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