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