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Simplify trade profit calculations further

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This commit is contained in:
Matthias 2022-06-17 11:17:05 +00:00
parent 91f9818ae3
commit 6bdf9c2a94
1 changed files with 11 additions and 21 deletions
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32
freqtrade/persistence/trade_model.py
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@ -713,24 +713,20 @@ class LocalTrade():
return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours) return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
def _calc_base_close(self, amount: Decimal, rate: float, def _calc_base_close(self, amount: Decimal, rate: float, fee: float) -> Decimal:
fee: Optional[float] = None) -> Decimal:
close_trade = Decimal(amount) * Decimal(rate) close_trade = amount * Decimal(rate)
fees = close_trade * Decimal(fee or self.fee_close) fees = close_trade * Decimal(fee)
if self.is_short: if self.is_short:
return close_trade + fees return close_trade + fees
else: else:
return close_trade - fees return close_trade - fees
def calc_close_trade_value(self, rate: float, def calc_close_trade_value(self, rate: float) -> float:
fee: Optional[float] = None) -> float:
""" """
Calculate the Trade's close value including fees Calculate the Trade's close value including fees
:param rate: rate to compare with. :param rate: rate to compare with.
:param fee: fee to use on the close rate (optional).
If rate is not set self.close_fee will be used
:return: value in stake currency of the open trade :return: value in stake currency of the open trade
""" """
if rate is None and not self.close_rate: if rate is None and not self.close_rate:
@ -740,7 +736,7 @@ class LocalTrade():
trading_mode = self.trading_mode or TradingMode.SPOT trading_mode = self.trading_mode or TradingMode.SPOT
if trading_mode == TradingMode.SPOT: if trading_mode == TradingMode.SPOT:
return float(self._calc_base_close(amount, rate, fee)) return float(self._calc_base_close(amount, rate, self.fee_close))
elif (trading_mode == TradingMode.MARGIN): elif (trading_mode == TradingMode.MARGIN):
@ -748,19 +744,19 @@ class LocalTrade():
if self.is_short: if self.is_short:
amount = amount + total_interest amount = amount + total_interest
return float(self._calc_base_close(amount, rate, fee)) return float(self._calc_base_close(amount, rate, self.fee_close))
else: else:
# Currency already owned for longs, no need to purchase # Currency already owned for longs, no need to purchase
return float(self._calc_base_close(amount, rate, fee) - total_interest) return float(self._calc_base_close(amount, rate, self.fee_close) - total_interest)
elif (trading_mode == TradingMode.FUTURES): elif (trading_mode == TradingMode.FUTURES):
funding_fees = self.funding_fees or 0.0 funding_fees = self.funding_fees or 0.0
# Positive funding_fees -> Trade has gained from fees. # Positive funding_fees -> Trade has gained from fees.
# Negative funding_fees -> Trade had to pay the fees. # Negative funding_fees -> Trade had to pay the fees.
if self.is_short: if self.is_short:
return float(self._calc_base_close(amount, rate, fee)) - funding_fees return float(self._calc_base_close(amount, rate, self.fee_close)) - funding_fees
else: else:
return float(self._calc_base_close(amount, rate, fee)) + funding_fees return float(self._calc_base_close(amount, rate, self.fee_close)) + funding_fees
else: else:
raise OperationalException( raise OperationalException(
f"{self.trading_mode.value} trading is not yet available using freqtrade") f"{self.trading_mode.value} trading is not yet available using freqtrade")
@ -771,10 +767,7 @@ class LocalTrade():
:param rate: close rate to compare with. :param rate: close rate to compare with.
:return: profit in stake currency as float :return: profit in stake currency as float
""" """
close_trade_value = self.calc_close_trade_value( close_trade_value = self.calc_close_trade_value(rate)
rate=rate,
fee=self.fee_close
)
if self.is_short: if self.is_short:
profit = self.open_trade_value - close_trade_value profit = self.open_trade_value - close_trade_value
@ -788,10 +781,7 @@ class LocalTrade():
:param rate: rate to compare with. :param rate: rate to compare with.
:return: profit ratio as float :return: profit ratio as float
""" """
close_trade_value = self.calc_close_trade_value( close_trade_value = self.calc_close_trade_value(rate)
rate=rate,
fee=self.fee_close
)
short_close_zero = (self.is_short and close_trade_value == 0.0) 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) long_close_zero = (not self.is_short and self.open_trade_value == 0.0)