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Merge pull request #5157 from samgermain/margin-db

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Margin db
This commit is contained in:
Matthias
2021-08-04 06:57:36 +02:00
committed by GitHub
parent 74a5cb3c21 07673ef47f
commit 797d7e5ce6
12 changed files with 1573 additions and 196 deletions
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1
freqtrade/enums/__init__.py
View File

@@ -1,5 +1,6 @@
# flake8: noqa: F401
from freqtrade.enums.backteststate import BacktestState
from freqtrade.enums.interestmode import InterestMode
from freqtrade.enums.rpcmessagetype import RPCMessageType
from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
from freqtrade.enums.selltype import SellType

28
freqtrade/enums/interestmode.py Normal file
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@@ -0,0 +1,28 @@
from decimal import Decimal
from enum import Enum
from math import ceil
from freqtrade.exceptions import OperationalException
one = Decimal(1.0)
four = Decimal(4.0)
twenty_four = Decimal(24.0)
class InterestMode(Enum):
"""Equations to calculate interest"""
HOURSPERDAY = "HOURSPERDAY"
HOURSPER4 = "HOURSPER4" # Hours per 4 hour segment
NONE = "NONE"
def __call__(self, borrowed: Decimal, rate: Decimal, hours: Decimal):
if self.name == "HOURSPERDAY":
return borrowed * rate * ceil(hours)/twenty_four
elif self.name == "HOURSPER4":
# Rounded based on https://kraken-fees-calculator.github.io/
return borrowed * rate * (1+ceil(hours/four))
else:
raise OperationalException("Leverage not available on this exchange with freqtrade")

2
freqtrade/freqtradebot.py
View File

@@ -268,7 +268,7 @@ class FreqtradeBot(LoggingMixin):
# Updating open orders in dry-run does not make sense and will fail.
return
trades: List[Trade] = Trade.get_sold_trades_without_assigned_fees()
trades: List[Trade] = Trade.get_closed_trades_without_assigned_fees()
for trade in trades:
if not trade.is_open and not trade.fee_updated('sell'):

30
freqtrade/persistence/migrations.py
View File

@@ -48,6 +48,13 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
sell_reason = get_column_def(cols, 'sell_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null')
buy_tag = get_column_def(cols, 'buy_tag', 'null')
leverage = get_column_def(cols, 'leverage', '1.0')
interest_rate = get_column_def(cols, 'interest_rate', '0.0')
isolated_liq = get_column_def(cols, 'isolated_liq', 'null')
# sqlite does not support literals for booleans
is_short = get_column_def(cols, 'is_short', '0')
interest_mode = get_column_def(cols, 'interest_mode', 'null')
# If ticker-interval existed use that, else null.
if has_column(cols, 'ticker_interval'):
timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
@@ -59,6 +66,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
close_profit_abs = get_column_def(
cols, 'close_profit_abs',
f"(amount * close_rate * (1 - {fee_close})) - {open_trade_value}")
# TODO-mg: update to exit order status
sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
amount_requested = get_column_def(cols, 'amount_requested', 'amount')
@@ -83,7 +91,8 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
timeframe, open_trade_value, close_profit_abs
timeframe, open_trade_value, close_profit_abs,
leverage, interest_rate, isolated_liq, is_short, interest_mode
)
select id, lower(exchange), pair,
is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
@@ -99,7 +108,10 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{sell_order_status} sell_order_status,
{strategy} strategy, {buy_tag} buy_tag, {timeframe} timeframe,
{open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
{open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
{leverage} leverage, {interest_rate} interest_rate,
{isolated_liq} isolated_liq, {is_short} is_short,
{interest_mode} interest_mode
from {table_back_name}
"""))
@@ -134,14 +146,16 @@ def migrate_orders_table(decl_base, inspector, engine, table_back_name: str, col
# let SQLAlchemy create the schema as required
decl_base.metadata.create_all(engine)
leverage = get_column_def(cols, 'leverage', '1.0')
# sqlite does not support literals for booleans
with engine.begin() as connection:
connection.execute(text(f"""
insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
order_date, order_filled_date, order_update_date)
order_date, order_filled_date, order_update_date, leverage)
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, null average, remaining, cost,
order_date, order_filled_date, order_update_date
order_date, order_filled_date, order_update_date, {leverage} leverage
from {table_back_name}
"""))
@@ -157,7 +171,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
table_back_name = get_backup_name(tabs, 'trades_bak')
# Check for latest column
if not has_column(cols, 'buy_tag'):
if not has_column(cols, 'is_short'):
logger.info(f'Running database migration for trades - backup: {table_back_name}')
migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
# Reread columns - the above recreated the table!
@@ -170,9 +184,11 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
else:
cols_order = inspector.get_columns('orders')
if not has_column(cols_order, 'average'):
# Last added column of order table
# To determine if migrations need to run
if not has_column(cols_order, 'leverage'):
tabs = get_table_names_for_table(inspector, 'orders')
# Empty for now - as there is only one iteration of the orders table so far.
table_back_name = get_backup_name(tabs, 'orders_bak')
migrate_orders_table(decl_base, inspector, engine, table_back_name, cols)
migrate_orders_table(decl_base, inspector, engine, table_back_name, cols_order)

305
freqtrade/persistence/models.py
View File

@@ -6,7 +6,7 @@ from datetime import datetime, timezone
from decimal import Decimal
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)
from sqlalchemy.exc import NoSuchModuleError
from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session, sessionmaker
@@ -14,7 +14,7 @@ from sqlalchemy.pool import StaticPool
from sqlalchemy.sql.schema import UniqueConstraint
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.enums import SellType
from freqtrade.enums import InterestMode, SellType
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.misc import safe_value_fallback
from freqtrade.persistence.migrations import check_migrate
@@ -29,13 +29,13 @@ _SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database
def init_db(db_url: str, clean_open_orders: bool = False) -> None:
"""
Initializes this module with the given config,
registers all known command handlers
and starts polling for message updates
:param db_url: Database to use
:param clean_open_orders: Remove open orders from the database.
Useful for dry-run or if all orders have been reset on the exchange.
:return: None
Initializes this module with the given config,
registers all known command handlers
and starts polling for message updates
:param db_url: Database to use
:param clean_open_orders: Remove open orders from the database.
Useful for dry-run or if all orders have been reset on the exchange.
:return: None
"""
kwargs = {}
@@ -132,6 +132,8 @@ class Order(_DECL_BASE):
order_filled_date = Column(DateTime, nullable=True)
order_update_date = Column(DateTime, nullable=True)
leverage = Column(Float, nullable=True, default=1.0)
def __repr__(self):
return (f'Order(id={self.id}, order_id={self.order_id}, trade_id={self.ft_trade_id}, '
@@ -155,6 +157,8 @@ class Order(_DECL_BASE):
self.average = order.get('average', self.average)
self.remaining = order.get('remaining', self.remaining)
self.cost = order.get('cost', self.cost)
self.leverage = order.get('leverage', self.leverage)
if 'timestamp' in order and order['timestamp'] is not None:
self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
@@ -232,7 +236,7 @@ class LocalTrade():
close_rate_requested: Optional[float] = None
close_profit: Optional[float] = None
close_profit_abs: Optional[float] = None
stake_amount: float = 0.0
stake_amount: float = 0.0 # TODO: This should probably be computed
amount: float = 0.0
amount_requested: Optional[float] = None
open_date: datetime
@@ -260,16 +264,31 @@ class LocalTrade():
buy_tag: Optional[str] = None
timeframe: Optional[int] = None
def __init__(self, **kwargs):
for key in kwargs:
setattr(self, key, kwargs[key])
self.recalc_open_trade_value()
# Margin trading properties
interest_rate: float = 0.0
isolated_liq: Optional[float] = None
is_short: bool = False
leverage: float = 1.0
interest_mode: InterestMode = InterestMode.NONE
def __repr__(self):
open_since = self.open_date.strftime(DATETIME_PRINT_FORMAT) if self.is_open else 'closed'
@property
def has_no_leverage(self) -> bool:
"""Returns true if this is a non-leverage, non-short trade"""
return ((self.leverage or self.leverage is None) == 1.0 and not self.is_short)
return (f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, '
f'open_rate={self.open_rate:.8f}, open_since={open_since})')
@property
def borrowed(self) -> float:
"""
The amount of currency borrowed from the exchange for leverage trades
If a long trade, the amount is in base currency
If a short trade, the amount is in the other currency being traded
"""
if self.has_no_leverage:
return 0.0
elif not self.is_short:
return (self.amount * self.open_rate) * ((self.leverage-1)/self.leverage)
else:
return self.amount
@property
def open_date_utc(self):
@@ -279,6 +298,77 @@ class LocalTrade():
def close_date_utc(self):
return self.close_date.replace(tzinfo=timezone.utc)
@property
def enter_side(self) -> str:
if self.is_short:
return "sell"
else:
return "buy"
@property
def exit_side(self) -> str:
if self.is_short:
return "buy"
else:
return "sell"
def __init__(self, **kwargs):
for key in kwargs:
setattr(self, key, kwargs[key])
if self.isolated_liq:
self.set_isolated_liq(self.isolated_liq)
self.recalc_open_trade_value()
def _set_stop_loss(self, stop_loss: float, percent: float):
"""
Method you should use to set self.stop_loss.
Assures stop_loss is not passed the liquidation price
"""
if self.isolated_liq is not None:
if self.is_short:
sl = min(stop_loss, self.isolated_liq)
else:
sl = max(stop_loss, self.isolated_liq)
else:
sl = stop_loss
if not self.stop_loss:
self.initial_stop_loss = sl
self.stop_loss = sl
if self.is_short:
self.stop_loss_pct = abs(percent)
else:
self.stop_loss_pct = -1 * abs(percent)
self.stoploss_last_update = datetime.utcnow()
def set_isolated_liq(self, isolated_liq: float):
"""
Method you should use to set self.liquidation price.
Assures stop_loss is not passed the liquidation price
"""
if self.stop_loss is not None:
if self.is_short:
self.stop_loss = min(self.stop_loss, isolated_liq)
else:
self.stop_loss = max(self.stop_loss, isolated_liq)
else:
self.initial_stop_loss = isolated_liq
self.stop_loss = isolated_liq
self.isolated_liq = isolated_liq
def __repr__(self):
open_since = self.open_date.strftime(DATETIME_PRINT_FORMAT) if self.is_open else 'closed'
leverage = self.leverage or 1.0
is_short = self.is_short or False
return (
f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, '
f'is_short={is_short}, leverage={leverage}, '
f'open_rate={self.open_rate:.8f}, open_since={open_since})'
)
def to_json(self) -> Dict[str, Any]:
return {
'trade_id': self.id,
@@ -342,6 +432,11 @@ class LocalTrade():
'min_rate': self.min_rate,
'max_rate': self.max_rate,
'leverage': self.leverage,
'interest_rate': self.interest_rate,
'isolated_liq': self.isolated_liq,
'is_short': self.is_short,
'open_order_id': self.open_order_id,
}
@@ -361,12 +456,6 @@ class LocalTrade():
self.max_rate = max(current_price, self.max_rate or self.open_rate)
self.min_rate = min(current_price, self.min_rate or self.open_rate)
def _set_new_stoploss(self, new_loss: float, stoploss: float):
"""Assign new stop value"""
self.stop_loss = new_loss
self.stop_loss_pct = -1 * abs(stoploss)
self.stoploss_last_update = datetime.utcnow()
def adjust_stop_loss(self, current_price: float, stoploss: float,
initial: bool = False) -> None:
"""
@@ -380,20 +469,39 @@ class LocalTrade():
# Don't modify if called with initial and nothing to do
return
new_loss = float(current_price * (1 - abs(stoploss)))
if self.is_short:
new_loss = float(current_price * (1 + abs(stoploss)))
# If trading on margin, don't set the stoploss below the liquidation price
if self.isolated_liq:
new_loss = min(self.isolated_liq, new_loss)
else:
new_loss = float(current_price * (1 - abs(stoploss)))
# If trading on margin, don't set the stoploss below the liquidation price
if self.isolated_liq:
new_loss = max(self.isolated_liq, new_loss)
# no stop loss assigned yet
if not self.stop_loss:
logger.debug(f"{self.pair} - Assigning new stoploss...")
self._set_new_stoploss(new_loss, stoploss)
self._set_stop_loss(new_loss, stoploss)
self.initial_stop_loss = new_loss
self.initial_stop_loss_pct = -1 * abs(stoploss)
if self.is_short:
self.initial_stop_loss_pct = abs(stoploss)
else:
self.initial_stop_loss_pct = -1 * abs(stoploss)
# evaluate if the stop loss needs to be updated
else:
if new_loss > self.stop_loss: # stop losses only walk up, never down!
higher_stop = new_loss > self.stop_loss
lower_stop = new_loss < self.stop_loss
# stop losses only walk up, never down!,
# ? But adding more to a margin account would create a lower liquidation price,
# ? decreasing the minimum stoploss
if (higher_stop and not self.is_short) or (lower_stop and self.is_short):
logger.debug(f"{self.pair} - Adjusting stoploss...")
self._set_new_stoploss(new_loss, stoploss)
self._set_stop_loss(new_loss, stoploss)
else:
logger.debug(f"{self.pair} - Keeping current stoploss...")
@@ -412,24 +520,35 @@ class LocalTrade():
:return: None
"""
order_type = order['type']
if 'is_short' in order and order['side'] == 'sell':
# Only set's is_short on opening trades, ignores non-shorts
self.is_short = order['is_short']
# Ignore open and cancelled orders
if order['status'] == 'open' or safe_value_fallback(order, 'average', 'price') is None:
return
logger.info('Updating trade (id=%s) ...', self.id)
if order_type in ('market', 'limit') and order['side'] == 'buy':
if order_type in ('market', 'limit') and self.enter_side == order['side']:
# Update open rate and actual amount
self.open_rate = float(safe_value_fallback(order, 'average', 'price'))
self.amount = float(safe_value_fallback(order, 'filled', 'amount'))
if 'leverage' in order:
self.leverage = order['leverage']
self.recalc_open_trade_value()
if self.is_open:
logger.info(f'{order_type.upper()}_BUY has been fulfilled for {self}.')
payment = "SELL" if self.is_short else "BUY"
logger.info(f'{order_type.upper()}_{payment} has been fulfilled for {self}.')
self.open_order_id = None
elif order_type in ('market', 'limit') and order['side'] == 'sell':
elif order_type in ('market', 'limit') and self.exit_side == order['side']:
if self.is_open:
logger.info(f'{order_type.upper()}_SELL has been fulfilled for {self}.')
self.close(safe_value_fallback(order, 'average', 'price'))
payment = "BUY" if self.is_short else "SELL"
# TODO-mg: On shorts, you buy a little bit more than the amount (amount + interest)
# This wll only print the original amount
logger.info(f'{order_type.upper()}_{payment} has been fulfilled for {self}.')
self.close(safe_value_fallback(order, 'average', 'price')) # TODO-mg: Double check this
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
@@ -447,9 +566,9 @@ class LocalTrade():
and marks trade as closed
"""
self.close_rate = rate
self.close_date = self.close_date or datetime.utcnow()
self.close_profit = self.calc_profit_ratio()
self.close_profit_abs = self.calc_profit()
self.close_date = self.close_date or datetime.utcnow()
self.is_open = False
self.sell_order_status = 'closed'
self.open_order_id = None
@@ -464,14 +583,14 @@ class LocalTrade():
"""
Update Fee parameters. Only acts once per side
"""
if side == 'buy' and self.fee_open_currency is None:
if self.enter_side == side and self.fee_open_currency is None:
self.fee_open_cost = fee_cost
self.fee_open_currency = fee_currency
if fee_rate is not None:
self.fee_open = fee_rate
# Assume close-fee will fall into the same fee category and take an educated guess
self.fee_close = fee_rate
elif side == 'sell' and self.fee_close_currency is None:
elif self.exit_side == side and self.fee_close_currency is None:
self.fee_close_cost = fee_cost
self.fee_close_currency = fee_currency
if fee_rate is not None:
@@ -481,9 +600,9 @@ class LocalTrade():
"""
Verify if this side (buy / sell) has already been updated
"""
if side == 'buy':
if self.enter_side == side:
return self.fee_open_currency is not None
elif side == 'sell':
elif self.exit_side == side:
return self.fee_close_currency is not None
else:
return False
@@ -496,67 +615,129 @@ class LocalTrade():
Calculate the open_rate including open_fee.
:return: Price in of the open trade incl. Fees
"""
buy_trade = Decimal(self.amount) * Decimal(self.open_rate)
fees = buy_trade * Decimal(self.fee_open)
return float(buy_trade + fees)
open_trade = Decimal(self.amount) * Decimal(self.open_rate)
fees = open_trade * Decimal(self.fee_open)
if self.is_short:
return float(open_trade - fees)
else:
return float(open_trade + fees)
def recalc_open_trade_value(self) -> None:
"""
Recalculate open_trade_value.
Must be called whenever open_rate or fee_open is changed.
Must be called whenever open_rate, fee_open or is_short is changed.
"""
self.open_trade_value = self._calc_open_trade_value()
def calculate_interest(self, interest_rate: Optional[float] = None) -> Decimal:
"""
: param interest_rate: interest_charge for borrowing this coin(optional).
If interest_rate is not set self.interest_rate will be used
"""
zero = Decimal(0.0)
# If nothing was borrowed
if self.has_no_leverage:
return zero
open_date = self.open_date.replace(tzinfo=None)
now = (self.close_date or datetime.now(timezone.utc)).replace(tzinfo=None)
sec_per_hour = Decimal(3600)
total_seconds = Decimal((now - open_date).total_seconds())
hours = total_seconds/sec_per_hour or zero
rate = Decimal(interest_rate or self.interest_rate)
borrowed = Decimal(self.borrowed)
return self.interest_mode(borrowed=borrowed, rate=rate, hours=hours)
def calc_close_trade_value(self, rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float:
"""
Calculate the close_rate including fee
:param fee: fee to use on the close rate (optional).
If rate is not set self.fee will be used
:param rate: rate to compare with (optional).
If rate is not set self.close_rate will be used
:param interest_rate: interest_charge for borrowing this coin (optional).
If interest_rate is not set self.interest_rate will be used
:return: Price in BTC of the open trade
"""
if rate is None and not self.close_rate:
return 0.0
sell_trade = Decimal(self.amount) * Decimal(rate or self.close_rate) # type: ignore
fees = sell_trade * Decimal(fee or self.fee_close)
return float(sell_trade - fees)
interest = self.calculate_interest(interest_rate)
if self.is_short:
amount = Decimal(self.amount) + Decimal(interest)
else:
# Currency already owned for longs, no need to purchase
amount = Decimal(self.amount)
close_trade = Decimal(amount) * Decimal(rate or self.close_rate) # type: ignore
fees = close_trade * Decimal(fee or self.fee_close)
if self.is_short:
return float(close_trade + fees)
else:
return float(close_trade - fees - interest)
def calc_profit(self, rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float:
"""
Calculate the absolute profit in stake currency between Close and Open trade
:param fee: fee to use on the close rate (optional).
If rate is not set self.fee will be used
If fee is not set self.fee will be used
:param rate: close rate to compare with (optional).
If rate is not set self.close_rate will be used
:param interest_rate: interest_charge for borrowing this coin (optional).
If interest_rate is not set self.interest_rate will be used
:return: profit in stake currency as float
"""
close_trade_value = self.calc_close_trade_value(
rate=(rate or self.close_rate),
fee=(fee or self.fee_close)
fee=(fee or self.fee_close),
interest_rate=(interest_rate or self.interest_rate)
)
profit = close_trade_value - self.open_trade_value
if self.is_short:
profit = self.open_trade_value - close_trade_value
else:
profit = close_trade_value - self.open_trade_value
return float(f"{profit:.8f}")
def calc_profit_ratio(self, rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float:
"""
Calculates the profit as ratio (including fee).
:param rate: rate to compare with (optional).
If rate is not set self.close_rate will be used
:param fee: fee to use on the close rate (optional).
:param interest_rate: interest_charge for borrowing this coin (optional).
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)
fee=(fee or self.fee_close),
interest_rate=(interest_rate or self.interest_rate)
)
if self.open_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)
leverage = self.leverage or 1.0
if (short_close_zero or long_close_zero):
return 0.0
profit_ratio = (close_trade_value / self.open_trade_value) - 1
else:
if self.is_short:
profit_ratio = (1 - (close_trade_value/self.open_trade_value)) * leverage
else:
profit_ratio = ((close_trade_value/self.open_trade_value) - 1) * leverage
return float(f"{profit_ratio:.8f}")
def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]:
@@ -702,12 +883,20 @@ class Trade(_DECL_BASE, LocalTrade):
max_rate = Column(Float, nullable=True, default=0.0)
# Lowest price reached
min_rate = Column(Float, nullable=True)
sell_reason = Column(String(100), nullable=True)
sell_order_status = Column(String(100), nullable=True)
sell_reason = Column(String(100), nullable=True) # TODO-mg: Change to close_reason
sell_order_status = Column(String(100), nullable=True) # TODO-mg: Change to close_order_status
strategy = Column(String(100), nullable=True)
buy_tag = Column(String(100), nullable=True)
timeframe = Column(Integer, nullable=True)
# Margin trading properties
leverage = Column(Float, nullable=True, default=1.0)
interest_rate = Column(Float, nullable=False, default=0.0)
isolated_liq = Column(Float, nullable=True)
is_short = Column(Boolean, nullable=False, default=False)
interest_mode = Column(Enum(InterestMode), nullable=True)
# End of margin trading properties
def __init__(self, **kwargs):
super().__init__(**kwargs)
self.recalc_open_trade_value()
@@ -794,7 +983,7 @@ class Trade(_DECL_BASE, LocalTrade):
]).all()
@staticmethod
def get_sold_trades_without_assigned_fees():
def get_closed_trades_without_assigned_fees():
"""
Returns all closed trades which don't have fees set correctly
NOTE: Not supported in Backtesting.