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Update TradeModels to mapped_column

This commit is contained in:
Matthias 2023-02-16 07:07:08 +00:00
parent 0bd9b00132
commit 98791752a9
1 changed files with 76 additions and 76 deletions
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152
freqtrade/persistence/trade_model.py
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@ -7,9 +7,9 @@ from datetime import datetime, timedelta, timezone
from math import isclose from math import isclose
from typing import Any, Dict, List, Optional from typing import Any, Dict, List, Optional
from sqlalchemy import (Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String, from sqlalchemy import (Boolean, DateTime, Enum, Float, ForeignKey, Integer, String,
UniqueConstraint, desc, func) UniqueConstraint, desc, func)
from sqlalchemy.orm import Query, lazyload, relationship from sqlalchemy.orm import Query, lazyload, mapped_column, relationship
from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES, from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
BuySell, LongShort) BuySell, LongShort)
@ -42,37 +42,37 @@ class Order(ModelBase):
# its likely that order_id is unique per Pair on some exchanges. # its likely that order_id is unique per Pair on some exchanges.
__table_args__ = (UniqueConstraint('ft_pair', 'order_id', name="_order_pair_order_id"),) __table_args__ = (UniqueConstraint('ft_pair', 'order_id', name="_order_pair_order_id"),)
id = Column(Integer, primary_key=True) id = mapped_column(Integer, primary_key=True)
ft_trade_id = Column(Integer, ForeignKey('trades.id'), index=True) ft_trade_id = mapped_column(Integer, ForeignKey('trades.id'), index=True)
trade: List["Trade"] = relationship("Trade", back_populates="orders") trade: List["Trade"] = relationship("Trade", back_populates="orders")
# order_side can only be 'buy', 'sell' or 'stoploss' # order_side can only be 'buy', 'sell' or 'stoploss'
ft_order_side: str = Column(String(25), nullable=False) ft_order_side: str = mapped_column(String(25), nullable=False)
ft_pair: str = Column(String(25), nullable=False) ft_pair: str = mapped_column(String(25), nullable=False)
ft_is_open: bool = Column(Boolean, nullable=False, default=True, index=True) ft_is_open: bool = mapped_column(Boolean, nullable=False, default=True, index=True)
ft_amount: float = Column(Float(), nullable=False) ft_amount: float = mapped_column(Float(), nullable=False)
ft_price: float = Column(Float(), nullable=False) ft_price: float = mapped_column(Float(), nullable=False)
order_id = Column(String(255), nullable=False, index=True) order_id = mapped_column(String(255), nullable=False, index=True)
status = Column(String(255), nullable=True) status = mapped_column(String(255), nullable=True)
symbol = Column(String(25), nullable=True) symbol = mapped_column(String(25), nullable=True)
# TODO: type: order_type type is Optional[str] # TODO: type: order_type type is Optional[str]
order_type: str = Column(String(50), nullable=True) order_type: str = mapped_column(String(50), nullable=True)
side = Column(String(25), nullable=True) side = mapped_column(String(25), nullable=True)
price: Optional[float] = Column(Float(), nullable=True) price: Optional[float] = mapped_column(Float(), nullable=True)
average: Optional[float] = Column(Float(), nullable=True) average: Optional[float] = mapped_column(Float(), nullable=True)
amount: Optional[float] = Column(Float(), nullable=True) amount: Optional[float] = mapped_column(Float(), nullable=True)
filled: Optional[float] = Column(Float(), nullable=True) filled: Optional[float] = mapped_column(Float(), nullable=True)
remaining: Optional[float] = Column(Float(), nullable=True) remaining: Optional[float] = mapped_column(Float(), nullable=True)
cost: Optional[float] = Column(Float(), nullable=True) cost: Optional[float] = mapped_column(Float(), nullable=True)
stop_price: Optional[float] = Column(Float(), nullable=True) stop_price: Optional[float] = mapped_column(Float(), nullable=True)
order_date: datetime = Column(DateTime(), nullable=True, default=datetime.utcnow) order_date: datetime = mapped_column(DateTime(), nullable=True, default=datetime.utcnow)
order_filled_date = Column(DateTime(), nullable=True) order_filled_date = mapped_column(DateTime(), nullable=True)
order_update_date = Column(DateTime(), nullable=True) order_update_date = mapped_column(DateTime(), nullable=True)
funding_fee: Optional[float] = Column(Float(), nullable=True) funding_fee: Optional[float] = mapped_column(Float(), nullable=True)
ft_fee_base: Optional[float] = Column(Float(), nullable=True) ft_fee_base: Optional[float] = mapped_column(Float(), nullable=True)
@property @property
def order_date_utc(self) -> datetime: def order_date_utc(self) -> datetime:
@ -1175,78 +1175,78 @@ class Trade(ModelBase, LocalTrade):
use_db: bool = True use_db: bool = True
id: int = Column(Integer, primary_key=True) id: int = mapped_column(Integer, primary_key=True)
orders: List[Order] = relationship("Order", order_by="Order.id", cascade="all, delete-orphan", orders: List[Order] = relationship("Order", order_by="Order.id", cascade="all, delete-orphan",
lazy="selectin", innerjoin=True) lazy="selectin", innerjoin=True)
exchange: str = Column(String(25), nullable=False) exchange: str = mapped_column(String(25), nullable=False)
pair: str = Column(String(25), nullable=False, index=True) pair: str = mapped_column(String(25), nullable=False, index=True)
base_currency = Column(String(25), nullable=True) base_currency = mapped_column(String(25), nullable=True)
stake_currency = Column(String(25), nullable=True) stake_currency = mapped_column(String(25), nullable=True)
is_open = Column(Boolean, nullable=False, default=True, index=True) is_open = mapped_column(Boolean, nullable=False, default=True, index=True)
fee_open = Column(Float(), nullable=False, default=0.0) fee_open = mapped_column(Float(), nullable=False, default=0.0)
fee_open_cost = Column(Float(), nullable=True) fee_open_cost = mapped_column(Float(), nullable=True)
fee_open_currency = Column(String(25), nullable=True) fee_open_currency = mapped_column(String(25), nullable=True)
fee_close = Column(Float(), nullable=False, default=0.0) fee_close = mapped_column(Float(), nullable=False, default=0.0)
fee_close_cost = Column(Float(), nullable=True) fee_close_cost = mapped_column(Float(), nullable=True)
fee_close_currency = Column(String(25), nullable=True) fee_close_currency = mapped_column(String(25), nullable=True)
open_rate: float = Column(Float()) open_rate: float = mapped_column(Float())
open_rate_requested: float = Column(Float()) open_rate_requested: float = mapped_column(Float())
# open_trade_value - calculated via _calc_open_trade_value # open_trade_value - calculated via _calc_open_trade_value
open_trade_value = Column(Float()) open_trade_value = mapped_column(Float())
close_rate: Optional[float] = Column(Float()) close_rate: Optional[float] = mapped_column(Float())
close_rate_requested: Optional[float] = Column(Float()) close_rate_requested: Optional[float] = mapped_column(Float())
# TODO: is the below type really correct? # TODO: is the below type really correct?
realized_profit: float = Column(Float(), default=0.0) realized_profit: float = mapped_column(Float(), default=0.0)
close_profit = Column(Float()) close_profit = mapped_column(Float())
close_profit_abs: Optional[float] = Column(Float()) close_profit_abs: Optional[float] = mapped_column(Float())
stake_amount: float = Column(Float(), nullable=False) stake_amount: float = mapped_column(Float(), nullable=False)
max_stake_amount: Optional[float] = Column(Float()) max_stake_amount: Optional[float] = mapped_column(Float())
amount: float = Column(Float()) amount: float = mapped_column(Float())
amount_requested: Optional[float] = Column(Float()) amount_requested: Optional[float] = mapped_column(Float())
open_date = Column(DateTime(), nullable=False, default=datetime.utcnow) open_date = mapped_column(DateTime(), nullable=False, default=datetime.utcnow)
close_date = Column(DateTime()) close_date = mapped_column(DateTime())
# TODO: open_order_id type should be Optional[str] # TODO: open_order_id type should be Optional[str]
open_order_id: str = Column(String(255)) open_order_id: str = mapped_column(String(255))
# absolute value of the stop loss # absolute value of the stop loss
stop_loss = Column(Float(), nullable=True, default=0.0) stop_loss = mapped_column(Float(), nullable=True, default=0.0)
# percentage value of the stop loss # percentage value of the stop loss
stop_loss_pct = Column(Float(), nullable=True) stop_loss_pct = mapped_column(Float(), nullable=True)
# absolute value of the initial stop loss # absolute value of the initial stop loss
initial_stop_loss = Column(Float(), nullable=True, default=0.0) initial_stop_loss = mapped_column(Float(), nullable=True, default=0.0)
# percentage value of the initial stop loss # percentage value of the initial stop loss
initial_stop_loss_pct = Column(Float(), nullable=True) initial_stop_loss_pct = mapped_column(Float(), nullable=True)
# stoploss order id which is on exchange # stoploss order id which is on exchange
stoploss_order_id = Column(String(255), nullable=True, index=True) stoploss_order_id = mapped_column(String(255), nullable=True, index=True)
# last update time of the stoploss order on exchange # last update time of the stoploss order on exchange
stoploss_last_update = Column(DateTime(), nullable=True) stoploss_last_update = mapped_column(DateTime(), nullable=True)
# absolute value of the highest reached price # absolute value of the highest reached price
max_rate = Column(Float(), nullable=True, default=0.0) max_rate = mapped_column(Float(), nullable=True, default=0.0)
# Lowest price reached # Lowest price reached
min_rate = Column(Float(), nullable=True) min_rate = mapped_column(Float(), nullable=True)
exit_reason = Column(String(100), nullable=True) exit_reason = mapped_column(String(100), nullable=True)
exit_order_status = Column(String(100), nullable=True) exit_order_status = mapped_column(String(100), nullable=True)
strategy = Column(String(100), nullable=True) strategy = mapped_column(String(100), nullable=True)
enter_tag = Column(String(100), nullable=True) enter_tag = mapped_column(String(100), nullable=True)
timeframe = Column(Integer, nullable=True) timeframe = mapped_column(Integer, nullable=True)
trading_mode = Column(Enum(TradingMode), nullable=True) trading_mode = mapped_column(Enum(TradingMode), nullable=True)
amount_precision = Column(Float(), nullable=True) amount_precision = mapped_column(Float(), nullable=True)
price_precision = Column(Float(), nullable=True) price_precision = mapped_column(Float(), nullable=True)
precision_mode = Column(Integer, nullable=True) precision_mode = mapped_column(Integer, nullable=True)
contract_size = Column(Float(), nullable=True) contract_size = mapped_column(Float(), nullable=True)
# Leverage trading properties # Leverage trading properties
leverage: float = Column(Float(), nullable=True, default=1.0) leverage: float = mapped_column(Float(), nullable=True, default=1.0)
is_short: bool = Column(Boolean, nullable=False, default=False) is_short: bool = mapped_column(Boolean, nullable=False, default=False)
liquidation_price = Column(Float(), nullable=True) liquidation_price = mapped_column(Float(), nullable=True)
# Margin Trading Properties # Margin Trading Properties
interest_rate = Column(Float(), nullable=False, default=0.0) interest_rate = mapped_column(Float(), nullable=False, default=0.0)
# Futures properties # Futures properties
funding_fees: Optional[float] = Column(Float(), nullable=True, default=None) funding_fees: Optional[float] = mapped_column(Float(), nullable=True, default=None)
def __init__(self, **kwargs): def __init__(self, **kwargs):
super().__init__(**kwargs) super().__init__(**kwargs)