adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

updated ratio_calc_profit function

Browse Source
This commit is contained in:
Sam Germain
2021-07-08 05:37:54 -06:00
parent 546a7353df
commit 358f0303b9
2 changed files with 62 additions and 37 deletions
Download Patch File Download Diff File Expand all files Collapse all files

32
freqtrade/persistence/models.py
View File

@@ -609,12 +609,14 @@ class LocalTrade():
def update_order(self, order: Dict) -> None:
Order.update_orders(self.orders, order)
def _calc_open_trade_value(self) -> float:
def _calc_open_trade_value(self, amount: Optional[float] = None) -> float:
"""
Calculate the open_rate including open_fee.
:return: Price in of the open trade incl. Fees
"""
open_trade = Decimal(self.amount) * Decimal(self.open_rate)
if amount is None:
amount = self.amount
open_trade = Decimal(amount) * Decimal(self.open_rate)
fees = open_trade * Decimal(self.fee_open)
if self.is_short:
return float(open_trade - fees)
@@ -651,6 +653,7 @@ 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:
"""
@@ -718,23 +721,30 @@ 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.is_short and close_trade_value == 0.0) or
(not self.is_short and self.open_trade_value == 0.0)):
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)
if (short_close_zero or long_close_zero):
return 0.0
else:
if self.has_no_leverage:
# TODO-mg: Use one profit_ratio calculation
profit_ratio = (close_trade_value/self.open_trade_value) - 1
if self.is_short:
profit_ratio = ((self.open_trade_value - close_trade_value) / stake_value)
else:
if self.is_short:
profit_ratio = ((self.open_trade_value - close_trade_value) / self.stake_amount)
else:
profit_ratio = ((close_trade_value - self.open_trade_value) / self.stake_amount)
profit_ratio = ((close_trade_value - self.open_trade_value) / stake_value)
return float(f"{profit_ratio:.8f}")