Merge d7b86ee436 into 3bbc6cbab1

closes #10677

docs/trade-object.md

@@ -130,20 +130,20 @@ Most properties here can be None as they are dependent on the exchange response.
 
 |  Attribute | DataType | Description |
 |------------|-------------|-------------|
-`trade` | Trade | Trade object this order is attached to
+| `trade` | Trade | Trade object this order is attached to |
-`ft_pair` | string | Pair this order is for
+| `ft_pair` | string | Pair this order is for |
-`ft_is_open` | boolean | is the order filled?
+| `ft_is_open` | boolean | is the order filled? |
-`order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss
+| `order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss |
-`status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled
+| `status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled |
-`side` | string | Buy or Sell
+| `side` | string | Buy or Sell |
-`price` | float | Price the order was placed at
+| `price` | float | Price the order was placed at |
-`average` | float | Average price the order filled at
+| `average` | float | Average price the order filled at |
-`amount` | float | Amount in base currency
+| `amount` | float | Amount in base currency |
-`filled` | float | Filled amount (in base currency)
+| `filled` | float | Filled amount (in base currency) |
-`remaining` | float | Remaining amount
+| `remaining` | float | Remaining amount |
-`cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*)
+| `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*) |
-`stake_amount` | float | Stake amount used for this order. *Added in 2023.7.*
+| `stake_amount` | float | Stake amount used for this order. *Added in 2023.7.* |
-`order_date` | datetime | Order creation date **use `order_date_utc` instead**
+| `order_date` | datetime | Order creation date **use `order_date_utc` instead** |
-`order_date_utc` | datetime | Order creation date (in UTC)
+| `order_date_utc` | datetime | Order creation date (in UTC) |
-`order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead**
+| `order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead** |
-`order_fill_date_utc` | datetime | Order fill date
+| `order_fill_date_utc` | datetime | Order fill date |

freqtrade/freqai/freqai_interface.py

@@ -70,7 +70,7 @@ class IFreqaiModel(ABC):
         self.retrain = False
         self.first = True
         self.set_full_path()
-        self.save_backtest_models: bool = self.freqai_info.get("save_backtest_models", True)
+        self.save_backtest_models: bool = self.freqai_info.get("save_backtest_models", False)
         if self.save_backtest_models:
             logger.info("Backtesting module configured to save all models.")
 
@@ -258,6 +258,23 @@ class IFreqaiModel(ABC):
                 if self.freqai_info.get("write_metrics_to_disk", False):
                     self.dd.save_metric_tracker_to_disk()
 
+    def _train_model(self, dataframe_train, pair, dk, tr_backtest):
+        try:
+            self.tb_logger = get_tb_logger(
+                self.dd.model_type, dk.data_path, self.activate_tensorboard
+            )
+            model = self.train(dataframe_train, pair, dk)
+            self.tb_logger.close()
+            return model
+        except Exception as msg:
+            logger.warning(
+                f"Training {pair} raised exception {msg.__class__.__name__}. "
+                f"from {tr_backtest.start_fmt} to {tr_backtest.stop_fmt}."
+                f"Message: {msg}, skipping.",
+                exc_info=True,
+            )
+            return None
+
     def start_backtesting(
         self, dataframe: DataFrame, metadata: dict, dk: FreqaiDataKitchen, strategy: IStrategy
     ) -> FreqaiDataKitchen:
@@ -352,37 +369,26 @@ class IFreqaiModel(ABC):
                 if not self.model_exists(dk):
                     dk.find_features(dataframe_train)
                     dk.find_labels(dataframe_train)
+                    self.model = self._train_model(dataframe_train, pair, dk, tr_backtest)
 
-                    try:
+                    if self.model:
-                        self.tb_logger = get_tb_logger(
+                        self.dd.pair_dict[pair]["trained_timestamp"] = int(tr_train.stopts)
-                            self.dd.model_type, dk.data_path, self.activate_tensorboard
+                        if self.plot_features and self.model is not None:
-                        )
+                            plot_feature_importance(self.model, pair, dk, self.plot_features)
-                        self.model = self.train(dataframe_train, pair, dk)
+                        if self.save_backtest_models and self.model is not None:
-                        self.tb_logger.close()
+                            logger.info("Saving backtest model to disk.")
-                    except Exception as msg:
+                            self.dd.save_data(self.model, pair, dk)
-                        logger.warning(
+                        else:
-                            f"Training {pair} raised exception {msg.__class__.__name__}. "
+                            logger.info("Saving metadata to disk.")
-                            f"Message: {msg}, skipping.",
+                            self.dd.save_metadata(dk)
-                            exc_info=True,
-                        )
-                        self.model = None
-
-                    self.dd.pair_dict[pair]["trained_timestamp"] = int(tr_train.stopts)
-                    if self.plot_features and self.model is not None:
-                        plot_feature_importance(self.model, pair, dk, self.plot_features)
-                    if self.save_backtest_models and self.model is not None:
-                        logger.info("Saving backtest model to disk.")
-                        self.dd.save_data(self.model, pair, dk)
-                    else:
-                        logger.info("Saving metadata to disk.")
-                        self.dd.save_metadata(dk)
                 else:
                     self.model = self.dd.load_data(pair, dk)
 
-                pred_df, do_preds = self.predict(dataframe_backtest, dk)
+                if self.model and len(dataframe_backtest):
-                append_df = dk.get_predictions_to_append(pred_df, do_preds, dataframe_backtest)
+                    pred_df, do_preds = self.predict(dataframe_backtest, dk)
-                dk.append_predictions(append_df)
+                    append_df = dk.get_predictions_to_append(pred_df, do_preds, dataframe_backtest)
-                dk.save_backtesting_prediction(append_df)
+                    dk.append_predictions(append_df)
+                    dk.save_backtesting_prediction(append_df)
 
         self.backtesting_fit_live_predictions(dk)
         dk.fill_predictions(dataframe)
@@ -829,7 +835,7 @@ class IFreqaiModel(ABC):
         :param pair: current pair
         :return: if the data exists or not
         """
-        if self.config.get("freqai_backtest_live_models", False) and len_dataframe_backtest == 0:
+        if len_dataframe_backtest == 0:
             logger.info(
                 f"No data found for pair {pair} from "
                 f"from {tr_backtest.start_fmt} to {tr_backtest.stop_fmt}. "

freqtrade/freqtradebot.py

@@ -62,7 +62,7 @@ from freqtrade.rpc.rpc_types import (
 )
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.util import MeasureTime
+from freqtrade.util import FtPrecise, MeasureTime
 from freqtrade.util.migrations.binance_mig import migrate_binance_futures_names
 from freqtrade.wallets import Wallets
 
@@ -784,7 +784,14 @@ class FreqtradeBot(LoggingMixin):
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
             amount = self.exchange.amount_to_contract_precision(
-                trade.pair, abs(float(stake_amount * trade.amount / trade.stake_amount))
+                trade.pair,
+                abs(
+                    float(
+                        FtPrecise(stake_amount)
+                        * FtPrecise(trade.amount)
+                        / FtPrecise(trade.stake_amount)
+                    )
+                ),
             )
 
             if amount == 0.0:

requirements.txt

@@ -4,7 +4,7 @@ bottleneck==1.4.0
 numexpr==2.10.1
 pandas-ta==0.3.14b
 
-ccxt==4.4.3
+ccxt==4.4.5
 cryptography==42.0.8; platform_machine == 'armv7l'
 cryptography==43.0.1; platform_machine != 'armv7l'
 aiohttp==3.10.5