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Eliminate calls to process_exit_sub_trade

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This commit is contained in:
Matthias 2022-06-16 07:01:02 +02:00
parent 2c12558baa
commit 7fd5846d9f
4 changed files with 17 additions and 15 deletions
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13
freqtrade/freqtradebot.py
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@ -1550,14 +1550,14 @@ class FreqtradeBot(LoggingMixin):
profit_rate = order.safe_price
if not fill:
# TODO: this call is wrong here.
trade.process_exit_sub_trade(order, is_closed=False)
profit_ratio = trade.close_profit
profit = trade.close_profit_abs
# TODO: Need to get "prediction" here (without persisting)
# trade.process_exit_sub_trade(order, is_closed=False)
pass
profit_ratio = trade.close_profit or 0.0
profit = trade.close_profit_abs or 0.0
else:
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit = trade.calc_profit(rate=profit_rate)
profit = trade.calc_profit(rate=profit_rate) + trade.realized_profit
profit_ratio = trade.calc_profit_ratio(profit_rate)
amount = trade.amount
gain = "profit" if profit_ratio > 0 else "loss"
@ -1591,6 +1591,7 @@ class FreqtradeBot(LoggingMixin):
'sub_trade': sub_trade,
}
if sub_trade:
# TODO: this should not be conditional.
msg['cumulative_profit'] = trade.realized_profit
# Send the message

2
freqtrade/optimize/backtesting.py
View File

@ -533,7 +533,6 @@ class Backtesting:
order = pos_trade.orders[-1]
if self._get_order_filled(order.price, row):
order.close_bt_order(current_date, trade)
trade.process_exit_sub_trade(order)
trade.recalc_trade_from_orders()
self.wallets.update()
return pos_trade
@ -1129,7 +1128,6 @@ class Backtesting:
sub_trade = order.safe_amount_after_fee != trade.amount
if sub_trade:
order.close_bt_order(current_time, trade)
trade.process_exit_sub_trade(order)
trade.recalc_trade_from_orders()
else:
trade.close_date = current_time

16
freqtrade/persistence/trade_model.py
View File

@ -624,7 +624,7 @@ class LocalTrade():
self.amount, abs_tol=MATH_CLOSE_PREC):
self.close(order.safe_price)
else:
self.process_exit_sub_trade(order)
self.recalc_trade_from_orders()
elif order.ft_order_side == 'stoploss':
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
@ -659,12 +659,6 @@ class LocalTrade():
self.recalc_open_trade_value()
def calc_profit2(self, open_rate: float, close_rate: float,
amount: float) -> float:
return float(Decimal(amount)
* (Decimal(1 - self.fee_close) * Decimal(close_rate)
- Decimal(1 + self.fee_open) * Decimal(open_rate)))
def close(self, rate: float, *, show_msg: bool = True) -> None:
"""
Sets close_rate to the given rate, calculates total profit
@ -843,6 +837,14 @@ class LocalTrade():
profit = close_trade_value - self.open_trade_value
return float(f"{profit:.8f}")
def calc_profit2(self, open_rate: float, close_rate: float,
amount: float) -> float:
# TODO: This is almost certainly wrong for margin/short scenarios.
# Needs investigation.
return float(Decimal(amount)
* (Decimal(1 - self.fee_close) * Decimal(close_rate)
- Decimal(1 + self.fee_open) * Decimal(open_rate)))
def calc_profit_ratio(self, rate: Optional[float] = None,
fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float:

1
tests/test_persistence.py
View File

@ -2782,6 +2782,7 @@ def test_recalc_trade_from_orders_dca(fee, data) -> None:
assert trade.stake_amount == result[2]
assert pytest.approx(trade.realized_profit) == result[3]
assert pytest.approx(trade.close_profit_abs) == result[4]
# assert pytest.approx(trade.close_profit) == result[...]
trade.close(price)
assert pytest.approx(trade.close_profit_abs) == data['end_profit']