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Merge pull request #3093 from freqtrade/trades_abs_profit

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Add close_profit_abs column
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hroff-1902 2020-03-25 11:13:56 +03:00 committed by GitHub
commit be5b68627c
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4 changed files with 32 additions and 6 deletions
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1
freqtrade/freqtradebot.py
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@ -954,6 +954,7 @@ class FreqtradeBot:
trade.close_rate = None
trade.close_profit = None
trade.close_profit_abs = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None

11
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, 'open_trade_price'):
if not has_column(cols, 'close_profit_abs'):
logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -106,6 +106,9 @@ def check_migrate(engine) -> None:
ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
open_trade_price = get_column_def(cols, 'open_trade_price',
f'amount * open_rate * (1 + {fee_open})')
close_profit_abs = get_column_def(
cols, 'close_profit_abs',
f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}")
# Schema migration necessary
engine.execute(f"alter table trades rename to {table_back_name}")
@ -123,7 +126,7 @@ 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, strategy,
ticker_interval, open_trade_price
ticker_interval, open_trade_price, close_profit_abs
)
select id, lower(exchange),
case
@ -143,7 +146,7 @@ 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,
{strategy} strategy, {ticker_interval} ticker_interval,
{open_trade_price} open_trade_price
{open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
from {table_back_name}
""")
@ -190,6 +193,7 @@ class Trade(_DECL_BASE):
close_rate = Column(Float)
close_rate_requested = Column(Float)
close_profit = Column(Float)
close_profit_abs = Column(Float)
stake_amount = Column(Float, nullable=False)
amount = Column(Float)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
@ -334,6 +338,7 @@ class Trade(_DECL_BASE):
"""
self.close_rate = Decimal(rate)
self.close_profit = self.calc_profit_ratio()
self.close_profit_abs = self.calc_profit()
self.close_date = datetime.utcnow()
self.is_open = False
self.open_order_id = None

6
freqtrade/rpc/rpc.py
View File

@ -197,7 +197,7 @@ class RPC:
Trade.close_date >= profitday,
Trade.close_date < (profitday + timedelta(days=1))
]).order_by(Trade.close_date).all()
curdayprofit = sum(trade.calc_profit() for trade in trades)
curdayprofit = sum(trade.close_profit_abs for trade in trades)
profit_days[profitday] = {
'amount': f'{curdayprofit:.8f}',
'trades': len(trades)
@ -246,8 +246,8 @@ class RPC:
durations.append((trade.close_date - trade.open_date).total_seconds())
if not trade.is_open:
profit_ratio = trade.calc_profit_ratio()
profit_closed_coin.append(trade.calc_profit())
profit_ratio = trade.close_profit
profit_closed_coin.append(trade.close_profit_abs)
profit_closed_ratio.append(profit_ratio)
else:
# Get current rate

20
tests/test_persistence.py
View File

@ -476,12 +476,22 @@ def test_migrate_old(mocker, default_conf, fee):
stake=default_conf.get("stake_amount"),
amount=amount
)
insert_table_old2 = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, close_rate, stake_amount, amount, open_date)
VALUES ('BITTREX', 'BTC_ETC', 0, {fee},
0.00258580, 0.00268580, {stake}, {amount},
'2017-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
# Create table using the old format
engine.execute(create_table_old)
engine.execute(insert_table_old)
engine.execute(insert_table_old2)
# Run init to test migration
init(default_conf['db_url'], default_conf['dry_run'])
@ -500,6 +510,15 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_price == trade._calc_open_trade_price()
assert trade.close_profit_abs is None
trade = Trade.query.filter(Trade.id == 2).first()
assert trade.close_rate is not None
assert trade.is_open == 0
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.close_rate is not None
assert pytest.approx(trade.close_profit_abs) == trade.calc_profit()
def test_migrate_new(mocker, default_conf, fee, caplog):
@ -583,6 +602,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration - backup available as trades_bak2", caplog)
assert trade.open_trade_price == trade._calc_open_trade_price()
assert trade.close_profit_abs is None
def test_migrate_mid_state(mocker, default_conf, fee, caplog):