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Keep trade state in LocalTrade

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This commit is contained in:
Matthias
2022-10-16 13:34:58 +02:00
parent 49426a924d
commit 0e8cf366f5
3 changed files with 22 additions and 17 deletions
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14
freqtrade/persistence/trade_model.py
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@@ -2,6 +2,7 @@
This module contains the class to persist trades into SQLite
"""
import logging
from collections import defaultdict
from datetime import datetime, timedelta, timezone
from math import isclose
from typing import Any, Dict, List, Optional
@@ -255,6 +256,9 @@ class LocalTrade():
# Trades container for backtesting
trades: List['LocalTrade'] = []
trades_open: List['LocalTrade'] = []
# Copy of trades_open - but indexed by pair
bt_trades_open_pp: Dict[str, List['LocalTrade']] = defaultdict(list)
bt_open_open_trade_count: int = 0
total_profit: float = 0
realized_profit: float = 0
@@ -538,6 +542,8 @@ class LocalTrade():
"""
LocalTrade.trades = []
LocalTrade.trades_open = []
LocalTrade.bt_trades_open_pp = defaultdict(list)
LocalTrade.bt_open_open_trade_count = 0
LocalTrade.total_profit = 0
def adjust_min_max_rates(self, current_price: float, current_price_low: float) -> None:
@@ -1067,6 +1073,8 @@ class LocalTrade():
@staticmethod
def close_bt_trade(trade):
LocalTrade.trades_open.remove(trade)
LocalTrade.bt_trades_open_pp[trade.pair].remove(trade)
LocalTrade.bt_open_open_trade_count -= 1
LocalTrade.trades.append(trade)
LocalTrade.total_profit += trade.close_profit_abs
@@ -1074,12 +1082,16 @@ class LocalTrade():
def add_bt_trade(trade):
if trade.is_open:
LocalTrade.trades_open.append(trade)
LocalTrade.bt_trades_open_pp[trade.pair].append(trade)
LocalTrade.bt_open_open_trade_count += 1
else:
LocalTrade.trades.append(trade)
@staticmethod
def remove_bt_trade(trade):
LocalTrade.trades_open.remove(trade)
LocalTrade.bt_trades_open_pp[trade.pair].remove(trade)
LocalTrade.bt_open_open_trade_count -= 1
@staticmethod
def get_open_trades() -> List[Any]:
@@ -1096,7 +1108,7 @@ class LocalTrade():
if Trade.use_db:
return Trade.query.filter(Trade.is_open.is_(True)).count()
else:
return len(LocalTrade.trades_open)
return LocalTrade.bt_open_open_trade_count
@staticmethod
def stoploss_reinitialization(desired_stoploss):