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Finish renamal of open_trade_price to open_value

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Matthias 2020-12-10 19:36:52 +01:00
parent 201cc67e05
commit 95fd3824da
3 changed files with 16 additions and 16 deletions
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10
freqtrade/persistence/migrations.py
View File

@ -53,11 +53,11 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
else: else:
timeframe = get_column_def(cols, 'timeframe', 'null') timeframe = get_column_def(cols, 'timeframe', 'null')
open_trade_price = get_column_def(cols, 'open_trade_price', open_trade_value = get_column_def(cols, 'open_trade_value',
f'amount * open_rate * (1 + {fee_open})') f'amount * open_rate * (1 + {fee_open})')
close_profit_abs = get_column_def( close_profit_abs = get_column_def(
cols, 'close_profit_abs', cols, 'close_profit_abs',
f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}") f"(amount * close_rate * (1 - {fee_close})) - {open_trade_value}")
sell_order_status = get_column_def(cols, 'sell_order_status', 'null') sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
amount_requested = get_column_def(cols, 'amount_requested', 'amount') amount_requested = get_column_def(cols, 'amount_requested', 'amount')
@ -79,7 +79,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update, stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy, max_rate, min_rate, sell_reason, sell_order_status, strategy,
timeframe, open_trade_price, close_profit_abs timeframe, open_trade_value, close_profit_abs
) )
select id, lower(exchange), select id, lower(exchange),
case case
@ -102,7 +102,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason, {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{sell_order_status} sell_order_status, {sell_order_status} sell_order_status,
{strategy} strategy, {timeframe} timeframe, {strategy} strategy, {timeframe} timeframe,
{open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
from {table_back_name} from {table_back_name}
""") """)
@ -134,7 +134,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
table_back_name = get_backup_name(tabs, 'trades_bak') table_back_name = get_backup_name(tabs, 'trades_bak')
# Check for latest column # Check for latest column
if not has_column(cols, 'amount_requested'): if not has_column(cols, 'open_trade_value'):
logger.info(f'Running database migration for trades - backup: {table_back_name}') logger.info(f'Running database migration for trades - backup: {table_back_name}')
migrate_trades_table(decl_base, inspector, engine, table_back_name, cols) migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
# Reread columns - the above recreated the table! # Reread columns - the above recreated the table!

16
freqtrade/persistence/models.py
View File

@ -217,8 +217,8 @@ class Trade(_DECL_BASE):
fee_close_currency = Column(String, nullable=True) fee_close_currency = Column(String, nullable=True)
open_rate = Column(Float) open_rate = Column(Float)
open_rate_requested = Column(Float) open_rate_requested = Column(Float)
# open_trade_price - calculated via _calc_open_trade_value # open_trade_value - calculated via _calc_open_trade_value
open_trade_price = Column(Float) open_trade_value = Column(Float)
close_rate = Column(Float) close_rate = Column(Float)
close_rate_requested = Column(Float) close_rate_requested = Column(Float)
close_profit = Column(Float) close_profit = Column(Float)
@ -284,7 +284,7 @@ class Trade(_DECL_BASE):
'open_timestamp': int(self.open_date.replace(tzinfo=timezone.utc).timestamp() * 1000), 'open_timestamp': int(self.open_date.replace(tzinfo=timezone.utc).timestamp() * 1000),
'open_rate': self.open_rate, 'open_rate': self.open_rate,
'open_rate_requested': self.open_rate_requested, 'open_rate_requested': self.open_rate_requested,
'open_trade_value': round(self.open_trade_price, 8), 'open_trade_value': round(self.open_trade_value, 8),
'close_date_hum': (arrow.get(self.close_date).humanize() 'close_date_hum': (arrow.get(self.close_date).humanize()
if self.close_date else None), if self.close_date else None),
@ -478,7 +478,7 @@ class Trade(_DECL_BASE):
Recalculate open_trade_value. Recalculate open_trade_value.
Must be called whenever open_rate or fee_open is changed. Must be called whenever open_rate or fee_open is changed.
""" """
self.open_trade_price = self._calc_open_trade_value() self.open_trade_value = self._calc_open_trade_value()
def calc_close_trade_value(self, rate: Optional[float] = None, def calc_close_trade_value(self, rate: Optional[float] = None,
fee: Optional[float] = None) -> float: fee: Optional[float] = None) -> float:
@ -507,11 +507,11 @@ class Trade(_DECL_BASE):
If rate is not set self.close_rate will be used If rate is not set self.close_rate will be used
:return: profit in stake currency as float :return: profit in stake currency as float
""" """
close_trade_price = self.calc_close_trade_value( close_trade_value = self.calc_close_trade_value(
rate=(rate or self.close_rate), rate=(rate or self.close_rate),
fee=(fee or self.fee_close) fee=(fee or self.fee_close)
) )
profit = close_trade_price - self.open_trade_price profit = close_trade_value - self.open_trade_value
return float(f"{profit:.8f}") return float(f"{profit:.8f}")
def calc_profit_ratio(self, rate: Optional[float] = None, def calc_profit_ratio(self, rate: Optional[float] = None,
@ -523,11 +523,11 @@ class Trade(_DECL_BASE):
:param fee: fee to use on the close rate (optional). :param fee: fee to use on the close rate (optional).
:return: profit ratio as float :return: profit ratio as float
""" """
close_trade_price = self.calc_close_trade_value( close_trade_value = self.calc_close_trade_value(
rate=(rate or self.close_rate), rate=(rate or self.close_rate),
fee=(fee or self.fee_close) fee=(fee or self.fee_close)
) )
profit_ratio = (close_trade_price / self.open_trade_price) - 1 profit_ratio = (close_trade_value / self.open_trade_value) - 1
return float(f"{profit_ratio:.8f}") return float(f"{profit_ratio:.8f}")
def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]: def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]:

6
tests/test_persistence.py
View File

@ -499,7 +499,7 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.max_rate == 0.0 assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0 assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0 assert trade.initial_stop_loss == 0.0
assert trade.open_trade_price == trade._calc_open_trade_value() assert trade.open_trade_value == trade._calc_open_trade_value()
assert trade.close_profit_abs is None assert trade.close_profit_abs is None
assert trade.fee_open_cost is None assert trade.fee_open_cost is None
assert trade.fee_open_currency is None assert trade.fee_open_currency is None
@ -607,7 +607,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert log_has("trying trades_bak1", caplog) assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog) assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration for trades - backup: trades_bak2", caplog) assert log_has("Running database migration for trades - backup: trades_bak2", caplog)
assert trade.open_trade_price == trade._calc_open_trade_value() assert trade.open_trade_value == trade._calc_open_trade_value()
assert trade.close_profit_abs is None assert trade.close_profit_abs is None
assert log_has("Moving open orders to Orders table.", caplog) assert log_has("Moving open orders to Orders table.", caplog)
@ -677,7 +677,7 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
assert trade.max_rate == 0.0 assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0 assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0 assert trade.initial_stop_loss == 0.0
assert trade.open_trade_price == trade._calc_open_trade_value() assert trade.open_trade_value == trade._calc_open_trade_value()
assert log_has("trying trades_bak0", caplog) assert log_has("trying trades_bak0", caplog)
assert log_has("Running database migration for trades - backup: trades_bak0", caplog) assert log_has("Running database migration for trades - backup: trades_bak0", caplog)