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Simplify trade calculations

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This commit is contained in:
Matthias 2022-06-17 09:53:29 +00:00
parent d7770c507b
commit 91f9818ae3
2 changed files with 14 additions and 31 deletions
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43
freqtrade/persistence/trade_model.py
View File

@ -693,10 +693,9 @@ class LocalTrade():
""" """
self.open_trade_value = self._calc_open_trade_value() self.open_trade_value = self._calc_open_trade_value()
def calculate_interest(self, interest_rate: Optional[float] = None) -> Decimal: def calculate_interest(self) -> Decimal:
""" """
:param interest_rate: interest_charge for borrowing this coin(optional). Calculate interest for this trade. Only applicable for Margin trading.
If interest_rate is not set self.interest_rate will be used
""" """
zero = Decimal(0.0) zero = Decimal(0.0)
# If nothing was borrowed # If nothing was borrowed
@ -709,7 +708,7 @@ class LocalTrade():
total_seconds = Decimal((now - open_date).total_seconds()) total_seconds = Decimal((now - open_date).total_seconds())
hours = total_seconds / sec_per_hour or zero hours = total_seconds / sec_per_hour or zero
rate = Decimal(interest_rate or self.interest_rate) rate = Decimal(self.interest_rate)
borrowed = Decimal(self.borrowed) borrowed = Decimal(self.borrowed)
return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours) return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
@ -726,16 +725,13 @@ class LocalTrade():
return close_trade - fees return close_trade - fees
def calc_close_trade_value(self, rate: float, def calc_close_trade_value(self, rate: float,
fee: Optional[float] = None, fee: Optional[float] = None) -> float:
interest_rate: Optional[float] = None) -> float:
""" """
Calculate the close_rate including fee Calculate the Trade's close value including fees
:param rate: rate to compare with. :param rate: rate to compare with.
:param fee: fee to use on the close rate (optional). :param fee: fee to use on the close rate (optional).
If rate is not set self.fee will be used If rate is not set self.close_fee will be used
:param interest_rate: interest_charge for borrowing this coin (optional). :return: value in stake currency of the open trade
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: if rate is None and not self.close_rate:
return 0.0 return 0.0
@ -748,7 +744,7 @@ class LocalTrade():
elif (trading_mode == TradingMode.MARGIN): elif (trading_mode == TradingMode.MARGIN):
total_interest = self.calculate_interest(interest_rate) total_interest = self.calculate_interest()
if self.is_short: if self.is_short:
amount = amount + total_interest amount = amount + total_interest
@ -769,22 +765,15 @@ class LocalTrade():
raise OperationalException( raise OperationalException(
f"{self.trading_mode.value} trading is not yet available using freqtrade") f"{self.trading_mode.value} trading is not yet available using freqtrade")
def calc_profit(self, rate: float, def calc_profit(self, rate: float) -> float:
fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float:
""" """
Calculate the absolute profit in stake currency between Close and Open trade Calculate the absolute profit in stake currency between Close and Open trade
:param rate: close rate to compare with. :param rate: close rate to compare with.
:param fee: fee to use on the close rate (optional). :return: profit in stake currency as float
If fee is not set self.fee 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( close_trade_value = self.calc_close_trade_value(
rate=rate, rate=rate,
fee=(fee or self.fee_close), fee=self.fee_close
interest_rate=(interest_rate or self.interest_rate)
) )
if self.is_short: if self.is_short:
@ -793,21 +782,15 @@ class LocalTrade():
profit = close_trade_value - self.open_trade_value profit = close_trade_value - self.open_trade_value
return float(f"{profit:.8f}") return float(f"{profit:.8f}")
def calc_profit_ratio(self, rate: float, def calc_profit_ratio(self, rate: float) -> float:
fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float:
""" """
Calculates the profit as ratio (including fee). Calculates the profit as ratio (including fee).
:param rate: rate to compare with. :param rate: rate to compare with.
: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 :return: profit ratio as float
""" """
close_trade_value = self.calc_close_trade_value( close_trade_value = self.calc_close_trade_value(
rate=rate, rate=rate,
fee=(fee or self.fee_close), fee=self.fee_close
interest_rate=(interest_rate or self.interest_rate)
) )
short_close_zero = (self.is_short and close_trade_value == 0.0) short_close_zero = (self.is_short and close_trade_value == 0.0)

2
tests/test_persistence.py
View File

@ -813,7 +813,7 @@ def test_calc_close_trade_price(
funding_fees=funding_fees funding_fees=funding_fees
) )
trade.open_order_id = 'close_trade' trade.open_order_id = 'close_trade'
assert round(trade.calc_close_trade_value(rate=close_rate, fee=fee_rate), 8) == result assert round(trade.calc_close_trade_value(rate=close_rate), 8) == result
@pytest.mark.parametrize( @pytest.mark.parametrize(