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partial sell using avg price

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Co-Authored-By: மனோஜ்குமார் பழனிச்சாமி <smartmanoj42857@gmail.com>
This commit is contained in:
Kavinkumar
2022-03-16 21:39:46 +05:30
parent f9e983e7a3
commit 1e9cbd579f
5 changed files with 50 additions and 91 deletions
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57
freqtrade/persistence/models.py
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@@ -180,7 +180,6 @@ 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:
@@ -516,46 +515,24 @@ class LocalTrade():
def process_sell_sub_trade(self, order: Order, is_closed: bool = True,
is_non_bt: bool = True) -> None:
orders = (self.select_filled_orders('buy'))
sell_amount = order.safe_filled
sell_amount = order.safe_amount_after_fee
sell_rate = order.safe_price
sell_stake_amount = sell_rate * sell_amount * (1 - self.fee_close)
if is_closed:
if sell_amount == self.amount:
if sell_amount == self.amount:
if is_closed:
self.close(sell_rate)
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
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:
idx -= 1
amount = buy_amount
if is_closed:
b_order.filled -= amount
b_order.order_update_date = datetime.now(timezone.utc)
sell_amount -= amount
profit += self.calc_profit2(avg_rate, sell_rate, amount)
realized_profit += self.calc_profit2(buy_rate, sell_rate, amount)
profit = self.calc_profit2(self.open_rate, sell_rate, sell_amount)
if is_closed:
b_order2 = orders[idx]
amount2 = b_order2.safe_amount_after_fee
b_order2.average = (b_order2.average * amount2 - profit / (1 + self.fee_open)) / amount2
if is_non_bt:
Order.query.session.commit()
self.recalc_trade_from_orders()
self.realized_profit += realized_profit
self.amount -= sell_amount
self.stake_amount = self.open_rate * self.amount
self.realized_profit += profit
self.close_profit_abs = profit
self.close_profit = sell_stake_amount / (sell_stake_amount - profit) - 1
self.recalc_open_trade_value()
if is_non_bt:
Trade.commit()
@@ -578,7 +555,7 @@ class LocalTrade():
"""
self.close_rate = rate
self.close_profit = self.calc_profit_ratio()
self.close_profit_abs = self.calc_profit()
self.close_profit_abs = self.calc_profit() + self.realized_profit
self.close_date = self.close_date or datetime.utcnow()
self.is_open = False
self.sell_order_status = 'closed'
@@ -699,18 +676,21 @@ class LocalTrade():
def recalc_trade_from_orders(self):
total_amount = 0.0
total_stake = 0.0
avg_price = None
for o in self.orders:
if (o.ft_is_open or
(o.ft_order_side != 'buy') or
not o.filled or
(o.status not in NON_OPEN_EXCHANGE_STATES)):
if o.ft_is_open or not o.filled:
continue
tmp_amount = o.safe_amount_after_fee
tmp_price = o.safe_price
is_sell = o.ft_order_side != 'buy'
side = [1, -1][is_sell]
if tmp_amount > 0.0 and tmp_price is not None:
total_amount += tmp_amount
total_stake += tmp_price * tmp_amount
total_amount += tmp_amount * side
total_stake += [tmp_price, avg_price][is_sell] * tmp_amount * side
if total_amount > 0:
avg_price = total_stake / total_amount
if total_amount > 0:
self.open_rate = total_stake / total_amount
@@ -915,6 +895,7 @@ class Trade(_DECL_BASE, LocalTrade):
def __init__(self, **kwargs):
super().__init__(**kwargs)
self.realized_profit = 0
self.recalc_open_trade_value()
def delete(self) -> None: