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Add precision fields to database

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This commit is contained in:
Matthias 2022-08-15 19:58:40 +02:00
parent 22241c55d5
commit c3f159bd57
4 changed files with 39 additions and 6 deletions
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16
freqtrade/freqtradebot.py
View File

@ -159,6 +159,8 @@ class FreqtradeBot(LoggingMixin):
performs startup tasks
"""
self.rpc.startup_messages(self.config, self.pairlists, self.protections)
# Update older trades with precision and precision mode
self.startup_backpopulate_precision()
if not self.edge:
# Adjust stoploss if it was changed
Trade.stoploss_reinitialization(self.strategy.stoploss)
@ -286,6 +288,15 @@ class FreqtradeBot(LoggingMixin):
else:
return 0.0
def startup_backpopulate_precision(self):
trades = Trade.get_trades([Trade.precision_mode.is_(None)])
for trade in trades:
trade.precision_mode = self.exchange.precisionMode
trade.amount_precision = self.exchange.get_precision_amount(trade.pair)
trade.price_precision = self.exchange.get_precision_price(trade.pair)
Trade.commit()
def startup_update_open_orders(self):
"""
Updates open orders based on order list kept in the database.
@ -738,7 +749,10 @@ class FreqtradeBot(LoggingMixin):
leverage=leverage,
is_short=is_short,
trading_mode=self.trading_mode,
funding_fees=funding_fees
funding_fees=funding_fees,
amount_precision=self.exchange.get_precision_amount(pair),
price_precision=self.exchange.get_precision_price(pair),
precision_mode=self.exchange.precisionMode,
)
else:
# This is additional buy, we reset fee_open_currency so timeout checking can work

3
freqtrade/optimize/backtesting.py
View File

@ -837,6 +837,9 @@ class Backtesting:
trading_mode=self.trading_mode,
leverage=leverage,
# interest_rate=interest_rate,
amount_precision=self.exchange.get_precision_amount(pair),
price_precision=self.exchange.get_precision_price(pair),
precision_mode=self.exchange.precisionMode,
orders=[],
)

13
freqtrade/persistence/migrations.py
View File

@ -130,6 +130,10 @@ def migrate_trades_and_orders_table(
get_column_def(cols, 'sell_order_status', 'null'))
amount_requested = get_column_def(cols, 'amount_requested', 'amount')
amount_precision = get_column_def(cols, 'amount_precision', 'null')
price_precision = get_column_def(cols, 'price_precision', 'null')
precision_mode = get_column_def(cols, 'precision_mode', 'null')
# Schema migration necessary
with engine.begin() as connection:
connection.execute(text(f"alter table trades rename to {trade_back_name}"))
@ -156,7 +160,8 @@ def migrate_trades_and_orders_table(
max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag,
timeframe, open_trade_value, close_profit_abs,
trading_mode, leverage, liquidation_price, is_short,
interest_rate, funding_fees, realized_profit
interest_rate, funding_fees, realized_profit,
amount_precision, price_precision, precision_mode
)
select id, lower(exchange), pair, {base_currency} base_currency,
{stake_currency} stake_currency,
@ -182,7 +187,9 @@ def migrate_trades_and_orders_table(
{open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
{trading_mode} trading_mode, {leverage} leverage, {liquidation_price} liquidation_price,
{is_short} is_short, {interest_rate} interest_rate,
{funding_fees} funding_fees, {realized_profit} realized_profit
{funding_fees} funding_fees, {realized_profit} realized_profit,
{amount_precision} amount_precision, {price_precision} price_precision,
{precision_mode} precision_mode
from {trade_back_name}
"""))
@ -300,7 +307,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
# Migrates both trades and orders table!
# if ('orders' not in previous_tables
# or not has_column(cols_orders, 'stop_price')):
if not has_column(cols_trades, 'realized_profit'):
if not has_column(cols_trades, 'precision_mode'):
logger.info(f"Running database migration for trades - "
f"backup: {table_back_name}, {order_table_bak_name}")
migrate_trades_and_orders_table(

13
freqtrade/persistence/trade_model.py
View File

@ -14,6 +14,7 @@ from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPE
BuySell, LongShort)
from freqtrade.enums import ExitType, TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import amount_to_precision, price_to_precision
from freqtrade.leverage import interest
from freqtrade.persistence.base import _DECL_BASE
from freqtrade.util import FtPrecise
@ -292,6 +293,9 @@ class LocalTrade():
timeframe: Optional[int] = None
trading_mode: TradingMode = TradingMode.SPOT
amount_precision: Optional[float] = None
price_precision: Optional[float] = None
precision_mode: Optional[int] = None
# Leverage trading properties
liquidation_price: Optional[float] = None
@ -874,9 +878,11 @@ class LocalTrade():
if current_amount > ZERO:
# Trade is still open
# Leverage not updated, as we don't allow changing leverage through DCA at the moment.
self.open_rate = float(current_stake / current_amount)
self.open_rate = price_to_precision(float(current_stake / current_amount),
self.price_precision, self.precision_mode)
self.amount = amount_to_precision(float(current_amount),
self.amount_precision, self.precision_mode)
self.stake_amount = float(current_stake) / (self.leverage or 1.0)
self.amount = float(current_amount)
self.fee_open_cost = self.fee_open * float(current_stake)
self.recalc_open_trade_value()
if self.stop_loss_pct is not None and self.open_rate is not None:
@ -1120,6 +1126,9 @@ class Trade(_DECL_BASE, LocalTrade):
timeframe = Column(Integer, nullable=True)
trading_mode = Column(Enum(TradingMode), nullable=True)
amount_precision = Column(Float)
price_precision = Column(Float)
precision_mode = Column(Integer)
# Leverage trading properties
leverage = Column(Float, nullable=True, default=1.0)