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Partial exit using average price (#6545)

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Introduce Partial exits
This commit is contained in:
Kavinkumar
2022-07-31 17:49:04 +05:30
committed by GitHub
parent 369c6da5d8
commit a4bada3ebe
20 changed files with 1462 additions and 347 deletions
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2
freqtrade/rpc/rpc.py
View File

@@ -201,7 +201,7 @@ class RPC:
trade_dict = trade.to_json()
trade_dict.update(dict(
close_profit=trade.close_profit if trade.close_profit is not None else None,
close_profit=trade.close_profit if not trade.is_open else None,
current_rate=current_rate,
current_profit=current_profit, # Deprecated
current_profit_pct=round(current_profit * 100, 2), # Deprecated

101
freqtrade/rpc/telegram.py
View File

@@ -274,7 +274,7 @@ class Telegram(RPCHandler):
f"{emoji} *{self._exchange_from_msg(msg)}:*"
f" {entry_side['entered'] if is_fill else entry_side['enter']} {msg['pair']}"
f" (#{msg['trade_id']})\n"
)
)
message += self._add_analyzed_candle(msg['pair'])
message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag') else ""
message += f"*Amount:* `{msg['amount']:.8f}`\n"
@@ -315,20 +315,36 @@ class Telegram(RPCHandler):
msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
msg['profit_extra'] = (
f" ({msg['gain']}: {msg['profit_amount']:.8f} {msg['stake_currency']}"
f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']})")
f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']}")
else:
msg['profit_extra'] = ''
msg['profit_extra'] = (
f" ({msg['gain']}: {msg['profit_amount']:.8f} {msg['stake_currency']}"
f"{msg['profit_extra']})")
is_fill = msg['type'] == RPCMessageType.EXIT_FILL
is_sub_trade = msg.get('sub_trade')
is_sub_profit = msg['profit_amount'] != msg.get('cumulative_profit')
profit_prefix = ('Sub ' if is_sub_profit
else 'Cumulative ') if is_sub_trade else ''
cp_extra = ''
if is_sub_profit and is_sub_trade:
if self._rpc._fiat_converter:
cp_fiat = self._rpc._fiat_converter.convert_amount(
msg['cumulative_profit'], msg['stake_currency'], msg['fiat_currency'])
cp_extra = f" / {cp_fiat:.3f} {msg['fiat_currency']}"
else:
cp_extra = ''
cp_extra = f"*Cumulative Profit:* (`{msg['cumulative_profit']:.8f} " \
f"{msg['stake_currency']}{cp_extra}`)\n"
message = (
f"{msg['emoji']} *{self._exchange_from_msg(msg)}:* "
f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n"
f"{self._add_analyzed_candle(msg['pair'])}"
f"*{'Profit' if is_fill else 'Unrealized Profit'}:* "
f"*{f'{profit_prefix}Profit' if is_fill else f'Unrealized {profit_prefix}Profit'}:* "
f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
f"{cp_extra}"
f"*Enter Tag:* `{msg['enter_tag']}`\n"
f"*Exit Reason:* `{msg['exit_reason']}`\n"
f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n"
f"*Direction:* `{msg['direction']}`\n"
f"{msg['leverage_text']}"
f"*Amount:* `{msg['amount']:.8f}`\n"
@@ -336,11 +352,25 @@ class Telegram(RPCHandler):
)
if msg['type'] == RPCMessageType.EXIT:
message += (f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
f"*Close Rate:* `{msg['limit']:.8f}`")
f"*Exit Rate:* `{msg['limit']:.8f}`")
elif msg['type'] == RPCMessageType.EXIT_FILL:
message += f"*Close Rate:* `{msg['close_rate']:.8f}`"
message += f"*Exit Rate:* `{msg['close_rate']:.8f}`"
if msg.get('sub_trade'):
if self._rpc._fiat_converter:
msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
else:
msg['stake_amount_fiat'] = 0
rem = round_coin_value(msg['stake_amount'], msg['stake_currency'])
message += f"\n*Remaining:* `({rem}"
if msg.get('fiat_currency', None):
message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
message += ")`"
else:
message += f"\n*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`"
return message
def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str:
@@ -353,7 +383,8 @@ class Telegram(RPCHandler):
elif msg_type in (RPCMessageType.ENTRY_CANCEL, RPCMessageType.EXIT_CANCEL):
msg['message_side'] = 'enter' if msg_type in [RPCMessageType.ENTRY_CANCEL] else 'exit'
message = (f"\N{WARNING SIGN} *{self._exchange_from_msg(msg)}:* "
f"Cancelling {msg['message_side']} Order for {msg['pair']} "
f"Cancelling {'partial ' if msg.get('sub_trade') else ''}"
f"{msg['message_side']} Order for {msg['pair']} "
f"(#{msg['trade_id']}). Reason: {msg['reason']}.")
elif msg_type == RPCMessageType.PROTECTION_TRIGGER:
@@ -424,7 +455,7 @@ class Telegram(RPCHandler):
else:
return "\N{CROSS MARK}"
def _prepare_entry_details(self, filled_orders: List, quote_currency: str, is_open: bool):
def _prepare_order_details(self, filled_orders: List, quote_currency: str, is_open: bool):
"""
Prepare details of trade with entry adjustment enabled
"""
@@ -433,44 +464,51 @@ class Telegram(RPCHandler):
first_avg = filled_orders[0]["safe_price"]
for x, order in enumerate(filled_orders):
if not order['ft_is_entry'] or order['is_open'] is True:
if order['is_open'] is True:
continue
wording = 'Entry' if order['ft_is_entry'] else 'Exit'
cur_entry_datetime = arrow.get(order["order_filled_date"])
cur_entry_amount = order["amount"]
cur_entry_amount = order["filled"] or order["amount"]
cur_entry_average = order["safe_price"]
lines.append(" ")
if x == 0:
lines.append(f"*Entry #{x+1}:*")
lines.append(f"*{wording} #{x+1}:*")
lines.append(
f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
lines.append(f"*Average Entry Price:* {cur_entry_average}")
f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
lines.append(f"*Average Price:* {cur_entry_average}")
else:
sumA = 0
sumB = 0
for y in range(x):
sumA += (filled_orders[y]["amount"] * filled_orders[y]["safe_price"])
sumB += filled_orders[y]["amount"]
amount = filled_orders[y]["filled"] or filled_orders[y]["amount"]
sumA += amount * filled_orders[y]["safe_price"]
sumB += amount
prev_avg_price = sumA / sumB
# TODO: This calculation ignores fees.
price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg)
minus_on_entry = 0
if prev_avg_price:
minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
dur_entry = cur_entry_datetime - arrow.get(
filled_orders[x - 1]["order_filled_date"])
days = dur_entry.days
hours, remainder = divmod(dur_entry.seconds, 3600)
minutes, seconds = divmod(remainder, 60)
lines.append(f"*Entry #{x+1}:* at {minus_on_entry:.2%} avg profit")
lines.append(f"*{wording} #{x+1}:* at {minus_on_entry:.2%} avg profit")
if is_open:
lines.append("({})".format(cur_entry_datetime
.humanize(granularity=["day", "hour", "minute"])))
lines.append(
f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
lines.append(f"*Average Entry Price:* {cur_entry_average} "
f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
lines.append(f"*Average {wording} Price:* {cur_entry_average} "
f"({price_to_1st_entry:.2%} from 1st entry rate)")
lines.append(f"*Order filled at:* {order['order_filled_date']}")
lines.append(f"({days}d {hours}h {minutes}m {seconds}s from previous entry)")
lines.append(f"*Order filled:* {order['order_filled_date']}")
# TODO: is this really useful?
# dur_entry = cur_entry_datetime - arrow.get(
# filled_orders[x - 1]["order_filled_date"])
# days = dur_entry.days
# hours, remainder = divmod(dur_entry.seconds, 3600)
# minutes, seconds = divmod(remainder, 60)
# lines.append(
# f"({days}d {hours}h {minutes}m {seconds}s from previous {wording.lower()})")
return lines
@authorized_only
@@ -486,7 +524,14 @@ class Telegram(RPCHandler):
if context.args and 'table' in context.args:
self._status_table(update, context)
return
else:
self._status_msg(update, context)
def _status_msg(self, update: Update, context: CallbackContext) -> None:
"""
handler for `/status` and `/status <id>`.
"""
try:
# Check if there's at least one numerical ID provided.
@@ -529,6 +574,8 @@ class Telegram(RPCHandler):
])
if r['is_open']:
if r.get('realized_profit'):
lines.append("*Realized Profit:* `{realized_profit:.8f}`")
if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
and r['initial_stop_loss_ratio'] is not None):
# Adding initial stoploss only if it is different from stoploss
@@ -546,7 +593,7 @@ class Telegram(RPCHandler):
else:
lines.append("*Open Order:* `{open_order}`")
lines_detail = self._prepare_entry_details(
lines_detail = self._prepare_order_details(
r['orders'], r['quote_currency'], r['is_open'])
lines.extend(lines_detail if lines_detail else "")