Merge pull request #6505 from freqtrade/rename_liq_col

rename column to liquidation_price

freqtrade/freqtradebot.py

@@ -725,7 +725,7 @@ class FreqtradeBot(LoggingMixin):
                 leverage=leverage,
                 is_short=is_short,
                 interest_rate=interest_rate,
-                isolated_liq=isolated_liq,
+                liquidation_price=isolated_liq,
                 trading_mode=self.trading_mode,
                 funding_fees=funding_fees
             )

freqtrade/persistence/migrations.py

@@ -82,7 +82,8 @@ def migrate_trades_and_orders_table(
 
     # Leverage Properties
     leverage = get_column_def(cols, 'leverage', '1.0')
-    isolated_liq = get_column_def(cols, 'isolated_liq', 'null')
+    liquidation_price = get_column_def(cols, 'liquidation_price',
+                                       get_column_def(cols, 'isolated_liq', 'null'))
     # sqlite does not support literals for booleans
     is_short = get_column_def(cols, 'is_short', '0')
 
@@ -137,7 +138,7 @@ def migrate_trades_and_orders_table(
             stoploss_order_id, stoploss_last_update,
             max_rate, min_rate, sell_reason, sell_order_status, strategy, enter_tag,
             timeframe, open_trade_value, close_profit_abs,
-            trading_mode, leverage, isolated_liq, is_short,
+            trading_mode, leverage, liquidation_price, is_short,
             interest_rate, funding_fees
             )
         select id, lower(exchange), pair,
@@ -155,7 +156,7 @@ def migrate_trades_and_orders_table(
             {sell_order_status} sell_order_status,
             {strategy} strategy, {enter_tag} enter_tag, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
-            {trading_mode} trading_mode, {leverage} leverage, {isolated_liq} isolated_liq,
+            {trading_mode} trading_mode, {leverage} leverage, {liquidation_price} liquidation_price,
             {is_short} is_short, {interest_rate} interest_rate,
             {funding_fees} funding_fees
             from {trade_back_name}
@@ -233,10 +234,9 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
 
     # Check if migration necessary
     # Migrates both trades and orders table!
-    # if not has_column(cols, 'buy_tag'):
+    # if ('orders' not in previous_tables
-    if ('orders' not in previous_tables
+    # or not has_column(cols_orders, 'leverage')):
-            or not has_column(cols_orders, 'ft_fee_base')
+    if not has_column(cols, 'liquidation_price'):
-            or not has_column(cols_orders, 'leverage')):
         logger.info(f"Running database migration for trades - "
                     f"backup: {table_back_name}, {order_table_bak_name}")
         migrate_trades_and_orders_table(

freqtrade/persistence/models.py

@@ -329,7 +329,7 @@ class LocalTrade():
     trading_mode: TradingMode = TradingMode.SPOT
 
     # Leverage trading properties
-    isolated_liq: Optional[float] = None
+    liquidation_price: Optional[float] = None
     is_short: bool = False
     leverage: float = 1.0
 
@@ -483,7 +483,7 @@ class LocalTrade():
 
             'leverage': self.leverage,
             'interest_rate': self.interest_rate,
-            'isolated_liq': self.isolated_liq,
+            'liquidation_price': self.liquidation_price,
             'is_short': self.is_short,
             'trading_mode': self.trading_mode,
             'funding_fees': self.funding_fees,
@@ -507,25 +507,25 @@ class LocalTrade():
         self.max_rate = max(current_price, self.max_rate or self.open_rate)
         self.min_rate = min(current_price_low, self.min_rate or self.open_rate)
 
-    def set_isolated_liq(self, isolated_liq: Optional[float]):
+    def set_isolated_liq(self, liquidation_price: Optional[float]):
         """
         Method you should use to set self.liquidation price.
         Assures stop_loss is not passed the liquidation price
         """
-        if not isolated_liq:
+        if not liquidation_price:
             return
-        self.isolated_liq = isolated_liq
+        self.liquidation_price = liquidation_price
 
     def _set_stop_loss(self, stop_loss: float, percent: float):
         """
         Method you should use to set self.stop_loss.
         Assures stop_loss is not passed the liquidation price
         """
-        if self.isolated_liq is not None:
+        if self.liquidation_price is not None:
             if self.is_short:
-                sl = min(stop_loss, self.isolated_liq)
+                sl = min(stop_loss, self.liquidation_price)
             else:
-                sl = max(stop_loss, self.isolated_liq)
+                sl = max(stop_loss, self.liquidation_price)
         else:
             sl = stop_loss
 
@@ -553,13 +553,13 @@ class LocalTrade():
         if self.is_short:
             new_loss = float(current_price * (1 + abs(stoploss / leverage)))
             # If trading with leverage, don't set the stoploss below the liquidation price
-            if self.isolated_liq:
+            if self.liquidation_price:
-                new_loss = min(self.isolated_liq, new_loss)
+                new_loss = min(self.liquidation_price, new_loss)
         else:
             new_loss = float(current_price * (1 - abs(stoploss / leverage)))
             # If trading with leverage, don't set the stoploss below the liquidation price
-            if self.isolated_liq:
+            if self.liquidation_price:
-                new_loss = max(self.isolated_liq, new_loss)
+                new_loss = max(self.liquidation_price, new_loss)
 
         # no stop loss assigned yet
         if self.initial_stop_loss_pct is None:
@@ -1093,7 +1093,7 @@ class Trade(_DECL_BASE, LocalTrade):
     # Leverage trading properties
     leverage = Column(Float, nullable=True, default=1.0)
     is_short = Column(Boolean, nullable=False, default=False)
-    isolated_liq = Column(Float, nullable=True)
+    liquidation_price = Column(Float, nullable=True)
 
     # Margin Trading Properties
     interest_rate = Column(Float, nullable=False, default=0.0)

tests/optimize/test_backtesting.py

@@ -613,7 +613,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
     #   = 0.0008176703703703704
 
     trade = backtesting._enter_trade(pair, row=row, direction='long')
-    assert pytest.approx(trade.isolated_liq) == 0.00081767037
+    assert pytest.approx(trade.liquidation_price) == 0.00081767037
 
     # Binance, Short
     # liquidation_price
@@ -625,7 +625,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
     #   = 0.0011787191419141915
 
     trade = backtesting._enter_trade(pair, row=row, direction='short')
-    assert pytest.approx(trade.isolated_liq) == 0.0011787191
+    assert pytest.approx(trade.liquidation_price) == 0.0011787191
 
     # Stake-amount too high!
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)

tests/rpc/test_rpc.py

@@ -112,7 +112,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'exchange': 'binance',
         'leverage': 1.0,
         'interest_rate': 0.0,
-        'isolated_liq': None,
+        'liquidation_price': None,
         'is_short': False,
         'funding_fees': 0.0,
         'trading_mode': TradingMode.SPOT,
@@ -194,7 +194,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'exchange': 'binance',
         'leverage': 1.0,
         'interest_rate': 0.0,
-        'isolated_liq': None,
+        'liquidation_price': None,
         'is_short': False,
         'funding_fees': 0.0,
         'trading_mode': TradingMode.SPOT,

tests/test_freqtradebot.py

@@ -944,7 +944,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade.is_short = is_short
     assert trade
     assert trade.open_rate_requested == 10
-    assert trade.isolated_liq == liq_price
+    assert trade.liquidation_price == liq_price
 
     # In case of too high stake amount
 

tests/test_persistence.py

@@ -116,38 +116,38 @@ def test_set_stop_loss_isolated_liq(fee):
         trading_mode=margin
     )
     trade.set_isolated_liq(0.09)
-    assert trade.isolated_liq == 0.09
+    assert trade.liquidation_price == 0.09
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
     trade._set_stop_loss(0.1, (1.0/9.0))
-    assert trade.isolated_liq == 0.09
+    assert trade.liquidation_price == 0.09
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.1
 
     trade.set_isolated_liq(0.08)
-    assert trade.isolated_liq == 0.08
+    assert trade.liquidation_price == 0.08
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.1
 
     trade.set_isolated_liq(0.11)
     trade._set_stop_loss(0.1, 0)
-    assert trade.isolated_liq == 0.11
+    assert trade.liquidation_price == 0.11
     assert trade.stop_loss == 0.11
     assert trade.initial_stop_loss == 0.1
 
     # lower stop doesn't move stoploss
     trade._set_stop_loss(0.1, 0)
-    assert trade.isolated_liq == 0.11
+    assert trade.liquidation_price == 0.11
     assert trade.stop_loss == 0.11
     assert trade.initial_stop_loss == 0.1
 
     trade.stop_loss = None
-    trade.isolated_liq = None
+    trade.liquidation_price = None
     trade.initial_stop_loss = None
 
     trade._set_stop_loss(0.07, 0)
-    assert trade.isolated_liq is None
+    assert trade.liquidation_price is None
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.07
 
@@ -157,29 +157,29 @@ def test_set_stop_loss_isolated_liq(fee):
     trade.initial_stop_loss = None
 
     trade.set_isolated_liq(0.09)
-    assert trade.isolated_liq == 0.09
+    assert trade.liquidation_price == 0.09
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
     trade._set_stop_loss(0.08, (1.0/9.0))
-    assert trade.isolated_liq == 0.09
+    assert trade.liquidation_price == 0.09
     assert trade.stop_loss == 0.08
     assert trade.initial_stop_loss == 0.08
 
     trade.set_isolated_liq(0.1)
-    assert trade.isolated_liq == 0.1
+    assert trade.liquidation_price == 0.1
     assert trade.stop_loss == 0.08
     assert trade.initial_stop_loss == 0.08
 
     trade.set_isolated_liq(0.07)
     trade._set_stop_loss(0.1, (1.0/8.0))
-    assert trade.isolated_liq == 0.07
+    assert trade.liquidation_price == 0.07
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.08
 
     # Stop doesn't move stop higher
     trade._set_stop_loss(0.1, (1.0/9.0))
-    assert trade.isolated_liq == 0.07
+    assert trade.liquidation_price == 0.07
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.08
 
@@ -1474,7 +1474,7 @@ def test_adjust_stop_loss_short(fee):
     trade.set_isolated_liq(0.63)
     trade.adjust_stop_loss(0.59, -0.1)
     assert trade.stop_loss == 0.63
-    assert trade.isolated_liq == 0.63
+    assert trade.liquidation_price == 0.63
 
 
 def test_adjust_min_max_rates(fee):
@@ -1539,7 +1539,7 @@ def test_get_open_lev(fee, use_db):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_to_json(default_conf, fee):
+def test_to_json(fee):
 
     # Simulate dry_run entries
     trade = Trade(
@@ -1608,7 +1608,7 @@ def test_to_json(default_conf, fee):
                       'exchange': 'binance',
                       'leverage': None,
                       'interest_rate': None,
-                      'isolated_liq': None,
+                      'liquidation_price': None,
                       'is_short': None,
                       'trading_mode': None,
                       'funding_fees': None,
@@ -1683,7 +1683,7 @@ def test_to_json(default_conf, fee):
                       'exchange': 'binance',
                       'leverage': None,
                       'interest_rate': None,
-                      'isolated_liq': None,
+                      'liquidation_price': None,
                       'is_short': None,
                       'trading_mode': None,
                       'funding_fees': None,