From f3b6a0a7973699755f4a276932bc0de06a09563d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 24 Aug 2021 20:40:35 +0200
Subject: [PATCH] Fix some type errors

---
 freqtrade/freqtradebot.py       | 18 +++++++++---------
 freqtrade/strategy/interface.py | 18 +++++++++---------
 2 files changed, 18 insertions(+), 18 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 9d4e6b26f..0ddee5292 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -700,22 +700,22 @@ class FreqtradeBot(LoggingMixin):
 
         logger.debug('Handling %s ...', trade)
 
-        (buy, sell) = (False, False)
+        (enter, exit_) = (False, False)
 
         if (self.config.get('use_sell_signal', True) or
                 self.config.get('ignore_roi_if_buy_signal', False)):
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
-            (buy, sell) = self.strategy.get_exit_signal(
+            (enter, exit_) = self.strategy.get_exit_signal(
                 trade.pair,
                 self.strategy.timeframe,
                 analyzed_df
             )
 
-        logger.debug('checking sell')
+        # TODO-lev: side should depend on trade side.
         sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
-        if self._check_and_execute_sell(trade, sell_rate, buy, sell):
+        if self._check_and_execute_exit(trade, sell_rate, enter, exit_):
             return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -852,18 +852,18 @@ class FreqtradeBot(LoggingMixin):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
-    def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
-                                buy: bool, sell: bool) -> bool:
+    def _check_and_execute_exit(self, trade: Trade, sell_rate: float,
+                                enter: bool, exit_: bool) -> bool:
         """
-        Check and execute sell
+        Check and execute trade exit
         """
         should_exit: SellCheckTuple = self.strategy.should_exit(
-            trade, sell_rate, datetime.now(timezone.utc), buy, sell,
+            trade, sell_rate, datetime.now(timezone.utc), enter, exit_,
             force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
         if should_exit.sell_flag:
-            logger.info(f'Executing Sell for {trade.pair}. Reason: {should_exit.sell_type}')
+            logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}')
             self.execute_sell(trade, sell_rate, should_exit)
             return True
         return False
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a8e6d7f76..000e2b2dd 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -543,7 +543,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         pair: str,
         timeframe: str,
         dataframe: DataFrame,
-    ) -> Tuple[Optional[DataFrame], arrow.Arrow]:
+    ) -> Tuple[Optional[DataFrame], Optional[arrow.Arrow]]:
         """
         Get the latest candle. Used only during real mode
         :param pair: pair in format ANT/BTC
@@ -553,7 +553,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
-            return False, False, None
+            return None, None
 
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
@@ -591,7 +591,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         latest, latest_date = self.get_latest_candle(pair, timeframe, dataframe)
         if latest is None:
-            return False, False, None
+            return False, False
 
         if is_short:
             enter = latest[SignalType.SHORT] == 1
@@ -621,8 +621,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         :return: (SignalDirection, entry_tag)
         """
         latest, latest_date = self.get_latest_candle(pair, timeframe, dataframe)
-        if latest is None:
-            return False, False, None
+        if latest is None or latest_date is None:
+            return None, None
 
         enter_long = latest[SignalType.BUY] == 1
         exit_long = latest[SignalType.SELL] == 1
@@ -630,7 +630,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         exit_short = latest[SignalType.EXIT_SHORT] == 1
 
         enter_signal: Optional[SignalDirection] = None
-        enter_tag_value = None
+        enter_tag_value: Optional[str] = None
         if enter_long == 1 and not any([exit_long, enter_short]):
             enter_signal = SignalDirection.LONG
             enter_tag_value = latest.get(SignalTagType.BUY_TAG, None)
@@ -641,12 +641,12 @@ class IStrategy(ABC, HyperStrategyMixin):
         timeframe_seconds = timeframe_to_seconds(timeframe)
 
         if self.ignore_expired_candle(
-            latest_date=latest_date,
+            latest_date=latest_date.datetime,
             current_time=datetime.now(timezone.utc),
             timeframe_seconds=timeframe_seconds,
-            enter=enter_signal
+            enter=bool(enter_signal)
         ):
-            return False, enter_tag_value
+            return None, enter_tag_value
 
         logger.debug(f"entry trigger: {latest['date']} (pair={pair}) "
                      f"enter={enter_long} enter_tag_value={enter_tag_value}")