Replaced the term margin with leverage when it should say leverage

This commit is contained in:
Sam Germain 2021-08-08 16:47:19 -06:00
parent ecdecb02fa
commit 0545a0ed3c
4 changed files with 23 additions and 18 deletions

View File

@ -66,7 +66,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
close_profit_abs = get_column_def( close_profit_abs = get_column_def(
cols, 'close_profit_abs', cols, 'close_profit_abs',
f"(amount * close_rate * (1 - {fee_close})) - {open_trade_value}") f"(amount * close_rate * (1 - {fee_close})) - {open_trade_value}")
# TODO-mg: update to exit order status # TODO-lev: update to exit order status
sell_order_status = get_column_def(cols, 'sell_order_status', 'null') sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
amount_requested = get_column_def(cols, 'amount_requested', 'amount') amount_requested = get_column_def(cols, 'amount_requested', 'amount')

View File

@ -264,11 +264,13 @@ class LocalTrade():
buy_tag: Optional[str] = None buy_tag: Optional[str] = None
timeframe: Optional[int] = None timeframe: Optional[int] = None
# Leverage trading properties
is_short: bool = False
isolated_liq: Optional[float] = None
leverage: float = 1.0
# Margin trading properties # Margin trading properties
interest_rate: float = 0.0 interest_rate: float = 0.0
isolated_liq: Optional[float] = None
is_short: bool = False
leverage: float = 1.0
interest_mode: InterestMode = InterestMode.NONE interest_mode: InterestMode = InterestMode.NONE
@property @property
@ -471,12 +473,12 @@ class LocalTrade():
if self.is_short: if self.is_short:
new_loss = float(current_price * (1 + abs(stoploss))) new_loss = float(current_price * (1 + abs(stoploss)))
# If trading on margin, don't set the stoploss below the liquidation price # If trading with leverage, don't set the stoploss below the liquidation price
if self.isolated_liq: if self.isolated_liq:
new_loss = min(self.isolated_liq, new_loss) new_loss = min(self.isolated_liq, new_loss)
else: else:
new_loss = float(current_price * (1 - abs(stoploss))) new_loss = float(current_price * (1 - abs(stoploss)))
# If trading on margin, don't set the stoploss below the liquidation price # If trading with leverage, don't set the stoploss below the liquidation price
if self.isolated_liq: if self.isolated_liq:
new_loss = max(self.isolated_liq, new_loss) new_loss = max(self.isolated_liq, new_loss)
@ -497,7 +499,8 @@ class LocalTrade():
lower_stop = new_loss < self.stop_loss lower_stop = new_loss < self.stop_loss
# stop losses only walk up, never down!, # stop losses only walk up, never down!,
# ? But adding more to a margin account would create a lower liquidation price, # TODO-lev
# ? But adding more to a leveraged trade would create a lower liquidation price,
# ? decreasing the minimum stoploss # ? decreasing the minimum stoploss
if (higher_stop and not self.is_short) or (lower_stop and self.is_short): if (higher_stop and not self.is_short) or (lower_stop and self.is_short):
logger.debug(f"{self.pair} - Adjusting stoploss...") logger.debug(f"{self.pair} - Adjusting stoploss...")
@ -545,10 +548,11 @@ class LocalTrade():
elif order_type in ('market', 'limit') and self.exit_side == order['side']: elif order_type in ('market', 'limit') and self.exit_side == order['side']:
if self.is_open: if self.is_open:
payment = "BUY" if self.is_short else "SELL" payment = "BUY" if self.is_short else "SELL"
# TODO-mg: On shorts, you buy a little bit more than the amount (amount + interest) # TODO-lev: On shorts, you buy a little bit more than the amount (amount + interest)
# This wll only print the original amount # This wll only print the original amount
logger.info(f'{order_type.upper()}_{payment} has been fulfilled for {self}.') logger.info(f'{order_type.upper()}_{payment} has been fulfilled for {self}.')
self.close(safe_value_fallback(order, 'average', 'price')) # TODO-mg: Double check this # TODO-lev: Double check this
self.close(safe_value_fallback(order, 'average', 'price'))
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'): elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
self.stoploss_order_id = None self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss self.close_rate_requested = self.stop_loss
@ -883,19 +887,20 @@ class Trade(_DECL_BASE, LocalTrade):
max_rate = Column(Float, nullable=True, default=0.0) max_rate = Column(Float, nullable=True, default=0.0)
# Lowest price reached # Lowest price reached
min_rate = Column(Float, nullable=True) min_rate = Column(Float, nullable=True)
sell_reason = Column(String(100), nullable=True) # TODO-mg: Change to close_reason sell_reason = Column(String(100), nullable=True) # TODO-lev: Change to close_reason
sell_order_status = Column(String(100), nullable=True) # TODO-mg: Change to close_order_status sell_order_status = Column(String(100), nullable=True) # TODO-lev: Change to close_order_status
strategy = Column(String(100), nullable=True) strategy = Column(String(100), nullable=True)
buy_tag = Column(String(100), nullable=True) buy_tag = Column(String(100), nullable=True)
timeframe = Column(Integer, nullable=True) timeframe = Column(Integer, nullable=True)
# Margin trading properties # Leverage trading properties
leverage = Column(Float, nullable=True, default=1.0) leverage = Column(Float, nullable=True, default=1.0)
interest_rate = Column(Float, nullable=False, default=0.0)
isolated_liq = Column(Float, nullable=True)
is_short = Column(Boolean, nullable=False, default=False) is_short = Column(Boolean, nullable=False, default=False)
isolated_liq = Column(Float, nullable=True)
# Margin Trading Properties
interest_rate = Column(Float, nullable=False, default=0.0)
interest_mode = Column(Enum(InterestMode), nullable=True) interest_mode = Column(Enum(InterestMode), nullable=True)
# End of margin trading properties
def __init__(self, **kwargs): def __init__(self, **kwargs):
super().__init__(**kwargs) super().__init__(**kwargs)

View File

@ -380,7 +380,7 @@ def short_trade(fee):
open_order_id='dry_run_exit_short_12345', open_order_id='dry_run_exit_short_12345',
strategy='DefaultStrategy', strategy='DefaultStrategy',
timeframe=5, timeframe=5,
sell_reason='sell_signal', # TODO-mg: Update to exit/close reason sell_reason='sell_signal', # TODO-lev: Update to exit/close reason
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
# close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
is_short=True, is_short=True,
@ -470,7 +470,7 @@ def leverage_trade(fee):
open_order_id='dry_run_leverage_buy_12368', open_order_id='dry_run_leverage_buy_12368',
strategy='DefaultStrategy', strategy='DefaultStrategy',
timeframe=5, timeframe=5,
sell_reason='sell_signal', # TODO-mg: Update to exit/close reason sell_reason='sell_signal', # TODO-lev: Update to exit/close reason
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300), open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
close_date=datetime.now(tz=timezone.utc), close_date=datetime.now(tz=timezone.utc),
interest_rate=0.0005, interest_rate=0.0005,

View File

@ -1575,7 +1575,7 @@ def test_adjust_stop_loss_short(fee):
assert trade.initial_stop_loss_pct == 0.05 assert trade.initial_stop_loss_pct == 0.05
# Initial is true but stop_loss set - so doesn't do anything # Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(0.3, -0.1, True) trade.adjust_stop_loss(0.3, -0.1, True)
assert round(trade.stop_loss, 8) == 0.66 # TODO-mg: What is this test? assert round(trade.stop_loss, 8) == 0.66
assert trade.initial_stop_loss == 1.05 assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05 assert trade.initial_stop_loss_pct == 0.05
assert trade.stop_loss_pct == 0.1 assert trade.stop_loss_pct == 0.1