adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update persistence to use timeframe

This commit is contained in:
Matthias 2020-06-02 10:02:24 +02:00
parent 09fe3c6f5e
commit af0f29e6b7
4 changed files with 18 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
docs/sql_cheatsheet.md
View File

@ -70,7 +70,7 @@ CREATE TABLE trades
min_rate FLOAT,
sell_reason VARCHAR,
strategy VARCHAR,
ticker_interval INTEGER,
timeframe INTEGER,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);

2
freqtrade/freqtradebot.py
View File

@ -547,7 +547,7 @@ class FreqtradeBot:
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
ticker_interval=timeframe_to_minutes(self.config['timeframe'])
timeframe=timeframe_to_minutes(self.config['timeframe'])
)
# Update fees if order is closed

19
freqtrade/persistence.py
View File

@ -86,7 +86,7 @@ def check_migrate(engine) -> None:
logger.debug(f'trying {table_back_name}')
# Check for latest column
if not has_column(cols, 'sell_order_status'):
if not has_column(cols, 'timeframe'):
logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -107,7 +107,12 @@ def check_migrate(engine) -> None:
min_rate = get_column_def(cols, 'min_rate', 'null')
sell_reason = get_column_def(cols, 'sell_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null')
ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
# If ticker-interval existed use that, else null.
if has_column(cols, 'ticker_interval'):
timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
else:
timeframe = get_column_def(cols, 'timeframe', 'null')
open_trade_price = get_column_def(cols, 'open_trade_price',
f'amount * open_rate * (1 + {fee_open})')
close_profit_abs = get_column_def(
@ -133,7 +138,7 @@ def check_migrate(engine) -> None:
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy,
ticker_interval, open_trade_price, close_profit_abs
timeframe, open_trade_price, close_profit_abs
)
select id, lower(exchange),
case
@ -155,7 +160,7 @@ def check_migrate(engine) -> None:
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{sell_order_status} sell_order_status,
{strategy} strategy, {ticker_interval} ticker_interval,
{strategy} strategy, {timeframe} timeframe,
{open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
from {table_back_name}
""")
@ -232,7 +237,7 @@ class Trade(_DECL_BASE):
sell_reason = Column(String, nullable=True)
sell_order_status = Column(String, nullable=True)
strategy = Column(String, nullable=True)
ticker_interval = Column(Integer, nullable=True)
timeframe = Column(Integer, nullable=True)
def __init__(self, **kwargs):
super().__init__(**kwargs)
@ -287,8 +292,8 @@ class Trade(_DECL_BASE):
'min_rate': self.min_rate,
'max_rate': self.max_rate,
'strategy': self.strategy,
'ticker_interval': self.ticker_interval,
'timeframe': self.ticker_interval,
'ticker_interval': self.timeframe,
'timeframe': self.timeframe,
'open_order_id': self.open_order_id,
'exchange': self.exchange,
}

7
tests/test_persistence.py
View File

@ -469,6 +469,7 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
assert trade.timeframe is None
trade = Trade.query.filter(Trade.id == 2).first()
assert trade.close_rate is not None
@ -512,11 +513,11 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate)
stop_loss, initial_stop_loss, max_rate, ticker_interval)
VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0)
0.0, 0.0, 0.0, '5m')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
@ -554,7 +555,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None
assert trade.strategy is None
assert trade.ticker_interval is None
assert trade.timeframe == '5m'
assert trade.stoploss_order_id is None
assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog)