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Move leverage_prep calculations to exchange class

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This commit is contained in:
Matthias
2022-02-28 19:27:48 +01:00
parent 1121965c6e
commit 8e2d3445a7
6 changed files with 163 additions and 201 deletions
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38
freqtrade/optimize/backtesting.py
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@@ -592,42 +592,6 @@ class Backtesting:
else:
return self._get_sell_trade_entry_for_candle(trade, sell_row)
def _leverage_prep(
self,
pair: str,
open_rate: float,
amount: float, # quote currency, includes leverage
leverage: float,
is_short: bool
) -> Tuple[float, Optional[float]]:
# if TradingMode == TradingMode.MARGIN:
# interest_rate = self.exchange.get_interest_rate(
# pair=pair,
# open_rate=open_rate,
# is_short=is_short
# )
if self.trading_mode == TradingMode.SPOT:
return (0.0, None)
elif (
self.margin_mode == MarginMode.ISOLATED and
self.trading_mode == TradingMode.FUTURES
):
wallet_balance = (amount * open_rate)/leverage
isolated_liq = self.exchange.get_liquidation_price(
pair=pair,
open_rate=open_rate,
is_short=is_short,
position=amount,
wallet_balance=wallet_balance,
mm_ex_1=0.0,
upnl_ex_1=0.0,
)
return (0.0, isolated_liq)
else:
raise OperationalException(
"Freqtrade only supports isolated futures for leverage trading")
def _enter_trade(self, pair: str, row: Tuple, direction: str,
stake_amount: Optional[float] = None,
trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]:
@@ -702,7 +666,7 @@ class Backtesting:
self.order_id_counter += 1
amount = round((stake_amount / propose_rate) * leverage, 8)
is_short = (direction == 'short')
(interest_rate, isolated_liq) = self._leverage_prep(
(interest_rate, isolated_liq) = self.exchange.leverage_prep(
pair=pair,
open_rate=propose_rate,
amount=amount,