feat: Add "replace-exit_order" to backtesting

freqtrade/optimize/backtesting.py

@@ -396,6 +396,8 @@ class Backtesting:
         self.canceled_trade_entries = 0
         self.canceled_entry_orders = 0
         self.replaced_entry_orders = 0
+        self.canceled_exit_orders = 0
+        self.replaced_exit_orders = 0
         self.dataprovider.clear_cache()
         if enable_protections:
             self._load_protections(self.strategy)
@@ -1234,8 +1236,8 @@ class Backtesting:
         for order in [o for o in trade.orders if o.ft_is_open]:
             if order.side == trade.entry_side:
                 self.canceled_entry_orders += 1
-            # elif order.side == trade.exit_side:
+            elif order.side == trade.exit_side:
-            #     self.canceled_exit_orders += 1
+                self.canceled_exit_orders += 1
             # canceled orders are removed from the trade
             del trade.orders[trade.orders.index(order)]
 
@@ -1300,8 +1302,9 @@ class Backtesting:
         """
         # only check on new candles for open entry orders
         if order.side == trade.entry_side and current_time > order.order_date_utc:
+            is_entry = order.side == trade.entry_side
             requested_rate = strategy_safe_wrapper(
-                self.strategy.adjust_entry_price, default_retval=order.ft_price
+                self.strategy.adjust_order_price, default_retval=order.ft_price
             )(
                 trade=trade,  # type: ignore[arg-type]
                 order=order,
@@ -1311,6 +1314,7 @@ class Backtesting:
                 current_order_rate=order.ft_price,
                 entry_tag=trade.enter_tag,
                 side=trade.trade_direction,
+                is_entry=is_entry,
             )  # default value is current order price
 
             # cancel existing order whenever a new rate is requested (or None)
@@ -1319,10 +1323,14 @@ class Backtesting:
                 return False
             else:
                 del trade.orders[trade.orders.index(order)]
+                if is_entry:
                     self.canceled_entry_orders += 1
+                else:
+                    self.canceled_exit_orders += 1
 
             # place new order if result was not None
             if requested_rate:
+                if is_entry:
                     self._enter_trade(
                         pair=trade.pair,
                         row=row,
@@ -1331,10 +1339,19 @@ class Backtesting:
                         requested_stake=(order.safe_remaining * order.ft_price / trade.leverage),
                         direction="short" if trade.is_short else "long",
                     )
-                # Delete trade if no successful entries happened (if placing the new order failed)
-                if not trade.has_open_orders and trade.nr_of_successful_entries == 0:
-                    return True
                     self.replaced_entry_orders += 1
+                else:
+                    self._exit_trade(
+                        trade=trade,
+                        sell_row=row,
+                        close_rate=requested_rate,
+                        amount=order.safe_remaining,
+                        exit_reason=order.ft_order_tag,
+                    )
+                    self.replaced_exit_orders += 1
+                # Delete trade if no successful entries happened (if placing the new order failed)
+                if not trade.has_open_orders and is_entry and trade.nr_of_successful_entries == 0:
+                    return True
             else:
                 # assumption: there can't be multiple open entry orders at any given time
                 return trade.nr_of_successful_entries == 0