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