Merge pull request #5255 from freqtrade/improve_dynamic_stake

Improve dynamic stake with multiple bots on the same exchange

freqtrade/constants.py

@@ -113,6 +113,10 @@ CONF_SCHEMA = {
             'maximum': 1,
             'default': 0.99
         },
+        'available_capital': {
+            'type': 'number',
+            'minimum': 0,
+        },
         'amend_last_stake_amount': {'type': 'boolean', 'default': False},
         'last_stake_amount_min_ratio': {
             'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5

freqtrade/persistence/models.py

@@ -801,6 +801,19 @@ class Trade(_DECL_BASE, LocalTrade):
                                  Trade.is_open.is_(False),
                                  ]).all()
 
+    @staticmethod
+    def get_total_closed_profit() -> float:
+        """
+        Retrieves total realized profit
+        """
+        if Trade.use_db:
+            total_profit = Trade.query.with_entities(
+                func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar()
+        else:
+            total_profit = sum(
+                t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
+        return total_profit or 0
+
     @staticmethod
     def total_open_trades_stakes() -> float:
         """

freqtrade/wallets.py

@@ -70,9 +70,7 @@ class Wallets:
         # If not backtesting...
         # TODO: potentially remove the ._log workaround to determine backtest mode.
         if self._log:
-            closed_trades = Trade.get_trades_proxy(is_open=False)
-            tot_profit = sum(
-                [trade.close_profit_abs for trade in closed_trades if trade.close_profit_abs])
+            tot_profit = Trade.get_total_closed_profit()
         else:
             tot_profit = LocalTrade.total_profit
         tot_in_trades = sum([trade.stake_amount for trade in open_trades])
@@ -138,12 +136,18 @@ class Wallets:
         Calculated as
         (<open_trade stakes> + free amount) * tradable_balance_ratio
         """
-        # Ensure <tradable_balance_ratio>% is used from the overall balance
-        # Otherwise we'd risk lowering stakes with each open trade.
-        # (tied up + current free) * ratio) - tied up
         val_tied_up = Trade.total_open_trades_stakes()
-        available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
-                            self._config['tradable_balance_ratio'])
+        if "available_capital" in self._config:
+            starting_balance = self._config['available_capital']
+            tot_profit = Trade.get_total_closed_profit()
+            available_amount = starting_balance + tot_profit
+
+        else:
+            # Ensure <tradable_balance_ratio>% is used from the overall balance
+            # Otherwise we'd risk lowering stakes with each open trade.
+            # (tied up + current free) * ratio) - tied up
+            available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
+                                self._config['tradable_balance_ratio'])
         return available_amount
 
     def get_available_stake_amount(self) -> float:
@@ -154,10 +158,8 @@ class Wallets:
         (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
 
-        # Ensure <tradable_balance_ratio>% is used from the overall balance
-        # Otherwise we'd risk lowering stakes with each open trade.
-        # (tied up + current free) * ratio) - tied up
-        return self.get_total_stake_amount() - Trade.total_open_trades_stakes()
+        free = self.get_free(self._config['stake_currency'])
+        return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
 
     def _calculate_unlimited_stake_amount(self, available_amount: float,
                                           val_tied_up: float) -> float: