REASON['FULLY_CANCELLED']}"
             else:
-                self.update_trade_state(trade, trade.open_order_id, corder)
-                trade.open_order_id = None
+                self.update_trade_state(trade, order_id, corder)
                 logger.info(f'{side} Order timeout for {trade}.')
         else:
             # update_trade_state (and subsequently recalc_trade_from_orders) will handle updates
             # to the trade object
-            self.update_trade_state(trade, trade.open_order_id, corder)
-            trade.open_order_id = None
+            self.update_trade_state(trade, order_id, corder)
 
             logger.info(f'Partial {trade.entry_side} order timeout for {trade}.')
             reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}"
@@ -1520,7 +1521,10 @@ class FreqtradeBot(LoggingMixin):
                                   reason=reason)
         return was_trade_fully_canceled
 
-    def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> bool:
+    def handle_cancel_exit(
+        self, trade: Trade, order: Dict, order_id: str,
+        reason: str
+    ) -> bool:
         """
         exit order cancel - cancel order and update trade
         :return: True if exit order was cancelled, false otherwise
@@ -1528,17 +1532,18 @@ class FreqtradeBot(LoggingMixin):
         cancelled = False
         # Cancelled orders may have the status of 'canceled' or 'closed'
         if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
-            filled_val: float = order.get('filled', 0.0) or 0.0
-            filled_rem_stake = trade.stake_amount - filled_val * trade.open_rate
+            filled_amt: float = order.get('filled', 0.0) or 0.0
+            # Filled val is in quote currency (after leverage)
+            filled_rem_stake = trade.stake_amount - (filled_amt * trade.open_rate / trade.leverage)
             minstake = self.exchange.get_min_pair_stake_amount(
                 trade.pair, trade.open_rate, self.strategy.stoploss)
             # Double-check remaining amount
-            if filled_val > 0:
+            if filled_amt > 0:
                 reason = constants.CANCEL_REASON['PARTIALLY_FILLED']
                 if minstake and filled_rem_stake < minstake:
                     logger.warning(
-                        f"Order {trade.open_order_id} for {trade.pair} not cancelled, as "
-                        f"the filled amount of {filled_val} would result in an unexitable trade.")
+                        f"Order {order_id} for {trade.pair} not cancelled, as "
+                        f"the filled amount of {filled_amt} would result in an unexitable trade.")
                     reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
 
                     self._notify_exit_cancel(
@@ -1554,7 +1559,7 @@ class FreqtradeBot(LoggingMixin):
                     order['id'], trade.pair, trade.amount)
             except InvalidOrderException:
                 logger.exception(
-                    f"Could not cancel {trade.exit_side} order {trade.open_order_id}")
+                    f"Could not cancel {trade.exit_side} order {order_id}")
                 return False
 
             # Set exit_reason for fill message
@@ -1563,14 +1568,12 @@ class FreqtradeBot(LoggingMixin):
             # Order might be filled above in odd timing issues.
             if order.get('status') in ('canceled', 'cancelled'):
                 trade.exit_reason = None
-                trade.open_order_id = None
             else:
                 trade.exit_reason = exit_reason_prev
             cancelled = True
         else:
             reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
             trade.exit_reason = None
-            trade.open_order_id = None
 
         self.update_trade_state(trade, order['id'], order)
 
@@ -1704,7 +1707,6 @@ class FreqtradeBot(LoggingMixin):
         order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side, amount, limit)
         trade.orders.append(order_obj)
 
-        trade.open_order_id = order['id']
         trade.exit_order_status = ''
         trade.close_rate_requested = limit
         trade.exit_reason = exit_reason
@@ -1712,7 +1714,7 @@ class FreqtradeBot(LoggingMixin):
         self._notify_exit(trade, order_type, sub_trade=bool(sub_trade_amt), order=order_obj)
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') in ('closed', 'expired'):
-            self.update_trade_state(trade, trade.open_order_id, order)
+            self.update_trade_state(trade, order_obj.order_id, order)
         Trade.commit()
 
         return True
@@ -1731,14 +1733,12 @@ class FreqtradeBot(LoggingMixin):
             amount = order.safe_filled if fill else order.safe_amount
             order_rate: float = order.safe_price
 
-            profit = trade.calc_profit(rate=order_rate, amount=amount, open_rate=trade.open_rate)
-            profit_ratio = trade.calc_profit_ratio(order_rate, amount, trade.open_rate)
+            profit = trade.calculate_profit(order_rate, amount, trade.open_rate)
         else:
             order_rate = trade.safe_close_rate
-            profit = trade.calc_profit(rate=order_rate) + (0.0 if fill else trade.realized_profit)
-            profit_ratio = trade.calc_profit_ratio(order_rate)
+            profit = trade.calculate_profit(rate=order_rate)
             amount = trade.amount
-        gain = "profit" if profit_ratio > 0 else "loss"
+        gain = "profit" if profit.profit_ratio > 0 else "loss"
 
         msg: RPCSellMsg = {
             'type': (RPCMessageType.EXIT_FILL if fill
@@ -1756,8 +1756,8 @@ class FreqtradeBot(LoggingMixin):
             'open_rate': trade.open_rate,
             'close_rate': order_rate,
             'current_rate': current_rate,
-            'profit_amount': profit,
-            'profit_ratio': profit_ratio,
+            'profit_amount': profit.profit_abs if fill else profit.total_profit,
+            'profit_ratio': profit.profit_ratio,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
             'sell_reason': trade.exit_reason,  # Deprecated
@@ -1789,11 +1789,10 @@ class FreqtradeBot(LoggingMixin):
         order = self.order_obj_or_raise(order_id, order_or_none)
 
         profit_rate: float = trade.safe_close_rate
-        profit_trade = trade.calc_profit(rate=profit_rate)
+        profit = trade.calculate_profit(rate=profit_rate)
         current_rate = self.exchange.get_rate(
             trade.pair, side='exit', is_short=trade.is_short, refresh=False)
-        profit_ratio = trade.calc_profit_ratio(profit_rate)
-        gain = "profit" if profit_ratio > 0 else "loss"
+        gain = "profit" if profit.profit_ratio > 0 else "loss"
 
         msg: RPCSellCancelMsg = {
             'type': RPCMessageType.EXIT_CANCEL,
@@ -1808,8 +1807,8 @@ class FreqtradeBot(LoggingMixin):
             'amount': order.safe_amount_after_fee,
             'open_rate': trade.open_rate,
             'current_rate': current_rate,
-            'profit_amount': profit_trade,
-            'profit_ratio': profit_ratio,
+            'profit_amount': profit.profit_abs,
+            'profit_ratio': profit.profit_ratio,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
             'sell_reason': trade.exit_reason,  # Deprecated
@@ -1929,11 +1928,11 @@ class FreqtradeBot(LoggingMixin):
                                 trade.amount, abs_tol=constants.MATH_CLOSE_PREC)
         if order.ft_order_side == trade.exit_side:
             # Exit notification
-            if send_msg and not stoploss_order and not trade.open_order_id:
+            if send_msg and not stoploss_order and order.order_id not in trade.open_orders_ids:
                 self._notify_exit(trade, '', fill=True, sub_trade=sub_trade, order=order)
             if not trade.is_open:
                 self.handle_protections(trade.pair, trade.trade_direction)
-        elif send_msg and not trade.open_order_id and not stoploss_order:
+        elif send_msg and order.order_id not in trade.open_orders_ids and not stoploss_order:
             # Enter fill
             self._notify_enter(trade, order, order.order_type, fill=True, sub_trade=sub_trade)
 

freqtrade/optimize/backtesting.py

@@ -593,7 +593,6 @@ class Backtesting:
         """
         if order and self._get_order_filled(order.ft_price, row):
             order.close_bt_order(current_date, trade)
-            trade.open_order_id = None
             if not (order.ft_order_side == trade.exit_side and order.safe_amount == trade.amount):
                 self._call_adjust_stop(current_date, trade, order.ft_price)
                 # pass
@@ -862,7 +861,6 @@ class Backtesting:
                 self.trade_id_counter += 1
                 trade = LocalTrade(
                     id=self.trade_id_counter,
-                    open_order_id=self.order_id_counter,
                     pair=pair,
                     base_currency=base_currency,
                     stake_currency=self.config['stake_currency'],
@@ -924,8 +922,7 @@ class Backtesting:
             )
             order._trade_bt = trade
             trade.orders.append(order)
-            if not self._try_close_open_order(order, trade, current_time, row):
-                trade.open_order_id = str(self.order_id_counter)
+            self._try_close_open_order(order, trade, current_time, row)
             trade.recalc_trade_from_orders()
 
         return trade
@@ -937,7 +934,7 @@ class Backtesting:
         """
         for pair in open_trades.keys():
             for trade in list(open_trades[pair]):
-                if trade.open_order_id and trade.nr_of_successful_entries == 0:
+                if trade.has_open_orders and trade.nr_of_successful_entries == 0:
                     # Ignore trade if entry-order did not fill yet
                     continue
                 exit_row = data[pair][-1]
@@ -1014,13 +1011,11 @@ class Backtesting:
                 else:
                     # Close additional entry order
                     del trade.orders[trade.orders.index(order)]
-                    trade.open_order_id = None
                     return False
             if order.side == trade.exit_side:
                 self.timedout_exit_orders += 1
                 # Close exit order and retry exiting on next signal.
                 del trade.orders[trade.orders.index(order)]
-                trade.open_order_id = None
                 return False
         return None
 
@@ -1048,7 +1043,6 @@ class Backtesting:
                 return False
             else:
                 del trade.orders[trade.orders.index(order)]
-                trade.open_order_id = None
                 self.canceled_entry_orders += 1
 
             # place new order if result was not None
@@ -1059,7 +1053,7 @@ class Backtesting:
                                     order.safe_remaining * order.ft_price / trade.leverage),
                                   direction='short' if trade.is_short else 'long')
                 # Delete trade if no successful entries happened (if placing the new order failed)
-                if trade.open_order_id is None and trade.nr_of_successful_entries == 0:
+                if not trade.has_open_orders and trade.nr_of_successful_entries == 0:
                     return True
                 self.replaced_entry_orders += 1
             else:
@@ -1144,7 +1138,7 @@ class Backtesting:
                 self.wallets.update()
 
             # 4. Create exit orders (if any)
-            if not trade.open_order_id:
+            if not trade.has_open_orders:
                 self._check_trade_exit(trade, row)  # Place exit order if necessary
 
             # 5. Process exit orders.

freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py

@@ -52,7 +52,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         total_profit = sum_daily["profit_ratio_after_slippage"] - minimum_acceptable_return
         expected_returns_mean = total_profit.mean()
 
-        sum_daily['downside_returns'] = 0
+        sum_daily['downside_returns'] = 0.0
         sum_daily.loc[total_profit < 0, 'downside_returns'] = total_profit
         total_downside = sum_daily['downside_returns']
         # Here total_downside contains min(0, P - MAR) values,

freqtrade/persistence/migrations.py

@@ -157,7 +157,7 @@ def migrate_trades_and_orders_table(
             fee_open, fee_open_cost, fee_open_currency,
             fee_close, fee_close_cost, fee_close_currency, open_rate,
             open_rate_requested, close_rate, close_rate_requested, close_profit,
-            stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
+            stake_amount, amount, amount_requested, open_date, close_date,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
             is_stop_loss_trailing, stoploss_order_id, stoploss_last_update,
             max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag,
@@ -174,7 +174,7 @@ def migrate_trades_and_orders_table(
             {fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency,
             open_rate, {open_rate_requested} open_rate_requested, close_rate,
             {close_rate_requested} close_rate_requested, close_profit,
-            stake_amount, amount, {amount_requested}, open_date, close_date, open_order_id,
+            stake_amount, amount, {amount_requested}, open_date, close_date,
             {stop_loss} stop_loss, {stop_loss_pct} stop_loss_pct,
             {initial_stop_loss} initial_stop_loss,
             {initial_stop_loss_pct} initial_stop_loss_pct,
@@ -272,6 +272,13 @@ def set_sqlite_to_wal(engine):
 
 def fix_old_dry_orders(engine):
     with engine.begin() as connection:
+
+        # Update current dry-run Orders where
+        # - current Order is open
+        # - current Trade is closed
+        # - current Order trade_id not equal to current Trade.id
+        # - current Order not stoploss
+
         stmt = update(Order).where(
             Order.ft_is_open.is_(True),
             tuple_(Order.ft_trade_id, Order.order_id).not_in(
@@ -285,12 +292,13 @@ def fix_old_dry_orders(engine):
         ).values(ft_is_open=False)
         connection.execute(stmt)
 
+        # Close dry-run orders for closed trades.
         stmt = update(Order).where(
             Order.ft_is_open.is_(True),
-            tuple_(Order.ft_trade_id, Order.order_id).not_in(
+            Order.ft_trade_id.not_in(
                 select(
-                    Trade.id, Trade.open_order_id
-                ).where(Trade.open_order_id.is_not(None))
+                    Trade.id
+                ).where(Trade.is_open.is_(True))
                   ),
             Order.ft_order_side != 'stoploss',
             Order.order_id.like('dry%')

freqtrade/persistence/trade_model.py

@@ -3,6 +3,7 @@ This module contains the class to persist trades into SQLite
 """
 import logging
 from collections import defaultdict
+from dataclasses import dataclass
 from datetime import datetime, timedelta, timezone
 from math import isclose
 from typing import Any, ClassVar, Dict, List, Optional, Sequence, cast
@@ -26,6 +27,14 @@ from freqtrade.util import FtPrecise, dt_now
 logger = logging.getLogger(__name__)
 
 
+@dataclass
+class ProfitStruct:
+    profit_abs: float
+    profit_ratio: float
+    total_profit: float
+    total_profit_ratio: float
+
+
 class Order(ModelBase):
     """
     Order database model
@@ -343,7 +352,6 @@ class LocalTrade:
     amount_requested: Optional[float] = None
     open_date: datetime
     close_date: Optional[datetime] = None
-    open_order_id: Optional[str] = None
     # absolute value of the stop loss
     stop_loss: float = 0.0
     # percentage value of the stop loss
@@ -485,6 +493,32 @@ class LocalTrade:
         except IndexError:
             return ''
 
+    @property
+    def open_orders(self) -> List[Order]:
+        """
+        All open orders for this trade excluding stoploss orders
+        """
+        return [o for o in self.orders if o.ft_is_open and o.ft_order_side != 'stoploss']
+
+    @property
+    def has_open_orders(self) -> int:
+        """
+        True if there are open orders for this trade excluding stoploss orders
+        """
+        open_orders_wo_sl = [
+            o for o in self.orders
+            if o.ft_order_side not in ['stoploss'] and o.ft_is_open
+        ]
+        return len(open_orders_wo_sl) > 0
+
+    @property
+    def open_orders_ids(self) -> List[str]:
+        open_orders_ids_wo_sl = [
+            oo.order_id for oo in self.open_orders
+            if oo.ft_order_side not in ['stoploss']
+        ]
+        return open_orders_ids_wo_sl
+
     def __init__(self, **kwargs):
         for key in kwargs:
             setattr(self, key, kwargs[key])
@@ -503,8 +537,8 @@ class LocalTrade:
         )
 
     def to_json(self, minified: bool = False) -> Dict[str, Any]:
-        filled_orders = self.select_filled_or_open_orders()
-        orders = [order.to_json(self.entry_side, minified) for order in filled_orders]
+        filled_or_open_orders = self.select_filled_or_open_orders()
+        orders_json = [order.to_json(self.entry_side, minified) for order in filled_or_open_orders]
 
         return {
             'trade_id': self.id,
@@ -580,11 +614,11 @@ class LocalTrade:
             'is_short': self.is_short,
             'trading_mode': self.trading_mode,
             'funding_fees': self.funding_fees,
-            'open_order_id': self.open_order_id,
             'amount_precision': self.amount_precision,
             'price_precision': self.price_precision,
             'precision_mode': self.precision_mode,
-            'orders': orders,
+            'orders': orders_json,
+            'has_open_orders': self.has_open_orders,
         }
 
     @staticmethod
@@ -702,24 +736,13 @@ class LocalTrade:
             if self.is_open:
                 payment = "SELL" if self.is_short else "BUY"
                 logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
-            # condition to avoid reset value when updating fees
-            if self.open_order_id == order.order_id:
-                self.open_order_id = None
-            else:
-                logger.warning(
-                    f'Got different open_order_id {self.open_order_id} != {order.order_id}')
+
             self.recalc_trade_from_orders()
         elif order.ft_order_side == self.exit_side:
             if self.is_open:
                 payment = "BUY" if self.is_short else "SELL"
                 # * On margin shorts, you buy a little bit more than the amount (amount + interest)
                 logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
-            # condition to avoid reset value when updating fees
-            if self.open_order_id == order.order_id:
-                self.open_order_id = None
-            else:
-                logger.warning(
-                    f'Got different open_order_id {self.open_order_id} != {order.order_id}')
 
         elif order.ft_order_side == 'stoploss' and order.status not in ('open', ):
             self.stoploss_order_id = None
@@ -752,7 +775,6 @@ class LocalTrade:
         self.close_date = self.close_date or datetime.utcnow()
         self.is_open = False
         self.exit_order_status = 'closed'
-        self.open_order_id = None
         self.recalc_trade_from_orders(is_closing=True)
         if show_msg:
             logger.info(f"Marking {self} as closed as the trade is fulfilled "
@@ -888,11 +910,26 @@ class LocalTrade:
                     open_rate: Optional[float] = None) -> float:
         """
         Calculate the absolute profit in stake currency between Close and Open trade
+        Deprecated - only available for backwards compatibility
         :param rate: close rate to compare with.
         :param amount: Amount to use for the calculation. Falls back to trade.amount if not set.
         :param open_rate: open_rate to use. Defaults to self.open_rate if not provided.
         :return: profit in stake currency as float
         """
+        prof = self.calculate_profit(rate, amount, open_rate)
+        return prof.profit_abs
+
+    def calculate_profit(self, rate: float, amount: Optional[float] = None,
+                         open_rate: Optional[float] = None) -> ProfitStruct:
+        """
+        Calculate profit metrics (absolute, ratio, total, total ratio).
+        All calculations include fees.
+        :param rate: close rate to compare with.
+        :param amount: Amount to use for the calculation. Falls back to trade.amount if not set.
+        :param open_rate: open_rate to use. Defaults to self.open_rate if not provided.
+        :return: Profit structure, containing absolute and relative profits.
+        """
+
         close_trade_value = self.calc_close_trade_value(rate, amount)
         if amount is None or open_rate is None:
             open_trade_value = self.open_trade_value
@@ -900,10 +937,33 @@ class LocalTrade:
             open_trade_value = self._calc_open_trade_value(amount, open_rate)
 
         if self.is_short:
-            profit = open_trade_value - close_trade_value
+            profit_abs = open_trade_value - close_trade_value
         else:
-            profit = close_trade_value - open_trade_value
-        return float(f"{profit:.8f}")
+            profit_abs = close_trade_value - open_trade_value
+
+        try:
+            if self.is_short:
+                profit_ratio = (1 - (close_trade_value / open_trade_value)) * self.leverage
+            else:
+                profit_ratio = ((close_trade_value / open_trade_value) - 1) * self.leverage
+            profit_ratio = float(f"{profit_ratio:.8f}")
+        except ZeroDivisionError:
+            profit_ratio = 0.0
+
+        total_profit_abs = profit_abs + self.realized_profit
+        total_profit_ratio = (
+            (total_profit_abs / self.max_stake_amount) * self.leverage
+            if self.max_stake_amount else 0.0
+        )
+        total_profit_ratio = float(f"{total_profit_ratio:.8f}")
+        profit_abs = float(f"{profit_abs:.8f}")
+
+        return ProfitStruct(
+            profit_abs=profit_abs,
+            profit_ratio=profit_ratio,
+            total_profit=profit_abs + self.realized_profit,
+            total_profit_ratio=total_profit_ratio,
+        )
 
     def calc_profit_ratio(
             self, rate: float, amount: Optional[float] = None,
@@ -944,7 +1004,6 @@ class LocalTrade:
         avg_price = FtPrecise(0.0)
         close_profit = 0.0
         close_profit_abs = 0.0
-        profit = None
         # Reset funding fees
         self.funding_fees = 0.0
         funding_fees = 0.0
@@ -974,11 +1033,9 @@ class LocalTrade:
 
                 exit_rate = o.safe_price
                 exit_amount = o.safe_amount_after_fee
-                profit = self.calc_profit(rate=exit_rate, amount=exit_amount,
-                                          open_rate=float(avg_price))
-                close_profit_abs += profit
-                close_profit = self.calc_profit_ratio(
-                    exit_rate, amount=exit_amount, open_rate=avg_price)
+                prof = self.calculate_profit(exit_rate, exit_amount, float(avg_price))
+                close_profit_abs += prof.profit_abs
+                close_profit = prof.profit_ratio
             else:
                 total_stake = total_stake + self._calc_open_trade_value(tmp_amount, price)
                 max_stake_amount += (tmp_amount * price)
@@ -988,7 +1045,7 @@ class LocalTrade:
         if close_profit:
             self.close_profit = close_profit
             self.realized_profit = close_profit_abs
-            self.close_profit_abs = profit
+            self.close_profit_abs = prof.profit_abs
 
         current_amount_tr = amount_to_contract_precision(
             float(current_amount), self.amount_precision, self.precision_mode, self.contract_size)
@@ -1265,7 +1322,6 @@ class Trade(ModelBase, LocalTrade):
     open_date: Mapped[datetime] = mapped_column(
         nullable=False, default=datetime.utcnow)  # type: ignore
     close_date: Mapped[Optional[datetime]] = mapped_column()  # type: ignore
-    open_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)  # type: ignore
     # absolute value of the stop loss
     stop_loss: Mapped[float] = mapped_column(Float(), nullable=True, default=0.0)  # type: ignore
     # percentage value of the stop loss
@@ -1422,14 +1478,6 @@ class Trade(ModelBase, LocalTrade):
         # raise an exception.
         return Trade.session.scalars(query)
 
-    @staticmethod
-    def get_open_order_trades() -> List['Trade']:
-        """
-        Returns all open trades
-        NOTE: Not supported in Backtesting.
-        """
-        return cast(List[Trade], Trade.get_trades(Trade.open_order_id.isnot(None)).all())
-
     @staticmethod
     def get_open_trades_without_assigned_fees():
         """
@@ -1728,7 +1776,6 @@ class Trade(ModelBase, LocalTrade):
             is_short=data["is_short"],
             trading_mode=data["trading_mode"],
             funding_fees=data["funding_fees"],
-            open_order_id=data["open_order_id"],
         )
         for order in data["orders"]:
 

freqtrade/plugins/pairlist/VolumePairList.py

@@ -260,6 +260,7 @@ class VolumePairList(IPairList):
                     quoteVolume = (pair_candles['quoteVolume']
                                    .rolling(self._lookback_period)
                                    .sum()
+                                   .fillna(0)
                                    .iloc[-1])
 
                     # replace quoteVolume with range quoteVolume sum calculated above

freqtrade/rpc/api_server/api_schemas.py

@@ -141,6 +141,10 @@ class Profit(BaseModel):
     expectancy_ratio: float
     max_drawdown: float
     max_drawdown_abs: float
+    max_drawdown_start: str
+    max_drawdown_start_timestamp: int
+    max_drawdown_end: str
+    max_drawdown_end_timestamp: int
     trading_volume: Optional[float] = None
     bot_start_timestamp: int
     bot_start_date: str
@@ -304,7 +308,7 @@ class TradeSchema(BaseModel):
 
     min_rate: Optional[float] = None
     max_rate: Optional[float] = None
-    open_order_id: Optional[str] = None
+    has_open_orders: bool
     orders: List[OrderSchema]
 
     leverage: Optional[float] = None
@@ -329,8 +333,6 @@ class OpenTradeSchema(TradeSchema):
     total_profit_fiat: Optional[float] = None
     total_profit_ratio: Optional[float] = None
 
-    open_order: Optional[str] = None
-
 
 class TradeResponse(BaseModel):
     trades: List[TradeSchema]

freqtrade/rpc/api_server/ws_schemas.py

@@ -5,7 +5,7 @@ from pandas import DataFrame
 from pydantic import BaseModel, ConfigDict
 
 from freqtrade.constants import PairWithTimeframe
-from freqtrade.enums.rpcmessagetype import RPCMessageType, RPCRequestType
+from freqtrade.enums import RPCMessageType, RPCRequestType
 
 
 class BaseArbitraryModel(BaseModel):

freqtrade/rpc/rpc.py

@@ -16,7 +16,7 @@ from sqlalchemy import func, select
 
 from freqtrade import __version__
 from freqtrade.configuration.timerange import TimeRange
-from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT, Config
+from freqtrade.constants import CANCEL_REASON, Config
 from freqtrade.data.history import load_data
 from freqtrade.data.metrics import calculate_expectancy, calculate_max_drawdown
 from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, SignalDirection,
@@ -26,12 +26,12 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.exchange.types import Tickers
 from freqtrade.loggers import bufferHandler
 from freqtrade.misc import decimals_per_coin
-from freqtrade.persistence import KeyStoreKeys, KeyValueStore, Order, PairLocks, Trade
+from freqtrade.persistence import KeyStoreKeys, KeyValueStore, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 from freqtrade.rpc.rpc_types import RPCSendMsg
-from freqtrade.util import dt_humanize, dt_now, shorten_date
+from freqtrade.util import dt_humanize, dt_now, dt_ts_def, format_date, shorten_date
 from freqtrade.wallets import PositionWallet, Wallet
 
 
@@ -171,11 +171,20 @@ class RPC:
         else:
             results = []
             for trade in trades:
-                order: Optional[Order] = None
                 current_profit_fiat: Optional[float] = None
                 total_profit_fiat: Optional[float] = None
-                if trade.open_order_id:
-                    order = trade.select_order_by_order_id(trade.open_order_id)
+
+                # prepare open orders details
+                oo_details: Optional[str] = ""
+                oo_details_lst = [
+                    f'({oo.order_type} {oo.side} rem={oo.safe_remaining:.8f})'
+                    for oo in trade.open_orders
+                    if oo.ft_order_side not in ['stoploss']
+                ]
+                oo_details = ', '.join(oo_details_lst)
+
+                total_profit_abs = 0.0
+                total_profit_ratio: Optional[float] = None
                 # calculate profit and send message to user
                 if trade.is_open:
                     try:
@@ -184,23 +193,22 @@ class RPC:
                     except (ExchangeError, PricingError):
                         current_rate = NAN
                     if len(trade.select_filled_orders(trade.entry_side)) > 0:
-                        current_profit = trade.calc_profit_ratio(
-                            current_rate) if not isnan(current_rate) else NAN
-                        current_profit_abs = trade.calc_profit(
-                            current_rate) if not isnan(current_rate) else NAN
+
+                        current_profit = current_profit_abs = current_profit_fiat = NAN
+                        if not isnan(current_rate):
+                            prof = trade.calculate_profit(current_rate)
+                            current_profit = prof.profit_ratio
+                            current_profit_abs = prof.profit_abs
+                            total_profit_abs = prof.total_profit
+                            total_profit_ratio = prof.total_profit_ratio
                     else:
                         current_profit = current_profit_abs = current_profit_fiat = 0.0
+
                 else:
                     # Closed trade ...
                     current_rate = trade.close_rate
                     current_profit = trade.close_profit or 0.0
                     current_profit_abs = trade.close_profit_abs or 0.0
-                total_profit_abs = trade.realized_profit + current_profit_abs
-                total_profit_ratio: Optional[float] = None
-                if trade.max_stake_amount:
-                    total_profit_ratio = (
-                        (total_profit_abs / trade.max_stake_amount) * trade.leverage
-                    )
 
                 # Calculate fiat profit
                 if not isnan(current_profit_abs) and self._fiat_converter:
@@ -216,8 +224,11 @@ class RPC:
                     )
 
                 # Calculate guaranteed profit (in case of trailing stop)
-                stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
-                stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss)
+                stop_entry = trade.calculate_profit(trade.stop_loss)
+
+                stoploss_entry_dist = stop_entry.profit_abs
+                stoploss_entry_dist_ratio = stop_entry.profit_ratio
+
                 # calculate distance to stoploss
                 stoploss_current_dist = trade.stop_loss - current_rate
                 stoploss_current_dist_ratio = stoploss_current_dist / current_rate
@@ -230,7 +241,6 @@ class RPC:
                     profit_pct=round(current_profit * 100, 2),
                     profit_abs=current_profit_abs,
                     profit_fiat=current_profit_fiat,
-
                     total_profit_abs=total_profit_abs,
                     total_profit_fiat=total_profit_fiat,
                     total_profit_ratio=total_profit_ratio,
@@ -239,10 +249,7 @@ class RPC:
                     stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
                     stoploss_entry_dist=stoploss_entry_dist,
                     stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
-                    open_order=(
-                        f'({order.order_type} {order.side} rem={order.safe_remaining:.8f})' if
-                        order else None
-                    ),
+                    open_orders=oo_details
                 ))
                 results.append(trade_dict)
             return results
@@ -267,8 +274,9 @@ class RPC:
                     profit_str = f'{NAN:.2%}'
                 else:
                     if trade.nr_of_successful_entries > 0:
-                        trade_profit = trade.calc_profit(current_rate)
-                        profit_str = f'{trade.calc_profit_ratio(current_rate):.2%}'
+                        profit = trade.calculate_profit(current_rate)
+                        trade_profit = profit.profit_abs
+                        profit_str = f'{profit.profit_ratio:.2%}'
                     else:
                         trade_profit = 0.0
                         profit_str = f'{0.0:.2f}'
@@ -283,18 +291,22 @@ class RPC:
                         profit_str += f" ({fiat_profit:.2f})"
                         fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) \
                             else fiat_profit_sum + fiat_profit
-                open_order = (trade.select_order_by_order_id(
-                    trade.open_order_id) if trade.open_order_id else None)
+
+                active_attempt_side_symbols = [
+                    '*' if (oo and oo.ft_order_side == trade.entry_side) else '**'
+                    for oo in trade.open_orders
+                ]
+
+                # exemple: '*.**.**' trying to enter, exit and exit with 3 different orders
+                active_attempt_side_symbols_str = '.'.join(active_attempt_side_symbols)
 
                 detail_trade = [
                     f'{trade.id} {direction_str}',
-                    trade.pair + ('*' if (open_order
-                                  and open_order.ft_order_side == trade.entry_side) else '')
-                    + ('**' if (open_order and
-                                open_order.ft_order_side == trade.exit_side is not None) else ''),
+                    trade.pair + active_attempt_side_symbols_str,
                     shorten_date(dt_humanize(trade.open_date, only_distance=True)),
                     profit_str
                 ]
+
                 if self._config.get('position_adjustment_enable', False):
                     max_entry_str = ''
                     if self._config.get('max_entry_position_adjustment', -1) > 0:
@@ -487,9 +499,10 @@ class RPC:
                     profit_ratio = NAN
                     profit_abs = NAN
                 else:
-                    profit_ratio = trade.calc_profit_ratio(rate=current_rate)
-                    profit_abs = trade.calc_profit(
-                        rate=trade.close_rate or current_rate) + trade.realized_profit
+                    profit = trade.calculate_profit(trade.close_rate or current_rate)
+
+                    profit_ratio = profit.profit_ratio
+                    profit_abs = profit.total_profit
 
             profit_all_coin.append(profit_abs)
             profit_all_ratio.append(profit_ratio)
@@ -525,7 +538,8 @@ class RPC:
 
         winrate = (winning_trades / closed_trade_count) if closed_trade_count > 0 else 0
 
-        trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
+        trades_df = DataFrame([{'close_date': format_date(trade.close_date),
+                                'close_date_dt': trade.close_date,
                                 'profit_abs': trade.close_profit_abs}
                                for trade in trades if not trade.is_open and trade.close_date])
 
@@ -533,10 +547,15 @@ class RPC:
 
         max_drawdown_abs = 0.0
         max_drawdown = 0.0
+        drawdown_start: Optional[datetime] = None
+        drawdown_end: Optional[datetime] = None
+        dd_high_val = dd_low_val = 0.0
         if len(trades_df) > 0:
             try:
-                (max_drawdown_abs, _, _, _, _, max_drawdown) = calculate_max_drawdown(
-                    trades_df, value_col='profit_abs', starting_balance=starting_balance)
+                (max_drawdown_abs, drawdown_start, drawdown_end, dd_high_val, dd_low_val,
+                 max_drawdown) = calculate_max_drawdown(
+                    trades_df, value_col='profit_abs', date_col='close_date_dt',
+                    starting_balance=starting_balance)
             except ValueError:
                 # ValueError if no losing trade.
                 pass
@@ -570,12 +589,12 @@ class RPC:
             'profit_all_fiat': profit_all_fiat,
             'trade_count': len(trades),
             'closed_trade_count': closed_trade_count,
-            'first_trade_date': first_date.strftime(DATETIME_PRINT_FORMAT) if first_date else '',
+            'first_trade_date': format_date(first_date),
             'first_trade_humanized': dt_humanize(first_date) if first_date else '',
-            'first_trade_timestamp': int(first_date.timestamp() * 1000) if first_date else 0,
-            'latest_trade_date': last_date.strftime(DATETIME_PRINT_FORMAT) if last_date else '',
+            'first_trade_timestamp': dt_ts_def(first_date, 0),
+            'latest_trade_date': format_date(last_date),
             'latest_trade_humanized': dt_humanize(last_date) if last_date else '',
-            'latest_trade_timestamp': int(last_date.timestamp() * 1000) if last_date else 0,
+            'latest_trade_timestamp': dt_ts_def(last_date, 0),
             'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
             'best_pair': best_pair[0] if best_pair else '',
             'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0,  # Deprecated
@@ -588,9 +607,15 @@ class RPC:
             'expectancy_ratio': expectancy_ratio,
             'max_drawdown': max_drawdown,
             'max_drawdown_abs': max_drawdown_abs,
+            'max_drawdown_start': format_date(drawdown_start),
+            'max_drawdown_start_timestamp': dt_ts_def(drawdown_start),
+            'max_drawdown_end': format_date(drawdown_end),
+            'max_drawdown_end_timestamp': dt_ts_def(drawdown_end),
+            'drawdown_high': dd_high_val,
+            'drawdown_low': dd_low_val,
             'trading_volume': trading_volume,
-            'bot_start_timestamp': int(bot_start.timestamp() * 1000) if bot_start else 0,
-            'bot_start_date': bot_start.strftime(DATETIME_PRINT_FORMAT) if bot_start else '',
+            'bot_start_timestamp': dt_ts_def(bot_start, 0),
+            'bot_start_date': format_date(bot_start),
         }
 
     def __balance_get_est_stake(
@@ -762,21 +787,25 @@ class RPC:
 
     def __exec_force_exit(self, trade: Trade, ordertype: Optional[str],
                           amount: Optional[float] = None) -> bool:
-        # Check if there is there is an open order
-        fully_canceled = False
-        if trade.open_order_id:
-            order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
+        # Check if there is there are open orders
+        trade_entry_cancelation_registry = []
+        for oo in trade.open_orders:
+            trade_entry_cancelation_res = {'order_id': oo.order_id, 'cancel_state': False}
+            order = self._freqtrade.exchange.fetch_order(oo.order_id, trade.pair)
 
             if order['side'] == trade.entry_side:
                 fully_canceled = self._freqtrade.handle_cancel_enter(
-                    trade, order, CANCEL_REASON['FORCE_EXIT'])
+                    trade, order, oo.order_id, CANCEL_REASON['FORCE_EXIT'])
+                trade_entry_cancelation_res['cancel_state'] = fully_canceled
+                trade_entry_cancelation_registry.append(trade_entry_cancelation_res)
 
             if order['side'] == trade.exit_side:
                 # Cancel order - so it is placed anew with a fresh price.
-                self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_EXIT'])
+                self._freqtrade.handle_cancel_exit(
+                    trade, order, oo.order_id, CANCEL_REASON['FORCE_EXIT'])
 
-        if not fully_canceled:
-            if trade.open_order_id is not None:
+        if all(tocr['cancel_state'] is False for tocr in trade_entry_cancelation_registry):
+            if trade.has_open_orders:
                 # Order cancellation failed, so we can't exit.
                 return False
             # Get current rate and execute sell
@@ -875,10 +904,10 @@ class RPC:
         if trade:
             is_short = trade.is_short
             if not self._freqtrade.strategy.position_adjustment_enable:
-                raise RPCException(f'position for {pair} already open - id: {trade.id}')
-            if trade.open_order_id is not None:
-                raise RPCException(f'position for {pair} already open - id: {trade.id} '
-                                   f'and has open order {trade.open_order_id}')
+                raise RPCException(f"position for {pair} already open - id: {trade.id}")
+            if trade.has_open_orders:
+                raise RPCException(f"position for {pair} already open - id: {trade.id} "
+                                   f"and has open order {','.join(trade.open_orders_ids)}")
         else:
             if Trade.get_open_trade_count() >= self._config['max_open_trades']:
                 raise RPCException("Maximum number of trades is reached.")
@@ -915,16 +944,18 @@ class RPC:
             if not trade:
                 logger.warning('cancel_open_order: Invalid trade_id received.')
                 raise RPCException('Invalid trade_id.')
-            if not trade.open_order_id:
+            if not trade.has_open_orders:
                 logger.warning('cancel_open_order: No open order for trade_id.')
                 raise RPCException('No open order for trade_id.')
 
-            try:
-                order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except ExchangeError as e:
-                logger.info(f"Cannot query order for {trade} due to {e}.", exc_info=True)
-                raise RPCException("Order not found.")
-            self._freqtrade.handle_cancel_order(order, trade, CANCEL_REASON['USER_CANCEL'])
+            for open_order in trade.open_orders:
+                try:
+                    order = self._freqtrade.exchange.fetch_order(open_order.order_id, trade.pair)
+                except ExchangeError as e:
+                    logger.info(f"Cannot query order for {trade} due to {e}.", exc_info=True)
+                    raise RPCException("Order not found.")
+                self._freqtrade.handle_cancel_order(
+                    order, open_order.order_id, trade, CANCEL_REASON['USER_CANCEL'])
             Trade.commit()
 
     def _rpc_delete(self, trade_id: int) -> Dict[str, Union[str, int]]:
@@ -940,9 +971,9 @@ class RPC:
                 raise RPCException('invalid argument')
 
             # Try cancelling regular order if that exists
-            if trade.open_order_id:
+            for open_order in trade.open_orders:
                 try:
-                    self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
+                    self._freqtrade.exchange.cancel_order(open_order.order_id, trade.pair)
                     c_count += 1
                 except (ExchangeError):
                     pass
@@ -1092,7 +1123,7 @@ class RPC:
             buffer = bufferHandler.buffer[-limit:]
         else:
             buffer = bufferHandler.buffer
-        records = [[datetime.fromtimestamp(r.created).strftime(DATETIME_PRINT_FORMAT),
+        records = [[format_date(datetime.fromtimestamp(r.created)),
                    r.created * 1000, r.name, r.levelname,
                    r.message + ('\n' + r.exc_text if r.exc_text else '')]
                    for r in buffer]
@@ -1309,7 +1340,7 @@ class RPC:
 
         return {
             "last_process": str(last_p),
-            "last_process_loc": last_p.astimezone(tzlocal()).strftime(DATETIME_PRINT_FORMAT),
+            "last_process_loc": format_date(last_p.astimezone(tzlocal())),
             "last_process_ts": int(last_p.timestamp()),
         }
 

freqtrade/rpc/telegram.py

@@ -532,40 +532,24 @@ class Telegram(RPCHandler):
             cur_entry_amount = order["filled"] or order["amount"]
             cur_entry_average = order["safe_price"]
             lines.append("  ")
+            lines.append(f"*{wording} #{order_nr}:*")
             if order_nr == 1:
-                lines.append(f"*{wording} #{order_nr}:*")
                 lines.append(
                     f"*Amount:* {cur_entry_amount:.8g} "
                     f"({round_coin_value(order['cost'], quote_currency)})"
                 )
                 lines.append(f"*Average Price:* {cur_entry_average:.8g}")
             else:
-                sum_stake = 0
-                sum_amount = 0
-                for y in range(order_nr):
-                    loc_order = filled_orders[y]
-                    if loc_order['is_open'] is True:
-                        # Skip open orders (e.g. stop orders)
-                        continue
-                    amount = loc_order["filled"] or loc_order["amount"]
-                    sum_stake += amount * loc_order["safe_price"]
-                    sum_amount += amount
-                prev_avg_price = sum_stake / sum_amount
                 # TODO: This calculation ignores fees.
                 price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg)
-                minus_on_entry = 0
-                if prev_avg_price:
-                    minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
-
-                lines.append(f"*{wording} #{order_nr}:* at {minus_on_entry:.2%} avg Profit")
                 if is_open:
                     lines.append("({})".format(dt_humanize(order["order_filled_date"],
                                                            granularity=["day", "hour", "minute"])))
                 lines.append(f"*Amount:* {cur_entry_amount:.8g} "
                              f"({round_coin_value(order['cost'], quote_currency)})")
                 lines.append(f"*Average {wording} Price:* {cur_entry_average:.8g} "
-                             f"({price_to_1st_entry:.2%} from 1st entry Rate)")
-                lines.append(f"*Order filled:* {order['order_filled_date']}")
+                             f"({price_to_1st_entry:.2%} from 1st entry rate)")
+                lines.append(f"*Order Filled:* {order['order_filled_date']}")
 
             lines_detail.append("\n".join(lines))
 
@@ -663,10 +647,10 @@ class Telegram(RPCHandler):
                              ("`({stop_loss_ratio:.2%})`" if r['stop_loss_ratio'] else ""))
                 lines.append("*Stoploss distance:* `{stoploss_current_dist:.8g}` "
                              "`({stoploss_current_dist_ratio:.2%})`")
-                if r['open_order']:
+                if r.get('open_orders'):
                     lines.append(
-                        "*Open Order:* `{open_order}`"
-                        + "- `{exit_order_status}`" if r['exit_order_status'] else "")
+                        "*Open Order:* `{open_orders}`"
+                        + ("- `{exit_order_status}`" if r['exit_order_status'] else ""))
 
             lines_detail = self._prepare_order_details(
                 r['orders'], r['quote_currency'], r['is_open'])
@@ -889,7 +873,11 @@ class Telegram(RPCHandler):
                     f"*Trading volume:* `{round_coin_value(stats['trading_volume'], stake_cur)}`\n"
                     f"*Profit factor:* `{stats['profit_factor']:.2f}`\n"
                     f"*Max Drawdown:* `{stats['max_drawdown']:.2%} "
-                    f"({round_coin_value(stats['max_drawdown_abs'], stake_cur)})`"
+                    f"({round_coin_value(stats['max_drawdown_abs'], stake_cur)})`\n"
+                    f"    from `{stats['max_drawdown_start']} "
+                    f"({round_coin_value(stats['drawdown_high'], stake_cur)})`\n"
+                    f"    to `{stats['max_drawdown_end']} "
+                    f"({round_coin_value(stats['drawdown_low'], stake_cur)})`\n"
                 )
         await self._send_msg(markdown_msg, reload_able=True, callback_path="update_profit",
                              query=update.callback_query)

freqtrade/strategy/strategy_helper.py

@@ -45,10 +45,13 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     elif minutes < minutes_inf:
         # Subtract "small" timeframe so merging is not delayed by 1 small candle
         # Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073
-        informative['date_merge'] = (
-            informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
-            pd.to_timedelta(minutes, 'm')
-        )
+        if not informative.empty:
+            informative['date_merge'] = (
+                informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
+                pd.to_timedelta(minutes, 'm')
+            )
+        else:
+            informative['date_merge'] = informative[date_column]
     else:
         raise ValueError("Tried to merge a faster timeframe to a slower timeframe."
                          "This would create new rows, and can throw off your regular indicators.")

freqtrade/templates/strategy_analysis_example.ipynb

@@ -243,7 +243,7 @@
     "# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)\n",
     "\n",
     "from freqtrade.configuration import Configuration\n",
-    "from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
+    "from freqtrade.data.btanalysis import load_backtest_stats\n",
     "import plotly.express as px\n",
     "import pandas as pd\n",
     "\n",
@@ -254,20 +254,8 @@
     "stats = load_backtest_stats(backtest_dir)\n",
     "strategy_stats = stats['strategy'][strategy]\n",
     "\n",
-    "dates = []\n",
-    "profits = []\n",
-    "for date_profit in strategy_stats['daily_profit']:\n",
-    "    dates.append(date_profit[0])\n",
-    "    profits.append(date_profit[1])\n",
-    "\n",
-    "equity = 0\n",
-    "equity_daily = []\n",
-    "for daily_profit in profits:\n",
-    "    equity_daily.append(equity)\n",
-    "    equity += float(daily_profit)\n",
-    "\n",
-    "\n",
-    "df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
+    "df = pd.DataFrame(columns=['dates','equity'], data=strategy_stats['daily_profit'])\n",
+    "df['equity_daily'] = df['equity'].cumsum()\n",
     "\n",
     "fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
     "fig.show()\n"
@@ -414,7 +402,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.9.7"
+   "version": "3.11.4"
   },
   "mimetype": "text/x-python",
   "name": "python",

freqtrade/util/__init__.py

@@ -1,5 +1,6 @@
 from freqtrade.util.datetime_helpers import (dt_floor_day, dt_from_ts, dt_humanize, dt_now, dt_ts,
-                                             dt_utc, format_ms_time, shorten_date)
+                                             dt_ts_def, dt_utc, format_date, format_ms_time,
+                                             shorten_date)
 from freqtrade.util.ft_precise import FtPrecise
 from freqtrade.util.periodic_cache import PeriodicCache
 from freqtrade.util.template_renderer import render_template, render_template_with_fallback  # noqa
@@ -11,7 +12,9 @@ __all__ = [
     'dt_humanize',
     'dt_now',
     'dt_ts',
+    'dt_ts_def',
     'dt_utc',
+    'format_date',
     'format_ms_time',
     'FtPrecise',
     'PeriodicCache',

freqtrade/util/binance_mig.py

@@ -4,7 +4,7 @@ from packaging import version
 from sqlalchemy import select
 
 from freqtrade.constants import DOCS_LINK, Config
-from freqtrade.enums.tradingmode import TradingMode
+from freqtrade.enums import TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.persistence.pairlock import PairLock
 from freqtrade.persistence.trade_model import Trade

freqtrade/util/datetime_helpers.py

@@ -4,6 +4,8 @@ from typing import Optional
 
 import arrow
 
+from freqtrade.constants import DATETIME_PRINT_FORMAT
+
 
 def dt_now() -> datetime:
     """Return the current datetime in UTC."""
@@ -26,6 +28,16 @@ def dt_ts(dt: Optional[datetime] = None) -> int:
     return int(dt_now().timestamp() * 1000)
 
 
+def dt_ts_def(dt: Optional[datetime], default: int = 0) -> int:
+    """
+    Return dt in ms as a timestamp in UTC.
+    If dt is None, return the current datetime in UTC.
+    """
+    if dt:
+        return int(dt.timestamp() * 1000)
+    return default
+
+
 def dt_floor_day(dt: datetime) -> datetime:
     """Return the floor of the day for the given datetime."""
     return dt.replace(hour=0, minute=0, second=0, microsecond=0)
@@ -63,6 +75,17 @@ def dt_humanize(dt: datetime, **kwargs) -> str:
     return arrow.get(dt).humanize(**kwargs)
 
 
+def format_date(date: Optional[datetime]) -> str:
+    """
+    Return a formatted date string.
+    Returns an empty string if date is None.
+    :param date: datetime to format
+    """
+    if date:
+        return date.strftime(DATETIME_PRINT_FORMAT)
+    return ''
+
+
 def format_ms_time(date: int) -> str:
     """
     convert MS date to readable format.

requirements-dev.txt

@@ -10,7 +10,7 @@ coveralls==3.3.1
 ruff==0.0.287
 mypy==1.5.1
 pre-commit==3.4.0
-pytest==7.4.0
+pytest==7.4.2
 pytest-asyncio==0.21.1
 pytest-cov==4.1.0
 pytest-mock==3.11.1

requirements-freqai.txt

@@ -5,7 +5,7 @@
 # Required for freqai
 scikit-learn==1.1.3
 joblib==1.3.2
-catboost==1.2; 'arm' not in platform_machine
+catboost==1.2.1; 'arm' not in platform_machine
 lightgbm==4.0.0
 xgboost==1.7.6
 tensorboard==2.14.0

requirements-hyperopt.txt

@@ -2,8 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.11.2; python_version >= '3.9'
-scipy==1.10.1; python_version < '3.9'
+scipy==1.11.2
 scikit-learn==1.1.3
 scikit-optimize==0.9.0
 filelock==3.12.3

requirements.txt

@@ -1,9 +1,8 @@
-numpy==1.25.2; python_version > '3.8'
-numpy==1.24.3; python_version <= '3.8'
+numpy==1.25.2
 pandas==2.0.3
 pandas-ta==0.3.14b
 
-ccxt==4.0.81
+ccxt==4.0.88
 cryptography==41.0.3; platform_machine != 'armv7l'
 cryptography==40.0.1; platform_machine == 'armv7l'
 aiohttp==3.8.5
@@ -33,7 +32,7 @@ py_find_1st==1.1.5
 # Load ticker files 30% faster
 python-rapidjson==1.10
 # Properly format api responses
-orjson==3.9.5
+orjson==3.9.7
 
 # Notify systemd
 sdnotify==0.3.2
@@ -49,7 +48,7 @@ psutil==5.9.5
 # Support for colorized terminal output
 colorama==0.4.6
 # Building config files interactively
-questionary==2.0.0
+questionary==2.0.1
 prompt-toolkit==3.0.36
 # Extensions to datetime library
 python-dateutil==2.8.2

setup.cfg

@@ -14,7 +14,6 @@ classifiers =
     Environment :: Console
     Intended Audience :: Science/Research
     License :: OSI Approved :: GNU General Public License v3 (GPLv3)
-    Programming Language :: Python :: 3.8
     Programming Language :: Python :: 3.9
     Programming Language :: Python :: 3.10
     Programming Language :: Python :: 3.11
@@ -33,7 +32,7 @@ tests_require =
     pytest-mock
 
 packages = find:
-python_requires = >=3.8
+python_requires = >=3.9
 
 [options.entry_points]
 console_scripts =

setup.sh

@@ -25,7 +25,7 @@ function check_installed_python() {
         exit 2
     fi
 
-    for v in 11 10 9 8
+    for v in 11 10 9
     do
         PYTHON="python3.${v}"
         which $PYTHON
@@ -36,7 +36,7 @@ function check_installed_python() {
         fi
     done
 
-    echo "No usable python found. Please make sure to have python3.8 or newer installed."
+    echo "No usable python found. Please make sure to have python3.9 or newer installed."
     exit 1
 }
 
@@ -277,7 +277,7 @@ function install() {
         install_redhat
     else
         echo "This script does not support your OS."
-        echo "If you have Python version 3.8 - 3.11, pip, virtualenv, ta-lib you can continue."
+        echo "If you have Python version 3.9 - 3.11, pip, virtualenv, ta-lib you can continue."
         echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell."
         sleep 10
     fi
@@ -304,7 +304,7 @@ function help() {
     echo "	-p,--plot       Install dependencies for Plotting scripts."
 }
 
-# Verify if 3.8+ is installed
+# Verify if 3.9+ is installed
 check_installed_python
 
 case $* in

tests/conftest.py

@@ -2601,7 +2601,6 @@ def open_trade():
         pair='ETH/BTC',
         open_rate=0.00001099,
         exchange='binance',
-        open_order_id='123456789',
         amount=90.99181073,
         fee_open=0.0,
         fee_close=0.0,
@@ -2613,7 +2612,7 @@ def open_trade():
         Order(
             ft_order_side='buy',
             ft_pair=trade.pair,
-            ft_is_open=False,
+            ft_is_open=True,
             ft_amount=trade.amount,
             ft_price=trade.open_rate,
             order_id='123456789',
@@ -2639,7 +2638,6 @@ def open_trade_usdt():
         pair='ADA/USDT',
         open_rate=2.0,
         exchange='binance',
-        open_order_id='123456789_exit',
         amount=30.0,
         fee_open=0.0,
         fee_close=0.0,

tests/conftest_trades.py

@@ -46,7 +46,6 @@ def mock_trade_1(fee, is_short: bool):
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
         open_rate=0.123,
         exchange='binance',
-        open_order_id=f'dry_run_buy_{direc(is_short)}_12345',
         strategy='StrategyTestV3',
         timeframe=5,
         is_short=is_short
@@ -210,7 +209,6 @@ def mock_trade_4(fee, is_short: bool):
         is_open=True,
         open_rate=0.123,
         exchange='binance',
-        open_order_id=f'prod_buy_{direc(is_short)}_12345',
         strategy='StrategyTestV3',
         timeframe=5,
         is_short=is_short,
@@ -327,7 +325,6 @@ def mock_trade_6(fee, is_short: bool):
         exchange='binance',
         strategy='SampleStrategy',
         enter_tag='TEST2',
-        open_order_id=f"prod_sell_{direc(is_short)}_6",
         timeframe=5,
         is_short=is_short
     )
@@ -411,7 +408,6 @@ def short_trade(fee):
         # close_profit_abs=-0.6925113200000013,
         exchange='binance',
         is_open=True,
-        open_order_id=None,
         strategy='DefaultStrategy',
         timeframe=5,
         exit_reason='sell_signal',
@@ -502,7 +498,6 @@ def leverage_trade(fee):
         close_profit_abs=2.5983135000000175,
         exchange='kraken',
         is_open=False,
-        open_order_id='dry_run_leverage_buy_12368',
         strategy='DefaultStrategy',
         timeframe=5,
         exit_reason='sell_signal',

tests/conftest_trades_usdt.py

@@ -66,7 +66,6 @@ def mock_trade_usdt_1(fee, is_short: bool):
         close_profit_abs=-4.09,
         exchange='binance',
         strategy='SampleStrategy',
-        open_order_id=f'prod_exit_1_{direc(is_short)}',
         timeframe=5,
         is_short=is_short,
     )
@@ -123,7 +122,6 @@ def mock_trade_usdt_2(fee, is_short: bool):
         close_profit_abs=3.9875,
         exchange='binance',
         is_open=False,
-        open_order_id=f'12366_{direc(is_short)}',
         strategy='StrategyTestV2',
         timeframe=5,
         enter_tag='TEST1',
@@ -231,7 +229,6 @@ def mock_trade_usdt_4(fee, is_short: bool):
         is_open=True,
         open_rate=2.0,
         exchange='binance',
-        open_order_id=f'prod_buy_12345_{direc(is_short)}',
         strategy='StrategyTestV2',
         timeframe=5,
         is_short=is_short,
@@ -340,7 +337,6 @@ def mock_trade_usdt_6(fee, is_short: bool):
         open_rate=10.0,
         exchange='binance',
         strategy='SampleStrategy',
-        open_order_id=f'prod_exit_6_{direc(is_short)}',
         timeframe=5,
         is_short=is_short,
     )
@@ -378,7 +374,6 @@ def mock_trade_usdt_7(fee, is_short: bool):
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
         open_rate=2.0,
         exchange='binance',
-        open_order_id=None,
         strategy='StrategyTestV2',
         timeframe=5,
         is_short=is_short,

tests/persistence/test_migrations.py

@@ -15,6 +15,7 @@ from freqtrade.persistence import Trade, init_db
 from freqtrade.persistence.base import ModelBase
 from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
 from freqtrade.persistence.models import PairLock
+from freqtrade.persistence.trade_model import Order
 from tests.conftest import log_has
 
 
@@ -217,6 +218,23 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
             {amount},
             0,
             {amount * 0.00258580}
+        ),
+        (
+            -- Order without reference trade
+            2,
+            'buy',
+            'ETC/BTC',
+            1,
+            'dry_buy_order55',
+            'canceled',
+            'ETC/BTC',
+            'limit',
+            'buy',
+            0.00258580,
+            {amount},
+            {amount},
+            0,
+            {amount * 0.00258580}
         )
     """
     engine = create_engine('sqlite://')
@@ -238,9 +256,10 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     # Run init to test migration
     init_db(default_conf['db_url'])
 
-    trades = Trade.session.scalars(select(Trade).filter(Trade.id == 1)).all()
+    trades = Trade.session.scalars(select(Trade)).all()
     assert len(trades) == 1
     trade = trades[0]
+    assert trade.id == 1
     assert trade.fee_open == fee.return_value
     assert trade.fee_close == fee.return_value
     assert trade.open_rate_requested is None
@@ -281,12 +300,18 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
 
     assert orders[1].order_id == 'dry_buy_order22'
     assert orders[1].ft_order_side == 'buy'
-    assert orders[1].ft_is_open is False
+    assert orders[1].ft_is_open is True
 
     assert orders[2].order_id == 'dry_stop_order_id11X'
     assert orders[2].ft_order_side == 'stoploss'
     assert orders[2].ft_is_open is False
 
+    orders1 = Order.session.scalars(select(Order)).all()
+    assert len(orders1) == 5
+    order = orders1[4]
+    assert order.ft_trade_id == 2
+    assert order.ft_is_open is False
+
 
 def test_migrate_too_old(mocker, default_conf, fee, caplog):
     """

tests/persistence/test_persistence.py

@@ -10,7 +10,8 @@ from freqtrade.enums import TradingMode
 from freqtrade.exceptions import DependencyException
 from freqtrade.persistence import LocalTrade, Order, Trade, init_db
 from freqtrade.util import dt_now
-from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re
+from tests.conftest import (create_mock_trades, create_mock_trades_usdt,
+                            create_mock_trades_with_leverage, log_has, log_has_re)
 
 
 spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES
@@ -457,15 +458,14 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
         leverage=lev,
         trading_mode=trading_mode
     )
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders
     assert trade.close_profit is None
     assert trade.close_date is None
 
-    trade.open_order_id = enter_order['id']
     oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side)
     trade.orders.append(oobj)
     trade.update_trade(oobj)
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders
     assert trade.open_rate == open_rate
     assert trade.close_profit is None
     assert trade.close_date is None
@@ -476,13 +476,12 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
                       caplog)
 
     caplog.clear()
-    trade.open_order_id = enter_order['id']
     time_machine.move_to("2022-03-31 21:45:05 +00:00")
     oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', exit_side)
     trade.orders.append(oobj)
     trade.update_trade(oobj)
 
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders
     assert trade.close_rate == close_rate
     assert pytest.approx(trade.close_profit) == profit
     assert trade.close_date is not None
@@ -511,11 +510,10 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
         leverage=1.0,
     )
 
-    trade.open_order_id = 'mocked_market_buy'
     oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
     trade.orders.append(oobj)
     trade.update_trade(oobj)
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders
     assert trade.open_rate == 2.0
     assert trade.close_profit is None
     assert trade.close_date is None
@@ -526,11 +524,10 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
 
     caplog.clear()
     trade.is_open = True
-    trade.open_order_id = 'mocked_market_sell'
     oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
     trade.orders.append(oobj)
     trade.update_trade(oobj)
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders
     assert trade.close_rate == 2.2
     assert pytest.approx(trade.close_profit) == 0.094513715710723
     assert trade.close_date is not None
@@ -580,7 +577,6 @@ def test_calc_open_close_trade_price(
     )
     entry_order = limit_order[trade.entry_side]
     exit_order = limit_order[trade.exit_side]
-    trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
 
     oobj = Order.parse_from_ccxt_object(entry_order, 'ADA/USDT', trade.entry_side)
     oobj._trade_live = trade
@@ -678,7 +674,6 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
         leverage=1.0,
     )
 
-    trade.open_order_id = 'something'
     oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
     trade.update_trade(oobj)
     assert trade.calc_close_trade_value(trade.close_rate) == 0.0
@@ -697,7 +692,7 @@ def test_update_open_order(limit_buy_order_usdt):
         trading_mode=margin
     )
 
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders
     assert trade.close_profit is None
     assert trade.close_date is None
 
@@ -705,7 +700,7 @@ def test_update_open_order(limit_buy_order_usdt):
     oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
     trade.update_trade(oobj)
 
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders
     assert trade.close_profit is None
     assert trade.close_date is None
 
@@ -778,7 +773,6 @@ def test_calc_open_trade_value(
         is_short=is_short,
         trading_mode=trading_mode
     )
-    trade.open_order_id = 'open_trade'
     oobj = Order.parse_from_ccxt_object(
         limit_buy_order_usdt, 'ADA/USDT', 'sell' if is_short else 'buy')
     trade.update_trade(oobj)  # Buy @ 2.0
@@ -833,7 +827,6 @@ def test_calc_close_trade_price(
         trading_mode=trading_mode,
         funding_fees=funding_fees
     )
-    trade.open_order_id = 'close_trade'
     assert round(trade.calc_close_trade_value(rate=close_rate), 8) == result
 
 
@@ -1152,14 +1145,30 @@ def test_calc_profit(
         leverage=lev,
         fee_open=0.0025,
         fee_close=fee_close,
+        max_stake_amount=60.0,
         trading_mode=trading_mode,
         funding_fees=funding_fees
     )
-    trade.open_order_id = 'something'
+
+    profit_res = trade.calculate_profit(close_rate)
+    assert pytest.approx(profit_res.profit_abs) == round(profit, 8)
+    assert pytest.approx(profit_res.profit_ratio) == round(profit_ratio, 8)
+    val = trade.open_trade_value * (profit_res.profit_ratio) / lev
+    assert pytest.approx(val) == profit_res.profit_abs
+
+    assert pytest.approx(profit_res.total_profit) == round(profit, 8)
+    # assert pytest.approx(profit_res.total_profit_ratio) == round(profit_ratio, 8)
 
     assert pytest.approx(trade.calc_profit(rate=close_rate)) == round(profit, 8)
     assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8)
 
+    profit_res2 = trade.calculate_profit(close_rate, trade.amount, trade.open_rate)
+    assert pytest.approx(profit_res2.profit_abs) == round(profit, 8)
+    assert pytest.approx(profit_res2.profit_ratio) == round(profit_ratio, 8)
+
+    assert pytest.approx(profit_res2.total_profit) == round(profit, 8)
+    # assert pytest.approx(profit_res2.total_profit_ratio) == round(profit_ratio, 8)
+
     assert pytest.approx(trade.calc_profit(close_rate, trade.amount,
                          trade.open_rate)) == round(profit, 8)
     assert pytest.approx(trade.calc_profit_ratio(close_rate, trade.amount,
@@ -1335,6 +1344,24 @@ def test_get_open_lev(fee, use_db):
     Trade.use_db = True
 
 
+@pytest.mark.parametrize('is_short', [True, False])
+@pytest.mark.parametrize('use_db', [True, False])
+@pytest.mark.usefixtures("init_persistence")
+def test_get_open_orders(fee, is_short, use_db):
+    Trade.use_db = use_db
+    Trade.reset_trades()
+
+    create_mock_trades_usdt(fee, is_short, use_db)
+    # Trade.commit()
+    trade = Trade.get_trades_proxy(pair="XRP/USDT")[0]
+    # assert trade.id == 3
+    assert len(trade.orders) == 2
+    assert len(trade.open_orders) == 0
+    assert not trade.has_open_orders
+
+    Trade.use_db = True
+
+
 @pytest.mark.usefixtures("init_persistence")
 def test_to_json(fee):
 
@@ -1350,7 +1377,6 @@ def test_to_json(fee):
         open_rate=0.123,
         exchange='binance',
         enter_tag=None,
-        open_order_id='dry_run_buy_12345',
         precision_mode=1,
         amount_precision=8.0,
         price_precision=7.0,
@@ -1366,7 +1392,6 @@ def test_to_json(fee):
         'is_open': None,
         'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
         'open_timestamp': int(trade.open_date.timestamp() * 1000),
-        'open_order_id': 'dry_run_buy_12345',
         'close_date': None,
         'close_timestamp': None,
         'open_rate': 0.123,
@@ -1421,6 +1446,7 @@ def test_to_json(fee):
         'price_precision': 7.0,
         'precision_mode': 1,
         'orders': [],
+        'has_open_orders': False,
     }
 
     # Simulate dry_run entries
@@ -1488,7 +1514,6 @@ def test_to_json(fee):
         'is_open': None,
         'max_rate': None,
         'min_rate': None,
-        'open_order_id': None,
         'open_rate_requested': None,
         'open_trade_value': 12.33075,
         'exit_reason': None,
@@ -1507,6 +1532,7 @@ def test_to_json(fee):
         'price_precision': 8.0,
         'precision_mode': 2,
         'orders': [],
+        'has_open_orders': False,
     }
 
 
@@ -2049,7 +2075,6 @@ def test_Trade_object_idem():
         'total_open_trades_stakes',
         'get_closed_trades_without_assigned_fees',
         'get_open_trades_without_assigned_fees',
-        'get_open_order_trades',
         'get_trades',
         'get_trades_query',
         'get_exit_reason_performance',
@@ -2659,7 +2684,7 @@ def test_recalc_trade_from_orders_dca(data) -> None:
         assert len(trade.orders) == idx + 1
         if idx < len(data) - 1:
             assert trade.is_open is True
-        assert trade.open_order_id is None
+        assert not trade.has_open_orders
         assert trade.amount == result[0]
         assert trade.open_rate == result[1]
         assert trade.stake_amount == result[2]
@@ -2673,4 +2698,4 @@ def test_recalc_trade_from_orders_dca(data) -> None:
     assert not trade.is_open
     trade = Trade.session.scalars(select(Trade)).first()
     assert trade
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders

tests/plugins/test_pairlist.py

@@ -616,6 +616,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
        "lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
      "BTC", "binance", ['ETH/BTC', 'LTC/BTC', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
+    # TKN/BTC is removed because it doesn't have enough candles
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_timeframe": "1d", "lookback_period": 6, "refresh_period": 86400}],
+     "BTC", "binance", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'HOT/BTC', 'NEO/BTC']),
     # ftx data is already in Quote currency, therefore won't require conversion
     # ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
     #    "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
@@ -626,23 +630,25 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
     whitelist_conf['pairlists'] = pairlists
     whitelist_conf['stake_currency'] = base_currency
     whitelist_conf['exchange']['name'] = exchange
+    # Ensure we have 6 candles
+    ohlcv_history_long = pd.concat([ohlcv_history, ohlcv_history])
 
-    ohlcv_history_high_vola = ohlcv_history.copy()
+    ohlcv_history_high_vola = ohlcv_history_long.copy()
     ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
 
     # create candles for medium overall volume with last candle high volume
-    ohlcv_history_medium_volume = ohlcv_history.copy()
+    ohlcv_history_medium_volume = ohlcv_history_long.copy()
     ohlcv_history_medium_volume.loc[ohlcv_history_medium_volume.index == 2, 'volume'] = 5
 
     # create candles for high volume with all candles high volume, but very low price.
-    ohlcv_history_high_volume = ohlcv_history.copy()
+    ohlcv_history_high_volume = ohlcv_history_long.copy()
     ohlcv_history_high_volume['volume'] = 10
     ohlcv_history_high_volume['low'] = ohlcv_history_high_volume.loc[:, 'low'] * 0.01
     ohlcv_history_high_volume['high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01
     ohlcv_history_high_volume['close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01
 
     ohlcv_data = {
-        ('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
+        ('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history_long,
         ('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
         ('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history_medium_volume,
         ('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history_high_vola,

tests/rpc/test_rpc.py

@@ -42,7 +42,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'strategy': ANY,
         'enter_tag': ANY,
         'timeframe': 5,
-        'open_order_id': ANY,
         'close_date': None,
         'close_timestamp': None,
         'open_rate': 1.098e-05,
@@ -75,7 +74,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_current_dist_pct': -10.01,
         'stoploss_entry_dist': -0.00010402,
         'stoploss_entry_dist_ratio': -0.10376381,
-        'open_order': None,
+        'open_orders': '',
         'realized_profit': 0.0,
         'realized_profit_ratio': None,
         'total_profit_abs': -4.09e-06,
@@ -91,6 +90,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'amount_precision': 8.0,
         'price_precision': 8.0,
         'precision_mode': 2,
+        'has_open_orders': False,
         'orders': [{
             'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
             'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
@@ -128,7 +128,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'profit_pct': 0.0,
         'profit_abs': 0.0,
         'total_profit_abs': 0.0,
-        'open_order': '(limit buy rem=91.07468123)',
+        'open_orders': '(limit buy rem=91.07468123)',
+        'has_open_orders': True,
     })
     response_unfilled['orders'][0].update({
         'is_open': True,
@@ -146,7 +147,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     results = rpc._rpc_trade_status()
     # Reuse above object, only remaining changed.
     response_unfilled['orders'][0].update({
-        'remaining': None
+        'remaining': None,
     })
     assert results[0] == response_unfilled
 
@@ -164,7 +165,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     response = deepcopy(gen_response)
     response.update({
         'max_stake_amount': 0.001,
-        'total_profit_ratio': pytest.approx(-0.00409),
+        'total_profit_ratio': pytest.approx(-0.00409153),
+        'has_open_orders': False,
     })
     assert results[0] == response
 
@@ -779,7 +781,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
             'amount': amount,
             'remaining': amount,
             'filled': 0.0,
-            'id': trade.orders[0].order_id,
+            'id': trade.orders[-1].order_id,
         }
     )
     cancel_order_3 = mocker.patch(
@@ -791,7 +793,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
             'amount': amount,
             'remaining': amount,
             'filled': 0.0,
-            'id': trade.orders[0].order_id,
+            'id': trade.orders[-1].order_id,
         }
     )
     msg = rpc._rpc_force_exit('3')
@@ -800,7 +802,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
     assert cancel_order_3.call_count == 1
     assert cancel_order_mock.call_count == 0
 
-    trade = Trade.session.scalars(select(Trade).filter(Trade.id == '2')).first()
+    trade = Trade.session.scalars(select(Trade).filter(Trade.id == '4')).first()
     amount = trade.amount
     # make an limit-buy open trade, if there is no 'filled', don't sell it
     mocker.patch(
@@ -829,7 +831,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
     assert msg == {'result': 'Created exit order for trade 4.'}
     assert cancel_order_4.call_count == 1
     assert cancel_order_mock.call_count == 0
-    assert trade.amount == amount
+    assert pytest.approx(trade.amount) == amount
 
 
 def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
@@ -1097,7 +1099,8 @@ def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open
     trade = rpc._rpc_force_entry(pair, 0.0001, order_type='limit', stake_amount=0.05)
     assert trade.stake_amount == 0.05
     assert trade.buy_tag == 'force_entry'
-    assert trade.open_order_id == 'mocked_limit_buy'
+
+    assert trade.open_orders_ids[-1] == 'mocked_limit_buy'
 
     freqtradebot.strategy.position_adjustment_enable = True
     with pytest.raises(RPCException, match=r'position for LTC/BTC already open.*open order.*'):

tests/rpc/test_rpc_apiserver.py

@@ -977,6 +977,10 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
         'expectancy_ratio': expected['expectancy_ratio'],
         'max_drawdown': ANY,
         'max_drawdown_abs': ANY,
+        'max_drawdown_start': ANY,
+        'max_drawdown_start_timestamp': ANY,
+        'max_drawdown_end': ANY,
+        'max_drawdown_end_timestamp': ANY,
         'trading_volume': expected['trading_volume'],
         'bot_start_timestamp': 0,
         'bot_start_date': '',
@@ -1022,7 +1026,6 @@ def test_api_performance(botclient, fee):
         exchange='binance',
         stake_amount=1,
         open_rate=0.245441,
-        open_order_id="123456",
         is_open=False,
         fee_close=fee.return_value,
         fee_open=fee.return_value,
@@ -1039,7 +1042,6 @@ def test_api_performance(botclient, fee):
         stake_amount=1,
         exchange='binance',
         open_rate=0.412,
-        open_order_id="123456",
         is_open=False,
         fee_close=fee.return_value,
         fee_open=fee.return_value,
@@ -1062,11 +1064,11 @@ def test_api_performance(botclient, fee):
 
 
 @pytest.mark.parametrize(
-    'is_short,current_rate,open_order_id,open_trade_value',
-    [(True, 1.098e-05, 'dry_run_buy_short_12345', 15.0911775),
-     (False, 1.099e-05, 'dry_run_buy_long_12345', 15.1668225)])
+    'is_short,current_rate,open_trade_value',
+    [(True, 1.098e-05, 15.0911775),
+     (False, 1.099e-05, 15.1668225)])
 def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
-                    current_rate, open_order_id, open_trade_value):
+                    current_rate, open_trade_value):
     ftbot, client = botclient
     patch_get_signal(ftbot)
     mocker.patch.multiple(
@@ -1107,7 +1109,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
         'current_rate': current_rate,
         'open_date': ANY,
         'open_timestamp': ANY,
-        'open_order': None,
         'open_rate': 0.123,
         'pair': 'ETH/BTC',
         'base_currency': 'ETH',
@@ -1140,7 +1141,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
         "is_short": is_short,
         'max_rate': ANY,
         'min_rate': ANY,
-        'open_order_id': open_order_id,
         'open_rate_requested': ANY,
         'open_trade_value': open_trade_value,
         'exit_reason': None,
@@ -1158,6 +1158,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
         'price_precision': None,
         'precision_mode': None,
         'orders': [ANY],
+        'has_open_orders': True,
     }
 
     mocker.patch(f'{EXMS}.get_rate',
@@ -1287,7 +1288,6 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
         exchange='binance',
         stake_amount=1,
         open_rate=0.245441,
-        open_order_id="123456",
         open_date=datetime.now(timezone.utc),
         is_open=False,
         is_short=False,
@@ -1348,7 +1348,6 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
         'is_short': False,
         'max_rate': None,
         'min_rate': None,
-        'open_order_id': '123456',
         'open_rate_requested': None,
         'open_trade_value': 0.24605460,
         'exit_reason': None,
@@ -1365,6 +1364,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
         'amount_precision': None,
         'price_precision': None,
         'precision_mode': None,
+        'has_open_orders': False,
         'orders': [],
     }
 

tests/rpc/test_rpc_telegram.py

@@ -347,8 +347,8 @@ async def test_telegram_status_multi_entry(default_conf, update, mocker, fee) ->
     msg = msg_mock.call_args_list[3][0][0]
     assert re.search(r'Number of Entries.*2', msg)
     assert re.search(r'Number of Exits.*1', msg)
-    assert re.search(r'Average Entry Price', msg)
-    assert re.search(r'Order filled', msg)
+    assert re.search(r'from 1st entry rate', msg)
+    assert re.search(r'Order Filled', msg)
     assert re.search(r'Close Date:', msg) is None
     assert re.search(r'Close Profit:', msg) is None
 

tests/strategy/test_strategy_helpers.py

@@ -96,6 +96,32 @@ def test_merge_informative_pair_lower():
         merge_informative_pair(data, informative, '1h', '15m', ffill=True)
 
 
+def test_merge_informative_pair_empty():
+    data = generate_test_data('1h', 40)
+    informative = pd.DataFrame(columns=data.columns)
+
+    result = merge_informative_pair(data, informative, '1h', '2h', ffill=True)
+    assert result['date'].equals(data['date'])
+
+    assert list(result.columns) == [
+        'date',
+        'open',
+        'high',
+        'low',
+        'close',
+        'volume',
+        'date_2h',
+        'open_2h',
+        'high_2h',
+        'low_2h',
+        'close_2h',
+        'volume_2h'
+    ]
+    # We merge an empty dataframe, so all values should be NaN
+    for col in ['date_2h', 'open_2h', 'high_2h', 'low_2h', 'close_2h', 'volume_2h']:
+        assert result[col].isnull().all()
+
+
 def test_merge_informative_pair_suffix():
     data = generate_test_data('15m', 20)
     informative = generate_test_data('1h', 20)
@@ -110,6 +136,21 @@ def test_merge_informative_pair_suffix():
     assert 'open_suf' in result.columns
     assert 'open_1h' not in result.columns
 
+    assert list(result.columns) == [
+        'date',
+        'open',
+        'high',
+        'low',
+        'close',
+        'volume',
+        'date_suf',
+        'open_suf',
+        'high_suf',
+        'low_suf',
+        'close_suf',
+        'volume_suf'
+    ]
+
 
 def test_merge_informative_pair_suffix_append_timeframe():
     data = generate_test_data('15m', 20)

tests/test_integration.py

@@ -103,7 +103,6 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
 
         trade.orders.append(oobj)
         trade.stoploss_order_id = f"stop{idx}"
-        trade.open_order_id = None
 
     n = freqtrade.exit_positions(trades)
     assert n == 2
@@ -194,8 +193,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
 
     for trade in trades:
         assert pytest.approx(trade.stake_amount) == result1
-        # Reset trade open order id's
-        trade.open_order_id = None
+
     trades = Trade.get_open_trades()
     assert len(trades) == 5
     bals = freqtrade.wallets.get_all_balances()
@@ -386,7 +384,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert len(Trade.get_trades().all()) == 1
     trade: Trade = Trade.get_trades().first()
     assert len(trade.orders) == 1
-    assert trade.open_order_id is not None
+    assert trade.has_open_orders
     assert pytest.approx(trade.stake_amount) == 60
     assert trade.open_rate == 1.96
     assert trade.stop_loss_pct == -0.1
@@ -399,7 +397,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 1
-    assert trade.open_order_id is not None
+    assert trade.has_open_orders
     assert pytest.approx(trade.stake_amount) == 60
 
     # Cancel order and place new one
@@ -407,7 +405,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 2
-    assert trade.open_order_id is not None
+    assert trade.has_open_orders
     # Open rate is not adjusted yet
     assert trade.open_rate == 1.96
     assert trade.stop_loss_pct == -0.1
@@ -421,7 +419,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 2
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders
     # Open rate is not adjusted yet
     assert trade.open_rate == 1.99
     assert pytest.approx(trade.stake_amount) == 60
@@ -438,7 +436,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 3
-    assert trade.open_order_id is not None
+    assert trade.has_open_orders
     assert trade.open_rate == 1.99
     assert trade.orders[-1].price == 1.96
     assert trade.orders[-1].cost == 120 * leverage
@@ -449,7 +447,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 4
-    assert trade.open_order_id is not None
+    assert trade.has_open_orders
     assert trade.open_rate == 1.99
     assert pytest.approx(trade.stake_amount) == 60
     assert trade.orders[-1].price == 1.95
@@ -463,7 +461,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 4
-    assert trade.open_order_id is None
+    assert not trade.has_open_orders
     assert pytest.approx(trade.open_rate) == 1.963153456
     assert trade.orders[-1].price == 1.95
     assert pytest.approx(trade.orders[-1].cost) == 120 * leverage
@@ -522,7 +520,11 @@ def test_dca_order_adjust_entry_replace_fails(
     freqtrade.enter_positions()
 
     trades = Trade.session.scalars(
-        select(Trade).filter(Trade.open_order_id.is_not(None))).all()
+        select(Trade)
+        .where(Order.ft_is_open.is_(True))
+        .where(Order.ft_order_side != "stoploss")
+        .where(Order.ft_trade_id == Trade.id)
+        ).all()
     assert len(trades) == 1
 
     mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=False)
@@ -539,14 +541,22 @@ def test_dca_order_adjust_entry_replace_fails(
 
     assert freqtrade.strategy.adjust_trade_position.call_count == 1
     trades = Trade.session.scalars(
-        select(Trade).filter(Trade.open_order_id.is_not(None))).all()
+        select(Trade)
+        .where(Order.ft_is_open.is_(True))
+        .where(Order.ft_order_side != "stoploss")
+        .where(Order.ft_trade_id == Trade.id)
+        ).all()
     assert len(trades) == 2
 
     # We now have 2 orders open
     freqtrade.strategy.adjust_entry_price = MagicMock(return_value=2.05)
     freqtrade.manage_open_orders()
     trades = Trade.session.scalars(
-        select(Trade).filter(Trade.open_order_id.is_not(None))).all()
+        select(Trade)
+        .where(Order.ft_is_open.is_(True))
+        .where(Order.ft_order_side != "stoploss")
+        .where(Order.ft_trade_id == Trade.id)
+        ).all()
     assert len(trades) == 2
     assert len(Order.get_open_orders()) == 2
     # Entry adjustment is called

tests/utils/test_datetime_helpers.py

@@ -3,8 +3,8 @@ from datetime import datetime, timedelta, timezone
 import pytest
 import time_machine
 
-from freqtrade.util import (dt_floor_day, dt_from_ts, dt_humanize, dt_now, dt_ts, dt_utc,
-                            format_ms_time, shorten_date)
+from freqtrade.util import (dt_floor_day, dt_from_ts, dt_humanize, dt_now, dt_ts, dt_ts_def, dt_utc,
+                            format_date, format_ms_time, shorten_date)
 
 
 def test_dt_now():
@@ -22,6 +22,13 @@ def test_dt_now():
         assert dt_ts(now) == int(now.timestamp() * 1000)
 
 
+def test_dt_ts_def():
+    assert dt_ts_def(None) == 0
+    assert dt_ts_def(None, 123) == 123
+    assert dt_ts_def(datetime(2023, 5, 5, tzinfo=timezone.utc)) == 1683244800000
+    assert dt_ts_def(datetime(2023, 5, 5, tzinfo=timezone.utc), 123) == 1683244800000
+
+
 def test_dt_utc():
     assert dt_utc(2023, 5, 5) == datetime(2023, 5, 5, tzinfo=timezone.utc)
     assert dt_utc(2023, 5, 5, 0, 0, 0, 555500) == datetime(2023, 5, 5, 0, 0, 0, 555500,
@@ -70,3 +77,14 @@ def test_format_ms_time() -> None:
     # Date 2017-12-13 08:02:01
     date_in_epoch_ms = 1513152121000
     assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S')
+
+
+def test_format_date() -> None:
+
+    date = datetime(2023, 9, 1, 5, 2, 3, 455555, tzinfo=timezone.utc)
+    assert format_date(date) == '2023-09-01 05:02:03'
+    assert format_date(None) == ''
+
+    date = datetime(2021, 9, 30, 22, 59, 3, 455555, tzinfo=timezone.utc)
+    assert format_date(date) == '2021-09-30 22:59:03'
+    assert format_date(None) == ''