stable/freqtrade/persistence/migrations.py
2022-06-22 06:31:51 +02:00

322 lines
14 KiB
Python

import logging
from typing import List
from sqlalchemy import inspect, text
from freqtrade.exceptions import OperationalException
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, order_back_name):
order_id: int = None
trade_id: 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'))
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')
# Margin Properties
interest_rate = get_column_def(cols, 'interest_rate', '0.0')
# Futures properties
funding_fees = get_column_def(cols, 'funding_fees', '0.0')
# 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')
# 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
)
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
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')
# 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)
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
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:
connection.execute(
text(
"""
update orders
set ft_is_open = 0
where ft_is_open = 1 and (ft_trade_id, order_id) not in (
select id, stoploss_order_id from trades where stoploss_order_id is not null
) and ft_order_side = 'stoploss'
and order_id like 'dry_%'
"""
)
)
connection.execute(
text(
"""
update orders
set ft_is_open = 0
where ft_is_open = 1
and (ft_trade_id, order_id) not in (
select id, open_order_id from trades where open_order_id is not null
) and ft_order_side != 'stoploss'
and order_id like 'dry_%'
"""
)
)
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 not has_column(cols_orders, 'stop_price'):
# if not has_column(cols_trades, 'base_currency'):
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'):
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)