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Fix the fee calculation

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This commit is contained in:
Gerald Lonlas
2017-12-17 13:07:56 -08:00
parent 642422d5c4
commit d613d63fdc
9 changed files with 344 additions and 83 deletions
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69
freqtrade/persistence.py
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@@ -92,10 +92,12 @@ class Trade(_DECL_BASE):
return
logger.info('Updating trade (id=%d) ...', self.id)
getcontext().prec = 8 # Bittrex do not go above 8 decimal
if order['type'] == 'LIMIT_BUY':
# Update open rate and actual amount
self.open_rate = order['rate']
self.amount = order['amount']
self.open_rate = Decimal(order['rate'])
self.amount = Decimal(order['amount'])
logger.info('LIMIT_BUY has been fulfilled for %s.', self)
self.open_order_id = None
elif order['type'] == 'LIMIT_SELL':
@@ -109,8 +111,8 @@ class Trade(_DECL_BASE):
Sets close_rate to the given rate, calculates total profit
and marks trade as closed
"""
self.close_rate = rate
self.close_profit = self.calc_profit()
self.close_rate = Decimal(rate)
self.close_profit = self.calc_profit_percent()
self.close_date = datetime.utcnow()
self.is_open = False
self.open_order_id = None
@@ -119,7 +121,54 @@ class Trade(_DECL_BASE):
self
)
def calc_profit(self, rate: Optional[float] = None) -> float:
def calc_open_trade_price(self, fee: Optional[float] = None) -> float:
"""
Calculate the open_rate in BTC
:param fee: fee to use on the open rate (optional).
If rate is not set self.fee will be used
:return: Price in BTC of the open trade
"""
getcontext().prec = 8
buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))
fees = buy_trade * Decimal(fee or self.fee)
return float(buy_trade + fees)
def calc_close_trade_price(self, rate: Optional[float] = None, fee: Optional[float] = None) -> float:
"""
Calculate the close_rate in BTC
:param fee: fee to use on the close rate (optional).
If rate is not set self.fee will be used
:param rate: rate to compare with (optional).
If rate is not set self.close_rate will be used
:return: Price in BTC of the open trade
"""
getcontext().prec = 8
if rate is None and not self.close_rate:
return 0.0
sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate))
fees = sell_trade * Decimal(fee or self.fee)
return float(sell_trade - fees)
def calc_profit(self, rate: Optional[float] = None, fee: Optional[float] = None) -> float:
"""
Calculate the profit in BTC between Close and Open trade
:param fee: fee to use on the close rate (optional).
If rate is not set self.fee will be used
:param rate: close rate to compare with (optional).
If rate is not set self.close_rate will be used
:return: profit in BTC as float
"""
open_trade_price = self.calc_open_trade_price()
close_trade_price = self.calc_close_trade_price(
rate=Decimal(rate or self.close_rate),
fee=Decimal(fee or self.fee)
)
return float("{0:.8f}".format(close_trade_price - open_trade_price))
def calc_profit_percent(self, rate: Optional[float] = None, fee: Optional[float] = None) -> float:
"""
Calculates the profit in percentage (including fee).
:param rate: rate to compare with (optional).
@@ -127,5 +176,11 @@ class Trade(_DECL_BASE):
:return: profit in percentage as float
"""
getcontext().prec = 8
return float((Decimal(rate or self.close_rate) - Decimal(self.open_rate))
/ Decimal(self.open_rate) - Decimal(self.fee))
open_trade_price = self.calc_open_trade_price()
close_trade_price = self.calc_close_trade_price(
rate=Decimal(rate or self.close_rate),
fee=Decimal(fee or self.fee)
)
return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1))