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"Mapped" for trade_model

This commit is contained in:
Matthias 2023-02-16 07:27:57 +00:00
parent bb116456a9
commit 491f49388c
1 changed files with 47 additions and 48 deletions
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95
freqtrade/persistence/trade_model.py
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@ -215,7 +215,7 @@ class Order(ModelBase):
# Assumes backtesting will use date_last_filled_utc to calculate future funding fees.
self.funding_fee = trade.funding_fees
if (self.ft_order_side == trade.entry_side):
if (self.ft_order_side == trade.entry_side and self.price):
trade.open_rate = self.price
trade.recalc_trade_from_orders()
trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct, refresh=True)
@ -1175,78 +1175,77 @@ class Trade(ModelBase, LocalTrade):
use_db: bool = True
id: int = mapped_column(Integer, primary_key=True)
id: Mapped[int] = mapped_column(Integer, primary_key=True)
orders: List[Order] = relationship("Order", order_by="Order.id", cascade="all, delete-orphan",
lazy="selectin", innerjoin=True)
orders: Mapped[List[Order]] = relationship(
"Order", order_by="Order.id", cascade="all, delete-orphan", lazy="selectin",
innerjoin=True)
exchange: str = mapped_column(String(25), nullable=False)
pair: str = mapped_column(String(25), nullable=False, index=True)
exchange: Mapped[str] = mapped_column(String(25), nullable=False)
pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)
base_currency = mapped_column(String(25), nullable=True)
stake_currency = mapped_column(String(25), nullable=True)
is_open = mapped_column(Boolean, nullable=False, default=True, index=True)
fee_open = mapped_column(Float(), nullable=False, default=0.0)
fee_open_cost = mapped_column(Float(), nullable=True)
fee_open_currency = mapped_column(String(25), nullable=True)
fee_close = mapped_column(Float(), nullable=False, default=0.0)
fee_close_cost = mapped_column(Float(), nullable=True)
fee_close_currency = mapped_column(String(25), nullable=True)
open_rate: float = mapped_column(Float())
is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)
fee_open: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0)
fee_open_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
fee_open_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
fee_close: Mapped[Optional[float]] = mapped_column(Float(), nullable=False, default=0.0)
fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
fee_close_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
open_rate: Mapped[float] = mapped_column(Float())
open_rate_requested: float = mapped_column(Float())
# open_trade_value - calculated via _calc_open_trade_value
open_trade_value = mapped_column(Float())
close_rate: Optional[float] = mapped_column(Float())
close_rate_requested: Optional[float] = mapped_column(Float())
# TODO: is the below type really correct?
realized_profit: float = mapped_column(Float(), default=0.0)
close_profit = mapped_column(Float())
close_profit_abs: Optional[float] = mapped_column(Float())
stake_amount: float = mapped_column(Float(), nullable=False)
max_stake_amount: Optional[float] = mapped_column(Float())
amount: float = mapped_column(Float())
amount_requested: Optional[float] = mapped_column(Float())
open_date = mapped_column(DateTime(), nullable=False, default=datetime.utcnow)
close_date = mapped_column(DateTime())
# TODO: open_order_id type should be Optional[str]
open_order_id: str = mapped_column(String(255))
realized_profit: Mapped[float] = mapped_column(Float(), default=0.0)
close_profit: Mapped[Optional[float]] = mapped_column(Float())
close_profit_abs: Mapped[Optional[float]] = mapped_column(Float())
stake_amount: Mapped[float] = mapped_column(Float(), nullable=False)
max_stake_amount: Mapped[Optional[float]] = mapped_column(Float())
amount: Mapped[float] = mapped_column(Float())
amount_requested: Mapped[Optional[float]] = mapped_column(Float())
open_date: Mapped[datetime] = mapped_column(nullable=False, default=datetime.utcnow)
close_date: Mapped[Optional[datetime]] = mapped_column()
open_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
# absolute value of the stop loss
stop_loss = mapped_column(Float(), nullable=True, default=0.0)
stop_loss: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=0.0)
# percentage value of the stop loss
stop_loss_pct = mapped_column(Float(), nullable=True)
stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
# absolute value of the initial stop loss
initial_stop_loss = mapped_column(Float(), nullable=True, default=0.0)
initial_stop_loss: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=0.0)
# percentage value of the initial stop loss
initial_stop_loss_pct = mapped_column(Float(), nullable=True)
initial_stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
# stoploss order id which is on exchange
stoploss_order_id = mapped_column(String(255), nullable=True, index=True)
stoploss_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True, index=True)
# last update time of the stoploss order on exchange
stoploss_last_update = mapped_column(DateTime(), nullable=True)
stoploss_last_update: Mapped[Optional[datetime]] = mapped_column(nullable=True)
# absolute value of the highest reached price
max_rate = mapped_column(Float(), nullable=True, default=0.0)
max_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=0.0)
# Lowest price reached
min_rate = mapped_column(Float(), nullable=True)
exit_reason = mapped_column(String(100), nullable=True)
exit_order_status = mapped_column(String(100), nullable=True)
strategy = mapped_column(String(100), nullable=True)
enter_tag = mapped_column(String(100), nullable=True)
timeframe = mapped_column(Integer, nullable=True)
min_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
exit_reason: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
exit_order_status: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
strategy: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
enter_tag: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
timeframe: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
trading_mode = mapped_column(Enum(TradingMode), nullable=True)
amount_precision = mapped_column(Float(), nullable=True)
price_precision = mapped_column(Float(), nullable=True)
precision_mode = mapped_column(Integer, nullable=True)
contract_size = mapped_column(Float(), nullable=True)
amount_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
price_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
precision_mode: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
contract_size: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
# Leverage trading properties
leverage: float = mapped_column(Float(), nullable=True, default=1.0)
is_short: bool = mapped_column(Boolean, nullable=False, default=False)
liquidation_price = mapped_column(Float(), nullable=True)
leverage: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=1.0)
is_short: Mapped[bool] = mapped_column(nullable=False, default=False)
liquidation_price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
# Margin Trading Properties
interest_rate = mapped_column(Float(), nullable=False, default=0.0)
interest_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=False, default=0.0)
# Futures properties
funding_fees: Optional[float] = mapped_column(Float(), nullable=True, default=None)
funding_fees: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=None)
def __init__(self, **kwargs):
super().__init__(**kwargs)