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Added changed to persistance/migrations

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This commit is contained in:
Sam Germain
2021-06-20 02:25:22 -06:00
parent 69e81100e4
commit 20dcd9a1a2
2 changed files with 60 additions and 47 deletions
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87
freqtrade/persistence/models.py
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@@ -131,8 +131,8 @@ class Order(_DECL_BASE):
order_date = Column(DateTime, nullable=True, default=datetime.utcnow)
order_filled_date = Column(DateTime, nullable=True)
order_update_date = Column(DateTime, nullable=True)
leverage = Column(Float, nullable=True)
leverage = Column(Float, nullable=True, default=0.0)
def __repr__(self):
return (f'Order(id={self.id}, order_id={self.order_id}, trade_id={self.ft_trade_id}, '
@@ -257,21 +257,33 @@ class LocalTrade():
max_rate: float = 0.0
# Lowest price reached
min_rate: float = 0.0
close_reason: str = ''
close_order_status: str = ''
close_reason: str = ''
close_order_status: str = ''
strategy: str = ''
timeframe: Optional[int] = None
#Margin trading properties
leverage: Optional[float] = None
borrowed: float = 0
# Margin trading properties
leverage: Optional[float] = 0.0
borrowed: float = 0.0
borrowed_currency: float = None
interest_rate: float = 0
interest_rate: float = 0.0
min_stoploss: float = None
isShort: boolean = False
#End of margin trading properties
is_short: bool = False
# End of margin trading properties
def __init__(self, **kwargs):
lev = kwargs.get('leverage')
bor = kwargs.get('borrowed')
amount = kwargs.get('amount')
if lev and bor:
# TODO: should I raise an error?
raise OperationalException('Cannot pass both borrowed and leverage to Trade')
elif lev:
self.amount = amount * lev
self.borrowed = amount * (lev-1)
elif bor:
self.lev = (bor + amount)/amount
for key in kwargs:
setattr(self, key, kwargs[key])
self.recalc_open_trade_value()
@@ -398,8 +410,8 @@ class LocalTrade():
return
new_loss = float(current_price * (1 - abs(stoploss)))
#TODO: Could maybe move this if into the new stoploss if branch
if (self.min_stoploss): #If trading on margin, don't set the stoploss below the liquidation price
# TODO: Could maybe move this if into the new stoploss if branch
if (self.min_stoploss): # If trading on margin, don't set the stoploss below the liquidation price
new_loss = min(self.min_stoploss, new_loss)
# no stop loss assigned yet
@@ -411,7 +423,8 @@ class LocalTrade():
# evaluate if the stop loss needs to be updated
else:
if (new_loss > self.stop_loss and not self.isShort) or (new_loss < self.stop_loss and self.isShort): # stop losses only walk up, never down!, #TODO: But adding more to a margin account would create a lower liquidation price, decreasing the minimum stoploss
# stop losses only walk up, never down!, #TODO: But adding more to a margin account would create a lower liquidation price, decreasing the minimum stoploss
if (new_loss > self.stop_loss and not self.is_short) or (new_loss < self.stop_loss and self.is_short):
logger.debug(f"{self.pair} - Adjusting stoploss...")
self._set_new_stoploss(new_loss, stoploss)
else:
@@ -430,14 +443,14 @@ class LocalTrade():
Determines if the trade is an opening (long buy or short sell) trade
:param side (string): the side (buy/sell) that order happens on
"""
return (side == 'buy' and not self.isShort) or (side == 'sell' and self.isShort)
return (side == 'buy' and not self.is_short) or (side == 'sell' and self.is_short)
def is_closing_trade(self, side) -> bool:
"""
Determines if the trade is an closing (long sell or short buy) trade
:param side (string): the side (buy/sell) that order happens on
"""
return (side == 'sell' and not self.isShort) or (side == 'buy' and self.isShort)
return (side == 'sell' and not self.is_short) or (side == 'buy' and self.is_short)
def update(self, order: Dict) -> None:
"""
@@ -458,14 +471,14 @@ class LocalTrade():
self.amount = float(safe_value_fallback(order, 'filled', 'amount'))
self.recalc_open_trade_value()
if self.is_open:
payment = "SELL" if self.isShort else "BUY"
payment = "SELL" if self.is_short else "BUY"
logger.info(f'{order_type.upper()}_{payment} order has been fulfilled for {self}.')
self.open_order_id = None
elif order_type in ('market', 'limit') and self.isClosingTrade(order['side']):
if self.is_open:
payment = "BUY" if self.isShort else "SELL"
payment = "BUY" if self.is_short else "SELL"
logger.info(f'{order_type.upper()}_{payment} order has been fulfilled for {self}.')
self.close(safe_value_fallback(order, 'average', 'price')) #TODO: Double check this
self.close(safe_value_fallback(order, 'average', 'price')) # TODO: Double check this
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
@@ -534,11 +547,10 @@ class LocalTrade():
"""
open_trade = Decimal(self.amount) * Decimal(self.open_rate)
fees = open_trade * Decimal(self.fee_open)
if (self.isShort):
return float(open_trade - fees)
if (self.is_short):
return float(open_trade - fees)
else:
return float(open_trade + fees)
return float(open_trade + fees)
def recalc_open_trade_value(self) -> None:
"""
@@ -562,8 +574,9 @@ class LocalTrade():
close_trade = Decimal(self.amount) * Decimal(rate or self.close_rate) # type: ignore
fees = close_trade * Decimal(fee or self.fee_close)
interest = ((self.interest_rate * Decimal(borrowed or self.borrowed)) * (datetime.utcnow() - self.open_date).days) or 0 #Interest/day * num of days
if (self.isShort):
interest = ((self.interest_rate * Decimal(borrowed or self.borrowed)) *
(datetime.utcnow() - self.open_date).days) or 0 # Interest/day * num of days
if (self.is_short):
return float(close_trade + fees + interest)
else:
return float(close_trade - fees - interest)
@@ -583,7 +596,7 @@ class LocalTrade():
fee=(fee or self.fee_close)
)
if self.isShort:
if self.is_short:
profit = self.open_trade_value - close_trade_value
else:
profit = close_trade_value - self.open_trade_value
@@ -604,7 +617,7 @@ class LocalTrade():
)
if self.open_trade_value == 0.0:
return 0.0
if self.isShort:
if self.is_short:
profit_ratio = (close_trade_value / self.open_trade_value) - 1
else:
profit_ratio = (self.open_trade_value / close_trade_value) - 1
@@ -657,7 +670,7 @@ class LocalTrade():
sel_trades = [trade for trade in sel_trades if trade.close_date
and trade.close_date > close_date]
return sel_trades #TODO: What is sel_trades does it mean sell_trades? If so, update this for margin
return sel_trades # TODO: What is sel_trades does it mean sell_trades? If so, update this for margin
@staticmethod
def close_bt_trade(trade):
@@ -758,26 +771,16 @@ class Trade(_DECL_BASE, LocalTrade):
strategy = Column(String(100), nullable=True)
timeframe = Column(Integer, nullable=True)
#Margin trading properties
leverage = Column(Float, nullable=True)
# Margin trading properties
leverage = Column(Float, nullable=True, default=0.0)
borrowed = Column(Float, nullable=False, default=0.0)
borrowed_currency = Column(Float, nullable=True)
interest_rate = Column(Float, nullable=False, default=0.0)
min_stoploss = Column(Float, nullable=True)
isShort = Column(Boolean, nullable=False, default=False)
#End of margin trading properties
is_short = Column(Boolean, nullable=False, default=False)
# End of margin trading properties
def __init__(self, **kwargs):
lev = kwargs.get('leverage')
bor = kwargs.get('borrowed')
amount = kwargs.get('amount')
if lev and bor:
raise OperationalException('Cannot pass both borrowed and leverage to Trade') #TODO: should I raise an error?
elif lev:
self.amount = amount * lev
self.borrowed = amount * (lev-1)
elif bor:
self.lev = (bor + amount)/amount
super().__init__(**kwargs)
self.recalc_open_trade_value()