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Cache open_trade_price

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This commit is contained in:
Matthias 2019-12-17 07:02:02 +01:00
parent 0b5354f13d
commit 307ade6251
2 changed files with 18 additions and 7 deletions
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23
freqtrade/persistence.py
View File

@ -86,7 +86,7 @@ def check_migrate(engine) -> None:
logger.debug(f'trying {table_back_name}')
# Check for latest column
if not has_column(cols, 'stop_loss_pct'):
if not has_column(cols, 'open_trade_price'):
logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -104,6 +104,8 @@ def check_migrate(engine) -> None:
sell_reason = get_column_def(cols, 'sell_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null')
ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
open_trade_price = get_column_def(cols, 'open_trade_price',
f'amount * open_rate * (1 + {fee_open})')
# Schema migration necessary
engine.execute(f"alter table trades rename to {table_back_name}")
@ -121,7 +123,7 @@ def check_migrate(engine) -> None:
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, strategy,
ticker_interval
ticker_interval, open_trade_price
)
select id, lower(exchange),
case
@ -140,7 +142,8 @@ def check_migrate(engine) -> None:
{initial_stop_loss_pct} initial_stop_loss_pct,
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{strategy} strategy, {ticker_interval} ticker_interval
{strategy} strategy, {ticker_interval} ticker_interval,
{open_trade_price} open_trade_price
from {table_back_name}
""")
@ -182,6 +185,7 @@ class Trade(_DECL_BASE):
fee_close = Column(Float, nullable=False, default=0.0)
open_rate = Column(Float)
open_rate_requested = Column(Float)
open_trade_price = Column(Float)
close_rate = Column(Float)
close_rate_requested = Column(Float)
close_profit = Column(Float)
@ -210,6 +214,10 @@ class Trade(_DECL_BASE):
strategy = Column(String, nullable=True)
ticker_interval = Column(Integer, nullable=True)
def __init__(self, **kwargs):
super().__init__(**kwargs)
self.open_trade_price = self._calc_open_trade_price()
def __repr__(self):
open_since = self.open_date.strftime('%Y-%m-%d %H:%M:%S') if self.is_open else 'closed'
@ -302,6 +310,7 @@ class Trade(_DECL_BASE):
# Update open rate and actual amount
self.open_rate = Decimal(order['price'])
self.amount = Decimal(order['amount'])
self.open_trade_price = self._calc_open_trade_price()
logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
self.open_order_id = None
elif order_type in ('market', 'limit') and order['side'] == 'sell':
@ -331,7 +340,7 @@ class Trade(_DECL_BASE):
self
)
def calc_open_trade_price(self, fee: Optional[float] = None) -> float:
def _calc_open_trade_price(self) -> float:
"""
Calculate the open_rate including fee.
:param fee: fee to use on the open rate (optional).
@ -339,7 +348,7 @@ class Trade(_DECL_BASE):
:return: Price in of the open trade incl. Fees
"""
buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))
fees = buy_trade * Decimal(fee or self.fee_open)
fees = buy_trade * Decimal(self.fee_open)
return float(buy_trade + fees)
def calc_close_trade_price(self, rate: Optional[float] = None,
@ -369,7 +378,7 @@ class Trade(_DECL_BASE):
If rate is not set self.close_rate will be used
:return: profit in stake currency as float
"""
open_trade_price = self.calc_open_trade_price()
open_trade_price = self._calc_open_trade_price()
close_trade_price = self.calc_close_trade_price(
rate=(rate or self.close_rate),
fee=(fee or self.fee_close)
@ -386,7 +395,7 @@ class Trade(_DECL_BASE):
:param fee: fee to use on the close rate (optional).
:return: profit in percentage as float
"""
open_trade_price = self.calc_open_trade_price()
open_trade_price = self._calc_open_trade_price()
close_trade_price = self.calc_close_trade_price(
rate=(rate or self.close_rate),
fee=(fee or self.fee_close)

2
tests/test_persistence.py
View File

@ -498,6 +498,7 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_price == 0.26758131848350003
def test_migrate_new(mocker, default_conf, fee, caplog):
@ -580,6 +581,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration - backup available as trades_bak2", caplog)
assert trade.open_trade_price == 0.26758131848350003
def test_migrate_mid_state(mocker, default_conf, fee, caplog):