Merge 6b8ca7217b into af422c7cd4

added check for Kraken exchange

docs/lookahead-analysis.md

@@ -101,3 +101,4 @@ This could lead to a false-negative (the strategy will then be reported as non-b
 - `lookahead-analysis` has access to everything that backtesting has too.
 Please don't provoke any configs like enabling position stacking.
 If you decide to do so, then make doubly sure that you won't ever run out of `max_open_trades` amount and neither leftover money in your wallet.
+- In the results table, the `biased_indicators` column will falsely flag FreqAI target indicators defined in `set_freqai_targets()` as biased. These are not biased and can safely be ignored.

freqtrade/exchange/kraken.py

@@ -78,6 +78,7 @@ class Kraken(Exchange):
                     # x["side"], x["amount"],
                 )
                 for x in orders
+                if x["remaining"] is not None and (x["side"] == "sell" or x["price"] is not None)
             ]
             for bal in balances:
                 if not isinstance(balances[bal], dict):

freqtrade/freqtradebot.py

@@ -715,8 +715,6 @@ 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.
-            # 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)
@@ -724,8 +722,7 @@ class FreqtradeBot(LoggingMixin):
                     self.check_and_call_adjust_trade_position(trade)
                 except DependencyException as exception:
                     logger.warning(
-                        f"Unable to adjust position of trade for {trade.pair}: {exception}"
-                    )
+                        f"Unable to adjust position of trade for {trade.pair}: {exception}")
 
     def check_and_call_adjust_trade_position(self, trade: Trade):
         """
@@ -1251,8 +1248,7 @@ class FreqtradeBot(LoggingMixin):
         trades_closed = 0
         for trade in trades:
             if (
-                not trade.has_open_orders
-                and not trade.has_open_sl_orders
+                not trade.has_open_sl_orders
                 and not self.wallets.check_exit_amount(trade)
             ):
                 logger.warning(
@@ -1277,7 +1273,7 @@ class FreqtradeBot(LoggingMixin):
                         f"Unable to handle stoploss on exchange for {trade.pair}: {exception}"
                     )
                 # Check if we can sell our current pair
-                if not trade.has_open_orders and trade.is_open and self.handle_trade(trade):
+                if trade.is_open and self.handle_trade(trade):
                     trades_closed += 1
 
             except DependencyException as exception:
@@ -1421,7 +1417,7 @@ class FreqtradeBot(LoggingMixin):
                 self.handle_protections(trade.pair, trade.trade_direction)
                 return True
 
-        if trade.has_open_orders or not trade.is_open:
+        if not trade.is_open:
             # Trade has an open 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)
@@ -1689,13 +1685,15 @@ class FreqtradeBot(LoggingMixin):
                         logger.warning(f"Unable to replace order for {trade.pair}: {exception}")
                         self.replace_order_failed(trade, f"Could not replace order for {trade}.")
 
-    def cancel_all_open_orders(self) -> None:
+    def cancel_open_orders_of_trade(self, trade: Trade, reason: str, sides: List[str]) -> None:
         """
-        Cancel all orders that are currently open
+        Cancel trade orders of specified sides that are currently open
+        :param trade: Trade object of the trade we're analyzing
+        :param reason: The reason for that cancelation
+        :param sides: The sides where cancellation should take place
         :return: None
         """
 
-        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)
@@ -1703,15 +1701,30 @@ class FreqtradeBot(LoggingMixin):
                 logger.info("Can't query order for %s due to %s", trade, traceback.format_exc())
                 continue
 
+            for side in sides:
+                if (order["side"] == side):
                     if order["side"] == trade.entry_side:
                         self.handle_cancel_enter(
-                        trade, order, open_order, constants.CANCEL_REASON["ALL_CANCELLED"]
+                            trade, order, open_order, reason
                         )
 
                     elif order["side"] == trade.exit_side:
                         self.handle_cancel_exit(
-                        trade, order, open_order, constants.CANCEL_REASON["ALL_CANCELLED"]
+                            trade, order, open_order, reason
                         )
+
+    def cancel_all_open_orders(self) -> None:
+        """
+        Cancel all orders that are currently open
+        :return: None
+        """
+
+        for trade in Trade.get_open_trades():
+            self.cancel_open_orders_of_trade(
+                trade, constants.CANCEL_REASON["ALL_CANCELLED"],
+                [trade.entry_side, trade.exit_side]
+            )
+
         Trade.commit()
 
     def handle_cancel_enter(
@@ -1957,6 +1970,14 @@ class FreqtradeBot(LoggingMixin):
 
         limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
 
+        if trade.has_open_orders:
+            # cancel any open order of this trade
+            self.cancel_open_orders_of_trade(
+                trade, constants.CANCEL_REASON["REPLACE"],
+                [trade.exit_side]
+            )
+            Trade.commit()
+
         # First cancelling stoploss on exchange ...
         trade = self.cancel_stoploss_on_exchange(trade)
 

freqtrade/optimize/analysis/lookahead_helpers.py

@@ -1,7 +1,7 @@
 import logging
 import time
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Union
 
 import pandas as pd
 from rich.text import Text
@@ -19,7 +19,9 @@ logger = logging.getLogger(__name__)
 class LookaheadAnalysisSubFunctions:
     @staticmethod
     def text_table_lookahead_analysis_instances(
-        config: Dict[str, Any], lookahead_instances: List[LookaheadAnalysis]
+        config: Dict[str, Any],
+        lookahead_instances: List[LookaheadAnalysis],
+        caption: Union[str, None] = None,
     ):
         headers = [
             "filename",
@@ -65,7 +67,9 @@ class LookaheadAnalysisSubFunctions:
                     ]
                 )
 
-        print_rich_table(data, headers, summary="Lookahead Analysis")
+        print_rich_table(
+            data, headers, summary="Lookahead Analysis", table_kwargs={"caption": caption}
+        )
         return data
 
     @staticmethod
@@ -239,8 +243,24 @@ class LookaheadAnalysisSubFunctions:
 
         # report the results
         if lookaheadAnalysis_instances:
+            caption: Union[str, None] = None
+            if any(
+                [
+                    any(
+                        [
+                            indicator.startswith("&")
+                            for indicator in inst.current_analysis.false_indicators
+                        ]
+                    )
+                    for inst in lookaheadAnalysis_instances
+                ]
+            ):
+                caption = (
+                    "Any indicators in 'biased_indicators' which are used within "
+                    "set_freqai_targets() can be ignored."
+                )
             LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
-                config, lookaheadAnalysis_instances
+                config, lookaheadAnalysis_instances, caption=caption
             )
             if config.get("lookahead_analysis_exportfilename") is not None:
                 LookaheadAnalysisSubFunctions.export_to_csv(config, lookaheadAnalysis_instances)

freqtrade/optimize/backtesting.py

@@ -1376,7 +1376,6 @@ class Backtesting:
                 self.wallets.update()
 
             # 4. Create exit orders (if any)
-            if not trade.has_open_orders:
             self._check_trade_exit(trade, row, current_time)  # Place exit order if necessary
 
             # 5. Process exit orders.

freqtrade/persistence/trade_model.py

@@ -178,6 +178,7 @@ class Order(ModelBase):
         return (
             f"Order(id={self.id}, trade={self.ft_trade_id}, order_id={self.order_id}, "
             f"side={self.side}, filled={self.safe_filled}, price={self.safe_price}, "
+            f"amount={self.amount}, "
             f"status={self.status}, date={self.order_date_utc:{DATETIME_PRINT_FORMAT}})"
         )
 
@@ -585,6 +586,67 @@ class LocalTrade:
         ]
         return len(open_orders_wo_sl) > 0
 
+    @property
+    def has_open_entry_orders(self) -> bool:
+        """
+        True if there are open entry orders for this trade
+        """
+        open_entry_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.entry_side and o.ft_is_open
+        ]
+        return len(open_entry_orders) > 0
+
+    @property
+    def has_open_position(self) -> bool:
+        """
+        True if there is an open position for this trade
+        """
+        entry_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.entry_side
+        ]
+        entry_orders_filled_qty = sum(eno.safe_filled for eno in entry_orders)
+
+        exit_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.exit_side
+        ]
+        exit_orders_filled_qty = sum(exo.safe_filled for exo in exit_orders)
+
+        return (entry_orders_filled_qty - exit_orders_filled_qty) > 0
+
+    @property
+    def untied_assets(self) -> float:
+        entry_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.entry_side
+        ]
+        entry_orders_filled_qty = sum(eno.safe_filled for eno in entry_orders)
+
+        exit_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.exit_side
+        ]
+        exit_orders_remaining_qty = sum(exo.safe_remaining for exo in exit_orders)
+        untied_remaining = entry_orders_filled_qty - exit_orders_remaining_qty
+
+        logger.info(f"entry_orders: {entry_orders}")
+        logger.info(f"exit_orders: {exit_orders}")
+        logger.info(f"entry_orders_filled_qty: {entry_orders_filled_qty}")
+        logger.info(f"exit_orders_remaining_qty: {exit_orders_remaining_qty}")
+
+        logger.info(f"untied_remaining: {untied_remaining}")
+
+        return untied_remaining
+
+    @property
+    def has_untied_assets(self) -> bool:
+        """
+        True if there is still remaining position not yet tied up to exit order
+        """
+        return self.untied_assets > 0
+
     @property
     def open_sl_orders(self) -> List[Order]:
         """

tests/conftest.py

@@ -964,6 +964,29 @@ def get_markets():
             },
             "info": {},
         },
+        "ETC/BTC": {
+            "id": "ETCBTC",
+            "symbol": "ETC/BTC",
+            "base": "ETC",
+            "quote": "BTC",
+            "active": True,
+            "spot": True,
+            "swap": False,
+            "linear": None,
+            "type": "spot",
+            "contractSize": None,
+            "precision": {"base": 8, "quote": 8, "amount": 2, "price": 7},
+            "limits": {
+                "amount": {"min": 0.01, "max": 90000000.0},
+                "price": {"min": 1e-07, "max": 1000.0},
+                "cost": {"min": 0.0001, "max": 9000000.0},
+                "leverage": {
+                    "min": None,
+                    "max": None,
+                },
+            },
+            "info": {},
+        },
         "ETH/USDT": {
             "id": "USDT-ETH",
             "symbol": "ETH/USDT",

tests/freqtradebot/test_freqtradebot.py

@@ -1265,14 +1265,14 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
     trades = [trade]
     freqtrade.wallets.update()
     n = freqtrade.exit_positions(trades)
-    assert n == 0
+    assert n == 1
     # Test amount not modified by fee-logic
     assert not log_has_re(r"Applying fee to amount for Trade .*", caplog)
 
     gra = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", return_value=0.0)
     # test amount modified by fee-logic
     n = freqtrade.exit_positions(trades)
-    assert n == 0
+    assert n == 1
     assert gra.call_count == 0
 
 
@@ -1305,6 +1305,7 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog
             ft_price=trade.open_rate,
             order_id=order_id,
             ft_is_open=False,
+            filled=11
         )
     )
     Trade.session.add(trade)

tests/freqtradebot/test_integration.py

@@ -1,3 +1,4 @@
+import logging
 import time
 from unittest.mock import MagicMock
 
@@ -347,8 +348,8 @@ def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     assert trade.nr_of_successful_exits == 1
 
 
-@pytest.mark.parametrize("leverage", [1, 2])
-def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) -> None:
+@pytest.mark.parametrize("leverage", [1])
+def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker, caplog) -> None:
     default_conf_usdt["position_adjustment_enable"] = True
     default_conf_usdt["trading_mode"] = "futures"
     default_conf_usdt["margin_mode"] = "isolated"
@@ -478,10 +479,16 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert pytest.approx(trade.amount) == 91.689215 * leverage
     assert pytest.approx(trade.orders[-1].amount) == 91.689215 * leverage
     assert freqtrade.strategy.adjust_entry_price.call_count == 0
+
+    caplog.clear()
+    caplog.set_level(logging.DEBUG)
     # Process again, should not adjust entry price
     freqtrade.process()
     trade = Trade.get_trades().first()
-    assert len(trade.orders) == 5
+
+    assert trade.orders[-2].status == "canceled"
+    assert len(trade.orders) == 6
+    assert trade.orders[-1].side == trade.exit_side
     assert trade.orders[-1].status == "open"
     assert trade.orders[-1].price == 2.02
     # Adjust entry price cannot be called - this is an exit order

tests/optimize/test_lookahead_analysis.py

@@ -13,6 +13,12 @@ from freqtrade.optimize.analysis.lookahead_helpers import LookaheadAnalysisSubFu
 from tests.conftest import EXMS, get_args, log_has_re, patch_exchange
 
 
+IGNORE_BIASED_INDICATORS_CAPTION = (
+    "Any indicators in 'biased_indicators' which are used within "
+    "set_freqai_targets() can be ignored."
+)
+
+
 @pytest.fixture
 def lookahead_conf(default_conf_usdt, tmp_path):
     default_conf_usdt["user_data_dir"] = tmp_path
@@ -133,6 +139,58 @@ def test_lookahead_helper_start(lookahead_conf, mocker) -> None:
     text_table_mock.reset_mock()
 
 
+@pytest.mark.parametrize(
+    "indicators, expected_caption_text",
+    [
+        (
+            ["&indicator1", "indicator2"],
+            IGNORE_BIASED_INDICATORS_CAPTION,
+        ),
+        (
+            ["indicator1", "&indicator2"],
+            IGNORE_BIASED_INDICATORS_CAPTION,
+        ),
+        (
+            ["&indicator1", "&indicator2"],
+            IGNORE_BIASED_INDICATORS_CAPTION,
+        ),
+        (["indicator1", "indicator2"], None),
+        ([], None),
+    ],
+    ids=(
+        "First of two biased indicators starts with '&'",
+        "Second of two biased indicators starts with '&'",
+        "Both biased indicators start with '&'",
+        "No biased indicators start with '&'",
+        "Empty biased indicators list",
+    ),
+)
+def test_lookahead_helper_start__caption_based_on_indicators(
+    indicators, expected_caption_text, lookahead_conf, mocker
+):
+    """Test that the table caption is only populated if a biased_indicator starts with '&'."""
+
+    single_mock = MagicMock()
+    lookahead_analysis = LookaheadAnalysis(
+        lookahead_conf,
+        {"name": "strategy_test_v3_with_lookahead_bias"},
+    )
+    lookahead_analysis.current_analysis.false_indicators = indicators
+    single_mock.return_value = lookahead_analysis
+    text_table_mock = MagicMock()
+    mocker.patch.multiple(
+        "freqtrade.optimize.analysis.lookahead_helpers.LookaheadAnalysisSubFunctions",
+        initialize_single_lookahead_analysis=single_mock,
+        text_table_lookahead_analysis_instances=text_table_mock,
+    )
+
+    LookaheadAnalysisSubFunctions.start(lookahead_conf)
+
+    text_table_mock.assert_called_once_with(
+        lookahead_conf, [lookahead_analysis], caption=expected_caption_text
+    )
+
+
 def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf):
     analysis = Analysis()
     analysis.has_bias = True
@@ -199,6 +257,53 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
     assert len(data) == 3
 
 
+@pytest.mark.parametrize(
+    "caption",
+    [
+        "",
+        "A test caption",
+        None,
+        False,
+    ],
+    ids=(
+        "Pass empty string",
+        "Pass non-empty string",
+        "Pass None",
+        "Don't pass caption",
+    ),
+)
+def test_lookahead_helper_text_table_lookahead_analysis_instances__caption(
+    caption,
+    lookahead_conf,
+    mocker,
+):
+    """Test that the caption is passed in the table kwargs when calling print_rich_table()."""
+
+    print_rich_table_mock = MagicMock()
+    mocker.patch(
+        "freqtrade.optimize.analysis.lookahead_helpers.print_rich_table",
+        print_rich_table_mock,
+    )
+    lookahead_analysis = LookaheadAnalysis(
+        lookahead_conf,
+        {
+            "name": "strategy_test_v3_with_lookahead_bias",
+            "location": Path(lookahead_conf["strategy_path"], f"{lookahead_conf['strategy']}.py"),
+        },
+    )
+    kwargs = {}
+    if caption is not False:
+        kwargs["caption"] = caption
+
+    LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+        lookahead_conf, [lookahead_analysis], **kwargs
+    )
+
+    assert print_rich_table_mock.call_args[-1]["table_kwargs"]["caption"] == (
+        caption if caption is not False else None
+    )
+
+
 def test_lookahead_helper_export_to_csv(lookahead_conf):
     import pandas as pd