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Remove implicit use of certain rates in profit calculations

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This commit is contained in:
Matthias 2022-06-17 07:00:42 +00:00
parent 76cae8e8e3
commit d7770c507b
1 changed files with 12 additions and 15 deletions
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27
freqtrade/persistence/trade_model.py
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@ -624,8 +624,8 @@ class LocalTrade():
""" """
self.close_rate = rate self.close_rate = rate
self.close_date = self.close_date or datetime.utcnow() self.close_date = self.close_date or datetime.utcnow()
self.close_profit = self.calc_profit_ratio() self.close_profit = self.calc_profit_ratio(rate)
self.close_profit_abs = self.calc_profit() self.close_profit_abs = self.calc_profit(rate)
self.is_open = False self.is_open = False
self.exit_order_status = 'closed' self.exit_order_status = 'closed'
self.open_order_id = None self.open_order_id = None
@ -714,10 +714,10 @@ class LocalTrade():
return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours) return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
def _calc_base_close(self, amount: Decimal, rate: Optional[float] = None, def _calc_base_close(self, amount: Decimal, rate: float,
fee: Optional[float] = None) -> Decimal: fee: Optional[float] = None) -> Decimal:
close_trade = Decimal(amount) * Decimal(rate or self.close_rate) # type: ignore close_trade = Decimal(amount) * Decimal(rate)
fees = close_trade * Decimal(fee or self.fee_close) fees = close_trade * Decimal(fee or self.fee_close)
if self.is_short: if self.is_short:
@ -725,15 +725,14 @@ class LocalTrade():
else: else:
return close_trade - fees return close_trade - fees
def calc_close_trade_value(self, rate: Optional[float] = None, def calc_close_trade_value(self, rate: float,
fee: Optional[float] = None, fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float: interest_rate: Optional[float] = None) -> float:
""" """
Calculate the close_rate including fee Calculate the close_rate including fee
:param rate: rate to compare with.
:param fee: fee to use on the close rate (optional). :param fee: fee to use on the close rate (optional).
If rate is not set self.fee will be used 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
:param interest_rate: interest_charge for borrowing this coin (optional). :param interest_rate: interest_charge for borrowing this coin (optional).
If interest_rate is not set self.interest_rate will be used If interest_rate is not set self.interest_rate will be used
:return: Price in BTC of the open trade :return: Price in BTC of the open trade
@ -770,21 +769,20 @@ class LocalTrade():
raise OperationalException( raise OperationalException(
f"{self.trading_mode.value} trading is not yet available using freqtrade") f"{self.trading_mode.value} trading is not yet available using freqtrade")
def calc_profit(self, rate: Optional[float] = None, def calc_profit(self, rate: float,
fee: Optional[float] = None, fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float: interest_rate: Optional[float] = None) -> float:
""" """
Calculate the absolute profit in stake currency between Close and Open trade Calculate the absolute profit in stake currency between Close and Open trade
:param rate: close rate to compare with.
:param fee: fee to use on the close rate (optional). :param fee: fee to use on the close rate (optional).
If fee is not set self.fee will be used If fee 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
:param interest_rate: interest_charge for borrowing this coin (optional). :param interest_rate: interest_charge for borrowing this coin (optional).
If interest_rate is not set self.interest_rate will be used If interest_rate is not set self.interest_rate will be used
:return: profit in stake currency as float :return: profit in stake currency as float
""" """
close_trade_value = self.calc_close_trade_value( close_trade_value = self.calc_close_trade_value(
rate=(rate or self.close_rate), rate=rate,
fee=(fee or self.fee_close), fee=(fee or self.fee_close),
interest_rate=(interest_rate or self.interest_rate) interest_rate=(interest_rate or self.interest_rate)
) )
@ -795,20 +793,19 @@ class LocalTrade():
profit = close_trade_value - self.open_trade_value profit = close_trade_value - self.open_trade_value
return float(f"{profit:.8f}") return float(f"{profit:.8f}")
def calc_profit_ratio(self, rate: Optional[float] = None, def calc_profit_ratio(self, rate: float,
fee: Optional[float] = None, fee: Optional[float] = None,
interest_rate: Optional[float] = None) -> float: interest_rate: Optional[float] = None) -> float:
""" """
Calculates the profit as ratio (including fee). Calculates the profit as ratio (including fee).
:param rate: rate to compare with (optional). :param rate: rate to compare with.
If rate is not set self.close_rate will be used
:param fee: fee to use on the close rate (optional). :param fee: fee to use on the close rate (optional).
:param interest_rate: interest_charge for borrowing this coin (optional). :param interest_rate: interest_charge for borrowing this coin (optional).
If interest_rate is not set self.interest_rate will be used If interest_rate is not set self.interest_rate will be used
:return: profit ratio as float :return: profit ratio as float
""" """
close_trade_value = self.calc_close_trade_value( close_trade_value = self.calc_close_trade_value(
rate=(rate or self.close_rate), rate=rate,
fee=(fee or self.fee_close), fee=(fee or self.fee_close),
interest_rate=(interest_rate or self.interest_rate) interest_rate=(interest_rate or self.interest_rate)
) )