Merge pull request #9941 from stash86/bt-metrics

Simplify the return value for full exit using adjust trade

docs/strategy-callbacks.md

@@ -783,7 +783,7 @@ Additional entries are ignored once you have reached the maximum amount of extra
 ### Decrease position
 
 The strategy is expected to return a negative stake_amount (in stake currency) for a partial exit.
-Returning the full owned stake at that point (based on the current price) (`-(trade.amount / trade.leverage) * current_exit_rate`) results in a full exit.  
+Returning the full owned stake at that point (`-trade.stake_amount`) results in a full exit.  
 Returning a value more than the above (so remaining stake_amount would become negative) will result in the bot ignoring the signal.
 
 !!! Note "About stake size"

freqtrade/freqtradebot.py

@@ -37,7 +37,6 @@ from freqtrade.rpc.rpc_types import (ProfitLossStr, RPCCancelMsg, RPCEntryMsg, R
                                      RPCExitMsg, RPCProtectionMsg)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.util import FtPrecise
 from freqtrade.util.migrations import migrate_binance_futures_names
 from freqtrade.wallets import Wallets
 
@@ -667,7 +666,7 @@ class FreqtradeBot(LoggingMixin):
             # We should decrease our position
             amount = self.exchange.amount_to_contract_precision(
                 trade.pair,
-                abs(float(FtPrecise(stake_amount * trade.leverage) / FtPrecise(current_exit_rate))))
+                abs(float(stake_amount * trade.amount / trade.stake_amount)))
 
             if amount == 0.0:
                 logger.info("Amount to exit is 0.0 due to exchange limits - not exiting.")

tests/freqtradebot/test_freqtradebot.py

@@ -5460,9 +5460,10 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca
     assert freqtrade.strategy.adjust_trade_position.call_count == 1
 
     caplog.clear()
-    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(-10, 'partial_exit_c'))
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(-0.0005, 'partial_exit_c'))
     freqtrade.process_open_trade_positions()
     assert log_has_re(r"LIMIT_SELL has been fulfilled.*", caplog)
     assert freqtrade.strategy.adjust_trade_position.call_count == 1
     trade = Trade.get_trades(trade_filter=[Trade.id == 5]).first()
     assert trade.orders[-1].ft_order_tag == 'partial_exit_c'
+    assert trade.is_open

tests/freqtradebot/test_integration.py

@@ -636,12 +636,12 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
     assert len(trade.orders) == 2
     assert trade.orders[-1].ft_order_side == 'sell'
     assert trade.orders[-1].ft_order_tag == 'PES'
-    assert pytest.approx(trade.stake_amount) == 40.198
-    assert pytest.approx(trade.amount) == 20.099 * leverage
+    assert pytest.approx(trade.stake_amount) == 40
+    assert pytest.approx(trade.amount) == 20 * leverage
     assert trade.open_rate == 2.0
     assert trade.is_open
     assert trade.realized_profit > 0.098 * leverage
-    expected_profit = starting_amount - 40.1980 + trade.realized_profit
+    expected_profit = starting_amount - 40 + trade.realized_profit
     assert pytest.approx(freqtrade.wallets.get_free('USDT')) == expected_profit
 
     if spot:
@@ -667,14 +667,14 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
 
     # Amount exactly comes out as exactly 0
     freqtrade.strategy.adjust_trade_position = MagicMock(
-        return_value=-(trade.amount / trade.leverage * 2.02))
+        return_value=-trade.stake_amount)
     freqtrade.process()
 
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 3
 
     assert trade.orders[-1].ft_order_side == 'sell'
-    assert pytest.approx(trade.stake_amount) == 40.198
+    assert pytest.approx(trade.stake_amount) == 40
     assert trade.is_open is False
 
     # use amount that would trunc to 0.0 once selling
@@ -684,7 +684,7 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 3
     assert trade.orders[-1].ft_order_side == 'sell'
-    assert pytest.approx(trade.stake_amount) == 40.198
+    assert pytest.approx(trade.stake_amount) == 40
     assert trade.is_open is False
     assert log_has_re('Amount to exit is 0.0 due to exchange limits - not exiting.', caplog)
     expected_profit = starting_amount - 60 + trade.realized_profit