stable/freqtrade/persistence.py

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import logging
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from datetime import datetime
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from decimal import Decimal, getcontext
from typing import Optional, Dict
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import arrow
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from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
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from sqlalchemy.engine import Engine
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from sqlalchemy.ext.declarative import declarative_base
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from sqlalchemy.orm.scoping import scoped_session
from sqlalchemy.orm.session import sessionmaker
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from sqlalchemy.pool import StaticPool
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logger = logging.getLogger(__name__)
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_CONF = {}
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_DECL_BASE = declarative_base()
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def init(config: dict, engine: Optional[Engine] = None) -> None:
"""
Initializes this module with the given config,
registers all known command handlers
and starts polling for message updates
:param config: config to use
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:param engine: database engine for sqlalchemy (Optional)
:return: None
"""
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_CONF.update(config)
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if not engine:
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if _CONF.get('dry_run', False):
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engine = create_engine('sqlite://',
connect_args={'check_same_thread': False},
poolclass=StaticPool,
echo=False)
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else:
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engine = create_engine('sqlite:///tradesv3.sqlite')
session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
Trade.session = session()
Trade.query = session.query_property()
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_DECL_BASE.metadata.create_all(engine)
def cleanup() -> None:
"""
Flushes all pending operations to disk.
:return: None
"""
Trade.session.flush()
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class Trade(_DECL_BASE):
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__tablename__ = 'trades'
id = Column(Integer, primary_key=True)
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exchange = Column(String, nullable=False)
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pair = Column(String, nullable=False)
is_open = Column(Boolean, nullable=False, default=True)
fee = Column(Float, nullable=False, default=0.0)
open_rate = Column(Float)
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close_rate = Column(Float)
close_profit = Column(Float)
stake_amount = Column(Float, nullable=False)
amount = Column(Float)
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open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
close_date = Column(DateTime)
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open_order_id = Column(String)
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def __repr__(self):
return 'Trade(id={}, pair={}, amount={}, open_rate={}, open_since={})'.format(
self.id,
self.pair,
self.amount,
self.open_rate,
arrow.get(self.open_date).humanize() if self.is_open else 'closed'
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)
def update(self, order: Dict) -> None:
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"""
Updates this entity with amount and actual open/close rates.
:param order: order retrieved by exchange.get_order()
:return: None
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"""
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if not order['closed']:
return
logger.info('Updating trade (id=%d) ...', self.id)
if order['type'] == 'LIMIT_BUY':
# Update open rate and actual amount
self.open_rate = order['rate']
self.amount = order['amount']
logger.info('LIMIT_BUY has been fulfilled for %s.', self)
elif order['type'] == 'LIMIT_SELL':
# Set close rate and set actual profit
self.close_rate = order['rate']
self.close_profit = self.calc_profit()
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self.close_date = datetime.utcnow()
self.is_open = False
logger.info(
'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
self
)
else:
raise ValueError('Unknown order type: {}'.format(order['type']))
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self.open_order_id = None
Trade.session.flush()
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def calc_profit(self, rate: Optional[float] = None) -> float:
"""
Calculates the profit in percentage (including fee).
:param rate: rate to compare with (optional).
If rate is not set self.close_rate will be used
:return: profit in percentage as float
"""
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getcontext().prec = 8
return float((Decimal(rate or self.close_rate) - Decimal(self.open_rate))
/ Decimal(self.open_rate) - Decimal(self.fee))