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adjust_trade_position does not exit Trade #10166

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devilsinthedetail opened this issue May 3, 2024 · 6 comments · Fixed by #10169
Closed

adjust_trade_position does not exit Trade #10166

devilsinthedetail opened this issue May 3, 2024 · 6 comments · Fixed by #10169
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Backtest Issues related backtesting. Bug Confirmed Bugs / problematic behavior.

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@devilsinthedetail
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devilsinthedetail commented May 3, 2024 •
edited
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Describe your environment

  • Operating system: Ubuntu
  • Python Version: Python 3.9.16 (python -V)
  • CCXT version: ccxt==4.3.11 (pip freeze | grep ccxt)
  • Freqtrade Version: freqtrade 2024.5-dev-e2a9bc9c6 (freqtrade -V or docker compose run --rm freqtrade -V for Freqtrade running in docker)

Describe the problem:

When returning -trade.stake_amount in adjust_trade_position the trade does not exit.

Steps to reproduce:

Use any Strategy, add return -trade.stake_amount in adjust_trade_position and confirm that only one trade is being made. E.g for Strategy001:

# --- Do not remove these libs ---
from freqtrade.strategy import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
from typing import Optional, Tuple, Union
from freqtrade.data.btanalysis import Trade
from datetime import datetime
# --------------------------------

import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib


class Strategy001(IStrategy):
    """
    Strategy 001
    author@: Gerald Lonlas
    github@: https://github.com/freqtrade/freqtrade-strategies

    How to use it?
    > python3 ./freqtrade/main.py -s Strategy001
    """

    INTERFACE_VERSION: int = 3
    # Minimal ROI designed for the strategy.
    # This attribute will be overridden if the config file contains "minimal_roi"
    # minimal_roi = {
    #     "60":  0.01,
    #     "30":  0.03,
    #     "20":  0.04,
    #     "0":  0.05
    # }

    # Optimal stoploss designed for the strategy
    # This attribute will be overridden if the config file contains "stoploss"
    stoploss = -0.99

    # Optimal timeframe for the strategy
    timeframe = '5m'

    # trailing stoploss
    # trailing_stop = False
    # trailing_stop_positive = 0.01
    # trailing_stop_positive_offset = 0.02

    # run "populate_indicators" only for new candle
    process_only_new_candles = True

    # Experimental settings (configuration will overide these if set)
    use_exit_signal = True
    exit_profit_only = True
    ignore_roi_if_entry_signal = False

    # Optional order type mapping
    order_types = {
        'entry': 'limit',
        'exit': 'limit',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }

    # Add entries
    position_adjustment_enable = True
    max_dca_multiplier = 5

    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                            proposed_stake: float, min_stake: Optional[float], max_stake: float,
                            leverage: float, entry_tag: Optional[str], side: str,
                            **kwargs) -> float:
        custom_stake = proposed_stake / self.max_dca_multiplier
        return custom_stake

    def adjust_trade_position(self, trade: Trade, current_time: datetime,
                              current_rate: float, current_profit: float,
                              min_stake: Optional[float], max_stake: float,
                              current_entry_rate: float, current_exit_rate: float,
                              current_entry_profit: float, current_exit_profit: float,
                              **kwargs
                              ) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]:
        
        dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
        last_candle = dataframe.iloc[-1].squeeze()

        if last_candle['ha_open'] > last_candle['ha_close']:
            return -trade.stake_amount

    def informative_pairs(self):
        """
        Define additional, informative pair/interval combinations to be cached from the exchange.
        These pair/interval combinations are non-tradeable, unless they are part
        of the whitelist as well.
        For more information, please consult the documentation
        :return: List of tuples in the format (pair, interval)
            Sample: return [("ETH/USDT", "5m"),
                            ("BTC/USDT", "15m"),
                            ]
        """
        return []

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Adds several different TA indicators to the given DataFrame

        Performance Note: For the best performance be frugal on the number of indicators
        you are using. Let uncomment only the indicator you are using in your strategies
        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
        """

        dataframe['ema20'] = ta.EMA(dataframe, timeperiod=20)
        dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
        dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)

        heikinashi = qtpylib.heikinashi(dataframe)
        dataframe['ha_open'] = heikinashi['open']
        dataframe['ha_close'] = heikinashi['close']

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the buy signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
                # qtpylib.crossed_above(dataframe['ema20'], dataframe['ema50']) &
                # (dataframe['ha_close'] > dataframe['ema20']) &
                (dataframe['ha_open'] < dataframe['ha_close'])  # green bar
            ),
            'enter_long'] = 1

        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the sell signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with buy column
        """
        # dataframe.loc[
        #     (
        #         (dataframe['ha_open'] > dataframe['ha_close'])  # red bar
        #     ),
        #     'exit_long'] = 1
        return dataframe

This is not dependent on a specific if clause surrounding the return. Thats why the example above has it very badly placed as this would sell right away IF IT WOULD SELL (it doesn't).

Observed Results:

Without trade adjustments it results in more than one trade, with trade adjustment its exactly one trade as it never fully exits. I also debugged it a bit to backtest.py but the remaining value is 0 (in here: https://github.com/freqtrade/freqtrade/blob/e2a9bc9c6491ee22d5d36815e03356f5e5b5cb8e/freqtrade/optimize/backtesting.py#L583C13-L583C22) so I guess it should just exit but does not
@devilsinthedetail devilsinthedetail added the Triage Needed Issues yet to verify label May 3, 2024
@stash86
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stash86 commented May 3, 2024 •
edited
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Where is the config used, and the full backtest result?

@devilsinthedetail
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devilsinthedetail commented May 3, 2024 •
edited
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You can use any, e.g. I used the one in the config_examples folder (just set num_trades to 1 and stake_amount to 50, which I think it should be otherwise its less than min_stake and will not trade --- this is independent of the above bug). Note that all other sells should be turned off to get the result I described above, so no trailing, stoploss set to -0.99 and no roi (I edited the above strategy)

More specifically I used this config (directly from the config_examples folder minus the stake_amount bug):

{
    "max_open_trades": 1,
    "stake_currency": "USDT",
    "stake_amount": 500,
    "tradable_balance_ratio": 0.99,
    "fiat_display_currency": "USD",
    "timeframe": "5m",
    "dry_run": true,
    "cancel_open_orders_on_exit": false,
    "unfilledtimeout": {
        "entry": 10,
        "exit": 10,
        "exit_timeout_count": 0,
        "unit": "minutes"
    },
    "entry_pricing": {
        "price_side": "same",
        "use_order_book": true,
        "order_book_top": 1,
        "price_last_balance": 0.0,
        "check_depth_of_market": {
            "enabled": false,
            "bids_to_ask_delta": 1
        }
    },
    "exit_pricing": {
        "price_side": "same",
        "use_order_book": true,
        "order_book_top": 1
    },
    "exchange": {
        "name": "binance",
        "key": "your_exchange_key",
        "secret": "your_exchange_secret",
        "ccxt_config": {},
        "ccxt_async_config": {
        },
        "pair_whitelist": [
            "ALGO/USDT",
            "ATOM/USDT",
            "BAT/USDT"
        ],
        "pair_blacklist": [
            "BNB/.*"
        ]
    },
    "pairlists": [
        {"method": "StaticPairList"}
    ],
    "telegram": {
        "enabled": false,
        "token": "your_telegram_token",
        "chat_id": "your_telegram_chat_id"
    },
    "api_server": {
        "enabled": false,
        "listen_ip_address": "127.0.0.1",
        "listen_port": 8080,
        "verbosity": "error",
        "jwt_secret_key": "somethingrandom",
        "CORS_origins": [],
        "username": "freqtrader",
        "password": "SuperSecurePassword"
    },
    "bot_name": "freqtrade",
    "initial_state": "running",
    "force_entry_enable": false,
    "internals": {
        "process_throttle_secs": 5
    }
}

Backtest results:
With populate_exit and no adjustment:
image

With adjustment on and the same sell logic just in the adjust_trade_position function (see updated strat file above), Note that the populate exit needs to be commented out:
image

@devilsinthedetail
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@stash86 Let me know if I can help, I tried to debug a bit but it seems unclear to me where exactly the exit should be called

@stash86
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stash86 commented May 3, 2024

Okay, confirmed the bug. Gonna try to see why it's bugged

@stash86
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stash86 commented May 3, 2024 •
edited
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Small update. There is no issue on dry/live. It works as intended
image

Now, the issue is why the backtest won't exit. Adding few prints in the relevant codes

      if stake_amount is not None and stake_amount < 0.0:
            logger.info(f"trade_amount is {trade.amount}")
            amount = amount_to_contract_precision(
                abs(stake_amount * trade.amount / trade.stake_amount),
                trade.amount_precision,
                self.precision_mode, trade.contract_size)
            logger.info(f"precised amount is {amount}")
            if amount == 0.0:
                logger.info(f"zero amount")
                return trade
            remaining = (trade.amount - amount) * current_rate
            if min_stake and remaining != 0 and remaining < min_stake:
                logger.info(f"low remaining amount")
                # Remaining stake is too low to be sold.
                return trade
            exit_ = ExitCheckTuple(ExitType.PARTIAL_EXIT, order_tag)
            pos_trade = self._get_exit_for_signal(trade, row, exit_, current_time, amount)
            if pos_trade is not None:
                logger.info(f"processing partial exit")
                order = pos_trade.orders[-1]
                if self._try_close_open_order(order, trade, current_time, row):
                    trade.recalc_trade_from_orders()
                self.wallets.update()
                return pos_trade

        return trade

gives me this log

2024-05-03 23:19:11,620 - freqtrade.optimize.backtesting - INFO - trade_amount is 0.002
2024-05-03 23:19:11,621 - freqtrade.optimize.backtesting - INFO - precised amount is 0.002
2024-05-03 23:19:11,621 - freqtrade.optimize.backtesting - INFO - processing partial exit

Gonna dig deeper

@stash86
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stash86 commented May 4, 2024

@xmatthias apparently the backtest trade isn't being closed properly

backtesting.py

      if stake_amount is not None and stake_amount < 0.0:
            amount = amount_to_contract_precision(
                abs(stake_amount * trade.amount / trade.stake_amount),
                trade.amount_precision,
                self.precision_mode, trade.contract_size)
            if amount == 0.0:
                return trade
            remaining = (trade.amount - amount) * current_rate
            if min_stake and remaining != 0 and remaining < min_stake:
                # Remaining stake is too low to be sold.
                return trade
            exit_ = ExitCheckTuple(ExitType.PARTIAL_EXIT, order_tag)
            pos_trade = self._get_exit_for_signal(trade, row, exit_, current_time, amount)
            logger.info(pos_trade)
            if pos_trade is not None:
                order = pos_trade.orders[-1]
                logger.info(order);
                if self._try_close_open_order(order, trade, current_time, row):
                    trade.recalc_trade_from_orders()
                self.wallets.update()
                return pos_trade

trade_model.py

def close_bt_order(self, close_date: datetime, trade: 'LocalTrade'):
        logger.info(f"close bt order at {close_date}, filled = {self.amount}")
        self.order_filled_date = close_date
        self.filled = self.amount
        self.remaining = 0
        self.status = 'closed'
        self.ft_is_open = False
        # Assign funding fees to Order.
        # Assumes backtesting will use date_last_filled_utc to calculate future funding fees.
        self.funding_fee = trade.funding_fee_running
        trade.funding_fee_running = 0.0

        logger.info(f"ft_order_side = {self.ft_order_side}, trade entry side = {trade.entry_side}, price = {self.price}")
        if (self.ft_order_side == trade.entry_side and self.price):
            trade.open_rate = self.price
            trade.recalc_trade_from_orders()
            if trade.nr_of_successful_entries == 1:
                trade.initial_stop_loss_pct = None
                trade.is_stop_loss_trailing = False
            trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct)

        logger.info(f"Latest trade data. is_open = {trade.is_open}, close_date = {trade.close_date}")

2024-05-04 00:39:28,774 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2024-05-01 00:00:00 up to 2024-05-03 20:00:00 (2 days).
2024-05-04 00:39:28,856 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 02:00:00+00:00, filled = 0.002
2024-05-04 00:39:28,857 - freqtrade.persistence.trade_model - INFO - ft_order_side = buy, trade entry side = buy, price = 60110.6
2024-05-04 00:39:28,858 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = None
2024-05-04 00:39:28,866 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:28,867 - freqtrade.optimize.backtesting - INFO - Order(id=2, trade=1, order_id=2, side=sell, filled=0, price=60110.6, status=open, date=2024-05-01 02:00:00)
2024-05-04 00:39:28,868 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 02:00:00+00:00, filled = 0.002
2024-05-04 00:39:28,868 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 60110.6
2024-05-04 00:39:28,868 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 02:00:00+00:00
2024-05-04 00:39:28,872 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:28,872 - freqtrade.optimize.backtesting - INFO - Order(id=3, trade=1, order_id=3, side=sell, filled=0, price=60214.0, status=open, date=2024-05-01 04:00:00)
2024-05-04 00:39:28,874 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 04:00:00+00:00, filled = 0.002
2024-05-04 00:39:28,875 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 60214.0
2024-05-04 00:39:28,875 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 04:00:00+00:00
2024-05-04 00:39:28,903 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:28,907 - freqtrade.optimize.backtesting - INFO - Order(id=4, trade=1, order_id=4, side=sell, filled=0, price=60030.1, status=open, date=2024-05-01 06:00:00)
2024-05-04 00:39:28,907 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 06:00:00+00:00, filled = 0.002
2024-05-04 00:39:28,909 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 60030.1
2024-05-04 00:39:28,909 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 06:00:00+00:00
2024-05-04 00:39:28,932 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:28,934 - freqtrade.optimize.backtesting - INFO - Order(id=5, trade=1, order_id=5, side=sell, filled=0, price=57482.0, status=open, date=2024-05-01 08:00:00)
2024-05-04 00:39:28,936 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 08:00:00+00:00, filled = 0.002
2024-05-04 00:39:28,937 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57482.0
2024-05-04 00:39:28,946 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 08:00:00+00:00
2024-05-04 00:39:28,967 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:28,971 - freqtrade.optimize.backtesting - INFO - Order(id=6, trade=1, order_id=6, side=sell, filled=0, price=57090.0, status=open, date=2024-05-01 10:00:00)
2024-05-04 00:39:28,974 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 10:00:00+00:00, filled = 0.002
2024-05-04 00:39:28,979 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57090.0
2024-05-04 00:39:28,982 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 10:00:00+00:00
2024-05-04 00:39:28,989 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:28,990 - freqtrade.optimize.backtesting - INFO - Order(id=7, trade=1, order_id=7, side=sell, filled=0, price=57862.2, status=open, date=2024-05-01 12:00:00)
2024-05-04 00:39:28,991 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 12:00:00+00:00, filled = 0.002
2024-05-04 00:39:28,991 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57862.2
2024-05-04 00:39:28,992 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 12:00:00+00:00
2024-05-04 00:39:29,024 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,027 - freqtrade.optimize.backtesting - INFO - Order(id=8, trade=1, order_id=8, side=sell, filled=0, price=57283.5, status=open, date=2024-05-01 14:00:00)
2024-05-04 00:39:29,029 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 14:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,031 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57283.5
2024-05-04 00:39:29,032 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 14:00:00+00:00
2024-05-04 00:39:29,093 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,099 - freqtrade.optimize.backtesting - INFO - Order(id=9, trade=1, order_id=9, side=sell, filled=0, price=56865.3, status=open, date=2024-05-01 16:00:00)
2024-05-04 00:39:29,100 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 16:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,101 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 56865.3
2024-05-04 00:39:29,102 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 16:00:00+00:00
2024-05-04 00:39:29,136 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,141 - freqtrade.optimize.backtesting - INFO - Order(id=10, trade=1, order_id=10, side=sell, filled=0, price=57398.5, status=open, date=2024-05-01 18:00:00)
2024-05-04 00:39:29,147 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 18:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,148 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57398.5
2024-05-04 00:39:29,150 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 18:00:00+00:00
2024-05-04 00:39:29,195 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,200 - freqtrade.optimize.backtesting - INFO - Order(id=11, trade=1, order_id=11, side=sell, filled=0, price=56935.7, status=open, date=2024-05-01 20:00:00)
2024-05-04 00:39:29,200 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 20:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,200 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 56935.7
2024-05-04 00:39:29,201 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 20:00:00+00:00
2024-05-04 00:39:29,221 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,223 - freqtrade.optimize.backtesting - INFO - Order(id=12, trade=1, order_id=12, side=sell, filled=0, price=57888.0, status=open, date=2024-05-01 22:00:00)
2024-05-04 00:39:29,224 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-01 22:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,224 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57888.0
2024-05-04 00:39:29,224 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-01 22:00:00+00:00
2024-05-04 00:39:29,264 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,274 - freqtrade.optimize.backtesting - INFO - Order(id=13, trade=1, order_id=13, side=sell, filled=0, price=58307.7, status=open, date=2024-05-02 00:00:00)
2024-05-04 00:39:29,278 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 00:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,285 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 58307.7
2024-05-04 00:39:29,287 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 00:00:00+00:00
2024-05-04 00:39:29,293 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,304 - freqtrade.optimize.backtesting - INFO - Order(id=14, trade=1, order_id=14, side=sell, filled=0, price=57096.5, status=open, date=2024-05-02 02:00:00)
2024-05-04 00:39:29,308 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 02:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,310 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57096.5
2024-05-04 00:39:29,313 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 02:00:00+00:00
2024-05-04 00:39:29,343 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,344 - freqtrade.optimize.backtesting - INFO - Order(id=15, trade=1, order_id=15, side=sell, filled=0, price=57407.7, status=open, date=2024-05-02 04:00:00)
2024-05-04 00:39:29,345 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 04:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,346 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57407.7
2024-05-04 00:39:29,346 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 04:00:00+00:00
2024-05-04 00:39:29,362 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,373 - freqtrade.optimize.backtesting - INFO - Order(id=16, trade=1, order_id=16, side=sell, filled=0, price=57463.1, status=open, date=2024-05-02 06:00:00)
2024-05-04 00:39:29,377 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 06:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,378 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57463.1
2024-05-04 00:39:29,379 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 06:00:00+00:00
2024-05-04 00:39:29,406 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,416 - freqtrade.optimize.backtesting - INFO - Order(id=17, trade=1, order_id=17, side=sell, filled=0, price=57645.0, status=open, date=2024-05-02 08:00:00)
2024-05-04 00:39:29,423 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 08:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,428 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57645.0
2024-05-04 00:39:29,430 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 08:00:00+00:00
2024-05-04 00:39:29,471 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,475 - freqtrade.optimize.backtesting - INFO - Order(id=18, trade=1, order_id=18, side=sell, filled=0, price=57775.8, status=open, date=2024-05-02 10:00:00)
2024-05-04 00:39:29,480 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 10:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,483 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 57775.8
2024-05-04 00:39:29,486 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 10:00:00+00:00
2024-05-04 00:39:29,539 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,545 - freqtrade.optimize.backtesting - INFO - Order(id=19, trade=1, order_id=19, side=sell, filled=0, price=58538.5, status=open, date=2024-05-02 12:00:00)
2024-05-04 00:39:29,549 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 12:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,551 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 58538.5
2024-05-04 00:39:29,555 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 12:00:00+00:00
2024-05-04 00:39:29,573 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,579 - freqtrade.optimize.backtesting - INFO - Order(id=20, trade=1, order_id=20, side=sell, filled=0, price=58429.6, status=open, date=2024-05-02 14:00:00)
2024-05-04 00:39:29,585 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 14:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,586 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 58429.6
2024-05-04 00:39:29,592 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 14:00:00+00:00
2024-05-04 00:39:29,616 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,633 - freqtrade.optimize.backtesting - INFO - Order(id=21, trade=1, order_id=21, side=sell, filled=0, price=59230.8, status=open, date=2024-05-02 16:00:00)
2024-05-04 00:39:29,635 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 16:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,638 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59230.8
2024-05-04 00:39:29,638 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 16:00:00+00:00
2024-05-04 00:39:29,662 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,675 - freqtrade.optimize.backtesting - INFO - Order(id=22, trade=1, order_id=22, side=sell, filled=0, price=59169.9, status=open, date=2024-05-02 18:00:00)
2024-05-04 00:39:29,677 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 18:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,678 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59169.9
2024-05-04 00:39:29,680 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 18:00:00+00:00
2024-05-04 00:39:29,686 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,715 - freqtrade.optimize.backtesting - INFO - Order(id=23, trade=1, order_id=23, side=sell, filled=0, price=59324.5, status=open, date=2024-05-02 20:00:00)
2024-05-04 00:39:29,716 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 20:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,718 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59324.5
2024-05-04 00:39:29,720 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 20:00:00+00:00
2024-05-04 00:39:29,744 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,753 - freqtrade.optimize.backtesting - INFO - Order(id=24, trade=1, order_id=24, side=sell, filled=0, price=59085.1, status=open, date=2024-05-02 22:00:00)
2024-05-04 00:39:29,756 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-02 22:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,758 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59085.1
2024-05-04 00:39:29,762 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-02 22:00:00+00:00
2024-05-04 00:39:29,789 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,799 - freqtrade.optimize.backtesting - INFO - Order(id=25, trade=1, order_id=25, side=sell, filled=0, price=59036.7, status=open, date=2024-05-03 00:00:00)
2024-05-04 00:39:29,801 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 00:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,802 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59036.7
2024-05-04 00:39:29,810 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 00:00:00+00:00
2024-05-04 00:39:29,838 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,838 - freqtrade.optimize.backtesting - INFO - Order(id=26, trade=1, order_id=26, side=sell, filled=0, price=59284.9, status=open, date=2024-05-03 02:00:00)
2024-05-04 00:39:29,839 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 02:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,839 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59284.9
2024-05-04 00:39:29,841 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 02:00:00+00:00
2024-05-04 00:39:29,846 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,870 - freqtrade.optimize.backtesting - INFO - Order(id=27, trade=1, order_id=27, side=sell, filled=0, price=59687.9, status=open, date=2024-05-03 04:00:00)
2024-05-04 00:39:29,871 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 04:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,871 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59687.9
2024-05-04 00:39:29,871 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 04:00:00+00:00
2024-05-04 00:39:29,880 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,888 - freqtrade.optimize.backtesting - INFO - Order(id=28, trade=1, order_id=28, side=sell, filled=0, price=59495.0, status=open, date=2024-05-03 06:00:00)
2024-05-04 00:39:29,889 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 06:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,894 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59495.0
2024-05-04 00:39:29,895 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 06:00:00+00:00
2024-05-04 00:39:29,938 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,943 - freqtrade.optimize.backtesting - INFO - Order(id=29, trade=1, order_id=29, side=sell, filled=0, price=59158.1, status=open, date=2024-05-03 08:00:00)
2024-05-04 00:39:29,946 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 08:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,948 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59158.1
2024-05-04 00:39:29,949 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 08:00:00+00:00
2024-05-04 00:39:29,977 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:29,983 - freqtrade.optimize.backtesting - INFO - Order(id=30, trade=1, order_id=30, side=sell, filled=0, price=59445.3, status=open, date=2024-05-03 10:00:00)
2024-05-04 00:39:29,985 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 10:00:00+00:00, filled = 0.002
2024-05-04 00:39:29,987 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59445.3
2024-05-04 00:39:29,997 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 10:00:00+00:00
2024-05-04 00:39:30,030 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:30,038 - freqtrade.optimize.backtesting - INFO - Order(id=31, trade=1, order_id=31, side=sell, filled=0, price=59269.4, status=open, date=2024-05-03 12:00:00)
2024-05-04 00:39:30,038 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 12:00:00+00:00, filled = 0.002
2024-05-04 00:39:30,038 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 59269.4
2024-05-04 00:39:30,038 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 12:00:00+00:00
2024-05-04 00:39:30,061 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:30,065 - freqtrade.optimize.backtesting - INFO - Order(id=32, trade=1, order_id=32, side=sell, filled=0, price=61654.0, status=open, date=2024-05-03 14:00:00)
2024-05-04 00:39:30,067 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 14:00:00+00:00, filled = 0.002
2024-05-04 00:39:30,068 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 61654.0
2024-05-04 00:39:30,068 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 14:00:00+00:00
2024-05-04 00:39:30,089 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:30,097 - freqtrade.optimize.backtesting - INFO - Order(id=33, trade=1, order_id=33, side=sell, filled=0, price=61662.2, status=open, date=2024-05-03 16:00:00)
2024-05-04 00:39:30,099 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 16:00:00+00:00, filled = 0.002
2024-05-04 00:39:30,100 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 61662.2
2024-05-04 00:39:30,103 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 16:00:00+00:00
2024-05-04 00:39:30,115 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:30,125 - freqtrade.optimize.backtesting - INFO - Order(id=34, trade=1, order_id=34, side=sell, filled=0, price=61770.8, status=open, date=2024-05-03 18:00:00)
2024-05-04 00:39:30,125 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 18:00:00+00:00, filled = 0.002
2024-05-04 00:39:30,125 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 61770.8
2024-05-04 00:39:30,125 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 18:00:00+00:00
2024-05-04 00:39:30,134 - freqtrade.optimize.backtesting - INFO - Trade(id=1, pair=BTC/USDT:USDT, amount=0.00200000, is_short=False, leverage=1.0, open_rate=60110.60000000, open_since=2024-05-01 02:00:00)
2024-05-04 00:39:30,140 - freqtrade.optimize.backtesting - INFO - Order(id=35, trade=1, order_id=35, side=sell, filled=0, price=62031.9, status=open, date=2024-05-03 20:00:00)
2024-05-04 00:39:30,140 - freqtrade.persistence.trade_model - INFO - close bt order at 2024-05-03 20:00:00+00:00, filled = 0.002
2024-05-04 00:39:30,140 - freqtrade.persistence.trade_model - INFO - ft_order_side = sell, trade entry side = buy, price = 62031.9
2024-05-04 00:39:30,140 - freqtrade.persistence.trade_model - INFO - Latest trade data. is_open = True, close_date = 2024-05-03 20:00:00+00:00

As you can see, the bot keeps trying to close the trade over and over

@stash86 stash86 mentioned this issue May 4, 2024
Closed
3 tasks
xmatthias added a commit that referenced this issue May 4, 2024
@xmatthias
partial exit order should not close immediately
62a3ed6 
closes #10166
xmatthias added a commit that referenced this issue May 4, 2024
@xmatthias
Fix #10166 with fewer side-effects
67636ab
xmatthias added a commit that referenced this issue May 4, 2024
@xmatthias
Enhance trade to verify #10166
ab93fd3
@xmatthias xmatthias mentioned this issue May 4, 2024
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@xmatthias xmatthias added Bug Confirmed Bugs / problematic behavior. Backtest Issues related backtesting. and removed Triage Needed Issues yet to verify labels May 4, 2024
@devilsinthedetail devilsinthedetail mentioned this issue May 21, 2024
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Backtest Issues related backtesting. Bug Confirmed Bugs / problematic behavior.
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Improve backtest behavior with adjust_trade_position freqtrade/freqtrade
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@xmatthias @stash86 @devilsinthedetail