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calc_profits should allow custom open and amount parameters

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Matthias
2022-06-17 14:49:31 +00:00
parent 6bdf9c2a94
commit ade65fc274
2 changed files with 37 additions and 18 deletions
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42
freqtrade/persistence/trade_model.py
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@@ -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}")