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Changed interest implementation

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This commit is contained in:
Sam Germain
2021-08-06 01:15:18 -06:00
parent ecdecb02fa
commit 8e941e6836
9 changed files with 148 additions and 123 deletions
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6
freqtrade/persistence/migrations.py
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@@ -54,7 +54,6 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
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')
@@ -92,7 +91,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
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,
leverage, interest_rate, isolated_liq, is_short, interest_mode
leverage, interest_rate, isolated_liq, is_short
)
select id, lower(exchange), pair,
is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
@@ -110,8 +109,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
{strategy} strategy, {buy_tag} buy_tag, {timeframe} timeframe,
{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
{isolated_liq} isolated_liq, {is_short} is_short
from {table_back_name}
"""))

11
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, Enum, Float, ForeignKey, Integer, String,
from sqlalchemy import (Boolean, Column, DateTime, 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
@@ -14,8 +14,9 @@ from sqlalchemy.pool import StaticPool
from sqlalchemy.sql.schema import UniqueConstraint
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.enums import InterestMode, SellType
from freqtrade.enums import SellType
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.leverage import interest
from freqtrade.misc import safe_value_fallback
from freqtrade.persistence.migrations import check_migrate
@@ -236,7 +237,7 @@ class LocalTrade():
close_rate_requested: Optional[float] = None
close_profit: Optional[float] = None
close_profit_abs: Optional[float] = None
stake_amount: float = 0.0 # TODO: This should probably be computed
stake_amount: float = 0.0
amount: float = 0.0
amount_requested: Optional[float] = None
open_date: datetime
@@ -269,7 +270,6 @@ class LocalTrade():
isolated_liq: Optional[float] = None
is_short: bool = False
leverage: float = 1.0
interest_mode: InterestMode = InterestMode.NONE
@property
def has_no_leverage(self) -> bool:
@@ -650,7 +650,7 @@ class LocalTrade():
rate = Decimal(interest_rate or self.interest_rate)
borrowed = Decimal(self.borrowed)
return self.interest_mode(borrowed=borrowed, rate=rate, hours=hours)
return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
def calc_close_trade_value(self, rate: Optional[float] = None,
fee: Optional[float] = None,
@@ -894,7 +894,6 @@ class Trade(_DECL_BASE, LocalTrade):
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):