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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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41
freqtrade/persistence/trade_model.py
View File

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