don't spend the whole coin balance when selling

This commit is contained in:
gcarq
2017-11-01 00:22:38 +01:00
parent 9b9d0250f7
commit 0e96197a94
3 changed files with 111 additions and 91 deletions

View File

@@ -1,15 +1,18 @@
import logging
from datetime import datetime
from typing import Optional
from typing import Optional, Dict
import arrow
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 freqtrade import exchange
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
_CONF = {}
Base = declarative_base()
@@ -51,44 +54,55 @@ class Trade(Base):
exchange = Column(String, nullable=False)
pair = Column(String, nullable=False)
is_open = Column(Boolean, nullable=False, default=True)
open_rate = Column(Float, nullable=False)
open_rate = Column(Float)
close_rate = Column(Float)
close_profit = Column(Float)
stake_amount = Column(Float, name='btc_amount', nullable=False)
amount = Column(Float, nullable=False)
amount = Column(Float)
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
arrow.get(self.open_date).humanize() if self.is_open else 'closed'
)
def exec_sell_order(self, rate: float, amount: float) -> float:
def update(self, order: Dict) -> None:
"""
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
Updates this entity with amount and actual open/close rates.
:param order: order retrieved by exchange.get_order()
:return: None
"""
profit = 100 * ((rate - self.open_rate) / self.open_rate)
if not order['closed']:
return
# 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
logger.debug('Updating trade (id=%d) ...', self.id)
if order['type'] == 'LIMIT_BUY':
# Set open rate and actual amount
self.open_rate = order['rate']
self.amount = order['amount']
elif order['type'] == 'LIMIT_SELL':
# Set close rate and set actual profit
self.close_rate = order['rate']
self.close_profit = self.calc_profit()
else:
raise ValueError('Unknown order type: {}'.format(order['type']))
self.open_order_id = None
# Flush changes
Trade.session.flush()
return profit
def calc_profit(self, rate: float=None) -> float:
"""
Calculates the profit in percentage.
:param rate: rate to compare with (optional).
If rate is not set self.close_rate will be used
:return: profit in percentage as float
"""
return (rate or self.close_rate - self.open_rate) / self.open_rate