Cleanup unused property

freqtrade/persistence/trade_model.py

@@ -505,10 +505,6 @@ class LocalTrade:
         ]
         return len(open_orders_wo_sl) > 0
 
-    @property
-    def open_orders_count(self) -> int:
-        return len(self.open_orders)
-
     @property
     def open_entry_or_exit_orders_count(self) -> int:
 
@@ -519,7 +515,7 @@ class LocalTrade:
         return len(open_buy_or_sell_orders)
 
     @property
-    def open_orders_ids(self) -> list:
+    def open_orders_ids(self) -> List[str]:
         open_orders_ids_wo_sl = [
             oo.order_id for oo in self.open_orders
             if oo.ft_order_side not in ['stoploss']

tests/persistence/test_persistence.py

@@ -458,14 +458,14 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
         leverage=lev,
         trading_mode=trading_mode
     )
-    assert trade.open_orders_count == 0
+    assert not trade.has_open_orders
     assert trade.close_profit is None
     assert trade.close_date is None
 
     oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side)
     trade.orders.append(oobj)
     trade.update_trade(oobj)
-    assert trade.open_orders_count == 0
+    assert not trade.has_open_orders
     assert trade.open_rate == open_rate
     assert trade.close_profit is None
     assert trade.close_date is None
@@ -481,7 +481,7 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
     trade.orders.append(oobj)
     trade.update_trade(oobj)
 
-    assert trade.open_orders_count == 0
+    assert not trade.has_open_orders
     assert trade.close_rate == close_rate
     assert pytest.approx(trade.close_profit) == profit
     assert trade.close_date is not None

tests/test_freqtradebot.py

@@ -872,7 +872,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade.is_short = is_short
     assert trade
     assert trade.is_open is True
-    assert trade.open_orders_count > 0
+    assert trade.has_open_orders
     assert '22' in trade.open_orders_ids
 
     # Test calling with price
@@ -899,7 +899,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade = Trade.session.scalars(select(Trade)).all()[2]
     trade.is_short = is_short
     assert trade
-    assert trade.open_orders_count == 0
+    assert not trade.has_open_orders
     assert trade.open_rate == 10
     assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
     assert pytest.approx(trade.liquidation_price) == liq_price
@@ -917,7 +917,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade = Trade.session.scalars(select(Trade)).all()[3]
     trade.is_short = is_short
     assert trade
-    assert trade.open_orders_count == 0
+    assert not trade.has_open_orders
     assert trade.open_rate == 0.5
     assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
 
@@ -3184,12 +3184,13 @@ def test_manage_open_orders_partial(
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 3
     trades = Trade.session.scalars(
-        select(Trade).filter(Trade.open_orders_count != 0)
+        select(Trade)
     ).all()
     assert len(trades) == 1
     assert trades[0].amount == 23.0
     assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount / leverage
     assert trades[0].stake_amount != prior_stake
+    assert not trades[0].has_open_orders
 
 
 @pytest.mark.parametrize("is_short", [False, True])