From 79107fd062e9e60f78c467367b7c34cc68f5b6c6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 26 May 2022 07:11:43 +0200 Subject: [PATCH] Add minimal order object serialization --- freqtrade/data/btanalysis.py | 2 +- freqtrade/persistence/trade_model.py | 44 +++++++++++++++------------- 2 files changed, 25 insertions(+), 21 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index fef432576..0b466241f 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -337,7 +337,7 @@ def trade_list_to_dataframe(trades: List[LocalTrade]) -> pd.DataFrame: :param trades: List of trade objects :return: Dataframe with BT_DATA_COLUMNS """ - df = pd.DataFrame.from_records([t.to_json() for t in trades], columns=BT_DATA_COLUMNS) + df = pd.DataFrame.from_records([t.to_json(True) for t in trades], columns=BT_DATA_COLUMNS) if len(df) > 0: df.loc[:, 'close_date'] = pd.to_datetime(df['close_date'], utc=True) df.loc[:, 'open_date'] = pd.to_datetime(df['open_date'], utc=True) diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index ded616f8a..0be9d22c1 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -137,31 +137,35 @@ class Order(_DECL_BASE): 'info': {}, } - def to_json(self, entry_side: str) -> Dict[str, Any]: - return { - 'pair': self.ft_pair, - 'order_id': self.order_id, - 'status': self.status, + def to_json(self, entry_side: str, minified: bool = False) -> Dict[str, Any]: + resp = { 'amount': self.amount, - 'average': round(self.average, 8) if self.average else 0, 'safe_price': self.safe_price, - 'cost': self.cost if self.cost else 0, - 'filled': self.filled, 'ft_order_side': self.ft_order_side, - 'is_open': self.ft_is_open, - 'order_date': self.order_date.strftime(DATETIME_PRINT_FORMAT) - if self.order_date else None, - 'order_timestamp': int(self.order_date.replace( - tzinfo=timezone.utc).timestamp() * 1000) if self.order_date else None, - 'order_filled_date': self.order_filled_date.strftime(DATETIME_PRINT_FORMAT) - if self.order_filled_date else None, 'order_filled_timestamp': int(self.order_filled_date.replace( tzinfo=timezone.utc).timestamp() * 1000) if self.order_filled_date else None, - 'order_type': self.order_type, - 'price': self.price, 'ft_is_entry': self.ft_order_side == entry_side, - 'remaining': self.remaining, } + if not minified: + resp.update({ + 'pair': self.ft_pair, + 'order_id': self.order_id, + 'status': self.status, + 'average': round(self.average, 8) if self.average else 0, + 'cost': self.cost if self.cost else 0, + 'filled': self.filled, + 'is_open': self.ft_is_open, + 'order_date': self.order_date.strftime(DATETIME_PRINT_FORMAT) + if self.order_date else None, + 'order_timestamp': int(self.order_date.replace( + tzinfo=timezone.utc).timestamp() * 1000) if self.order_date else None, + 'order_filled_date': self.order_filled_date.strftime(DATETIME_PRINT_FORMAT) + if self.order_filled_date else None, + 'order_type': self.order_type, + 'price': self.price, + 'remaining': self.remaining, + }) + return resp def close_bt_order(self, close_date: datetime, trade: 'LocalTrade'): self.order_filled_date = close_date @@ -394,9 +398,9 @@ class LocalTrade(): f'open_rate={self.open_rate:.8f}, open_since={open_since})' ) - def to_json(self) -> Dict[str, Any]: + def to_json(self, minified: bool = False) -> Dict[str, Any]: filled_orders = self.select_filled_or_open_orders() - orders = [order.to_json(self.entry_side) for order in filled_orders] + orders = [order.to_json(self.entry_side, minified) for order in filled_orders] return { 'trade_id': self.id,