Merge pull request #11396 from freqtrade/fix/constant_exit_cancels

Fix constant exit cancels and replacements

freqtrade/freqtradebot.py

@@ -64,7 +64,7 @@ from freqtrade.rpc.rpc_types import (
 )
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.util import FtPrecise, MeasureTime, dt_from_ts
+from freqtrade.util import FtPrecise, MeasureTime, PeriodicCache, dt_from_ts, dt_now
 from freqtrade.util.migrations.binance_mig import migrate_binance_futures_names
 from freqtrade.wallets import Wallets
 
@@ -154,6 +154,7 @@ class FreqtradeBot(LoggingMixin):
         # Protect exit-logic from forcesell and vice versa
         self._exit_lock = Lock()
         timeframe_secs = timeframe_to_seconds(self.strategy.timeframe)
+        self._exit_reason_cache = PeriodicCache(100, ttl=timeframe_secs)
         LoggingMixin.__init__(self, logger, timeframe_secs)
 
         self._schedule = Scheduler()
@@ -1374,6 +1375,15 @@ class FreqtradeBot(LoggingMixin):
         for should_exit in exits:
             if should_exit.exit_flag:
                 exit_tag1 = exit_tag if should_exit.exit_type == ExitType.EXIT_SIGNAL else None
+                if trade.has_open_orders:
+                    if prev_eval := self._exit_reason_cache.get(
+                        f"{trade.pair}_{trade.id}_{exit_tag1 or should_exit.exit_reason}", None
+                    ):
+                        logger.debug(
+                            f"Exit reason already seen this candle, first seen at {prev_eval}"
+                        )
+                        continue
+
                 logger.info(
                     f"Exit for {trade.pair} detected. Reason: {should_exit.exit_type}"
                     f"{f' Tag: {exit_tag1}' if exit_tag1 is not None else ''}"
@@ -1774,7 +1784,7 @@ class FreqtradeBot(LoggingMixin):
         if trade.has_open_orders:
             oo = trade.select_order(side, True)
             if oo is not None:
-                if (price == oo.price) and (side == oo.side) and (amount == oo.amount):
+                if price == oo.price and side == oo.side and amount == oo.amount:
                     logger.info(
                         f"A similar open order was found for {trade.pair}. "
                         f"Keeping existing {trade.exit_side} order. {price=},  {amount=}"
@@ -2092,6 +2102,7 @@ class FreqtradeBot(LoggingMixin):
             self.handle_insufficient_funds(trade)
             return False
 
+        self._exit_reason_cache[f"{trade.pair}_{trade.id}_{exit_reason}"] = dt_now()
         order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side, amount, limit)
         order_obj.ft_order_tag = exit_reason
         trade.orders.append(order_obj)

tests/freqtradebot/test_freqtradebot.py

@@ -3743,8 +3743,9 @@ def test_trailing_stop_loss_positive(
 
 @pytest.mark.parametrize("is_short", [False, True])
 def test_disable_ignore_roi_if_entry_signal(
-    default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker
+    default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker, time_machine
 ) -> None:
+    time_machine.move_to("2025-01-10 08:00:16 +00:00")
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     eside = entry_side(is_short)
@@ -3773,6 +3774,13 @@ def test_disable_ignore_roi_if_entry_signal(
     patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short)
     assert freqtrade.handle_trade(trade) is True
 
+    # Test if entry-signal is absent
+    patch_get_signal(freqtrade)
+    # Signal was evaluated already - no action.
+    assert freqtrade.handle_trade(trade) is False
+
+    # Move to after the candle expired
+    time_machine.shift(timedelta(hours=5))
     # Test if entry-signal is absent
     patch_get_signal(freqtrade)
     assert freqtrade.handle_trade(trade) is True