177 lines
7.9 KiB
Python
177 lines
7.9 KiB
Python
import logging
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from typing import List
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from sqlalchemy import inspect
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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 migrate_trades_table(decl_base, inspector, engine, table_back_name: str, cols: List):
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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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sell_reason = get_column_def(cols, 'sell_reason', 'null')
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strategy = get_column_def(cols, 'strategy', 'null')
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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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sell_order_status = 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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engine.execute(f"alter table trades rename to {table_back_name}")
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# drop indexes on backup table
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for index in inspector.get_indexes(table_back_name):
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engine.execute(f"drop index {index['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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engine.execute(f"""insert into trades
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(id, exchange, pair, is_open,
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fee_open, fee_open_cost, fee_open_currency,
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fee_close, fee_close_cost, fee_open_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, sell_reason, sell_order_status, strategy,
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timeframe, open_trade_value, close_profit_abs
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)
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select id, lower(exchange),
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case
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when instr(pair, '_') != 0 then
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substr(pair, instr(pair, '_') + 1) || '/' ||
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substr(pair, 1, instr(pair, '_') - 1)
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else pair
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end
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pair,
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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, {sell_reason} sell_reason,
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{sell_order_status} sell_order_status,
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{strategy} strategy, {timeframe} timeframe,
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{open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
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from {table_back_name}
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""")
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def migrate_open_orders_to_trades(engine):
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engine.execute("""
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insert into orders (ft_trade_id, ft_pair, order_id, ft_order_side, ft_is_open)
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select id ft_trade_id, pair ft_pair, open_order_id,
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case when close_rate_requested is null then 'buy'
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else 'sell' end ft_order_side, 1 ft_is_open
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from trades
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where open_order_id is not null
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union all
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select id ft_trade_id, pair ft_pair, stoploss_order_id order_id,
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'stoploss' ft_order_side, 1 ft_is_open
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from trades
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where stoploss_order_id is not null
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""")
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def migrate_orders_table(decl_base, inspector, engine, table_back_name: str, cols: List):
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# Schema migration necessary
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engine.execute(f"alter table orders rename to {table_back_name}")
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# drop indexes on backup table
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for index in inspector.get_indexes(table_back_name):
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engine.execute(f"drop index {index['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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engine.execute(f"""
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insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
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symbol, order_type, side, price, amount, filled, average, remaining, cost, order_date,
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order_filled_date, order_update_date)
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select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
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symbol, order_type, side, price, amount, filled, null average, remaining, cost, order_date,
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order_filled_date, order_update_date
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from {table_back_name}
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""")
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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 = inspector.get_columns('trades')
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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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# Check for latest column
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if not has_column(cols, 'open_trade_value'):
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logger.info(f'Running database migration for trades - backup: {table_back_name}')
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migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
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# Reread columns - the above recreated the table!
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inspector = inspect(engine)
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cols = inspector.get_columns('trades')
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if 'orders' not in previous_tables and 'trades' in previous_tables:
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logger.info('Moving open orders to Orders table.')
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migrate_open_orders_to_trades(engine)
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else:
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cols_order = inspector.get_columns('orders')
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if not has_column(cols_order, 'average'):
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tabs = get_table_names_for_table(inspector, 'orders')
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# Empty for now - as there is only one iteration of the orders table so far.
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table_back_name = get_backup_name(tabs, 'orders_bak')
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migrate_orders_table(decl_base, inspector, engine, table_back_name, cols)
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