fix localTrade and trade classe miroring, fix persistence tests

tests/persistence/test_persistence.py

@@ -491,11 +491,10 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
         leverage=1.0,
     )
 
-    trade.open_order_id = 'mocked_market_buy'
     oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
     trade.orders.append(oobj)
     trade.update_trade(oobj)
-    assert trade.open_order_id is None
+    assert len(trade.open_orders) == 0
     assert trade.open_rate == 2.0
     assert trade.close_profit is None
     assert trade.close_date is None
@@ -506,11 +505,10 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
 
     caplog.clear()
     trade.is_open = True
-    trade.open_order_id = 'mocked_market_sell'
     oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
     trade.orders.append(oobj)
     trade.update_trade(oobj)
-    assert trade.open_order_id is None
+    assert len(trade.open_orders) == 0
     assert trade.close_rate == 2.2
     assert pytest.approx(trade.close_profit) == 0.094513715710723
     assert trade.close_date is not None
@@ -560,7 +558,7 @@ def test_calc_open_close_trade_price(
     )
     entry_order = limit_order[trade.entry_side]
     exit_order = limit_order[trade.exit_side]
-    trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
+    # 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
@@ -658,7 +656,7 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
         leverage=1.0,
     )
 
-    trade.open_order_id = 'something'
+    # trade.open_order_id = 'something'
     oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
     trade.update_trade(oobj)
     assert trade.calc_close_trade_value(trade.close_rate) == 0.0
@@ -677,7 +675,7 @@ def test_update_open_order(limit_buy_order_usdt):
         trading_mode=margin
     )
 
-    assert trade.open_order_id is None
+    assert len(trade.open_orders) == 0
     assert trade.close_profit is None
     assert trade.close_date is None
 
@@ -685,7 +683,7 @@ def test_update_open_order(limit_buy_order_usdt):
     oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
     trade.update_trade(oobj)
 
-    assert trade.open_order_id is None
+    assert len(trade.open_orders) == 0
     assert trade.close_profit is None
     assert trade.close_date is None
 
@@ -758,7 +756,7 @@ def test_calc_open_trade_value(
         is_short=is_short,
         trading_mode=trading_mode
     )
-    trade.open_order_id = 'open_trade'
+    # trade.open_order_id = 'open_trade'
     oobj = Order.parse_from_ccxt_object(
         limit_buy_order_usdt, 'ADA/USDT', 'sell' if is_short else 'buy')
     trade.update_trade(oobj)  # Buy @ 2.0
@@ -813,7 +811,7 @@ def test_calc_close_trade_price(
         trading_mode=trading_mode,
         funding_fees=funding_fees
     )
-    trade.open_order_id = 'close_trade'
+    # trade.open_order_id = 'close_trade'
     assert round(trade.calc_close_trade_value(rate=close_rate), 8) == result
 
 
@@ -1135,7 +1133,7 @@ def test_calc_profit(
         trading_mode=trading_mode,
         funding_fees=funding_fees
     )
-    trade.open_order_id = 'something'
+    # trade.open_order_id = 'something'
 
     assert pytest.approx(trade.calc_profit(rate=close_rate)) == round(profit, 8)
     assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8)
@@ -1330,7 +1328,7 @@ def test_to_json(fee):
         open_rate=0.123,
         exchange='binance',
         enter_tag=None,
-        open_order_id='dry_run_buy_12345',
+        # open_order_id='dry_run_buy_12345',
         precision_mode=1,
         amount_precision=8.0,
         price_precision=7.0,
@@ -1346,7 +1344,7 @@ def test_to_json(fee):
         'is_open': None,
         'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
         'open_timestamp': int(trade.open_date.timestamp() * 1000),
-        'open_order_id': 'dry_run_buy_12345',
+        # 'open_order_id': trade.open_orders_count,
         'close_date': None,
         'close_timestamp': None,
         'open_rate': 0.123,
@@ -1401,6 +1399,7 @@ def test_to_json(fee):
         'price_precision': 7.0,
         'precision_mode': 1,
         'orders': [],
+        'open_orders': [],
     }
 
     # Simulate dry_run entries
@@ -1468,7 +1467,7 @@ def test_to_json(fee):
         'is_open': None,
         'max_rate': None,
         'min_rate': None,
-        'open_order_id': None,
+        # 'open_order_id': None,
         'open_rate_requested': None,
         'open_trade_value': 12.33075,
         'exit_reason': None,
@@ -1487,6 +1486,7 @@ def test_to_json(fee):
         'price_precision': 8.0,
         'precision_mode': 2,
         'orders': [],
+        'open_orders': [],
     }
 
 
@@ -2638,7 +2638,7 @@ def test_recalc_trade_from_orders_dca(data) -> None:
         assert len(trade.orders) == idx + 1
         if idx < len(data) - 1:
             assert trade.is_open is True
-        assert trade.open_order_id is None
+        assert len(trade.open_orders) == 0
         assert trade.amount == result[0]
         assert trade.open_rate == result[1]
         assert trade.stake_amount == result[2]
@@ -2652,4 +2652,4 @@ def test_recalc_trade_from_orders_dca(data) -> None:
     assert not trade.is_open
     trade = Trade.session.scalars(select(Trade)).first()
     assert trade
-    assert trade.open_order_id is None
+    assert len(trade.open_orders) == 0