[pull] develop from freqtrade:develop

freqtrade/freqtradebot.py

@@ -671,15 +671,15 @@ def create_trade(self, pair: str) -> bool:
         """
         logger.debug(f"create_trade for pair {pair}")
 
-        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
-        nowtime = analyzed_df.iloc[-1]["date"] if len(analyzed_df) > 0 else None
-
         # get_free_open_trades is checked before create_trade is called
         # but it is still used here to prevent opening too many trades within one iteration
         if not self.get_free_open_trades():
             logger.debug(f"Can't open a new trade for {pair}: max number of trades is reached.")
             return False
 
+        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
+        nowtime = analyzed_df.iloc[-1]["date"] if len(analyzed_df) > 0 else None
+
         # running get_signal on historical data fetched
         (signal, enter_tag) = self.strategy.get_entry_signal(
             pair, self.strategy.timeframe, analyzed_df
@@ -757,9 +757,6 @@ def check_and_call_adjust_trade_position(self, trade: Trade):
         min_entry_stake = self.exchange.get_min_pair_stake_amount(
             trade.pair, current_entry_rate, 0.0, trade.leverage
         )
-        min_exit_stake = self.exchange.get_min_pair_stake_amount(
-            trade.pair, current_exit_rate, self.strategy.stoploss, trade.leverage
-        )
         max_entry_stake = self.exchange.get_max_pair_stake_amount(
             trade.pair, current_entry_rate, trade.leverage
         )
@@ -823,6 +820,9 @@ def check_and_call_adjust_trade_position(self, trade: Trade):
                 return
 
             remaining = (trade.amount - amount) * current_exit_rate
+            min_exit_stake = self.exchange.get_min_pair_stake_amount(
+                trade.pair, current_exit_rate, self.strategy.stoploss, trade.leverage
+            )
             if min_exit_stake and remaining != 0 and remaining < min_exit_stake:
                 logger.info(
                     f"Remaining amount of {remaining} would be smaller "
@@ -1675,7 +1675,7 @@ def replace_order_failed(self, trade: Trade, msg: str) -> None:
             )
             trade.delete()
 
-    def replace_order(self, order: CcxtOrder, order_obj: Order | None, trade: Trade) -> None:
+    def replace_order(self, order: CcxtOrder, order_obj: Order, trade: Trade) -> None:
         """
         Check if current analyzed entry order should be replaced or simply cancelled.
         To simply cancel the existing order(no replacement) adjust_order_price() should return None
@@ -1694,7 +1694,7 @@ def replace_order(self, order: CcxtOrder, order_obj: Order | None, trade: Trade)
             self.strategy.timeframe, latest_candle_open_date
         )
         # Check if new candle
-        if order_obj and latest_candle_close_date > order_obj.order_date_utc:
+        if latest_candle_close_date > order_obj.order_date_utc:
             is_entry = order_obj.side == trade.entry_side
             # New candle
             proposed_rate = self.exchange.get_rate(
@@ -1877,17 +1877,18 @@ def handle_cancel_enter(
 
         if order["status"] not in constants.NON_OPEN_EXCHANGE_STATES:
             filled_val: float = order.get("filled", 0.0) or 0.0
-            filled_stake = filled_val * trade.open_rate
-            minstake = self.exchange.get_min_pair_stake_amount(
-                trade.pair, trade.open_rate, self.strategy.stoploss
-            )
 
-            if filled_val > 0 and minstake and filled_stake < minstake:
-                logger.warning(
-                    f"Order {order_id} for {trade.pair} not cancelled, "
-                    f"as the filled amount of {filled_val} would result in an unexitable trade."
+            if filled_val > 0:
+                filled_stake = filled_val * trade.open_rate
+                minstake = self.exchange.get_min_pair_stake_amount(
+                    trade.pair, trade.open_rate, self.strategy.stoploss
                 )
-                return False
+                if minstake and filled_stake < minstake:
+                    logger.warning(
+                        f"Order {order_id} for {trade.pair} not cancelled, "
+                        f"as the filled amount of {filled_val} would result in an unexitable trade."
+                    )
+                    return False
             corder = self.exchange.cancel_order_with_result(order_id, trade.pair, trade.amount)
             order_obj.ft_cancel_reason = reason
             # if replacing, retry fetching the order 3 times if the status is not what we need
@@ -1959,14 +1960,17 @@ def handle_cancel_exit(
         # Cancelled orders may have the status of 'canceled' or 'closed'
         if order["status"] not in constants.NON_OPEN_EXCHANGE_STATES:
             filled_amt: float = order.get("filled", 0.0) or 0.0
-            # Filled val is in quote currency (after leverage)
-            filled_rem_stake = trade.stake_amount - (filled_amt * trade.open_rate / trade.leverage)
-            minstake = self.exchange.get_min_pair_stake_amount(
-                trade.pair, trade.open_rate, self.strategy.stoploss
-            )
+
             # Double-check remaining amount
             if filled_amt > 0:
                 reason = constants.CANCEL_REASON["PARTIALLY_FILLED"]
+                # Filled val is in quote currency (after leverage)
+                filled_rem_stake = trade.stake_amount - (
+                    filled_amt * trade.open_rate / trade.leverage
+                )
+                minstake = self.exchange.get_min_pair_stake_amount(
+                    trade.pair, trade.open_rate, self.strategy.stoploss
+                )
                 if minstake and filled_rem_stake < minstake:
                     logger.warning(
                         f"Order {order_id} for {trade.pair} not cancelled, as "
@@ -2104,8 +2108,8 @@ def execute_trade_exit(
         proposed_limit_rate = limit
         custom_exit_price = limit
 
-        current_profit = trade.calc_profit_ratio(limit)
         if order_type == "limit" and not skip_custom_exit_price:
+            current_profit = trade.calc_profit_ratio(limit)
             custom_exit_price = strategy_safe_wrapper(
                 self.strategy.custom_exit_price, default_retval=proposed_limit_rate
             )(
@@ -2505,16 +2509,15 @@ def get_real_amount(self, trade: Trade, order: CcxtOrder, order_obj: Order) -> f
         Necessary for exchanges which charge fees in base currency (e.g. binance)
         :return: Absolute fee to apply for this order or None
         """
-        # Init variables
-        order_amount = safe_value_fallback(order, "filled", "amount")
         # Only run for closed orders
         if (
             trade.fee_updated(order.get("side", "")) or order["status"] == "open"
             # or order_obj.ft_fee_base
         ):
             return None
 
-        trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
+        order_amount = safe_value_fallback(order, "filled", "amount")
+
         # use fee from order-dict if possible
         if self.exchange.order_has_fee(order):
             fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(
@@ -2529,6 +2532,7 @@ def get_real_amount(self, trade: Trade, order: CcxtOrder, order_obj: Order) -> f
                 # These are most likely caused by a parsing bug in ccxt
                 # due to multiple trades (https://github.com/ccxt/ccxt/issues/8025)
                 trade.update_fee(fee_cost, fee_currency, fee_rate, order.get("side", ""))
+                trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
                 if trade_base_currency == fee_currency:
                     # Apply fee to amount
                     return self.apply_fee_conditional(

pyproject.toml

@@ -38,10 +38,13 @@ dependencies = [
   "requests",
   "httpx>=0.24.1",
   "urllib3",
+  "certifi>=2026.1.4",
   "jsonschema",
   "scipy",
   "numpy>2.0,<3.0",
   "pandas>=2.2.0,<4.0",
+  "bottleneck>=1.5.0",
+  "numexpr>=2.14.0",
   "TA-Lib<0.7",
   "ft-pandas-ta",
   "technical",