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added exception checks to LocalTrade.leverage and LocalTrade.borrowed

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Sam Germain
2021-06-27 00:19:58 -06:00
parent 34073135b7
commit f5d7deedf4
4 changed files with 48 additions and 34 deletions
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44
freqtrade/persistence/models.py
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@@ -268,9 +268,9 @@ class LocalTrade():
collateral_currency: str = None
interest_rate: float = 0.0
liquidation_price: float = None
is_short: bool = False
__leverage: float = 1.0 # * You probably want to use self.leverage instead |
__borrowed: float = 0.0 # * You probably want to use self.borrowed instead |
__is_short: bool = False # * You probably want to use self.is_short instead V
__borrowed: float = 0.0 # * You probably want to use self.borrowed instead V
@property
def leverage(self) -> float:
@@ -280,24 +280,22 @@ class LocalTrade():
def borrowed(self) -> float:
return self.__borrowed or 0.0
@property
def is_short(self) -> bool:
return self.__is_short or False
@is_short.setter
def is_short(self, val: bool):
self.__is_short = val
@leverage.setter
def leverage(self, lev: float):
if self.is_short is None or self.amount is None:
raise OperationalException(
'LocalTrade.amount and LocalTrade.is_short must be assigned before LocalTrade.leverage')
self.__leverage = lev
self.__borrowed = self.amount * (lev-1)
self.amount = self.amount * lev
@borrowed.setter
def borrowed(self, bor: float):
self.__leverage = self.amount / (self.amount - self.borrowed)
if not self.amount:
raise OperationalException(
'LocalTrade.amount must be assigned before LocalTrade.borrowed')
self.__borrowed = bor
self.__leverage = self.amount / (self.amount - self.borrowed)
# End of margin trading properties
@property
@@ -314,6 +312,8 @@ class LocalTrade():
raise OperationalException('Cannot pass both borrowed and leverage to Trade')
for key in kwargs:
setattr(self, key, kwargs[key])
if not self.is_short:
self.is_short = False
self.recalc_open_trade_value()
def __repr__(self):
@@ -464,16 +464,14 @@ class LocalTrade():
Determines if the trade is an opening (long buy or short sell) trade
:param side (string): the side (buy/sell) that order happens on
"""
is_short = self.is_short or False
return (side == 'buy' and not is_short) or (side == 'sell' and is_short)
return (side == 'buy' and not self.is_short) or (side == 'sell' and self.is_short)
def is_closing_trade(self, side) -> bool:
"""
Determines if the trade is an closing (long sell or short buy) trade
:param side (string): the side (buy/sell) that order happens on
"""
is_short = self.is_short or False
return (side == 'sell' and not is_short) or (side == 'buy' and is_short)
return (side == 'sell' and not self.is_short) or (side == 'buy' and self.is_short)
def update(self, order: Dict) -> None:
"""
@@ -483,11 +481,13 @@ class LocalTrade():
"""
order_type = order['type']
# if ('leverage' in order and 'borrowed' in order):
# raise OperationalException('Cannot update a trade with both borrowed and leverage')
if ('leverage' in order and 'borrowed' in order):
raise OperationalException(
'Pass only one of Leverage or Borrowed to the order in update trade')
# TODO: I don't like this, but it might be the only way
if 'is_short' in order and order['side'] == 'sell':
# Only set's is_short on opening trades, ignores non-shorts
# TODO-mg: I don't like this, but it might be the only way
self.is_short = order['is_short']
# Ignore open and cancelled orders
@@ -499,9 +499,6 @@ class LocalTrade():
if order_type in ('market', 'limit') and self.is_opening_trade(order['side']):
# Update open rate and actual amount
# self.is_short = safe_value_fallback(order, 'is_short', default_value=False)
# self.borrowed = safe_value_fallback(order, 'is_short', default_value=False)
self.open_rate = float(safe_value_fallback(order, 'average', 'price'))
self.amount = float(safe_value_fallback(order, 'filled', 'amount'))
if 'borrowed' in order:
@@ -654,7 +651,8 @@ class LocalTrade():
if self.is_short:
amount = Decimal(self.amount) + interest
else:
amount = Decimal(self.amount) - interest
# The interest does not need to be purchased on longs because the user already owns that currency in your wallet
amount = Decimal(self.amount)
close_trade = Decimal(amount) * Decimal(rate or self.close_rate) # type: ignore
fees = close_trade * Decimal(fee or self.fee_close)
@@ -662,7 +660,7 @@ class LocalTrade():
if (self.is_short):
return float(close_trade + fees)
else:
return float(close_trade - fees)
return float(close_trade - fees - interest)
def calc_profit(self, rate: Optional[float] = None,
fee: Optional[float] = None) -> float: