Merge pull request #9188 from Axel-CH/add-trade-param-to-custom-entry-price

Add trade param to custom entry price

docs/strategy-callbacks.md

@@ -510,6 +510,9 @@ Each of these methods are called right before placing an order on the exchange.
 !!! Note
     If your custom pricing function return None or an invalid value, price will fall back to `proposed_rate`, which is based on the regular pricing configuration.
 
+!!! Note
+    Using custom_entry_price, the Trade object will be available as soon as the first entry order associated with the trade is created, for the first entry, `trade` parameter value will be `None`.
+
 ### Custom order entry and exit price example
 
 ``` python
@@ -520,7 +523,7 @@ 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: Optional['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

@@ -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: Optional[Trade], current_time: datetime, proposed_rate: float,
                            entry_tag: Optional[str], side: str, **kwargs) -> float:
       return proposed_rate
 ```

freqtrade/freqtradebot.py

@@ -938,7 +938,8 @@ 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 +738,9 @@ 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,  # type: ignore[arg-type]
+                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: Optional[Trade],
+                           current_time: datetime, proposed_rate: float,
                            entry_tag: Optional[str], side: str, **kwargs) -> float:
         """
         Custom entry price logic, returning the new entry price.
@@ -405,6 +406,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         When not implemented by a strategy, returns None, orderbook is used to set entry price
 
         :param pair: Pair that's currently analyzed
+        :param trade: trade object (None for initial entries).
         :param current_time: datetime object, containing the current datetime
         :param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
         :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.

freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2

@@ -13,7 +13,8 @@ def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
     """
     pass
 
-def custom_entry_price(self, pair: str, current_time: 'datetime', proposed_rate: float,
+def custom_entry_price(self, pair: str, trade: Optional['Trade'],
+                       current_time: 'datetime', proposed_rate: float,
                        entry_tag: 'Optional[str]', side: str, **kwargs) -> float:
     """
     Custom entry price logic, returning the new entry price.
@@ -23,6 +24,7 @@ def custom_entry_price(self, pair: str, current_time: 'datetime', proposed_rate:
     When not implemented by a strategy, returns None, orderbook is used to set entry price
 
     :param pair: Pair that's currently analyzed
+    :param trade: trade object (None for initial entries).
     :param current_time: datetime object, containing the current datetime
     :param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
     :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.

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 +33,8 @@ 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: Optional[Trade], current_time: datetime,
+                           proposed_rate: float,
                            entry_tag: Optional[str], side: str, **kwargs) -> float:
 
         return self.new_entry_price