Combine stake_amount recalculation

freqtrade/freqtradebot.py

@@ -663,13 +663,11 @@ class FreqtradeBot(LoggingMixin):
                                )
                 amount = safe_value_fallback(order, 'filled', 'amount')
                 enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
-                stake_amount = amount * enter_limit_filled_price / leverage
 
         # in case of FOK the order may be filled immediately and fully
         elif order_status == 'closed':
             amount = safe_value_fallback(order, 'filled', 'amount')
             enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
-            stake_amount = amount * enter_limit_filled_price / leverage
 
         # TODO: this might be unnecessary, as we're calling it in update_trade_state.
         isolated_liq = self.exchange.get_liquidation_price(

freqtrade/persistence/models.py

@@ -847,7 +847,10 @@ class LocalTrade():
 
     def recalc_trade_from_orders(self):
         # We need at least 2 entry orders for averaging amounts and rates.
+        # TODO: this condition could probably be removed
         if len(self.select_filled_orders(self.enter_side)) < 2:
+            self.stake_amount = self.amount * self.open_rate / self.leverage
+
             # Just in case, still recalc open trade value
             self.recalc_open_trade_value()
             return

tests/test_freqtradebot.py

@@ -294,7 +294,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
     trade = Trade.query.first()
     trade.is_short = is_short
     assert trade is not None
-    assert trade.stake_amount == 60.0
+    assert pytest.approx(trade.stake_amount) == 60.0
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
@@ -551,7 +551,7 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim
     assert len(trades) == 1
     trade = trades[0]
     assert trade is not None
-    assert trade.stake_amount == default_conf_usdt['stake_amount']
+    assert pytest.approx(trade.stake_amount) == default_conf_usdt['stake_amount']
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
@@ -871,7 +871,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade = Trade.query.all()[4]
     trade.is_short = is_short
     assert trade
-    assert trade.stake_amount == 150
+    assert pytest.approx(trade.stake_amount) == 150
 
     # Exception case
     order['id'] = '557'
@@ -880,7 +880,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade = Trade.query.all()[5]
     trade.is_short = is_short
     assert trade
-    assert trade.stake_amount == 2.0
+    assert pytest.approx(trade.stake_amount) == 2.0
 
     # In case of the order is rejected and not filled at all
     order['status'] = 'rejected'
@@ -960,7 +960,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     assert freqtrade.execute_entry(pair, 2000, is_short=is_short)
     trade = Trade.query.all()[9]
     trade.is_short = is_short
-    assert trade.stake_amount == 500
+    assert pytest.approx(trade.stake_amount) == 500
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -1932,7 +1932,8 @@ def test_update_trade_state(
         open_date=arrow.utcnow().datetime,
         amount=11,
         exchange="binance",
-        is_short=is_short
+        is_short=is_short,
+        leverage=1,
     )
     trade.orders.append(Order(
         ft_order_side=enter_side(is_short),
@@ -2006,7 +2007,8 @@ def test_update_trade_state_withorderdict(
         fee_close=fee.return_value,
         open_order_id=order_id,
         is_open=True,
-        is_short=is_short
+        leverage=1,
+        is_short=is_short,
     )
     trade.orders.append(
         Order(
@@ -2088,7 +2090,8 @@ def test_update_trade_state_sell(
         open_order_id=open_order['id'],
         is_open=True,
         interest_rate=0.0005,
-        is_short=is_short
+        leverage=1,
+        is_short=is_short,
     )
     order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short))
     trade.orders.append(order)
@@ -4457,7 +4460,7 @@ def test_order_book_depth_of_market(
     else:
         trade.is_short = is_short
         assert trade is not None
-        assert trade.stake_amount == 60.0
+        assert pytest.approx(trade.stake_amount) == 60.0
         assert trade.is_open
         assert trade.open_date is not None
         assert trade.exchange == 'binance'

tests/test_persistence.py

@@ -520,7 +520,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
         fee_close=fee.return_value,
         open_date=arrow.utcnow().datetime,
         exchange='binance',
-        trading_mode=margin
+        trading_mode=margin,
+        leverage=1.0,
     )
 
     trade.open_order_id = 'something'
@@ -649,7 +650,8 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
-        trading_mode=margin
+        trading_mode=margin,
+        leverage=1.0,
     )
 
     trade.open_order_id = 'something'
@@ -2231,6 +2233,7 @@ def test_recalc_trade_from_orders(fee):
         exchange='binance',
         open_rate=o1_rate,
         max_rate=o1_rate,
+        leverage=1,
     )
 
     assert fee.return_value == 0.0025
@@ -2395,6 +2398,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
         open_rate=o1_rate,
         max_rate=o1_rate,
         is_short=is_short,
+        leverage=1.0,
     )
     trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, enter_side)
     # Check with 1 order