Add Trade from_json method

freqtrade/persistence/trade_model.py

@@ -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