Add Trade from_json method
This commit is contained in:
Matthias
parent
0aa840792b
commit
bd424a877b
@ -1520,3 +1520,87 @@ class Trade(_DECL_BASE, LocalTrade):
|
||||
Order.status == 'closed'
|
||||
).scalar()
|
||||
return trading_volume
|
||||
|
||||
@staticmethod
|
||||
def from_json(json_str: str) -> 'Trade':
|
||||
"""
|
||||
Create a Trade instance from a json string.
|
||||
|
||||
Used for debugging purposes - please keep.
|
||||
:param json_str: json string to parse
|
||||
:return: Trade instance
|
||||
"""
|
||||
import rapidjson
|
||||
data = rapidjson.loads(json_str)
|
||||
trade = Trade(
|
||||
id=data["trade_id"],
|
||||
pair=data["pair"],
|
||||
base_currency=data["base_currency"],
|
||||
stake_currency=data["quote_currency"],
|
||||
is_open=data["is_open"],
|
||||
exchange=data["exchange"],
|
||||
amount=data["amount"],
|
||||
amount_requested=data["amount_requested"],
|
||||
stake_amount=data["stake_amount"],
|
||||
strategy=data["strategy"],
|
||||
enter_tag=data["enter_tag"],
|
||||
timeframe=data["timeframe"],
|
||||
fee_open=data["fee_open"],
|
||||
fee_open_cost=data["fee_open_cost"],
|
||||
fee_open_currency=data["fee_open_currency"],
|
||||
fee_close=data["fee_close"],
|
||||
fee_close_cost=data["fee_close_cost"],
|
||||
fee_close_currency=data["fee_close_currency"],
|
||||
open_date=datetime.fromtimestamp(data["open_timestamp"] // 1000, tz=timezone.utc),
|
||||
open_rate=data["open_rate"],
|
||||
open_rate_requested=data["open_rate_requested"],
|
||||
open_trade_value=data["open_trade_value"],
|
||||
close_date=(datetime.fromtimestamp(data["close_timestamp"] // 1000, tz=timezone.utc)
|
||||
if data["close_timestamp"] else None),
|
||||
realized_profit=data["realized_profit"],
|
||||
close_rate=data["close_rate"],
|
||||
close_rate_requested=data["close_rate_requested"],
|
||||
close_profit=data["close_profit"],
|
||||
close_profit_abs=data["close_profit_abs"],
|
||||
exit_reason=data["exit_reason"],
|
||||
exit_order_status=data["exit_order_status"],
|
||||
stop_loss=data["stop_loss_abs"],
|
||||
stop_loss_pct=data["stop_loss_ratio"],
|
||||
stoploss_order_id=data["stoploss_order_id"],
|
||||
stoploss_last_update=(datetime.fromtimestamp(data["stoploss_last_update"] // 1000,
|
||||
tz=timezone.utc) if data["stoploss_last_update"] else None),
|
||||
initial_stop_loss=data["initial_stop_loss_abs"],
|
||||
initial_stop_loss_pct=data["initial_stop_loss_ratio"],
|
||||
min_rate=data["min_rate"],
|
||||
max_rate=data["max_rate"],
|
||||
leverage=data["leverage"],
|
||||
interest_rate=data["interest_rate"],
|
||||
liquidation_price=data["liquidation_price"],
|
||||
is_short=data["is_short"],
|
||||
trading_mode=data["trading_mode"],
|
||||
funding_fees=data["funding_fees"],
|
||||
open_order_id=data["open_order_id"],
|
||||
)
|
||||
for order in data["orders"]:
|
||||
|
||||
order_obj = Order(
|
||||
amount=order["amount"],
|
||||
ft_order_side=order["ft_order_side"],
|
||||
ft_pair=order["pair"],
|
||||
ft_is_open=order["is_open"],
|
||||
order_id=order["order_id"],
|
||||
status=order["status"],
|
||||
average=order["average"],
|
||||
cost=order["cost"],
|
||||
filled=order["filled"],
|
||||
order_date=order["order_date"],
|
||||
order_filled_date=(datetime.fromtimestamp(
|
||||
order["order_filled_timestamp"] // 1000, tz=timezone.utc)
|
||||
if order["order_filled_timestamp"] else None),
|
||||
order_type=order["order_type"],
|
||||
price=order["price"],
|
||||
remaining=order["remaining"],
|
||||
)
|
||||
trade.orders.append(order_obj)
|
||||
|
||||
return trade
|
||||
|
||||
@ -2404,7 +2404,7 @@ def test_Trade_object_idem():
|
||||
'get_enter_tag_performance',
|
||||
'get_mix_tag_performance',
|
||||
'get_trading_volume',
|
||||
|
||||
'from_json',
|
||||
)
|
||||
EXCLUDES2 = ('trades', 'trades_open', 'bt_trades_open_pp', 'bt_open_open_trade_count',
|
||||
'total_profit')
|
||||
|
||||
180
tests/persistence/test_trade_fromjson.py
Normal file
180
tests/persistence/test_trade_fromjson.py
Normal file
@ -0,0 +1,180 @@
|
||||
from datetime import datetime, timezone
|
||||
|
||||
from freqtrade.persistence.trade_model import Trade
|
||||
|
||||
|
||||
def test_trade_fromjson():
|
||||
"""Test the Trade.from_json() method."""
|
||||
trade_string = """{
|
||||
"trade_id": 25,
|
||||
"pair": "ETH/USDT",
|
||||
"base_currency": "ETH",
|
||||
"quote_currency": "USDT",
|
||||
"is_open": false,
|
||||
"exchange": "binance",
|
||||
"amount": 407.0,
|
||||
"amount_requested": 102.92547026,
|
||||
"stake_amount": 102.7494348,
|
||||
"strategy": "SampleStrategy55",
|
||||
"buy_tag": "Strategy2",
|
||||
"enter_tag": "Strategy2",
|
||||
"timeframe": 5,
|
||||
"fee_open": 0.001,
|
||||
"fee_open_cost": 0.1027494,
|
||||
"fee_open_currency": "ETH",
|
||||
"fee_close": 0.001,
|
||||
"fee_close_cost": 0.1054944,
|
||||
"fee_close_currency": "USDT",
|
||||
"open_date": "2022-10-18 09:12:42",
|
||||
"open_timestamp": 1666084362912,
|
||||
"open_rate": 0.2518998249562391,
|
||||
"open_rate_requested": 0.2516,
|
||||
"open_trade_value": 102.62575199,
|
||||
"close_date": "2022-10-18 09:45:22",
|
||||
"close_timestamp": 1666086322208,
|
||||
"realized_profit": 2.76315361,
|
||||
"close_rate": 0.2592,
|
||||
"close_rate_requested": 0.2592,
|
||||
"close_profit": 0.026865,
|
||||
"close_profit_pct": 2.69,
|
||||
"close_profit_abs": 2.76315361,
|
||||
"trade_duration_s": 1959,
|
||||
"trade_duration": 32,
|
||||
"profit_ratio": 0.02686,
|
||||
"profit_pct": 2.69,
|
||||
"profit_abs": 2.76315361,
|
||||
"sell_reason": "no longer good",
|
||||
"exit_reason": "no longer good",
|
||||
"exit_order_status": "closed",
|
||||
"stop_loss_abs": 0.1981,
|
||||
"stop_loss_ratio": -0.216,
|
||||
"stop_loss_pct": -21.6,
|
||||
"stoploss_order_id": null,
|
||||
"stoploss_last_update": null,
|
||||
"stoploss_last_update_timestamp": null,
|
||||
"initial_stop_loss_abs": 0.1981,
|
||||
"initial_stop_loss_ratio": -0.216,
|
||||
"initial_stop_loss_pct": -21.6,
|
||||
"min_rate": 0.2495,
|
||||
"max_rate": 0.2592,
|
||||
"leverage": 1.0,
|
||||
"interest_rate": 0.0,
|
||||
"liquidation_price": null,
|
||||
"is_short": false,
|
||||
"trading_mode": "spot",
|
||||
"funding_fees": 0.0,
|
||||
"open_order_id": null,
|
||||
"orders": [
|
||||
{
|
||||
"amount": 102.0,
|
||||
"safe_price": 0.2526,
|
||||
"ft_order_side": "buy",
|
||||
"order_filled_timestamp": 1666084370887,
|
||||
"ft_is_entry": true,
|
||||
"pair": "ETH/USDT",
|
||||
"order_id": "78404228",
|
||||
"status": "closed",
|
||||
"average": 0.2526,
|
||||
"cost": 25.7652,
|
||||
"filled": 102.0,
|
||||
"is_open": false,
|
||||
"order_date": "2022-10-18 09:12:42",
|
||||
"order_timestamp": 1666084362684,
|
||||
"order_filled_date": "2022-10-18 09:12:50",
|
||||
"order_type": "limit",
|
||||
"price": 0.2526,
|
||||
"remaining": 0.0
|
||||
},
|
||||
{
|
||||
"amount": 102.0,
|
||||
"safe_price": 0.2517,
|
||||
"ft_order_side": "buy",
|
||||
"order_filled_timestamp": 1666084379056,
|
||||
"ft_is_entry": true,
|
||||
"pair": "ETH/USDT",
|
||||
"order_id": "78405139",
|
||||
"status": "closed",
|
||||
"average": 0.2517,
|
||||
"cost": 25.6734,
|
||||
"filled": 102.0,
|
||||
"is_open": false,
|
||||
"order_date": "2022-10-18 09:12:57",
|
||||
"order_timestamp": 1666084377681,
|
||||
"order_filled_date": "2022-10-18 09:12:59",
|
||||
"order_type": "limit",
|
||||
"price": 0.2517,
|
||||
"remaining": 0.0
|
||||
},
|
||||
{
|
||||
"amount": 102.0,
|
||||
"safe_price": 0.2517,
|
||||
"ft_order_side": "buy",
|
||||
"order_filled_timestamp": 1666084389644,
|
||||
"ft_is_entry": true,
|
||||
"pair": "ETH/USDT",
|
||||
"order_id": "78405265",
|
||||
"status": "closed",
|
||||
"average": 0.2517,
|
||||
"cost": 25.6734,
|
||||
"filled": 102.0,
|
||||
"is_open": false,
|
||||
"order_date": "2022-10-18 09:13:03",
|
||||
"order_timestamp": 1666084383295,
|
||||
"order_filled_date": "2022-10-18 09:13:09",
|
||||
"order_type": "limit",
|
||||
"price": 0.2517,
|
||||
"remaining": 0.0
|
||||
},
|
||||
{
|
||||
"amount": 102.0,
|
||||
"safe_price": 0.2516,
|
||||
"ft_order_side": "buy",
|
||||
"order_filled_timestamp": 1666084723521,
|
||||
"ft_is_entry": true,
|
||||
"pair": "ETH/USDT",
|
||||
"order_id": "78405395",
|
||||
"status": "closed",
|
||||
"average": 0.2516,
|
||||
"cost": 25.6632,
|
||||
"filled": 102.0,
|
||||
"is_open": false,
|
||||
"order_date": "2022-10-18 09:13:13",
|
||||
"order_timestamp": 1666084393920,
|
||||
"order_filled_date": "2022-10-18 09:18:43",
|
||||
"order_type": "limit",
|
||||
"price": 0.2516,
|
||||
"remaining": 0.0
|
||||
},
|
||||
{
|
||||
"amount": 407.0,
|
||||
"safe_price": 0.2592,
|
||||
"ft_order_side": "sell",
|
||||
"order_filled_timestamp": 1666086322198,
|
||||
"ft_is_entry": false,
|
||||
"pair": "ETH/USDT",
|
||||
"order_id": "78432649",
|
||||
"status": "closed",
|
||||
"average": 0.2592,
|
||||
"cost": 105.4944,
|
||||
"filled": 407.0,
|
||||
"is_open": false,
|
||||
"order_date": "2022-10-18 09:45:21",
|
||||
"order_timestamp": 1666086321435,
|
||||
"order_filled_date": "2022-10-18 09:45:22",
|
||||
"order_type": "market",
|
||||
"price": 0.2592,
|
||||
"remaining": 0.0
|
||||
}
|
||||
]
|
||||
}"""
|
||||
trade = Trade.from_json(trade_string)
|
||||
|
||||
assert trade.id == 25
|
||||
assert trade.pair == 'ETH/USDT'
|
||||
assert trade.open_date == datetime(2022, 10, 18, 9, 12, 42, tzinfo=timezone.utc)
|
||||
assert isinstance(trade.open_date, datetime)
|
||||
assert trade.exit_reason == 'no longer good'
|
||||
|
||||
assert len(trade.orders) == 5
|
||||
last_o = trade.orders[-1]
|
||||
assert last_o.order_filled_date == datetime(2022, 10, 18, 9, 45, 22, tzinfo=timezone.utc)
|
||||
Loading…
Reference in New Issue
Block a user