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All persistence margin tests pass

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This commit is contained in:
Sam Germain 2021-07-07 21:14:08 -06:00
parent 79d394058f
commit 769f72e5ee
2 changed files with 5 additions and 4 deletions
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3
freqtrade/enums/interestmode.py
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@ -8,6 +8,7 @@ twenty_four = Decimal(24.0)
class InterestMode(Enum): class InterestMode(Enum):
"""Equations to calculate interest"""
HOURSPERDAY = "HOURSPERDAY" HOURSPERDAY = "HOURSPERDAY"
HOURSPER4 = "HOURSPER4" # Hours per 4 hour segment HOURSPER4 = "HOURSPER4" # Hours per 4 hour segment
@ -21,4 +22,4 @@ class InterestMode(Enum):
elif self.name == "HOURSPER4": elif self.name == "HOURSPER4":
return borrowed * rate * (1 + max(0, (hours-four)/four)) return borrowed * rate * (1 + max(0, (hours-four)/four))
else: else:
raise OperationalException(f"Leverage not available on this exchange with freqtrade") raise OperationalException("Leverage not available on this exchange with freqtrade")

6
freqtrade/persistence/models.py
View File

@ -6,7 +6,7 @@ from datetime import datetime, timezone
from decimal import Decimal from decimal import Decimal
from typing import Any, Dict, List, Optional from typing import Any, Dict, List, Optional
from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer, String, from sqlalchemy import (Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String,
create_engine, desc, func, inspect) create_engine, desc, func, inspect)
from sqlalchemy.exc import NoSuchModuleError from sqlalchemy.exc import NoSuchModuleError
from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session, sessionmaker from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session, sessionmaker
@ -159,7 +159,7 @@ class Order(_DECL_BASE):
self.remaining = order.get('remaining', self.remaining) self.remaining = order.get('remaining', self.remaining)
self.cost = order.get('cost', self.cost) self.cost = order.get('cost', self.cost)
self.leverage = order.get('leverage', self.leverage) self.leverage = order.get('leverage', self.leverage)
# TODO-mg: liquidation price? is_short? # TODO-mg: is_short?
if 'timestamp' in order and order['timestamp'] is not None: if 'timestamp' in order and order['timestamp'] is not None:
self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc) self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
@ -864,7 +864,7 @@ class Trade(_DECL_BASE, LocalTrade):
interest_rate = Column(Float, nullable=False, default=0.0) interest_rate = Column(Float, nullable=False, default=0.0)
liquidation_price = Column(Float, nullable=True) liquidation_price = Column(Float, nullable=True)
is_short = Column(Boolean, nullable=False, default=False) is_short = Column(Boolean, nullable=False, default=False)
interest_mode = Column(String(100), nullable=True) interest_mode = Column(Enum(InterestMode), nullable=True)
# End of margin trading properties # End of margin trading properties
def __init__(self, **kwargs): def __init__(self, **kwargs):