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All persistence margin tests pass

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Flake8 compliant, passed mypy, ran isort .
This commit is contained in:
Sam Germain
2021-07-07 21:14:08 -06:00
parent a368dfa7b5
commit 7f75c978a0
7 changed files with 135 additions and 115 deletions
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44
freqtrade/persistence/models.py
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@@ -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
@@ -159,7 +159,7 @@ class Order(_DECL_BASE):
self.remaining = order.get('remaining', self.remaining)
self.cost = order.get('cost', self.cost)
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:
self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
@@ -269,7 +269,7 @@ class LocalTrade():
liquidation_price: Optional[float] = None
is_short: bool = False
leverage: float = 1.0
interest_mode: Optional[InterestMode] = None
interest_mode: InterestMode = InterestMode.NONE
@property
def has_no_leverage(self) -> bool:
@@ -299,8 +299,9 @@ class LocalTrade():
self.recalc_open_trade_value()
def set_stop_loss_helper(self, stop_loss: Optional[float], liquidation_price: Optional[float]):
# Stoploss would be better as a computed variable, but that messes up the database so it might not be possible
# TODO-mg: What should be done about initial_stop_loss
# Stoploss would be better as a computed variable,
# but that messes up the database so it might not be possible
if liquidation_price is not None:
if stop_loss is not None:
if self.is_short:
@@ -312,6 +313,8 @@ class LocalTrade():
self.initial_stop_loss = liquidation_price
self.liquidation_price = liquidation_price
else:
# programmming error check: 1 of liqudication_price or stop_loss must be set
assert stop_loss is not None
if not self.stop_loss:
self.initial_stop_loss = stop_loss
self.stop_loss = stop_loss
@@ -438,11 +441,13 @@ class LocalTrade():
if self.is_short:
new_loss = float(current_price * (1 + abs(stoploss)))
if self.liquidation_price: # If trading on margin, don't set the stoploss below the liquidation price
# If trading on margin, don't set the stoploss below the liquidation price
if self.liquidation_price:
new_loss = min(self.liquidation_price, new_loss)
else:
new_loss = float(current_price * (1 - abs(stoploss)))
if self.liquidation_price: # If trading on margin, don't set the stoploss below the liquidation price
# If trading on margin, don't set the stoploss below the liquidation price
if self.liquidation_price:
new_loss = max(self.liquidation_price, new_loss)
# no stop loss assigned yet
@@ -457,8 +462,14 @@ class LocalTrade():
# evaluate if the stop loss needs to be updated
else:
# 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 (new_loss > self.stop_loss and not self.is_short) or (new_loss < self.stop_loss and self.is_short):
higherStop = new_loss > self.stop_loss
lowerStop = 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 (higherStop and not self.is_short) or (lowerStop and self.is_short):
logger.debug(f"{self.pair} - Adjusting stoploss...")
self._set_new_stoploss(new_loss, stoploss)
else:
@@ -518,10 +529,10 @@ class LocalTrade():
elif order_type in ('market', 'limit') and self.is_closing_trade(order['side']):
if self.is_open:
payment = "BUY" if self.is_short else "SELL"
# TODO-mg: On Shorts technically your buying a little bit more than the amount because it's the ammount plus the interest
# But this wll only print the original
# 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: Double check this
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
@@ -644,7 +655,7 @@ class LocalTrade():
if self.is_short:
amount = Decimal(self.amount) + Decimal(interest)
else:
# The interest does not need to be purchased on longs because the user already owns that currency in your wallet
# 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
@@ -697,11 +708,12 @@ class LocalTrade():
fee=(fee or self.fee_close),
interest_rate=(interest_rate or self.interest_rate)
)
if (self.is_short and close_trade_value == 0.0) or (not self.is_short and self.open_trade_value == 0.0):
if ((self.is_short and close_trade_value == 0.0) or
(not self.is_short and self.open_trade_value == 0.0)):
return 0.0
else:
if self.has_no_leverage:
# TODO: This is only needed so that previous tests that included dummy stake_amounts don't fail. Undate those tests and get rid of this else
# TODO-mg: Use one profit_ratio calculation
profit_ratio = (close_trade_value/self.open_trade_value) - 1
else:
if self.is_short:
@@ -864,7 +876,7 @@ class Trade(_DECL_BASE, LocalTrade):
interest_rate = Column(Float, nullable=False, default=0.0)
liquidation_price = Column(Float, nullable=True)
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
def __init__(self, **kwargs):