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Update "close" calculation (first version)

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This commit is contained in:
Matthias 2022-07-19 19:44:36 +02:00
parent 8cbd81e24f
commit a955603d78
1 changed files with 28 additions and 18 deletions
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44
freqtrade/persistence/trade_model.py
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@ -650,6 +650,7 @@ class LocalTrade():
self.is_open = False
self.exit_order_status = 'closed'
self.open_order_id = None
self.recalc_trade_from_orders(is_closing=True)
if show_msg:
logger.info(
'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
@ -832,10 +833,11 @@ class LocalTrade():
return float(f"{profit_ratio:.8f}")
def recalc_trade_from_orders(self):
def recalc_trade_from_orders(self, is_closing: bool = False):
total_amount = 0.0
total_stake = 0.0
current_amount = 0.0
current_stake = 0.0
total_stake = 0.0 # Total stake after all buy orders (does not subtract!)
avg_price = None
close_profit = 0.0
close_profit_abs = 0.0
@ -847,40 +849,48 @@ class LocalTrade():
tmp_amount = o.safe_amount_after_fee
tmp_price = o.safe_price
is_exit = o.ft_order_side != self.enter_side
is_exit = o.ft_order_side != self.entry_side
side = -1 if is_exit else 1
if tmp_amount > 0.0 and tmp_price is not None:
total_amount += tmp_amount * side
current_amount += tmp_amount * side
price = avg_price if is_exit else tmp_price
total_stake += price * tmp_amount * side
if total_amount > 0:
avg_price = total_stake / total_amount
current_stake += price * tmp_amount * side
total_stake = total_stake + (price * tmp_amount) if not is_exit else total_stake
if current_amount > 0:
avg_price = current_stake / current_amount
if is_exit:
# Process partial exits
exit_rate = o.safe_price
exit_amount = o.safe_amount_after_fee
profit = self.calc_profit(rate=exit_rate, amount=exit_amount, open_rate=avg_price)
if total_amount > 0:
# Exclude final (closing) trade
close_profit_abs += profit
close_profit += self.calc_profit_ratio(exit_rate, amount=exit_amount,
open_rate=avg_price)
close_profit = self.calc_profit_ratio(
exit_rate, amount=exit_amount, open_rate=avg_price)
if current_amount <= 0:
profit = close_profit_abs
if close_profit:
self.close_profit = close_profit
self.realized_profit = close_profit_abs
self.close_profit_abs = profit
if total_amount > 0:
if current_amount > 0:
# Trade is still open
# Leverage not updated, as we don't allow changing leverage through DCA at the moment.
self.open_rate = total_stake / total_amount
self.stake_amount = total_stake / (self.leverage or 1.0)
self.amount = total_amount
self.fee_open_cost = self.fee_open * total_stake
self.open_rate = current_stake / current_amount
self.stake_amount = current_stake / (self.leverage or 1.0)
self.amount = current_amount
self.fee_open_cost = self.fee_open * current_stake
self.recalc_open_trade_value()
if self.stop_loss_pct is not None and self.open_rate is not None:
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
elif is_closing and total_stake > 0:
# Close profit abs / maximum owned
# TODO: Simplified - missing fees!
self.close_profit = (close_profit_abs / total_stake) * self.leverage
def select_order_by_order_id(self, order_id: str) -> Optional[Order]:
"""