Add backtesting support for order.stake_amount

freqtrade/optimize/backtesting.py

@@ -679,6 +679,7 @@ class Backtesting:
             remaining=amount,
             cost=amount * close_rate,
         )
+        order._trade_bt = trade
         trade.orders.append(order)
         return trade
 
@@ -903,6 +904,7 @@ class Backtesting:
                 remaining=amount,
                 cost=amount * propose_rate + trade.fee_open,
             )
+            order._trade_bt = trade
             trade.orders.append(order)
             if pos_adjust and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)

freqtrade/persistence/trade_model.py

@@ -38,6 +38,7 @@ class Order(ModelBase):
     Mirrors CCXT Order structure
     """
     __tablename__ = 'orders'
+    __allow_unmapped__ = True
     session: ClassVar[SessionType]
 
     # Uniqueness should be ensured over pair, order_id
@@ -47,7 +48,8 @@ class Order(ModelBase):
     id: Mapped[int] = mapped_column(Integer, primary_key=True)
     ft_trade_id: Mapped[int] = mapped_column(Integer, ForeignKey('trades.id'), index=True)
 
-    trade: Mapped["Trade"] = relationship("Trade", back_populates="orders")
+    _trade_live: Mapped["Trade"] = relationship("Trade", back_populates="orders")
+    _trade_bt: "LocalTrade" = None  # type: ignore
 
     # order_side can only be 'buy', 'sell' or 'stoploss'
     ft_order_side: Mapped[str] = mapped_column(String(25), nullable=False)
@@ -119,6 +121,10 @@ class Order(ModelBase):
     def safe_amount_after_fee(self) -> float:
         return self.safe_filled - self.safe_fee_base
 
+    @property
+    def trade(self) -> "LocalTrade":
+        return self._trade_bt or self._trade_live
+
     @property
     def stake_amount(self) -> float:
         """ Amount in stake currency used for this order"""

tests/optimize/test_backtesting.py

@@ -603,6 +603,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
     assert pytest.approx(trade.liquidation_price) == 0.11787191
     assert pytest.approx(trade.orders[0].cost) == (
         trade.stake_amount * trade.leverage + trade.fee_open)
+    assert pytest.approx(trade.orders[-1].stake_amount) == trade.stake_amount
 
     # Stake-amount too high!
     mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=600.0)

tests/persistence/test_persistence.py

@@ -563,14 +563,14 @@ def test_calc_open_close_trade_price(
     trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
 
     oobj = Order.parse_from_ccxt_object(entry_order, 'ADA/USDT', trade.entry_side)
-    oobj.trade = trade
+    oobj._trade_live = trade
     oobj.update_from_ccxt_object(entry_order)
     trade.update_trade(oobj)
 
     trade.funding_fees = funding_fees
 
     oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', trade.exit_side)
-    oobj.trade = trade
+    oobj._trade_live = trade
     oobj.update_from_ccxt_object(exit_order)
     trade.update_trade(oobj)