Replace open_order_id property by open_orders in Trade model, first test update

freqtrade/persistence/migrations.py

@@ -281,6 +281,7 @@ def fix_old_dry_orders(engine):
         ).values(ft_is_open=False)
         connection.execute(stmt)
 
+        # OLD
         stmt = update(Order).where(
             Order.ft_is_open.is_(True),
             tuple_(Order.ft_trade_id, Order.order_id).not_in(
@@ -294,6 +295,28 @@ def fix_old_dry_orders(engine):
         ).values(ft_is_open=False)
         connection.execute(stmt)
 
+        # Update current Order where
+        # -current Order is open
+        # -current Order trade_id not equal to current Trade.id
+        # -current Order not stoploss
+        # -order_id not equal to current Trade.stoploss_order_id
+        # -current Order is dry
+
+        # NEW WIP
+        stmt = update(Order).where(
+            Order.ft_is_open.is_(True),
+            Order.ft_trade_id.not_in(
+                select(Trade.id).where(Trade.open_orders_count.is_not(0))
+            ),
+            Order.order_id.not_in(
+                select(Trade.open_orders).filter(Order.order_id).first()
+            ),
+            Order.ft_order_side != 'stoploss',
+            Order.order_id.like('dry%')
+
+        ).values(ft_is_open=False)
+        connection.execute(stmt)
+
 
 def check_migrate(engine, decl_base, previous_tables) -> None:
     """
@@ -340,7 +363,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
             "start with a fresh database.")
 
     set_sqlite_to_wal(engine)
-    fix_old_dry_orders(engine)
+    # fix_old_dry_orders(engine) # TODO Fix that
 
     if migrating:
         logger.info("Database migration finished.")

freqtrade/persistence/trade_model.py

@@ -9,6 +9,7 @@ from typing import Any, ClassVar, Dict, List, Optional, Sequence, cast
 
 from sqlalchemy import (Enum, Float, ForeignKey, Integer, ScalarResult, Select, String,
                         UniqueConstraint, desc, func, select)
+from sqlalchemy.ext.hybrid import hybrid_property
 from sqlalchemy.orm import Mapped, lazyload, mapped_column, relationship, validates
 
 from freqtrade.constants import (CUSTOM_TAG_MAX_LENGTH, DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC,
@@ -327,7 +328,7 @@ class LocalTrade():
     amount_requested: Optional[float] = None
     open_date: datetime
     close_date: Optional[datetime] = None
-    open_order_id: Optional[str] = None
+    open_orders: List[Order] = []
     # absolute value of the stop loss
     stop_loss: float = 0.0
     # percentage value of the stop loss
@@ -468,6 +469,14 @@ class LocalTrade():
         except IndexError:
             return ''
 
+    @hybrid_property
+    def open_orders_count(self) -> int:
+        return len(self.open_orders)
+
+    @hybrid_property
+    def open_orders_ids(self) -> list:
+        return [open_order.order_id for open_order in self.open_orders]
+
     def __init__(self, **kwargs):
         for key in kwargs:
             setattr(self, key, kwargs[key])
@@ -680,12 +689,21 @@ class LocalTrade():
             if self.is_open:
                 payment = "SELL" if self.is_short else "BUY"
                 logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
+
+            # TODO WIP but to rm if useless
+            # condition to avoid reset value when updating fees (new)
+            # if order.order_id in self.open_orders_ids:
+            #    self.open_order_id = None
+            # else:
+            #    logger.warning(
+            #        f'Got different open_order_id {self.open_order_id} != {order.order_id}')
+            # TODO validate if this is still relevant
             # condition to avoid reset value when updating fees
-            if self.open_order_id == order.order_id:
+            # if self.open_order_id == order.order_id:
-                self.open_order_id = None
+            #    self.open_order_id = None
-            else:
+            # else:
-                logger.warning(
+            #    logger.warning(
-                    f'Got different open_order_id {self.open_order_id} != {order.order_id}')
+            #        f'Got different open_order_id {self.open_order_id} != {order.order_id}')
             self.recalc_trade_from_orders()
         elif order.ft_order_side == self.exit_side:
             if self.is_open:
@@ -693,11 +711,11 @@ class LocalTrade():
                 # * On margin shorts, you buy a little bit more than the amount (amount + interest)
                 logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
             # condition to avoid reset value when updating fees
-            if self.open_order_id == order.order_id:
+            # if self.open_order_id == order.order_id:
-                self.open_order_id = None
+            #    self.open_order_id = None
-            else:
+            # else:
-                logger.warning(
+            #    logger.warning(
-                    f'Got different open_order_id {self.open_order_id} != {order.order_id}')
+            #        f'Got different open_order_id {self.open_order_id} != {order.order_id}')
 
         elif order.ft_order_side == 'stoploss' and order.status not in ('open', ):
             self.stoploss_order_id = None
@@ -1244,7 +1262,6 @@ class Trade(ModelBase, LocalTrade):
     open_date: Mapped[datetime] = mapped_column(
         nullable=False, default=datetime.utcnow)  # type: ignore
     close_date: Mapped[Optional[datetime]] = mapped_column()  # type: ignore
-    open_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)  # type: ignore
     # absolute value of the stop loss
     stop_loss: Mapped[float] = mapped_column(Float(), nullable=True, default=0.0)  # type: ignore
     # percentage value of the stop loss
@@ -1296,6 +1313,10 @@ class Trade(ModelBase, LocalTrade):
     funding_fees: Mapped[Optional[float]] = mapped_column(
         Float(), nullable=True, default=None)  # type: ignore
 
+    @hybrid_property
+    def open_orders(self):
+        return [order for order in self.orders if order.ft_is_open]
+
     def __init__(self, **kwargs):
         super().__init__(**kwargs)
         self.realized_profit = 0

tests/persistence/test_persistence.py

@@ -437,15 +437,15 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
         leverage=lev,
         trading_mode=trading_mode
     )
-    assert trade.open_order_id is None
+    assert trade.open_orders_count == 0
     assert trade.close_profit is None
     assert trade.close_date is None
 
-    trade.open_order_id = enter_order['id']
+    trade.open_orders.append(enter_order)
     oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side)
     trade.orders.append(oobj)
     trade.update_trade(oobj)
-    assert trade.open_order_id is None
+    assert trade.open_orders_count == 0
     assert trade.open_rate == open_rate
     assert trade.close_profit is None
     assert trade.close_date is None
@@ -456,13 +456,13 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
                       caplog)
 
     caplog.clear()
-    trade.open_order_id = enter_order['id']
+    trade.open_orders.append(enter_order)
     time_machine.move_to("2022-03-31 21:45:05 +00:00")
     oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', exit_side)
     trade.orders.append(oobj)
     trade.update_trade(oobj)
 
-    assert trade.open_order_id is None
+    assert trade.open_orders_count == 0
     assert trade.close_rate == close_rate
     assert pytest.approx(trade.close_profit) == profit
     assert trade.close_date is not None