edit backtest_loop to check exit if trade has open position

freqtrade/optimize/backtesting.py

@@ -1181,7 +1181,7 @@ class Backtesting:
                 self.wallets.update()
 
             # 4. Create exit orders (if any)
-            if not trade.has_open_orders:
+            if trade.has_open_position:
                 self._check_trade_exit(trade, row, current_time)  # Place exit order if necessary
 
             # 5. Process exit orders.

freqtrade/persistence/trade_model.py

@@ -544,6 +544,25 @@ class LocalTrade:
         ]
         return len(open_orders_wo_sl) > 0
 
+    @property
+    def has_open_position(self) -> bool:
+        """
+        True if there is an open position for this trade
+        """
+        entry_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.entry_side
+        ]
+        entry_orders_filled_qty = sum(eo.filled for eo in entry_orders)
+
+        exit_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.exit_side
+        ]
+        exit_orders_filled_qty = sum(eo.filled for eo in exit_orders)
+
+        return (entry_orders_filled_qty - exit_orders_filled_qty) > 0
+
     @property
     def open_sl_orders(self) -> List[Order]:
         """