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Added realized profit

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Co-Authored-By: மனோஜ்குமார் பழனிச்சாமி <smartmanoj42857@gmail.com>
This commit is contained in:
Kavinkumar
2022-03-06 15:22:21 +05:30
parent 6fa6542935
commit 117e966f34
4 changed files with 13 additions and 4 deletions
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12
freqtrade/persistence/models.py
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@@ -127,6 +127,7 @@ class Order(_DECL_BASE):
side = Column(String(25), nullable=True)
price = Column(Float, nullable=True)
average = Column(Float, nullable=True)
initial_average = Column(Float, nullable=True)
amount = Column(Float, nullable=True)
filled = Column(Float, nullable=True)
remaining = Column(Float, nullable=True)
@@ -179,6 +180,7 @@ class Order(_DECL_BASE):
self.amount = order.get('amount', self.amount)
self.filled = order.get('filled', self.filled)
self.average = order.get('average', self.average)
self.initial_average = order.get('average', self.initial_average)
self.remaining = order.get('remaining', self.remaining)
self.cost = order.get('cost', self.cost)
if 'timestamp' in order and order['timestamp'] is not None:
@@ -269,6 +271,7 @@ class LocalTrade():
trades: List['LocalTrade'] = []
trades_open: List['LocalTrade'] = []
total_profit: float = 0
realized_profit: float = 0
id: int = 0
@@ -521,12 +524,14 @@ class LocalTrade():
if is_non_bt:
Trade.commit()
return
realized_profit = 0.0
profit = 0.0
idx = -1
while sell_amount:
b_order = orders[idx]
buy_amount = b_order.safe_amount_after_fee
buy_rate = b_order.safe_price
avg_rate = b_order.safe_price
buy_rate = b_order.initial_average or b_order.price
if sell_amount < buy_amount:
amount = sell_amount
else:
@@ -536,7 +541,8 @@ class LocalTrade():
b_order.filled -= amount
b_order.order_update_date = datetime.now(timezone.utc)
sell_amount -= amount
profit += self.calc_profit2(buy_rate, sell_rate, amount)
profit += self.calc_profit2(avg_rate, sell_rate, amount)
realized_profit += self.calc_profit2(buy_rate, sell_rate, amount)
if is_closed:
b_order2 = orders[idx]
amount2 = b_order2.safe_amount_after_fee
@@ -545,6 +551,7 @@ class LocalTrade():
if is_non_bt:
Order.query.session.commit()
self.recalc_trade_from_orders()
self.realized_profit += realized_profit
self.close_profit_abs = profit
self.close_profit = sell_stake_amount / (sell_stake_amount - profit) - 1
@@ -873,6 +880,7 @@ class Trade(_DECL_BASE, LocalTrade):
open_trade_value = Column(Float)
close_rate: Optional[float] = Column(Float)
close_rate_requested = Column(Float)
realized_profit = Column(Float)
close_profit = Column(Float)
close_profit_abs = Column(Float)
stake_amount = Column(Float, nullable=False)