Rename profit_percent to profit_ratio to be consistent
This commit is contained in:
parent
539b5627fd
commit
a2964afd42
@ -108,7 +108,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
|
|||||||
trades = pd.DataFrame([(t.pair,
|
trades = pd.DataFrame([(t.pair,
|
||||||
t.open_date.replace(tzinfo=timezone.utc),
|
t.open_date.replace(tzinfo=timezone.utc),
|
||||||
t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None,
|
t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None,
|
||||||
t.calc_profit(), t.calc_profit_percent(),
|
t.calc_profit(), t.calc_profit_ratio(),
|
||||||
t.open_rate, t.close_rate, t.amount,
|
t.open_rate, t.close_rate, t.amount,
|
||||||
(round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
|
(round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
|
||||||
if t.close_date else None),
|
if t.close_date else None),
|
||||||
|
@ -950,7 +950,7 @@ class FreqtradeBot:
|
|||||||
profit_trade = trade.calc_profit(rate=profit_rate)
|
profit_trade = trade.calc_profit(rate=profit_rate)
|
||||||
# Use cached ticker here - it was updated seconds ago.
|
# Use cached ticker here - it was updated seconds ago.
|
||||||
current_rate = self.get_sell_rate(trade.pair, False)
|
current_rate = self.get_sell_rate(trade.pair, False)
|
||||||
profit_percent = trade.calc_profit_percent(profit_rate)
|
profit_percent = trade.calc_profit_ratio(profit_rate)
|
||||||
gain = "profit" if profit_percent > 0 else "loss"
|
gain = "profit" if profit_percent > 0 else "loss"
|
||||||
|
|
||||||
msg = {
|
msg = {
|
||||||
|
@ -329,7 +329,7 @@ class Backtesting:
|
|||||||
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
|
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
|
||||||
|
|
||||||
return BacktestResult(pair=pair,
|
return BacktestResult(pair=pair,
|
||||||
profit_percent=trade.calc_profit_percent(rate=closerate),
|
profit_percent=trade.calc_profit_ratio(rate=closerate),
|
||||||
profit_abs=trade.calc_profit(rate=closerate),
|
profit_abs=trade.calc_profit(rate=closerate),
|
||||||
open_time=buy_row.date,
|
open_time=buy_row.date,
|
||||||
close_time=sell_row.date,
|
close_time=sell_row.date,
|
||||||
@ -345,7 +345,7 @@ class Backtesting:
|
|||||||
# no sell condition found - trade stil open at end of backtest period
|
# no sell condition found - trade stil open at end of backtest period
|
||||||
sell_row = partial_ticker[-1]
|
sell_row = partial_ticker[-1]
|
||||||
bt_res = BacktestResult(pair=pair,
|
bt_res = BacktestResult(pair=pair,
|
||||||
profit_percent=trade.calc_profit_percent(rate=sell_row.open),
|
profit_percent=trade.calc_profit_ratio(rate=sell_row.open),
|
||||||
profit_abs=trade.calc_profit(rate=sell_row.open),
|
profit_abs=trade.calc_profit(rate=sell_row.open),
|
||||||
open_time=buy_row.date,
|
open_time=buy_row.date,
|
||||||
close_time=sell_row.date,
|
close_time=sell_row.date,
|
||||||
|
@ -185,6 +185,7 @@ class Trade(_DECL_BASE):
|
|||||||
fee_close = Column(Float, nullable=False, default=0.0)
|
fee_close = Column(Float, nullable=False, default=0.0)
|
||||||
open_rate = Column(Float)
|
open_rate = Column(Float)
|
||||||
open_rate_requested = Column(Float)
|
open_rate_requested = Column(Float)
|
||||||
|
# open_trade_price - calcuated via _calc_open_trade_price
|
||||||
open_trade_price = Column(Float)
|
open_trade_price = Column(Float)
|
||||||
close_rate = Column(Float)
|
close_rate = Column(Float)
|
||||||
close_rate_requested = Column(Float)
|
close_rate_requested = Column(Float)
|
||||||
@ -331,7 +332,7 @@ class Trade(_DECL_BASE):
|
|||||||
and marks trade as closed
|
and marks trade as closed
|
||||||
"""
|
"""
|
||||||
self.close_rate = Decimal(rate)
|
self.close_rate = Decimal(rate)
|
||||||
self.close_profit = self.calc_profit_percent()
|
self.close_profit = self.calc_profit_ratio()
|
||||||
self.close_date = datetime.utcnow()
|
self.close_date = datetime.utcnow()
|
||||||
self.is_open = False
|
self.is_open = False
|
||||||
self.open_order_id = None
|
self.open_order_id = None
|
||||||
@ -361,9 +362,9 @@ class Trade(_DECL_BASE):
|
|||||||
"""
|
"""
|
||||||
Calculate the close_rate including fee
|
Calculate the close_rate including fee
|
||||||
:param fee: fee to use on the close rate (optional).
|
:param fee: fee to use on the close rate (optional).
|
||||||
If rate is not set self.fee will be used
|
If rate is not set self.fee will be used
|
||||||
:param rate: rate to compare with (optional).
|
:param rate: rate to compare with (optional).
|
||||||
If rate is not set self.close_rate will be used
|
If rate is not set self.close_rate will be used
|
||||||
:return: Price in BTC of the open trade
|
:return: Price in BTC of the open trade
|
||||||
"""
|
"""
|
||||||
if rate is None and not self.close_rate:
|
if rate is None and not self.close_rate:
|
||||||
@ -378,9 +379,9 @@ class Trade(_DECL_BASE):
|
|||||||
"""
|
"""
|
||||||
Calculate the absolute profit in stake currency between Close and Open trade
|
Calculate the absolute profit in stake currency between Close and Open trade
|
||||||
:param fee: fee to use on the close rate (optional).
|
:param fee: fee to use on the close rate (optional).
|
||||||
If rate is not set self.fee will be used
|
If rate is not set self.fee will be used
|
||||||
:param rate: close rate to compare with (optional).
|
:param rate: close rate to compare with (optional).
|
||||||
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_price(
|
close_trade_price = self.calc_close_trade_price(
|
||||||
@ -390,14 +391,14 @@ class Trade(_DECL_BASE):
|
|||||||
profit = close_trade_price - self.open_trade_price
|
profit = close_trade_price - self.open_trade_price
|
||||||
return float(f"{profit:.8f}")
|
return float(f"{profit:.8f}")
|
||||||
|
|
||||||
def calc_profit_percent(self, rate: Optional[float] = None,
|
def calc_profit_ratio(self, rate: Optional[float] = None,
|
||||||
fee: Optional[float] = None) -> float:
|
fee: Optional[float] = None) -> float:
|
||||||
"""
|
"""
|
||||||
Calculates the profit in percentage (including fee).
|
Calculates the profit as ratio (including fee).
|
||||||
:param rate: rate to compare with (optional).
|
:param rate: rate to compare with (optional).
|
||||||
If rate is not set self.close_rate will be used
|
If rate is not set self.close_rate will be used
|
||||||
:param fee: fee to use on the close rate (optional).
|
:param fee: fee to use on the close rate (optional).
|
||||||
:return: profit in percentage as float
|
:return: profit ratio as float
|
||||||
"""
|
"""
|
||||||
close_trade_price = self.calc_close_trade_price(
|
close_trade_price = self.calc_close_trade_price(
|
||||||
rate=(rate or self.close_rate),
|
rate=(rate or self.close_rate),
|
||||||
|
@ -123,7 +123,7 @@ class RPC:
|
|||||||
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
|
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
|
||||||
except DependencyException:
|
except DependencyException:
|
||||||
current_rate = NAN
|
current_rate = NAN
|
||||||
current_profit = trade.calc_profit_percent(current_rate)
|
current_profit = trade.calc_profit_ratio(current_rate)
|
||||||
fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
|
fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
|
||||||
if trade.close_profit else None)
|
if trade.close_profit else None)
|
||||||
trade_dict = trade.to_json()
|
trade_dict = trade.to_json()
|
||||||
@ -151,7 +151,7 @@ class RPC:
|
|||||||
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
|
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
|
||||||
except DependencyException:
|
except DependencyException:
|
||||||
current_rate = NAN
|
current_rate = NAN
|
||||||
trade_perc = (100 * trade.calc_profit_percent(current_rate))
|
trade_perc = (100 * trade.calc_profit_ratio(current_rate))
|
||||||
trade_profit = trade.calc_profit(current_rate)
|
trade_profit = trade.calc_profit(current_rate)
|
||||||
profit_str = f'{trade_perc:.2f}%'
|
profit_str = f'{trade_perc:.2f}%'
|
||||||
if self._fiat_converter:
|
if self._fiat_converter:
|
||||||
@ -240,7 +240,7 @@ class RPC:
|
|||||||
durations.append((trade.close_date - trade.open_date).total_seconds())
|
durations.append((trade.close_date - trade.open_date).total_seconds())
|
||||||
|
|
||||||
if not trade.is_open:
|
if not trade.is_open:
|
||||||
profit_percent = trade.calc_profit_percent()
|
profit_percent = trade.calc_profit_ratio()
|
||||||
profit_closed_coin.append(trade.calc_profit())
|
profit_closed_coin.append(trade.calc_profit())
|
||||||
profit_closed_perc.append(profit_percent)
|
profit_closed_perc.append(profit_percent)
|
||||||
else:
|
else:
|
||||||
@ -249,7 +249,7 @@ class RPC:
|
|||||||
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
|
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
|
||||||
except DependencyException:
|
except DependencyException:
|
||||||
current_rate = NAN
|
current_rate = NAN
|
||||||
profit_percent = trade.calc_profit_percent(rate=current_rate)
|
profit_percent = trade.calc_profit_ratio(rate=current_rate)
|
||||||
|
|
||||||
profit_all_coin.append(
|
profit_all_coin.append(
|
||||||
trade.calc_profit(rate=trade.close_rate or current_rate)
|
trade.calc_profit(rate=trade.close_rate or current_rate)
|
||||||
|
@ -296,7 +296,7 @@ class IStrategy(ABC):
|
|||||||
"""
|
"""
|
||||||
# Set current rate to low for backtesting sell
|
# Set current rate to low for backtesting sell
|
||||||
current_rate = low or rate
|
current_rate = low or rate
|
||||||
current_profit = trade.calc_profit_percent(current_rate)
|
current_profit = trade.calc_profit_ratio(current_rate)
|
||||||
|
|
||||||
trade.adjust_min_max_rates(high or current_rate)
|
trade.adjust_min_max_rates(high or current_rate)
|
||||||
|
|
||||||
@ -311,7 +311,7 @@ class IStrategy(ABC):
|
|||||||
|
|
||||||
# Set current rate to high for backtesting sell
|
# Set current rate to high for backtesting sell
|
||||||
current_rate = high or rate
|
current_rate = high or rate
|
||||||
current_profit = trade.calc_profit_percent(current_rate)
|
current_profit = trade.calc_profit_ratio(current_rate)
|
||||||
config_ask_strategy = self.config.get('ask_strategy', {})
|
config_ask_strategy = self.config.get('ask_strategy', {})
|
||||||
|
|
||||||
if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
|
if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
|
||||||
@ -360,7 +360,7 @@ class IStrategy(ABC):
|
|||||||
sl_offset = self.trailing_stop_positive_offset
|
sl_offset = self.trailing_stop_positive_offset
|
||||||
|
|
||||||
# Make sure current_profit is calculated using high for backtesting.
|
# Make sure current_profit is calculated using high for backtesting.
|
||||||
high_profit = current_profit if not high else trade.calc_profit_percent(high)
|
high_profit = current_profit if not high else trade.calc_profit_ratio(high)
|
||||||
|
|
||||||
# Don't update stoploss if trailing_only_offset_is_reached is true.
|
# Don't update stoploss if trailing_only_offset_is_reached is true.
|
||||||
if not (self.trailing_only_offset_is_reached and high_profit < sl_offset):
|
if not (self.trailing_only_offset_is_reached and high_profit < sl_offset):
|
||||||
|
@ -381,7 +381,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
|
|||||||
close_rate=0.265441,
|
close_rate=0.265441,
|
||||||
|
|
||||||
)
|
)
|
||||||
trade.close_profit = trade.calc_profit_percent()
|
trade.close_profit = trade.calc_profit_ratio()
|
||||||
Trade.session.add(trade)
|
Trade.session.add(trade)
|
||||||
|
|
||||||
trade = Trade(
|
trade = Trade(
|
||||||
@ -396,7 +396,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
|
|||||||
fee_open=fee.return_value,
|
fee_open=fee.return_value,
|
||||||
close_rate=0.391
|
close_rate=0.391
|
||||||
)
|
)
|
||||||
trade.close_profit = trade.calc_profit_percent()
|
trade.close_profit = trade.calc_profit_ratio()
|
||||||
Trade.session.add(trade)
|
Trade.session.add(trade)
|
||||||
Trade.session.flush()
|
Trade.session.flush()
|
||||||
|
|
||||||
|
@ -1543,7 +1543,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
|
|||||||
assert log_has_re('Found open order for.*', caplog)
|
assert log_has_re('Found open order for.*', caplog)
|
||||||
|
|
||||||
|
|
||||||
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee, mocker):
|
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
|
||||||
|
mocker):
|
||||||
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
||||||
# get_order should not be called!!
|
# get_order should not be called!!
|
||||||
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
|
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
|
||||||
|
@ -226,7 +226,7 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
|
|||||||
assert trade.calc_profit() == 0.00006217
|
assert trade.calc_profit() == 0.00006217
|
||||||
|
|
||||||
# Profit in percent
|
# Profit in percent
|
||||||
assert trade.calc_profit_percent() == 0.06201058
|
assert trade.calc_profit_ratio() == 0.06201058
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.usefixtures("init_persistence")
|
@pytest.mark.usefixtures("init_persistence")
|
||||||
@ -367,7 +367,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
|
|||||||
|
|
||||||
|
|
||||||
@pytest.mark.usefixtures("init_persistence")
|
@pytest.mark.usefixtures("init_persistence")
|
||||||
def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
|
def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
|
||||||
trade = Trade(
|
trade = Trade(
|
||||||
pair='ETH/BTC',
|
pair='ETH/BTC',
|
||||||
stake_amount=0.001,
|
stake_amount=0.001,
|
||||||
@ -381,17 +381,17 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
|
|||||||
trade.update(limit_buy_order) # Buy @ 0.00001099
|
trade.update(limit_buy_order) # Buy @ 0.00001099
|
||||||
|
|
||||||
# Get percent of profit with a custom rate (Higher than open rate)
|
# Get percent of profit with a custom rate (Higher than open rate)
|
||||||
assert trade.calc_profit_percent(rate=0.00001234) == 0.11723875
|
assert trade.calc_profit_ratio(rate=0.00001234) == 0.11723875
|
||||||
|
|
||||||
# Get percent of profit with a custom rate (Lower than open rate)
|
# Get percent of profit with a custom rate (Lower than open rate)
|
||||||
assert trade.calc_profit_percent(rate=0.00000123) == -0.88863828
|
assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
|
||||||
|
|
||||||
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
|
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
|
||||||
trade.update(limit_sell_order)
|
trade.update(limit_sell_order)
|
||||||
assert trade.calc_profit_percent() == 0.06201058
|
assert trade.calc_profit_ratio() == 0.06201058
|
||||||
|
|
||||||
# Test with a custom fee rate on the close trade
|
# Test with a custom fee rate on the close trade
|
||||||
assert trade.calc_profit_percent(fee=0.003) == 0.06147824
|
assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.usefixtures("init_persistence")
|
@pytest.mark.usefixtures("init_persistence")
|
||||||
|
Loading…
Reference in New Issue
Block a user