move project into freqtrade/

freqtrade/persistence.py

@@ -0,0 +1,87 @@
+from datetime import datetime
+from typing import Optional
+
+from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
+from sqlalchemy.ext.declarative import declarative_base
+from sqlalchemy.orm.scoping import scoped_session
+from sqlalchemy.orm.session import sessionmaker
+from sqlalchemy.types import Enum
+
+from freqtrade import exchange
+
+_CONF = {}
+
+Base = declarative_base()
+
+
+def init(config: dict, db_url: Optional[str] = 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
+    :param db_url: database connector string for sqlalchemy (Optional)
+    :return: None
+    """
+    _CONF.update(config)
+    if not db_url:
+        if _CONF.get('dry_run', False):
+            db_url = 'sqlite:///tradesv2.dry_run.sqlite'
+        else:
+            db_url = 'sqlite:///tradesv2.sqlite'
+
+    engine = create_engine(db_url, echo=False)
+    session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
+    Trade.session = session()
+    Trade.query = session.query_property()
+    Base.metadata.create_all(engine)
+
+
+class Trade(Base):
+    __tablename__ = 'trades'
+
+    id = Column(Integer, primary_key=True)
+    exchange = Column(Enum(exchange.Exchange), nullable=False)
+    pair = Column(String, nullable=False)
+    is_open = Column(Boolean, nullable=False, default=True)
+    open_rate = Column(Float, nullable=False)
+    close_rate = Column(Float)
+    close_profit = Column(Float)
+    stake_amount = Column(Float, name='btc_amount', nullable=False)
+    amount = Column(Float, nullable=False)
+    open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
+    close_date = Column(DateTime)
+    open_order_id = Column(String)
+
+    def __repr__(self):
+        if self.is_open:
+            open_since = 'closed'
+        else:
+            open_since = round((datetime.utcnow() - self.open_date).total_seconds() / 60, 2)
+        return 'Trade(id={}, pair={}, amount={}, open_rate={}, open_since={})'.format(
+            self.id,
+            self.pair,
+            self.amount,
+            self.open_rate,
+            open_since
+        )
+
+    def exec_sell_order(self, rate: float, amount: float) -> float:
+        """
+        Executes a sell for the given trade and updated the entity.
+        :param rate: rate to sell for
+        :param amount: amount to sell
+        :return: current profit as percentage
+        """
+        profit = 100 * ((rate - self.open_rate) / self.open_rate)
+
+        # Execute sell and update trade record
+        order_id = exchange.sell(str(self.pair), rate, amount)
+        self.close_rate = rate
+        self.close_profit = profit
+        self.close_date = datetime.utcnow()
+        self.open_order_id = order_id
+
+        # Flush changes
+        Trade.session.flush()
+        return profit