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Updated interest and ratio calculations to correct functions

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This commit is contained in:
Sam Germain
2021-07-10 20:44:57 -06:00
parent 8e52a3a29c
commit 256160740e
6 changed files with 208 additions and 212 deletions
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20
freqtrade/persistence/models.py
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@@ -609,14 +609,12 @@ class LocalTrade():
def update_order(self, order: Dict) -> None:
Order.update_orders(self.orders, order)
def _calc_open_trade_value(self, amount: Optional[float] = None) -> float:
def _calc_open_trade_value(self) -> float:
"""
Calculate the open_rate including open_fee.
:return: Price in of the open trade incl. Fees
"""
if amount is None:
amount = self.amount
open_trade = Decimal(amount) * Decimal(self.open_rate)
open_trade = Decimal(self.amount) * Decimal(self.open_rate)
fees = open_trade * Decimal(self.fee_open)
if self.is_short:
return float(open_trade - fees)
@@ -653,7 +651,6 @@ class LocalTrade():
return self.interest_mode(borrowed=borrowed, rate=rate, hours=hours)
def calc_close_trade_value(self, rate: Optional[float] = None,
fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float:
"""
@@ -721,30 +718,23 @@ class LocalTrade():
If interest_rate is not set self.interest_rate will be used
:return: profit ratio as float
"""
close_trade_value = self.calc_close_trade_value(
rate=(rate or self.close_rate),
fee=(fee or self.fee_close),
interest_rate=(interest_rate or self.interest_rate)
)
if self.leverage is None:
leverage = 1.0
else:
leverage = self.leverage
stake_value = self._calc_open_trade_value(amount=(self.amount/leverage))
short_close_zero = (self.is_short and close_trade_value == 0.0)
long_close_zero = (not self.is_short and self.open_trade_value == 0.0)
leverage = self.leverage or 1.0
if (short_close_zero or long_close_zero):
return 0.0
else:
if self.is_short:
profit_ratio = ((self.open_trade_value - close_trade_value) / stake_value)
profit_ratio = (1 - (close_trade_value/self.open_trade_value)) * leverage
else:
profit_ratio = ((close_trade_value - self.open_trade_value) / stake_value)
profit_ratio = ((close_trade_value/self.open_trade_value) - 1) * leverage
return float(f"{profit_ratio:.8f}")