Added min_stake, max_stake. Removed pair as its included in trade.

docs/strategy-callbacks.md

@@ -625,7 +625,7 @@ class DigDeeperStrategy(IStrategy):
         :param pair: Pair that's currently analyzed
         :param trade: trade object.
         :param current_time: datetime object, containing the current datetime
-        :param current_rate: Current buy rate. Use `exchange.get_rate` if you need sell rate.
+        :param current_rate: Current buy rate.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: Stake amount to adjust your trade
@@ -642,10 +642,7 @@ class DigDeeperStrategy(IStrategy):
         if last_candle['close'] < previous_candle['close']:
             return None
 
-        count_of_buys = 0
-        for order in trade.orders:
-            if order.ft_order_side == 'buy' and order.status == "closed":
-                count_of_buys += 1
+        count_of_buys = trade.nr_of_successful_buys()
 
         # Allow up to 3 additional increasingly larger buys (4 in total)
         # Initial buy is 1x

freqtrade/freqtradebot.py

@@ -459,7 +459,7 @@ 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 len([o for o in trade.orders if o.ft_is_open]) == 0:
+            if trade.open_order_id is None:
                 try:
                     self.check_and_call_adjust_trade_position(trade)
                 except DependencyException as exception:
@@ -474,11 +474,15 @@ class FreqtradeBot(LoggingMixin):
         """
         current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
         current_profit = trade.calc_profit_ratio(current_rate)
+        min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
+                                                                   current_rate,
+                                                                   self.strategy.stoploss)
+        max_stake_amount = self.wallets.get_available_stake_amount()
         logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
                                              default_retval=None)(
-            pair=trade.pair, trade=trade, current_time=datetime.now(timezone.utc),
-            current_rate=current_rate, current_profit=current_profit)
+            trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
+            current_profit=current_profit, min_stake=min_stake_amount, max_stake=max_stake_amount)
 
         if stake_amount is not None and stake_amount > 0.0:
             # We should increase our position

freqtrade/optimize/backtesting.py

@@ -358,10 +358,12 @@ class Backtesting:
                                            ) -> LocalTrade:
 
         current_profit = trade.calc_profit_ratio(row[OPEN_IDX])
+        min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, row[OPEN_IDX], -0.1)
+        max_stake = self.wallets.get_available_stake_amount()
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
                                              default_retval=None)(
-            pair=trade.pair, trade=trade, current_time=row[DATE_IDX].to_pydatetime(),
-            current_rate=row[OPEN_IDX], current_profit=current_profit)
+            trade=trade, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
+            current_profit=current_profit, min_stake=min_stake, max_stake=max_stake)
 
         # Check if we should increase our position
         if stake_amount is not None and stake_amount > 0.0:

freqtrade/strategy/interface.py

@@ -384,9 +384,9 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return proposed_stake
 
-    def adjust_trade_position(self, pair: str, trade: Trade, current_time: datetime,
-                              current_rate: float, current_profit: float, **kwargs
-                              ) -> Optional[float]:
+    def adjust_trade_position(self, trade: Trade, current_time: datetime,
+                              current_rate: float, current_profit: float, min_stake: float,
+                              max_stake: float, **kwargs) -> Optional[float]:
         """
         Custom trade adjustment logic, returning the stake amount that a trade should be increased.
         This means extra buy orders with additional fees.
@@ -395,11 +395,12 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         When not implemented by a strategy, returns None
 
-        :param pair: Pair that's currently analyzed
         :param trade: trade object.
         :param current_time: datetime object, containing the current datetime
-        :param current_rate: Current buy rate. Use `exchange.get_rate` if you need sell rate.
+        :param current_rate: Current buy rate.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
+        :param min_stake: Minimal stake size allowed by exchange.
+        :param max_stake: Balance available for trading.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: Stake amount to adjust your trade
         """

tests/strategy/strats/strategy_test_v2.py

@@ -162,12 +162,12 @@ class StrategyTestV2(IStrategy):
             'sell'] = 1
         return dataframe
 
-    def adjust_trade_position(self, pair: str, trade: Trade, current_time: datetime,
-                              current_rate: float, current_profit: float, **kwargs):
+    def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float,
+                              current_profit: float, min_stake: float, max_stake: float, **kwargs):
 
         if current_profit < -0.0075:
             try:
-                return self.wallets.get_trade_stake_amount(pair, None)
+                return self.wallets.get_trade_stake_amount(trade.pair, None)
             except DependencyException:
                 pass
 

tests/test_integration.py

@@ -259,6 +259,8 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
 
     assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
 
+    assert trade.nr_of_successful_buys() == 2
+
     # Sell
     patch_get_signal(freqtrade, value=(False, True, None, None))
     freqtrade.process()
@@ -270,3 +272,5 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     # Sold everything
     assert trade.orders[-1].side == 'sell'
     assert trade.orders[2].amount == trade.amount
+
+    assert trade.nr_of_successful_buys() == 2

tests/test_persistence.py

@@ -1553,20 +1553,21 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
     assert trade.open_rate == o1_rate
     assert trade.fee_open_cost == o1_fee_cost
     assert trade.open_trade_value == o1_trade_val
+    assert trade.nr_of_successful_buys() == 1
 
     order2 = Order(
         ft_order_side='buy',
         ft_pair=trade.pair,
         ft_is_open=True,
-        status="closed",
+        status="open",
         symbol=trade.pair,
         order_type="market",
         side="buy",
-        price=1,
-        average=2,
-        filled=0,
-        remaining=4,
-        cost=5,
+        price=o1_rate,
+        average=o1_rate,
+        filled=o1_amount,
+        remaining=0,
+        cost=o1_cost,
         order_date=arrow.utcnow().shift(hours=-1).datetime,
         order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
     )
@@ -1579,8 +1580,9 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
     assert trade.open_rate == o1_rate
     assert trade.fee_open_cost == o1_fee_cost
     assert trade.open_trade_value == o1_trade_val
+    assert trade.nr_of_successful_buys() == 1
 
-    # Let's try with some other orders
+# Let's try with some other orders
     order3 = Order(
         ft_order_side='buy',
         ft_pair=trade.pair,
@@ -1606,6 +1608,34 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
     assert trade.open_rate == o1_rate
     assert trade.fee_open_cost == o1_fee_cost
     assert trade.open_trade_value == o1_trade_val
+    assert trade.nr_of_successful_buys() == 1
+
+    order4 = Order(
+        ft_order_side='buy',
+        ft_pair=trade.pair,
+        ft_is_open=False,
+        status="closed",
+        symbol=trade.pair,
+        order_type="market",
+        side="buy",
+        price=o1_rate,
+        average=o1_rate,
+        filled=o1_amount,
+        remaining=0,
+        cost=o1_cost,
+        order_date=arrow.utcnow().shift(hours=-1).datetime,
+        order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
+    )
+    trade.orders.append(order4)
+    trade.recalc_trade_from_orders()
+
+    # Validate that the trade values have been changed
+    assert trade.amount == 2 * o1_amount
+    assert trade.stake_amount == 2 * o1_amount
+    assert trade.open_rate == o1_rate
+    assert trade.fee_open_cost == 2 * o1_fee_cost
+    assert trade.open_trade_value == 2 * o1_trade_val
+    assert trade.nr_of_successful_buys() == 2
 
     # Just to make sure sell orders are ignored, let's calculate one more time.
     sell1 = Order(
@@ -1627,8 +1657,10 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
     trade.orders.append(sell1)
     trade.recalc_trade_from_orders()
 
-    assert trade.amount == o1_amount
-    assert trade.stake_amount == o1_amount
+    assert trade.amount == 2 * o1_amount
+    assert trade.stake_amount == 2 * o1_amount
     assert trade.open_rate == o1_rate
-    assert trade.fee_open_cost == o1_fee_cost
-    assert trade.open_trade_value == o1_trade_val
+    assert trade.fee_open_cost == 2 * o1_fee_cost
+    assert trade.open_trade_value == 2 * o1_trade_val
+    assert trade.nr_of_successful_buys() == 2
+