From b80f8ca0af3ff4bba30e5810c03c3267f19eaf9a Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Tue, 22 Jun 2021 21:09:52 -0600 Subject: [PATCH] Created interest function --- freqtrade/persistence/models.py | 74 ++++++++++++++++++++++----------- 1 file changed, 50 insertions(+), 24 deletions(-) diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index 1dd9fefa3..26503f8c6 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -563,6 +563,42 @@ class LocalTrade(): """ self.open_trade_value = self._calc_open_trade_value() + def calculate_interest(self) -> Decimal: + # TODO-mg: Need to set other conditions because sometimes self.open_date is not defined, but why would it ever not be set + if not self.interest_rate or not (self.borrowed): + return Decimal(0.0) + + try: + open_date = self.open_date.replace(tzinfo=None) + now = datetime.now() + secPerDay = 86400 + days = Decimal((now - open_date).total_seconds()/secPerDay) or 0.0 + hours = days/24 + except: + raise OperationalException("Time isn't calculated properly") + + rate = Decimal(self.interest_rate) + borrowed = Decimal(self.borrowed) + + if self.exchange == 'binance': + # Rate is per day but accrued hourly or something + # binance: https://www.binance.com/en-AU/support/faq/360030157812 + return borrowed * (rate/24) * max(hours, 1.0) # TODO-mg: Is hours rounded? + elif self.exchange == 'kraken': + # https://support.kraken.com/hc/en-us/articles/206161568-What-are-the-fees-for-margin-trading- + opening_fee = borrowed * rate + roll_over_fee = borrowed * rate * max(0, (hours-4)/4) + return opening_fee + roll_over_fee + elif self.exchange == 'binance_usdm_futures': + # ! TODO-mg: This is incorrect, I didn't look it up + return borrowed * (rate/24) * max(hours, 1.0) + elif self.exchange == 'binance_coinm_futures': + # ! TODO-mg: This is incorrect, I didn't look it up + return borrowed * (rate/24) * max(hours, 1.0) + else: + # TODO-mg: make sure this breaks and can't be squelched + raise OperationalException("Leverage not available on this exchange") + def calc_close_trade_value(self, rate: Optional[float] = None, fee: Optional[float] = None) -> float: """ @@ -578,17 +614,7 @@ class LocalTrade(): close_trade = Decimal(self.amount) * Decimal(rate or self.close_rate) # type: ignore fees = close_trade * Decimal(fee or self.fee_close) - - # TODO: Need to set other conditions because sometimes self.open_date is not defined, but why would it ever not be set - try: - open = self.open_date.replace(tzinfo=None) - now = datetime.now() - - # breakpoint() - interest = ((Decimal(self.interest_rate or 0) * Decimal(self.borrowed or 0)) * - Decimal((now - open).total_seconds())/86400) or 0 # Interest/day * (seconds in trade)/(seconds per day) - except: - interest = 0 + interest = self.calculate_interest() if (self.is_short): return float(close_trade + fees + interest) @@ -657,7 +683,7 @@ class LocalTrade(): else: return None - @staticmethod + @ staticmethod def get_trades_proxy(*, pair: str = None, is_open: bool = None, open_date: datetime = None, close_date: datetime = None, ) -> List['LocalTrade']: @@ -691,27 +717,27 @@ class LocalTrade(): return sel_trades - @staticmethod + @ staticmethod def close_bt_trade(trade): LocalTrade.trades_open.remove(trade) LocalTrade.trades.append(trade) LocalTrade.total_profit += trade.close_profit_abs - @staticmethod + @ staticmethod def add_bt_trade(trade): if trade.is_open: LocalTrade.trades_open.append(trade) else: LocalTrade.trades.append(trade) - @staticmethod + @ staticmethod def get_open_trades() -> List[Any]: """ Query trades from persistence layer """ return Trade.get_trades_proxy(is_open=True) - @staticmethod + @ staticmethod def stoploss_reinitialization(desired_stoploss): """ Adjust initial Stoploss to desired stoploss for all open trades. @@ -812,11 +838,11 @@ class Trade(_DECL_BASE, LocalTrade): Trade.query.session.delete(self) Trade.commit() - @staticmethod + @ staticmethod def commit(): Trade.query.session.commit() - @staticmethod + @ staticmethod def get_trades_proxy(*, pair: str = None, is_open: bool = None, open_date: datetime = None, close_date: datetime = None, ) -> List['LocalTrade']: @@ -846,7 +872,7 @@ class Trade(_DECL_BASE, LocalTrade): close_date=close_date ) - @staticmethod + @ staticmethod def get_trades(trade_filter=None) -> Query: """ Helper function to query Trades using filters. @@ -866,7 +892,7 @@ class Trade(_DECL_BASE, LocalTrade): else: return Trade.query - @staticmethod + @ staticmethod def get_open_order_trades(): """ Returns all open trades @@ -874,7 +900,7 @@ class Trade(_DECL_BASE, LocalTrade): """ return Trade.get_trades(Trade.open_order_id.isnot(None)).all() - @staticmethod + @ staticmethod def get_open_trades_without_assigned_fees(): """ Returns all open trades which don't have open fees set correctly @@ -885,7 +911,7 @@ class Trade(_DECL_BASE, LocalTrade): Trade.is_open.is_(True), ]).all() - @staticmethod + @ staticmethod def get_closed_trades_without_assigned_fees(): """ Returns all closed trades which don't have fees set correctly @@ -923,7 +949,7 @@ class Trade(_DECL_BASE, LocalTrade): t.stake_amount for t in LocalTrade.get_trades_proxy(is_open=True)) return total_open_stake_amount or 0 - @staticmethod + @ staticmethod def get_overall_performance() -> List[Dict[str, Any]]: """ Returns List of dicts containing all Trades, including profit and trade count @@ -986,7 +1012,7 @@ class PairLock(_DECL_BASE): return (f'PairLock(id={self.id}, pair={self.pair}, lock_time={lock_time}, ' f'lock_end_time={lock_end_time})') - @staticmethod + @ staticmethod def query_pair_locks(pair: Optional[str], now: datetime) -> Query: """ Get all currently active locks for this pair