diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index eb405942a..42fd65023 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -674,12 +674,12 @@ class LocalTrade(): """ return len([o for o in self.orders if o.ft_order_side == self.exit_side]) - def _calc_open_trade_value(self) -> float: + def _calc_open_trade_value(self, amount: float, open_rate: float) -> float: """ Calculate the open_rate including open_fee. :return: Price in of the open trade incl. Fees """ - open_trade = Decimal(self.amount) * Decimal(self.open_rate) + open_trade = Decimal(amount) * Decimal(open_rate) fees = open_trade * Decimal(self.fee_open) if self.is_short: return float(open_trade - fees) @@ -691,7 +691,7 @@ class LocalTrade(): Recalculate open_trade_value. Must be called whenever open_rate, fee_open is changed. """ - self.open_trade_value = self._calc_open_trade_value() + self.open_trade_value = self._calc_open_trade_value(self.amount, self.open_rate) def calculate_interest(self) -> Decimal: """ @@ -723,7 +723,7 @@ class LocalTrade(): else: return close_trade - fees - def calc_close_trade_value(self, rate: float) -> float: + def calc_close_trade_value(self, rate: float, amount: float = None) -> float: """ Calculate the Trade's close value including fees :param rate: rate to compare with. @@ -732,7 +732,7 @@ class LocalTrade(): if rate is None and not self.close_rate: return 0.0 - amount = Decimal(self.amount) + amount = Decimal(amount or self.amount) trading_mode = self.trading_mode or TradingMode.SPOT if trading_mode == TradingMode.SPOT: @@ -761,39 +761,53 @@ class LocalTrade(): raise OperationalException( f"{self.trading_mode.value} trading is not yet available using freqtrade") - def calc_profit(self, rate: float) -> float: + def calc_profit(self, rate: float, amount: float = None, open_rate: float = None) -> float: """ Calculate the absolute profit in stake currency between Close and Open trade :param rate: close rate to compare with. + :param amount: Amount to use for the calculation. Falls back to trade.amount if not set. + :param open_rate: open_rate to use. Defaults to self.open_rate if not provided. :return: profit in stake currency as float """ - close_trade_value = self.calc_close_trade_value(rate) + close_trade_value = self.calc_close_trade_value(rate, amount) + if amount is None or open_rate is None: + open_trade_value = self.open_trade_value + else: + open_trade_value = self._calc_open_trade_value(amount, open_rate) if self.is_short: - profit = self.open_trade_value - close_trade_value + profit = open_trade_value - close_trade_value else: - profit = close_trade_value - self.open_trade_value + profit = close_trade_value - open_trade_value return float(f"{profit:.8f}") - def calc_profit_ratio(self, rate: float) -> float: + def calc_profit_ratio( + self, rate: float, amount: float = None, open_rate: float = None) -> float: """ Calculates the profit as ratio (including fee). :param rate: rate to compare with. + :param amount: Amount to use for the calculation. Falls back to trade.amount if not set. + :param open_rate: open_rate to use. Defaults to self.open_rate if not provided. :return: profit ratio as float """ - close_trade_value = self.calc_close_trade_value(rate) + close_trade_value = self.calc_close_trade_value(rate, amount) + + if amount is None or open_rate is None: + open_trade_value = self.open_trade_value + else: + open_trade_value = self._calc_open_trade_value(amount, open_rate) short_close_zero = (self.is_short and close_trade_value == 0.0) - long_close_zero = (not self.is_short and self.open_trade_value == 0.0) + long_close_zero = (not self.is_short and open_trade_value == 0.0) leverage = self.leverage or 1.0 if (short_close_zero or long_close_zero): return 0.0 else: if self.is_short: - profit_ratio = (1 - (close_trade_value / self.open_trade_value)) * leverage + profit_ratio = (1 - (close_trade_value / open_trade_value)) * leverage else: - profit_ratio = ((close_trade_value / self.open_trade_value) - 1) * leverage + profit_ratio = ((close_trade_value / open_trade_value) - 1) * leverage return float(f"{profit_ratio:.8f}") diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 8c12d2ea0..d536334cc 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -605,7 +605,7 @@ def test_calc_open_close_trade_price( trade.open_rate = 2.0 trade.close_rate = 2.2 trade.recalc_open_trade_value() - assert isclose(trade._calc_open_trade_value(), open_value) + assert isclose(trade._calc_open_trade_value(trade.amount, trade.open_rate), open_value) assert isclose(trade.calc_close_trade_value(trade.close_rate), close_value) assert isclose(trade.calc_profit(trade.close_rate), round(profit, 8)) assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio @@ -763,7 +763,7 @@ def test_calc_open_trade_value( trade.update_trade(oobj) # Buy @ 2.0 # Get the open rate price with the standard fee rate - assert trade._calc_open_trade_value() == result + assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == result @pytest.mark.parametrize( @@ -1139,6 +1139,11 @@ def test_calc_profit( assert pytest.approx(trade.calc_profit(rate=close_rate)) == round(profit, 8) assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8) + assert pytest.approx(trade.calc_profit(close_rate, trade.amount, + trade.open_rate)) == round(profit, 8) + assert pytest.approx(trade.calc_profit_ratio(close_rate, trade.amount, + trade.open_rate)) == round(profit_ratio, 8) + def test_migrate_new(mocker, default_conf, fee, caplog): """ @@ -1298,7 +1303,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): assert log_has("trying trades_bak2", caplog) assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0", caplog) - assert trade.open_trade_value == trade._calc_open_trade_value() + assert trade.open_trade_value == trade._calc_open_trade_value(trade.amount, trade.open_rate) assert trade.close_profit_abs is None orders = trade.orders @@ -2308,7 +2313,7 @@ def test_recalc_trade_from_orders(fee): ) assert fee.return_value == 0.0025 - assert trade._calc_open_trade_value() == o1_trade_val + assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == o1_trade_val assert trade.amount == o1_amount assert trade.stake_amount == o1_cost assert trade.open_rate == o1_rate