Merge pull request #10687 from freqtrade/refactor/trade_init_0

Initialize Trade objects with amount=0

docs/trade-object.md

@@ -18,7 +18,7 @@ The following attributes / properties are available for each individual trade -
 | `open_rate` | float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments). |
 | `close_rate` | float | Close rate - only set when is_open = False. |
 | `stake_amount` | float | Amount in Stake (or Quote) currency. |
-| `amount` | float | Amount in Asset / Base currency that is currently owned. |
+| `amount` | float | Amount in Asset / Base currency that is currently owned. Will be 0.0 until the initial order fills. |
 | `open_date` | datetime | Timestamp when trade was opened **use `open_date_utc` instead** |
 | `open_date_utc` | datetime | Timestamp when trade was opened - in UTC. |
 | `close_date` | datetime | Timestamp when trade was closed **use `close_date_utc` instead** |

freqtrade/freqtradebot.py

@@ -987,7 +987,7 @@ class FreqtradeBot(LoggingMixin):
                 base_currency=base_currency,
                 stake_currency=self.config["stake_currency"],
                 stake_amount=stake_amount,
-                amount=amount,
+                amount=0,
                 is_open=True,
                 amount_requested=amount_requested,
                 fee_open=fee,

freqtrade/optimize/backtesting.py

@@ -1099,7 +1099,7 @@ class Backtesting:
                     open_rate_requested=propose_rate,
                     open_date=current_time,
                     stake_amount=stake_amount,
-                    amount=amount,
+                    amount=0,
                     amount_requested=amount,
                     fee_open=self.fee,
                     fee_close=self.fee,

freqtrade/persistence/trade_model.py

@@ -1161,10 +1161,7 @@ class LocalTrade:
         else:
             open_trade_value = self._calc_open_trade_value(amount, open_rate)
 
-        short_close_zero = self.is_short and close_trade_value == 0.0
-        long_close_zero = not self.is_short and open_trade_value == 0.0
-
-        if short_close_zero or long_close_zero:
+        if open_trade_value == 0.0:
             return 0.0
         else:
             if self.is_short:

freqtrade/wallets.py

@@ -99,11 +99,21 @@ class Wallets:
         used_stake = 0.0
 
         if self._config.get("trading_mode", "spot") != TradingMode.FUTURES:
-            current_stake = self.start_cap + tot_profit - tot_in_trades
-            total_stake = current_stake
             for trade in open_trades:
                 curr = self._exchange.get_pair_base_currency(trade.pair)
-                _wallets[curr] = Wallet(curr, trade.amount, 0, trade.amount)
+                used_stake += sum(
+                    o.stake_amount for o in trade.open_orders if o.ft_order_side == trade.entry_side
+                )
+                pending = sum(
+                    o.amount
+                    for o in trade.open_orders
+                    if o.amount and o.ft_order_side == trade.exit_side
+                )
+
+                _wallets[curr] = Wallet(curr, trade.amount - pending, pending, trade.amount)
+
+            current_stake = self.start_cap + tot_profit - tot_in_trades
+            total_stake = current_stake + used_stake
         else:
             tot_in_trades = 0
             for position in open_trades:

tests/freqtradebot/test_freqtradebot.py

@@ -689,13 +689,29 @@ def test_process_trade_creation(
     assert trade.open_date is not None
     assert trade.exchange == "binance"
     assert trade.open_rate == ticker_usdt.return_value[ticker_side]
-    assert pytest.approx(trade.amount) == 60 / ticker_usdt.return_value[ticker_side]
+    # Trade opens with 0 amount. Only trade filling will set the amount
+    assert pytest.approx(trade.amount) == 0
+    assert pytest.approx(trade.amount_requested) == 60 / ticker_usdt.return_value[ticker_side]
 
     assert log_has(
         f'{"Short" if is_short else "Long"} signal found: about create a new trade for ETH/USDT '
         "with stake_amount: 60.0 ...",
         caplog,
     )
+    mocker.patch("freqtrade.freqtradebot.FreqtradeBot._check_and_execute_exit")
+
+    # Fill trade.
+    freqtrade.process()
+    trades = Trade.get_open_trades()
+    assert len(trades) == 1
+    trade = trades[0]
+    assert trade is not None
+    assert trade.is_open
+    assert trade.open_date is not None
+    assert trade.exchange == "binance"
+    assert trade.open_rate == limit_order[entry_side(is_short)]["price"]
+    # Filled trade has amount set to filled order amount
+    assert pytest.approx(trade.amount) == limit_order[entry_side(is_short)]["filled"]
 
 
 def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None:
@@ -1684,7 +1700,7 @@ def test_handle_trade_roi(
         create_order=MagicMock(
             side_effect=[
                 open_order,
-                {"id": 1234553382},
+                {"id": 1234553382, "amount": open_order["amount"]},
             ]
         ),
         get_fee=fee,

tests/rpc/test_rpc.py

@@ -149,7 +149,10 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     # Different from "filled" response:
     response_unfilled.update(
         {
-            "amount": 91.07468124,
+            "amount": 0.0,
+            "open_trade_value": 0.0,
+            "stoploss_entry_dist": 0.0,
+            "stoploss_entry_dist_ratio": 0.0,
             "profit_ratio": 0.0,
             "profit_pct": 0.0,
             "profit_abs": 0.0,
@@ -762,7 +765,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
     freqtradebot.enter_positions()
     # make an limit-buy open trade
     trade = Trade.session.scalars(select(Trade).filter(Trade.id == "3")).first()
-    filled_amount = trade.amount / 2
+    filled_amount = trade.amount_requested / 2
     # Fetch order - it's open first, and closed after cancel_order is called.
     mocker.patch(
         f"{EXMS}.fetch_order",
@@ -799,7 +802,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
 
     cancel_order_mock.reset_mock()
     trade = Trade.session.scalars(select(Trade).filter(Trade.id == "3")).first()
-    amount = trade.amount
+    amount = trade.amount_requested
     # make an limit-sell open order trade
     mocker.patch(
         f"{EXMS}.fetch_order",
@@ -832,7 +835,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
     assert cancel_order_mock.call_count == 0
 
     trade = Trade.session.scalars(select(Trade).filter(Trade.id == "4")).first()
-    amount = trade.amount
+    amount = trade.amount_requested
     # make an limit-buy open trade, if there is no 'filled', don't sell it
     mocker.patch(
         f"{EXMS}.fetch_order",

tests/test_wallets.py

@@ -365,13 +365,18 @@ def test_sync_wallet_dry(mocker, default_conf_usdt, fee):
     assert bal["NEO"].total == 10
     assert bal["XRP"].total == 10
     assert bal["LTC"].total == 2
-    assert bal["USDT"].total == 922.74
+    usdt_bal = bal["USDT"]
+    assert usdt_bal.free == 922.74
+    assert usdt_bal.total == 942.74
+    assert usdt_bal.used == 20.0
+    # sum of used and free should be total.
+    assert usdt_bal.total == usdt_bal.free + usdt_bal.used
 
     assert freqtrade.wallets.get_starting_balance() == default_conf_usdt["dry_run_wallet"]
     total = freqtrade.wallets.get_total("LTC")
     free = freqtrade.wallets.get_free("LTC")
     used = freqtrade.wallets.get_used("LTC")
-    assert free != 0
+    assert used != 0
     assert free + used == total