feat(order-map): cancel exit_orders only on active orders

jesse/store/state_orders.py

@@ -139,6 +139,26 @@ def get_exit_orders(self, exchange: str, symbol: str) -> List[Order]:
 
         return exit_orders
 
+    def get_active_exit_orders(self, exchange: str, symbol: str) -> List[Order]:
+        """
+        excludes cancel orders but includes executed orders
+        """
+        all_orders = self.get_active_orders(exchange, symbol)
+        # return empty if no orders
+        if len(all_orders) == 0:
+            return []
+        # return empty if position is not opened yet
+        p = selectors.get_position(exchange, symbol)
+        if p.is_close:
+            return []
+        else:
+            exit_orders = [o for o in all_orders if o.side != jh.type_to_side(p.type)]
+
+        # exclude cancelled orders
+        exit_orders = [o for o in exit_orders if not o.is_canceled]
+
+        return exit_orders
+
     def update_active_orders(self, exchange: str, symbol: str):
         key = f'{exchange}-{symbol}'
         active_orders = [

jesse/strategies/Strategy.py

@@ -521,7 +521,7 @@ def _detect_and_handle_entry_and_exit_modifications(self) -> None:
                         temp_current_price = None
 
                     # CANCEL previous orders
-                    for o in self.exit_orders:
+                    for o in self.active_exit_orders:
                         if o.is_take_profit and (o.is_active or o.is_queued):
                             self.broker.cancel_order(o.id)
 
@@ -562,7 +562,7 @@ def _detect_and_handle_entry_and_exit_modifications(self) -> None:
                         temp_current_price = None
 
                     # CANCEL previous orders
-                    for o in self.exit_orders:
+                    for o in self.active_exit_orders:
                         if o.is_stop_loss and (o.is_active or o.is_queued):
                             self.broker.cancel_order(o.id)
 
@@ -1261,6 +1261,13 @@ def exit_orders(self):
         """
         return store.orders.get_exit_orders(self.exchange, self.symbol)
 
+    @property
+    def active_exit_orders(self):
+        """
+        Returns all the exit orders for this position.
+        """
+        return store.orders.get_active_exit_orders(self.exchange, self.symbol)
+
     @property
     def exchange_type(self):
         return selectors.get_exchange(self.exchange).type