import logging from typing import List, Optional from sqlalchemy import inspect, select, text, tuple_, update from freqtrade.exceptions import OperationalException from freqtrade.persistence.trade_model import Order, Trade logger = logging.getLogger(__name__) def get_table_names_for_table(inspector, tabletype) -> List[str]: return [t for t in inspector.get_table_names() if t.startswith(tabletype)] def has_column(columns: List, searchname: str) -> bool: return len(list(filter(lambda x: x["name"] == searchname, columns))) == 1 def get_column_def(columns: List, column: str, default: str) -> str: return default if not has_column(columns, column) else column def get_backup_name(tabs: List[str], backup_prefix: str): table_back_name = backup_prefix for i, table_back_name in enumerate(tabs): table_back_name = f'{backup_prefix}{i}' logger.debug(f'trying {table_back_name}') return table_back_name def get_last_sequence_ids(engine, trade_back_name: str, order_back_name: str): order_id: Optional[int] = None trade_id: Optional[int] = None if engine.name == 'postgresql': with engine.begin() as connection: trade_id = connection.execute(text("select nextval('trades_id_seq')")).fetchone()[0] order_id = connection.execute(text("select nextval('orders_id_seq')")).fetchone()[0] with engine.begin() as connection: connection.execute(text( f"ALTER SEQUENCE orders_id_seq rename to {order_back_name}_id_seq_bak")) connection.execute(text( f"ALTER SEQUENCE trades_id_seq rename to {trade_back_name}_id_seq_bak")) return order_id, trade_id def set_sequence_ids(engine, order_id, trade_id, pairlock_id=None): if engine.name == 'postgresql': with engine.begin() as connection: if order_id: connection.execute(text(f"ALTER SEQUENCE orders_id_seq RESTART WITH {order_id}")) if trade_id: connection.execute(text(f"ALTER SEQUENCE trades_id_seq RESTART WITH {trade_id}")) if pairlock_id: connection.execute( text(f"ALTER SEQUENCE pairlocks_id_seq RESTART WITH {pairlock_id}")) def drop_index_on_table(engine, inspector, table_bak_name): with engine.begin() as connection: # drop indexes on backup table in new session for index in inspector.get_indexes(table_bak_name): if engine.name == 'mysql': connection.execute(text(f"drop index {index['name']} on {table_bak_name}")) else: connection.execute(text(f"drop index {index['name']}")) def migrate_trades_and_orders_table( decl_base, inspector, engine, trade_back_name: str, cols: List, order_back_name: str, cols_order: List): base_currency = get_column_def(cols, 'base_currency', 'null') stake_currency = get_column_def(cols, 'stake_currency', 'null') fee_open = get_column_def(cols, 'fee_open', 'fee') fee_open_cost = get_column_def(cols, 'fee_open_cost', 'null') fee_open_currency = get_column_def(cols, 'fee_open_currency', 'null') fee_close = get_column_def(cols, 'fee_close', 'fee') fee_close_cost = get_column_def(cols, 'fee_close_cost', 'null') fee_close_currency = get_column_def(cols, 'fee_close_currency', 'null') open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null') close_rate_requested = get_column_def(cols, 'close_rate_requested', 'null') stop_loss = get_column_def(cols, 'stop_loss', '0.0') stop_loss_pct = get_column_def(cols, 'stop_loss_pct', 'null') initial_stop_loss = get_column_def(cols, 'initial_stop_loss', '0.0') initial_stop_loss_pct = get_column_def(cols, 'initial_stop_loss_pct', 'null') stoploss_order_id = get_column_def(cols, 'stoploss_order_id', 'null') stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null') max_rate = get_column_def(cols, 'max_rate', '0.0') min_rate = get_column_def(cols, 'min_rate', 'null') exit_reason = get_column_def(cols, 'sell_reason', get_column_def(cols, 'exit_reason', 'null')) strategy = get_column_def(cols, 'strategy', 'null') enter_tag = get_column_def(cols, 'buy_tag', get_column_def(cols, 'enter_tag', 'null')) realized_profit = get_column_def(cols, 'realized_profit', '0.0') trading_mode = get_column_def(cols, 'trading_mode', 'null') # Leverage Properties leverage = get_column_def(cols, 'leverage', '1.0') liquidation_price = get_column_def(cols, 'liquidation_price', get_column_def(cols, 'isolated_liq', 'null')) # sqlite does not support literals for booleans if engine.name == 'postgresql': is_short = get_column_def(cols, 'is_short', 'false') else: is_short = get_column_def(cols, 'is_short', '0') # Futures Properties interest_rate = get_column_def(cols, 'interest_rate', '0.0') funding_fees = get_column_def(cols, 'funding_fees', '0.0') max_stake_amount = get_column_def(cols, 'max_stake_amount', 'stake_amount') # If ticker-interval existed use that, else null. if has_column(cols, 'ticker_interval'): timeframe = get_column_def(cols, 'timeframe', 'ticker_interval') else: timeframe = get_column_def(cols, 'timeframe', 'null') open_trade_value = get_column_def(cols, 'open_trade_value', f'amount * open_rate * (1 + {fee_open})') close_profit_abs = get_column_def( cols, 'close_profit_abs', f"(amount * close_rate * (1 - {fee_close})) - {open_trade_value}") exit_order_status = get_column_def(cols, 'exit_order_status', 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') contract_size = get_column_def(cols, 'contract_size', 'null') # Schema migration necessary with engine.begin() as connection: connection.execute(text(f"alter table trades rename to {trade_back_name}")) drop_index_on_table(engine, inspector, trade_back_name) order_id, trade_id = get_last_sequence_ids(engine, trade_back_name, order_back_name) drop_orders_table(engine, order_back_name) # let SQLAlchemy create the schema as required decl_base.metadata.create_all(engine) # Copy data back - following the correct schema with engine.begin() as connection: connection.execute(text(f"""insert into trades (id, exchange, pair, base_currency, stake_currency, is_open, fee_open, fee_open_cost, fee_open_currency, fee_close, fee_close_cost, fee_close_currency, open_rate, open_rate_requested, close_rate, close_rate_requested, close_profit, stake_amount, amount, amount_requested, open_date, close_date, open_order_id, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, stoploss_order_id, stoploss_last_update, 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, amount_precision, price_precision, precision_mode, contract_size, max_stake_amount ) select id, lower(exchange), pair, {base_currency} base_currency, {stake_currency} stake_currency, is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost, {fee_open_currency} fee_open_currency, {fee_close} fee_close, {fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency, open_rate, {open_rate_requested} open_rate_requested, close_rate, {close_rate_requested} close_rate_requested, close_profit, stake_amount, amount, {amount_requested}, open_date, close_date, open_order_id, {stop_loss} stop_loss, {stop_loss_pct} stop_loss_pct, {initial_stop_loss} initial_stop_loss, {initial_stop_loss_pct} initial_stop_loss_pct, {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update, {max_rate} max_rate, {min_rate} min_rate, case when {exit_reason} = 'sell_signal' then 'exit_signal' when {exit_reason} = 'custom_sell' then 'custom_exit' when {exit_reason} = 'force_sell' then 'force_exit' when {exit_reason} = 'emergency_sell' then 'emergency_exit' else {exit_reason} end exit_reason, {exit_order_status} exit_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, {liquidation_price} liquidation_price, {is_short} is_short, {interest_rate} interest_rate, {funding_fees} funding_fees, {realized_profit} realized_profit, {amount_precision} amount_precision, {price_precision} price_precision, {precision_mode} precision_mode, {contract_size} contract_size, {max_stake_amount} max_stake_amount from {trade_back_name} """)) migrate_orders_table(engine, order_back_name, cols_order) set_sequence_ids(engine, order_id, trade_id) def drop_orders_table(engine, table_back_name: str): # Drop and recreate orders table as backup # This drops foreign keys, too. with engine.begin() as connection: connection.execute(text(f"create table {table_back_name} as select * from orders")) connection.execute(text("drop table orders")) def migrate_orders_table(engine, table_back_name: str, cols_order: List): ft_fee_base = get_column_def(cols_order, 'ft_fee_base', 'null') average = get_column_def(cols_order, 'average', 'null') stop_price = get_column_def(cols_order, 'stop_price', 'null') funding_fee = get_column_def(cols_order, 'funding_fee', '0.0') ft_amount = get_column_def(cols_order, 'ft_amount', 'coalesce(amount, 0.0)') ft_price = get_column_def(cols_order, 'ft_price', 'coalesce(price, 0.0)') # sqlite does not support literals for booleans with engine.begin() as connection: connection.execute(text(f""" insert into orders (id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status, symbol, order_type, side, price, amount, filled, average, remaining, cost, stop_price, order_date, order_filled_date, order_update_date, ft_fee_base, funding_fee, ft_amount, ft_price ) select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status, symbol, order_type, side, price, amount, filled, {average} average, remaining, cost, {stop_price} stop_price, order_date, order_filled_date, order_update_date, {ft_fee_base} ft_fee_base, {funding_fee} funding_fee, {ft_amount} ft_amount, {ft_price} ft_price from {table_back_name} """)) def migrate_pairlocks_table( decl_base, inspector, engine, pairlock_back_name: str, cols: List): # Schema migration necessary with engine.begin() as connection: connection.execute(text(f"alter table pairlocks rename to {pairlock_back_name}")) drop_index_on_table(engine, inspector, pairlock_back_name) side = get_column_def(cols, 'side', "'*'") # let SQLAlchemy create the schema as required decl_base.metadata.create_all(engine) # Copy data back - following the correct schema with engine.begin() as connection: connection.execute(text(f"""insert into pairlocks (id, pair, side, reason, lock_time, lock_end_time, active) select id, pair, {side} side, reason, lock_time, lock_end_time, active from {pairlock_back_name} """)) def set_sqlite_to_wal(engine): if engine.name == 'sqlite' and str(engine.url) != 'sqlite://': # Set Mode to with engine.begin() as connection: connection.execute(text("PRAGMA journal_mode=wal")) def fix_old_dry_orders(engine): with engine.begin() as connection: stmt = update(Order).where( Order.ft_is_open.is_(True), tuple_(Order.ft_trade_id, Order.order_id).not_in( select( Trade.id, Trade.stoploss_order_id ).where(Trade.stoploss_order_id.is_not(None)) ), Order.ft_order_side == 'stoploss', Order.order_id.like('dry%'), ).values(ft_is_open=False) connection.execute(stmt) stmt = update(Order).where( Order.ft_is_open.is_(True), tuple_(Order.ft_trade_id, Order.order_id).not_in( select( Trade.id, Trade.open_order_id ).where(Trade.open_order_id.is_not(None)) ), Order.ft_order_side != 'stoploss', Order.order_id.like('dry%') ).values(ft_is_open=False) connection.execute(stmt) def check_migrate(engine, decl_base, previous_tables) -> None: """ Checks if migration is necessary and migrates if necessary """ inspector = inspect(engine) cols_trades = inspector.get_columns('trades') cols_orders = inspector.get_columns('orders') cols_pairlocks = inspector.get_columns('pairlocks') tabs = get_table_names_for_table(inspector, 'trades') table_back_name = get_backup_name(tabs, 'trades_bak') order_tabs = get_table_names_for_table(inspector, 'orders') order_table_bak_name = get_backup_name(order_tabs, 'orders_bak') pairlock_tabs = get_table_names_for_table(inspector, 'pairlocks') pairlock_table_bak_name = get_backup_name(pairlock_tabs, 'pairlocks_bak') # Check if migration necessary # Migrates both trades and orders table! # if ('orders' not in previous_tables # or not has_column(cols_orders, 'funding_fee')): migrating = False # if not has_column(cols_trades, 'max_stake_amount'): if not has_column(cols_orders, 'ft_price'): migrating = True logger.info(f"Running database migration for trades - " f"backup: {table_back_name}, {order_table_bak_name}") migrate_trades_and_orders_table( decl_base, inspector, engine, table_back_name, cols_trades, order_table_bak_name, cols_orders) if not has_column(cols_pairlocks, 'side'): migrating = True logger.info(f"Running database migration for pairlocks - " f"backup: {pairlock_table_bak_name}") migrate_pairlocks_table( decl_base, inspector, engine, pairlock_table_bak_name, cols_pairlocks ) if 'orders' not in previous_tables and 'trades' in previous_tables: raise OperationalException( "Your database seems to be very old. " "Please update to freqtrade 2022.3 to migrate this database or " "start with a fresh database.") set_sqlite_to_wal(engine) fix_old_dry_orders(engine) if migrating: logger.info("Database migration finished.")