Add initial trade_object documentation

docs/strategy-customization.md

@@ -989,38 +989,18 @@ from freqtrade.persistence import Trade
 The following example queries for the current pair and trades from today, however other filters can easily be added.
 
 ``` python
-if self.config['runmode'].value in ('live', 'dry_run'):
-    trades = Trade.get_trades([Trade.pair == metadata['pair'],
-                               Trade.open_date > datetime.utcnow() - timedelta(days=1),
-                               Trade.is_open.is_(False),
+trades = Trade.get_trades_proxy(pair=metadata['pair'],
+                                open_date=datetime.now(timezone.utc) - timedelta(days=1),
+                                is_open=False,
             ]).order_by(Trade.close_date).all()
 # Summarize profit for this pair.
 curdayprofit = sum(trade.close_profit for trade in trades)
 ```
 
-Get amount of stake_currency currently invested in Trades:
-
-``` python
-if self.config['runmode'].value in ('live', 'dry_run'):
-    total_stakes = Trade.total_open_trades_stakes()
-```
-
-Retrieve performance per pair.
-Returns a List of dicts per pair.
-
-``` python
-if self.config['runmode'].value in ('live', 'dry_run'):
-    performance = Trade.get_overall_performance()
-```
-
-Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of 0.015).
-
-``` json
-{"pair": "ETH/BTC", "profit": 0.015, "count": 5}
-```
+For a full list of available methods, please consult the [Trade object](trade-object.md) documentation.
 
 !!! Warning
-    Trade history is not available during backtesting or hyperopt.
+    Trade history is not available in `populate_*` methods during backtesting or hyperopt, and will result in empty results.
 
 ## Prevent trades from happening for a specific pair
 

docs/trade-object.md

@@ -0,0 +1,132 @@
+# Trade Object
+
+## Trade
+
+A position freqtrade enters is stored in a Trade object - which is persisted to the database.
+It's a core concept of Freqtrade - and something you'll come across in many sections of the documentation, which will most likely point you to this location.
+
+It will be passed to the strategy in many [strategy callbacks](strategy-callbacks.md). The object passed to the strategy cannot be modified.
+
+## Available attributes
+
+The following attributes / properties are available for each individual trade - and can be used with `trade.<property>` (e.g. `trade.pair`).
+
+|  Attribute | DataType | Description |
+|------------|-------------|-------------|
+| `pair`| string | Pair of this trade
+| `is_open`| boolean | Is the trade currently open, or has it been concluded
+| `open_rate`| float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments)
+| `close_rate`| float | Close rate - only set when is_open = False
+| `stake_amount`| float | Amount in Stake (or Quote) currency.
+| `amount`| float | Amount in Asset / Base currency that is currently owned.
+| `open_date`| datetime | Timestamp when trade was opened **use `open_date_utc` instead**
+| `open_date_utc`| datetime | Timestamp when trade was opened - in UTC
+| `close_date`| datetime | Timestamp when trade was closed **use `close_date_utc` instead**
+| `close_date_utc`| datetime | Timestamp when trade was closed - in UTC
+| `close_profit`| float | Relative profit at the time of trade closure. `0.01` == 1%
+| `close_profit_abs`| float | Absolute profit (in stake currency) at the time of trade closure.
+| `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets.
+| `enter_tag`| string | Tag provided on entry via the `enter_tag` column in the dataframe
+| `is_short` | boolean | True for short trades, False otherwise
+| `orders` | Order[] | List of order objects attached to this trade.
+| `date_last_filled_utc` | datetime | Time of the last filled order
+| `entry_side` | "buy" / "sell" | Order Side the trade was entered
+| `exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction.
+| `trade_direction` | "long" / "short" | Trade direction in text - long or short.
+| `nr_of_successful_entries` | int | Number of successful (filled) entry orders
+| `nr_of_successful_exits` | int | Number of successful (filled) exit orders
+
+## Class methods
+
+The following are class methods - which return generic information, and usually result in an explicit query against the database.
+They can be used as `Trade.<method>` - e.g. `open_trades = Trade.get_open_trade_count()`
+
+!!! Warning "Backtesting/hyperopt"
+    Most methods will work in both backtesting / hyperopt and live/dry modes.
+    During backtesting, it's limited to usage in [strategy callbacks](strategy-callbacks.md). Usage in `populate_*()` methods is not supported and will result in wrong results.
+
+### get_trades_proxy
+
+When your strategy needs some information on existing (open or close) trades - it's best to use `Trade.get_trades_proxy()`.
+
+Usage:
+
+``` python
+from freqtrade.persistence import Trade
+from datetime import timedelta
+
+# ...
+trade_hist = Trade.get_trades_proxy(pair='ETH/USDT', is_open=False, open_date=current_date - timedelta(days=2))
+
+```
+
+`get_trades_proxy()` supports the following keyword arguments. All arguments are optional - calling `get_trades_proxy()` without arguments will return a list of all trades in the database.
+
+* `pair` e.g. `pair='ETH/USDT'`
+* `is_open` e.g. `is_open=False`
+* `open_date` e.g. `open_date=current_date - timedelta(days=2)`
+* `close_date` e.g. `close_date=current_date - timedelta(days=5)`
+
+### get_open_trade_count
+
+Get the number of currently open trades
+
+``` python
+from freqtrade.persistence import Trade
+# ...
+open_trades = Trade.get_open_trade_count()
+```
+
+### get_total_closed_profit
+
+Retrieve the total profit the bot has generated so far.
+Aggregates `close_profit_abs` for all closed trades.
+
+``` python
+from freqtrade.persistence import Trade
+
+# ...
+profit = Trade.get_total_closed_profit()
+```
+
+### total_open_trades_stakes
+
+Retrieve the total stake_amount that's currently in trades.
+
+``` python
+from freqtrade.persistence import Trade
+
+# ...
+profit = Trade.total_open_trades_stakes()
+```
+
+### get_overall_performance
+
+Retrieve the overall performance - similar to the `/performance` telegram command.
+
+``` python
+from freqtrade.persistence import Trade
+
+# ...
+if self.config['runmode'].value in ('live', 'dry_run'):
+    performance = Trade.get_overall_performance()
+```
+
+Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of 0.015).
+
+``` json
+{"pair": "ETH/BTC", "profit": 0.015, "count": 5}
+```
+
+## Order Object
+
+An `Order` object represents an order on the exchange (or a simulated order in dry-run mode).
+An `Order` object will always be tied to it's corresponding [`Trade`](#trade-object), and only really makes sense in the context of a trade.
+
+## Available information
+
+TODO: write me
+
+|  Attribute | DataType | Description |
+|------------|-------------|-------------|
+TODO: write me

mkdocs.yml

@@ -13,6 +13,7 @@ nav:
     - Configuration: configuration.md
     - Strategy Customization: strategy-customization.md
     - Strategy Callbacks: strategy-callbacks.md
+    - Trade Object: trade-object.md
     - Stoploss: stoploss.md
     - Plugins: plugins.md
     - Start the bot: bot-usage.md