Rename persistant storage infrastructure.

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eSeR1805 2022-06-19 15:56:50 +03:00
parent 0009b987e4
commit 9fdb8b07ac
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10 changed files with 123 additions and 117 deletions

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@ -43,7 +43,7 @@ class AwesomeStrategy(IStrategy):
## Storing information (Persistent)
Storing information can also be performed in a persistent manner. Freqtrade allows storing/retrieving user custom information associated with a specific trade.
Using a trade object handle information can be stored using `trade_obj.set_kval(key='my_key', value=my_value)` and retrieved using `trade_obj.get_kvals(key='my_key')`.
Using a trade object handle information can be stored using `trade_obj.set_custom_data(key='my_key', value=my_value)` and retrieved using `trade_obj.get_custom_data(key='my_key')`.
Each data entry is associated with a trade and a user supplied key (of type `string`). This means that this can only be used in callbacks that also provide a trade object handle.
For the data to be able to be stored within the database it must be serialized. This is done by converting it to a JSON formatted string.
@ -57,12 +57,12 @@ class AwesomeStrategy(IStrategy):
for trade in Trade.get_open_order_trades():
fills = trade.select_filled_orders(trade.entry_side)
if trade.pair == 'ETH/USDT':
trade_entry_type = trade.get_kvals(key='entry_type').kv_value
trade_entry_type = trade.get_custom_data(key='entry_type').kv_value
if trade_entry_type is None:
trade_entry_type = 'breakout' if 'entry_1' in trade.enter_tag else 'dip'
elif fills > 1:
trade_entry_type = 'buy_up'
trade.set_kval(key='entry_type', value=trade_entry_type)
trade.set_custom_data(key='entry_type', value=trade_entry_type)
return super().bot_loop_start(**kwargs)
def adjust_entry_price(self, trade: Trade, order: Optional[Order], pair: str,
@ -73,12 +73,12 @@ class AwesomeStrategy(IStrategy):
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
current_candle = dataframe.iloc[-1].squeeze()
# store information about entry adjustment
existing_count = trade.get_kvals(key='num_entry_adjustments').kv_value
existing_count = trade.get_custom_data(key='num_entry_adjustments').kv_value
if not existing_count:
existing_count = 1
else:
existing_count += 1
trade.set_kval(key='num_entry_adjustments', value=existing_count)
trade.set_custom_data(key='num_entry_adjustments', value=existing_count)
# adjust order price
return current_candle['sma_200']
@ -88,8 +88,8 @@ class AwesomeStrategy(IStrategy):
def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs):
entry_adjustment_count = trade.get_kvals(key='num_entry_adjustments').kv_value
trade_entry_type = trade.get_kvals(key='entry_type').kv_value
entry_adjustment_count = trade.get_custom_data(key='num_entry_adjustments').kv_value
trade_entry_type = trade.get_custom_data(key='entry_type').kv_value
if entry_adjustment_count is None:
if current_profit > 0.01 and (current_time - timedelta(minutes=100) > trade.open_date_utc):
return True, 'exit_1'

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@ -30,7 +30,7 @@ from freqtrade.optimize.bt_progress import BTProgress
from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
store_backtest_signal_candles,
store_backtest_stats)
from freqtrade.persistence import KeyValues, LocalTrade, Order, PairLocks, Trade
from freqtrade.persistence import CustomDataWrapper, LocalTrade, Order, PairLocks, Trade
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@ -151,7 +151,7 @@ class Backtesting:
LoggingMixin.show_output = True
PairLocks.use_db = True
Trade.use_db = True
KeyValues.use_db = True # ???
CustomDataWrapper.use_db = True
def init_backtest_detail(self):
# Load detail timeframe if specified
@ -300,8 +300,8 @@ class Backtesting:
Trade.use_db = False
PairLocks.reset_locks()
Trade.reset_trades()
KeyValues.use_db = False
KeyValues.reset_keyvalues()
CustomDataWrapper.use_db = False
CustomDataWrapper.reset_custom_data()
self.rejected_trades = 0
self.timedout_entry_orders = 0
self.timedout_exit_orders = 0

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@ -1,6 +1,6 @@
# flake8: noqa: F401
from freqtrade.persistence.keyvalue_middleware import KeyValues
from freqtrade.persistence.keyvalue_middleware import CustomDataWrapper
from freqtrade.persistence.models import cleanup_db, init_db
from freqtrade.persistence.pairlock_middleware import PairLocks
from freqtrade.persistence.trade_model import LocalTrade, Order, Trade

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@ -8,28 +8,28 @@ from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.persistence.base import _DECL_BASE
class KeyValue(_DECL_BASE):
class CustomData(_DECL_BASE):
"""
KeyValue database model
CustomData database model
Keeps records of metadata as key/value store
for trades or global persistant values
One to many relationship with Trades:
- One trade can have many metadata entries
- One metadata entry can only be associated with one Trade
"""
__tablename__ = 'keyvalue'
__tablename__ = 'trade_custom_data'
# Uniqueness should be ensured over pair, order_id
# its likely that order_id is unique per Pair on some exchanges.
__table_args__ = (UniqueConstraint('ft_trade_id', 'kv_key', name="_trade_id_kv_key"),)
__table_args__ = (UniqueConstraint('ft_trade_id', 'cd_key', name="_trade_id_cd_key"),)
id = Column(Integer, primary_key=True)
ft_trade_id = Column(Integer, ForeignKey('trades.id'), index=True, default=0)
trade = relationship("Trade", back_populates="keyvalues")
trade = relationship("Trade", back_populates="custom_data")
kv_key = Column(String(255), nullable=False)
kv_type = Column(String(25), nullable=False)
kv_value = Column(Text, nullable=False)
cd_key = Column(String(255), nullable=False)
cd_type = Column(String(25), nullable=False)
cd_value = Column(Text, nullable=False)
created_at = Column(DateTime, nullable=False, default=datetime.utcnow)
updated_at = Column(DateTime, nullable=True)
@ -38,20 +38,20 @@ class KeyValue(_DECL_BASE):
if self.created_at is not None else None)
update_time = (self.updated_at.strftime(DATETIME_PRINT_FORMAT)
if self.updated_at is not None else None)
return (f'KeyValue(id={self.id}, key={self.kv_key}, type={self.kv_type}, ' +
f'value={self.kv_value}, trade_id={self.ft_trade_id}, created={create_time}, ' +
return (f'CustomData(id={self.id}, key={self.cd_key}, type={self.cd_type}, ' +
f'value={self.cd_value}, trade_id={self.ft_trade_id}, created={create_time}, ' +
f'updated={update_time})')
@staticmethod
def query_kv(key: Optional[str] = None, trade_id: Optional[int] = None) -> Query:
def query_cd(key: Optional[str] = None, trade_id: Optional[int] = None) -> Query:
"""
Get all keyvalues, if trade_id is not specified
Get all CustomData, if trade_id is not specified
return will be for generic values not tied to a trade
:param trade_id: id of the Trade
"""
filters = []
filters.append(KeyValue.ft_trade_id == trade_id if trade_id is not None else 0)
filters.append(CustomData.ft_trade_id == trade_id if trade_id is not None else 0)
if key is not None:
filters.append(KeyValue.kv_key.ilike(key))
filters.append(CustomData.cd_key.ilike(key))
return KeyValue.query.filter(*filters)
return CustomData.query.filter(*filters)

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@ -3,57 +3,63 @@ import logging
from datetime import datetime
from typing import Any, List, Optional
from freqtrade.persistence.keyvalue import KeyValue
from freqtrade.persistence.keyvalue import CustomData
logger = logging.getLogger(__name__)
class KeyValues():
class CustomDataWrapper():
"""
KeyValues middleware class
CustomData middleware class
Abstracts the database layer away so it becomes optional - which will be necessary to support
backtesting and hyperopt in the future.
"""
use_db = True
kvals: List[KeyValue] = []
custom_data: List[CustomData] = []
unserialized_types = ['bool', 'float', 'int', 'str']
@staticmethod
def reset_keyvalues() -> None:
def reset_custom_data() -> None:
"""
Resets all key-value pairs. Only active for backtesting mode.
"""
if not KeyValues.use_db:
KeyValues.kvals = []
if not CustomDataWrapper.use_db:
CustomDataWrapper.custom_data = []
@staticmethod
def get_kval(key: Optional[str] = None, trade_id: Optional[int] = None) -> List[KeyValue]:
def get_custom_data(key: Optional[str] = None,
trade_id: Optional[int] = None) -> List[CustomData]:
if trade_id is None:
trade_id = 0
if KeyValues.use_db:
filtered_kvals = KeyValue.query_kv(trade_id=trade_id, key=key).all()
for index, kval in enumerate(filtered_kvals):
if kval.kv_type not in KeyValues.unserialized_types:
kval.kv_value = json.loads(kval.kv_value)
filtered_kvals[index] = kval
return filtered_kvals
if CustomDataWrapper.use_db:
filtered_custom_data = CustomData.query_cd(trade_id=trade_id, key=key).all()
for index, data_entry in enumerate(filtered_custom_data):
if data_entry.cd_type not in CustomDataWrapper.unserialized_types:
data_entry.cd_value = json.loads(data_entry.cd_value)
filtered_custom_data[index] = data_entry
return filtered_custom_data
else:
filtered_kvals = [kval for kval in KeyValues.kvals if (kval.ft_trade_id == trade_id)]
filtered_custom_data = [
data_entry for data_entry in CustomDataWrapper.custom_data
if (data_entry.ft_trade_id == trade_id)
]
if key is not None:
filtered_kvals = [
kval for kval in filtered_kvals if (kval.kv_key.casefold() == key.casefold())]
return filtered_kvals
filtered_custom_data = [
data_entry for data_entry in filtered_custom_data
if (data_entry.cd_key.casefold() == key.casefold())
]
return filtered_custom_data
@staticmethod
def set_kval(key: str, value: Any, trade_id: Optional[int] = None) -> None:
def set_custom_data(key: str, value: Any, trade_id: Optional[int] = None) -> None:
value_type = type(value).__name__
value_db = None
if value_type not in KeyValues.unserialized_types:
if value_type not in CustomDataWrapper.unserialized_types:
try:
value_db = json.dumps(value)
except TypeError as e:
@ -64,44 +70,44 @@ class KeyValues():
if trade_id is None:
trade_id = 0
kvals = KeyValues.get_kval(key=key, trade_id=trade_id)
if kvals:
kv = kvals[0]
kv.kv_value = value
kv.updated_at = datetime.utcnow()
custom_data = CustomDataWrapper.get_custom_data(key=key, trade_id=trade_id)
if custom_data:
data_entry = custom_data[0]
data_entry.cd_value = value
data_entry.updated_at = datetime.utcnow()
else:
kv = KeyValue(
ft_trade_id=trade_id,
kv_key=key,
kv_type=value_type,
kv_value=value,
created_at=datetime.utcnow()
data_entry = CustomData(
ft_trade_id=trade_id,
cd_key=key,
cd_type=value_type,
cd_value=value,
created_at=datetime.utcnow()
)
if KeyValues.use_db and value_db is not None:
kv.kv_value = value_db
KeyValue.query.session.add(kv)
KeyValue.query.session.commit()
elif not KeyValues.use_db:
kv_index = -1
for index, kval in enumerate(KeyValues.kvals):
if kval.ft_trade_id == trade_id and kval.kv_key == key:
kv_index = index
if CustomDataWrapper.use_db and value_db is not None:
data_entry.cd_value = value_db
CustomData.query.session.add(data_entry)
CustomData.query.session.commit()
elif not CustomDataWrapper.use_db:
cd_index = -1
for index, data_entry in enumerate(CustomDataWrapper.custom_data):
if data_entry.ft_trade_id == trade_id and data_entry.cd_key == key:
cd_index = index
break
if kv_index >= 0:
kval.kv_type = value_type
kval.value = value
kval.updated_at = datetime.utcnow()
if cd_index >= 0:
data_entry.cd_type = value_type
data_entry.value = value
data_entry.updated_at = datetime.utcnow()
KeyValues.kvals[kv_index] = kval
CustomDataWrapper.custom_data[cd_index] = data_entry
else:
KeyValues.kvals.append(kv)
CustomDataWrapper.custom_data.append(data_entry)
@staticmethod
def get_all_kvals() -> List[KeyValue]:
def get_all_custom_data() -> List[CustomData]:
if KeyValues.use_db:
return KeyValue.query.all()
if CustomDataWrapper.use_db:
return CustomData.query.all()
else:
return KeyValues.kvals
return CustomDataWrapper.custom_data

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@ -10,7 +10,7 @@ from sqlalchemy.pool import StaticPool
from freqtrade.exceptions import OperationalException
from freqtrade.persistence.base import _DECL_BASE
from freqtrade.persistence.keyvalue import KeyValue
from freqtrade.persistence.keyvalue import CustomData
from freqtrade.persistence.migrations import check_migrate
from freqtrade.persistence.pairlock import PairLock
from freqtrade.persistence.trade_model import Order, Trade
@ -58,8 +58,8 @@ def init_db(db_url: str) -> None:
Trade.query = Trade._session.query_property()
Order.query = Trade._session.query_property()
PairLock.query = Trade._session.query_property()
KeyValue._session = scoped_session(sessionmaker(bind=engine, autoflush=True))
KeyValue.query = KeyValue._session.query_property()
CustomData._session = scoped_session(sessionmaker(bind=engine, autoflush=True))
CustomData.query = CustomData._session.query_property()
previous_tables = inspect(engine).get_table_names()
_DECL_BASE.metadata.create_all(engine)

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@ -15,8 +15,8 @@ from freqtrade.enums import ExitType, TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.leverage import interest
from freqtrade.persistence.base import _DECL_BASE
from freqtrade.persistence.keyvalue import KeyValue
from freqtrade.persistence.keyvalue_middleware import KeyValues
from freqtrade.persistence.keyvalue import CustomData
from freqtrade.persistence.keyvalue_middleware import CustomDataWrapper
logger = logging.getLogger(__name__)
@ -240,7 +240,7 @@ class LocalTrade():
id: int = 0
orders: List[Order] = []
keyvalues: List[KeyValue] = []
custom_data: List[CustomData] = []
exchange: str = ''
pair: str = ''
@ -880,11 +880,11 @@ class LocalTrade():
or (o.ft_is_open is True and o.status is not None)
]
def set_kval(self, key: str, value: Any) -> None:
KeyValues.set_kval(key=key, value=value, trade_id=self.id)
def set_custom_data(self, key: str, value: Any) -> None:
CustomDataWrapper.set_custom_data(key=key, value=value, trade_id=self.id)
def get_kvals(self, key: Optional[str]) -> List[KeyValue]:
return KeyValues.get_kval(key=key, trade_id=self.id)
def get_custom_data(self, key: Optional[str]) -> List[CustomData]:
return CustomDataWrapper.get_custom_data(key=key, trade_id=self.id)
@property
def nr_of_successful_entries(self) -> int:
@ -1016,7 +1016,7 @@ class Trade(_DECL_BASE, LocalTrade):
id = Column(Integer, primary_key=True)
orders = relationship("Order", order_by="Order.id", cascade="all, delete-orphan", lazy="joined")
keyvalues = relationship("KeyValue", order_by="KeyValue.id", cascade="all, delete-orphan")
custom_data = relationship("CustomData", order_by="CustomData.id", cascade="all, delete-orphan")
exchange = Column(String(25), nullable=False)
pair = Column(String(25), nullable=False, index=True)
@ -1090,9 +1090,9 @@ class Trade(_DECL_BASE, LocalTrade):
Trade.query.session.delete(self)
Trade.commit()
for kval in self.keyvalues:
KeyValue.query.session.delete(kval)
KeyValue.query.session.commit()
for entry in self.custom_data:
CustomData.query.session.delete(entry)
CustomData.query.session.commit()
@staticmethod
def commit():
@ -1367,11 +1367,11 @@ class Trade(_DECL_BASE, LocalTrade):
.order_by(desc('profit_sum')).first()
return best_pair
def set_kval(self, key: str, value: Any) -> None:
super().set_kval(key=key, value=value)
def set_custom_data(self, key: str, value: Any) -> None:
super().set_custom_data(key=key, value=value)
def get_kvals(self, key: Optional[str]) -> List[KeyValue]:
return super().get_kvals(key=key)
def get_custom_data(self, key: Optional[str]) -> List[CustomData]:
return super().get_custom_data(key=key)
@staticmethod
def get_trading_volume(start_date: datetime = datetime.fromtimestamp(0)) -> float:

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@ -805,24 +805,24 @@ class RPC:
'cancel_order_count': c_count,
}
def _rpc_list_kvals(self, trade_id: int, key: Optional[str]) -> List[Dict[str, Any]]:
def _rpc_list_custom_data(self, trade_id: int, key: Optional[str]) -> List[Dict[str, Any]]:
# Query for trade
trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
if trade is None:
return []
# Query keyvals
keyvals = trade.get_kvals(key=key)
# Query custom_data
custom_data = trade.get_custom_data(key=key)
return [
{
'id': kval.id,
'ft_trade_id': kval.ft_trade_id,
'kv_key': kval.kv_key,
'kv_type': kval.kv_type,
'kv_value': kval.kv_value,
'created_at': kval.created_at,
'updated_at': kval.updated_at
'id': data_entry.id,
'ft_trade_id': data_entry.ft_trade_id,
'cd_key': data_entry.cd_key,
'cd_type': data_entry.cd_type,
'cd_value': data_entry.cd_value,
'created_at': data_entry.created_at,
'updated_at': data_entry.updated_at
}
for kval in keyvals
for data_entry in custom_data
]
def _rpc_performance(self) -> List[Dict[str, Any]]:

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@ -192,7 +192,7 @@ class Telegram(RPCHandler):
CommandHandler('health', self._health),
CommandHandler('help', self._help),
CommandHandler('version', self._version),
CommandHandler('list_kvals', self._list_kvals),
CommandHandler('list_custom_data', self._list_custom_data),
]
callbacks = [
CallbackQueryHandler(self._status_table, pattern='update_status_table'),
@ -1453,7 +1453,7 @@ class Telegram(RPCHandler):
"Avg. holding durationsfor buys and sells.`\n"
"*/help:* `This help message`\n"
"*/version:* `Show version`\n"
"*/list_kvals <trade_id> <key>:* `List key-value for Trade ID and Key combo.`\n"
"*/list_custom_data <trade_id> <key>:* `List custom_data for Trade ID & Key combo.`\n"
"`If no Key is supplied it will list all key-value pairs found for that Trade ID.`"
)
@ -1535,10 +1535,10 @@ class Telegram(RPCHandler):
)
@authorized_only
def _list_kvals(self, update: Update, context: CallbackContext) -> None:
def _list_custom_data(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /list_kvals <id> <key>.
List keyvalues for specified trade (and key if supplied).
Handler for /list_custom_data <id> <key>.
List custom_data for specified trade (and key if supplied).
:param bot: telegram bot
:param update: message update
:return: None
@ -1549,17 +1549,17 @@ class Telegram(RPCHandler):
trade_id = int(context.args[0])
key = None if len(context.args) < 2 else str(context.args[1])
results = self._rpc._rpc_list_kvals(trade_id, key)
results = self._rpc._rpc_list_custom_data(trade_id, key)
messages = []
if len(results) > 0:
messages = ['Found key-value pair' + 's: \n' if key is None else ': \n']
for result in results:
lines = [
f"*Key:* `{result['kv_key']}`",
f"*Key:* `{result['cd_key']}`",
f"*ID:* `{result['id']}`",
f"*Trade ID:* `{result['ft_trade_id']}`",
f"*Type:* `{result['kv_type']}`",
f"*Value:* `{result['kv_value']}`",
f"*Type:* `{result['cd_type']}`",
f"*Value:* `{result['cd_value']}`",
f"*Create Date:* `{result['created_at']}`",
f"*Update Date:* `{result['updated_at']}`"
]

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@ -103,7 +103,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
"['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
"['stopbuy'], ['whitelist'], ['blacklist'], ['blacklist_delete', 'bl_delete'], "
"['logs'], ['edge'], ['health'], ['help'], ['version'], ['list_kvals']"
"['logs'], ['edge'], ['health'], ['help'], ['version'], ['list_custom_data']"
"]")
assert log_has(message_str, caplog)