Rename profit_percent to profit_ratio to be consistent
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@ -108,7 +108,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
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trades = pd.DataFrame([(t.pair,
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t.open_date.replace(tzinfo=timezone.utc),
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t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None,
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t.calc_profit(), t.calc_profit_percent(),
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t.calc_profit(), t.calc_profit_ratio(),
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t.open_rate, t.close_rate, t.amount,
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(round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
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if t.close_date else None),
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@ -950,7 +950,7 @@ class FreqtradeBot:
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profit_trade = trade.calc_profit(rate=profit_rate)
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# Use cached ticker here - it was updated seconds ago.
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current_rate = self.get_sell_rate(trade.pair, False)
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profit_percent = trade.calc_profit_percent(profit_rate)
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profit_percent = trade.calc_profit_ratio(profit_rate)
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gain = "profit" if profit_percent > 0 else "loss"
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msg = {
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@ -329,7 +329,7 @@ class Backtesting:
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closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
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return BacktestResult(pair=pair,
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profit_percent=trade.calc_profit_percent(rate=closerate),
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profit_percent=trade.calc_profit_ratio(rate=closerate),
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profit_abs=trade.calc_profit(rate=closerate),
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open_time=buy_row.date,
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close_time=sell_row.date,
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@ -345,7 +345,7 @@ class Backtesting:
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# no sell condition found - trade stil open at end of backtest period
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sell_row = partial_ticker[-1]
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bt_res = BacktestResult(pair=pair,
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profit_percent=trade.calc_profit_percent(rate=sell_row.open),
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profit_percent=trade.calc_profit_ratio(rate=sell_row.open),
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profit_abs=trade.calc_profit(rate=sell_row.open),
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open_time=buy_row.date,
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close_time=sell_row.date,
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@ -185,6 +185,7 @@ class Trade(_DECL_BASE):
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fee_close = Column(Float, nullable=False, default=0.0)
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open_rate = Column(Float)
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open_rate_requested = Column(Float)
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# open_trade_price - calcuated via _calc_open_trade_price
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open_trade_price = Column(Float)
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close_rate = Column(Float)
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close_rate_requested = Column(Float)
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@ -331,7 +332,7 @@ class Trade(_DECL_BASE):
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and marks trade as closed
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"""
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self.close_rate = Decimal(rate)
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self.close_profit = self.calc_profit_percent()
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self.close_profit = self.calc_profit_ratio()
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self.close_date = datetime.utcnow()
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self.is_open = False
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self.open_order_id = None
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@ -361,9 +362,9 @@ class Trade(_DECL_BASE):
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"""
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Calculate the close_rate including fee
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:param fee: fee to use on the close rate (optional).
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If rate is not set self.fee will be used
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If rate is not set self.fee will be used
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:param rate: rate to compare with (optional).
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If rate is not set self.close_rate will be used
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If rate is not set self.close_rate will be used
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:return: Price in BTC of the open trade
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"""
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if rate is None and not self.close_rate:
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@ -378,9 +379,9 @@ class Trade(_DECL_BASE):
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"""
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Calculate the absolute profit in stake currency between Close and Open trade
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:param fee: fee to use on the close rate (optional).
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If rate is not set self.fee will be used
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If rate is not set self.fee will be used
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:param rate: close rate to compare with (optional).
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If rate is not set self.close_rate will be used
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If rate is not set self.close_rate will be used
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:return: profit in stake currency as float
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"""
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close_trade_price = self.calc_close_trade_price(
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@ -390,14 +391,14 @@ class Trade(_DECL_BASE):
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profit = close_trade_price - self.open_trade_price
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return float(f"{profit:.8f}")
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def calc_profit_percent(self, rate: Optional[float] = None,
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fee: Optional[float] = None) -> float:
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def calc_profit_ratio(self, rate: Optional[float] = None,
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fee: Optional[float] = None) -> float:
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"""
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Calculates the profit in percentage (including fee).
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Calculates the profit as ratio (including fee).
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:param rate: rate to compare with (optional).
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If rate is not set self.close_rate will be used
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If rate is not set self.close_rate will be used
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:param fee: fee to use on the close rate (optional).
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:return: profit in percentage as float
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:return: profit ratio as float
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"""
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close_trade_price = self.calc_close_trade_price(
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rate=(rate or self.close_rate),
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@ -123,7 +123,7 @@ class RPC:
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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except DependencyException:
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current_rate = NAN
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current_profit = trade.calc_profit_percent(current_rate)
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current_profit = trade.calc_profit_ratio(current_rate)
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fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
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if trade.close_profit else None)
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trade_dict = trade.to_json()
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@ -151,7 +151,7 @@ class RPC:
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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except DependencyException:
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current_rate = NAN
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trade_perc = (100 * trade.calc_profit_percent(current_rate))
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trade_perc = (100 * trade.calc_profit_ratio(current_rate))
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trade_profit = trade.calc_profit(current_rate)
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profit_str = f'{trade_perc:.2f}%'
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if self._fiat_converter:
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@ -240,7 +240,7 @@ class RPC:
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durations.append((trade.close_date - trade.open_date).total_seconds())
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if not trade.is_open:
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profit_percent = trade.calc_profit_percent()
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profit_percent = trade.calc_profit_ratio()
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profit_closed_coin.append(trade.calc_profit())
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profit_closed_perc.append(profit_percent)
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else:
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@ -249,7 +249,7 @@ class RPC:
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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except DependencyException:
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current_rate = NAN
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profit_percent = trade.calc_profit_percent(rate=current_rate)
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profit_percent = trade.calc_profit_ratio(rate=current_rate)
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profit_all_coin.append(
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trade.calc_profit(rate=trade.close_rate or current_rate)
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@ -296,7 +296,7 @@ class IStrategy(ABC):
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"""
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# Set current rate to low for backtesting sell
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current_rate = low or rate
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current_profit = trade.calc_profit_percent(current_rate)
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current_profit = trade.calc_profit_ratio(current_rate)
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trade.adjust_min_max_rates(high or current_rate)
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@ -311,7 +311,7 @@ class IStrategy(ABC):
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# Set current rate to high for backtesting sell
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current_rate = high or rate
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current_profit = trade.calc_profit_percent(current_rate)
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current_profit = trade.calc_profit_ratio(current_rate)
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config_ask_strategy = self.config.get('ask_strategy', {})
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if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
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@ -360,7 +360,7 @@ class IStrategy(ABC):
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sl_offset = self.trailing_stop_positive_offset
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# Make sure current_profit is calculated using high for backtesting.
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high_profit = current_profit if not high else trade.calc_profit_percent(high)
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high_profit = current_profit if not high else trade.calc_profit_ratio(high)
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# Don't update stoploss if trailing_only_offset_is_reached is true.
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if not (self.trailing_only_offset_is_reached and high_profit < sl_offset):
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@ -381,7 +381,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
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close_rate=0.265441,
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)
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trade.close_profit = trade.calc_profit_percent()
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trade.close_profit = trade.calc_profit_ratio()
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Trade.session.add(trade)
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trade = Trade(
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@ -396,7 +396,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
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fee_open=fee.return_value,
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close_rate=0.391
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)
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trade.close_profit = trade.calc_profit_percent()
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trade.close_profit = trade.calc_profit_ratio()
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Trade.session.add(trade)
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Trade.session.flush()
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@ -1543,7 +1543,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
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assert log_has_re('Found open order for.*', caplog)
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def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee, mocker):
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def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
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mocker):
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
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# get_order should not be called!!
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mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
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@ -226,7 +226,7 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
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assert trade.calc_profit() == 0.00006217
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# Profit in percent
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assert trade.calc_profit_percent() == 0.06201058
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assert trade.calc_profit_ratio() == 0.06201058
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@pytest.mark.usefixtures("init_persistence")
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@ -367,7 +367,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
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def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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@ -381,17 +381,17 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
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trade.update(limit_buy_order) # Buy @ 0.00001099
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# Get percent of profit with a custom rate (Higher than open rate)
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assert trade.calc_profit_percent(rate=0.00001234) == 0.11723875
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assert trade.calc_profit_ratio(rate=0.00001234) == 0.11723875
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# Get percent of profit with a custom rate (Lower than open rate)
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assert trade.calc_profit_percent(rate=0.00000123) == -0.88863828
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assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
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# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
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trade.update(limit_sell_order)
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assert trade.calc_profit_percent() == 0.06201058
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assert trade.calc_profit_ratio() == 0.06201058
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# Test with a custom fee rate on the close trade
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assert trade.calc_profit_percent(fee=0.003) == 0.06147824
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assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
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@pytest.mark.usefixtures("init_persistence")
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