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fix trade recalculation from orders to work for partial exits

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This commit is contained in:
Matthias
2022-06-15 06:43:36 +02:00
parent fbee18d334
commit 2c12558baa
2 changed files with 53 additions and 21 deletions
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22
freqtrade/persistence/trade_model.py
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@@ -880,6 +880,8 @@ class LocalTrade():
total_amount = 0.0
total_stake = 0.0
avg_price = None
close_profit = 0.0
close_profit_abs = 0.0
for o in self.orders:
if o.ft_is_open or not o.filled:
@@ -887,6 +889,7 @@ class LocalTrade():
tmp_amount = o.safe_amount_after_fee
tmp_price = o.safe_price
is_exit = o.ft_order_side != self.enter_side
side = -1 if is_exit else 1
if tmp_amount > 0.0 and tmp_price is not None:
@@ -896,6 +899,25 @@ class LocalTrade():
if total_amount > 0:
avg_price = total_stake / total_amount
if is_exit:
# Process partial exits
exit_rate = o.safe_price
exit_amount = o.safe_amount_after_fee
exit_stake_amount = exit_rate * exit_amount * (1 - self.fee_close)
profit = self.calc_profit2(avg_price, exit_rate, exit_amount) * int(self.leverage)
if total_amount > 0:
# Exclude final (closing) trade
close_profit_abs += profit
if self.is_short:
close_profit += (exit_stake_amount - profit) / exit_stake_amount - 1
else:
close_profit += exit_stake_amount / (exit_stake_amount - profit) - 1
if close_profit:
self.close_profit = close_profit
self.realized_profit = close_profit_abs
self.close_profit_abs = profit
if total_amount > 0:
# Leverage not updated, as we don't allow changing leverage through DCA at the moment.
self.open_rate = total_stake / total_amount