add trade param to custom entry price in interface, bot, backtesting, exemples

docs/strategy-callbacks.md

@@ -520,7 +520,7 @@ class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
-    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
+    def custom_entry_price(self, pair: str, trade: 'Trade', current_time: datetime, proposed_rate: float,
                            entry_tag: Optional[str], side: str, **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,

docs/strategy_migration.md

@@ -271,7 +271,7 @@ New string argument `side` - which can be either `"long"` or `"short"`.
 
 ``` python hl_lines="3"
 class AwesomeStrategy(IStrategy):
-    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
+    def custom_entry_price(self, pair: str, trade: 'Trade', current_time: datetime, proposed_rate: float,
                            entry_tag: Optional[str], **kwargs) -> float:
       return proposed_rate
 ```
@@ -280,7 +280,7 @@ After:
 
 ``` python hl_lines="3"
 class AwesomeStrategy(IStrategy):
-    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
+    def custom_entry_price(self, pair: str, trade: 'Trade', current_time: datetime, proposed_rate: float,
                            entry_tag: Optional[str], side: str, **kwargs) -> float:
       return proposed_rate
 ```

freqtrade/freqtradebot.py

@@ -937,7 +937,7 @@ class FreqtradeBot(LoggingMixin):
             # Don't call custom_entry_price in order-adjust scenario
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                                        default_retval=enter_limit_requested)(
-                pair=pair, current_time=datetime.now(timezone.utc),
+                pair=pair, trade=trade, current_time=datetime.now(timezone.utc),
                 proposed_rate=enter_limit_requested, entry_tag=entry_tag,
                 side=trade_side,
             )

freqtrade/optimize/backtesting.py

@@ -738,7 +738,7 @@ class Backtesting:
         if order_type == 'limit':
             new_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                              default_retval=propose_rate)(
-                pair=pair, current_time=current_time,
+                pair=pair, trade=trade, current_time=current_time,
                 proposed_rate=propose_rate, entry_tag=entry_tag,
                 side=direction,
             )  # default value is the open rate

freqtrade/strategy/interface.py

@@ -395,7 +395,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return self.stoploss
 
-    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
+    def custom_entry_price(self, pair: str, trade: Trade, current_time: datetime,
+                           proposed_rate: float,
                            entry_tag: Optional[str], side: str, **kwargs) -> float:
         """
         Custom entry price logic, returning the new entry price.

tests/strategy/strats/strategy_test_v3_custom_entry_price.py

@@ -6,6 +6,8 @@ from typing import Optional
 from pandas import DataFrame
 from strategy_test_v3 import StrategyTestV3
 
+from freqtrade.persistence import Trade
+
 
 class StrategyTestV3CustomEntryPrice(StrategyTestV3):
     """
@@ -31,7 +33,7 @@ class StrategyTestV3CustomEntryPrice(StrategyTestV3):
     def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         return dataframe
 
-    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
+    def custom_entry_price(self, pair: str, trade: 'Trade', current_time: datetime, proposed_rate: float,
                            entry_tag: Optional[str], side: str, **kwargs) -> float:
 
         return self.new_entry_price