stable/freqtrade/persistence.py
2017-09-29 19:28:32 +02:00

88 lines
2.8 KiB
Python

from datetime import datetime
from typing import Optional
from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.orm.scoping import scoped_session
from sqlalchemy.orm.session import sessionmaker
from sqlalchemy.types import Enum
from freqtrade import exchange
_CONF = {}
Base = declarative_base()
def init(config: dict, db_url: Optional[str] = None) -> None:
"""
Initializes this module with the given config,
registers all known command handlers
and starts polling for message updates
:param config: config to use
:param db_url: database connector string for sqlalchemy (Optional)
:return: None
"""
_CONF.update(config)
if not db_url:
if _CONF.get('dry_run', False):
db_url = 'sqlite:///tradesv2.dry_run.sqlite'
else:
db_url = 'sqlite:///tradesv2.sqlite'
engine = create_engine(db_url, echo=False)
session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
Trade.session = session()
Trade.query = session.query_property()
Base.metadata.create_all(engine)
class Trade(Base):
__tablename__ = 'trades'
id = Column(Integer, primary_key=True)
exchange = Column(Enum(exchange.Exchange), nullable=False)
pair = Column(String, nullable=False)
is_open = Column(Boolean, nullable=False, default=True)
open_rate = Column(Float, nullable=False)
close_rate = Column(Float)
close_profit = Column(Float)
stake_amount = Column(Float, name='btc_amount', nullable=False)
amount = Column(Float, nullable=False)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
close_date = Column(DateTime)
open_order_id = Column(String)
def __repr__(self):
if self.is_open:
open_since = 'closed'
else:
open_since = round((datetime.utcnow() - self.open_date).total_seconds() / 60, 2)
return 'Trade(id={}, pair={}, amount={}, open_rate={}, open_since={})'.format(
self.id,
self.pair,
self.amount,
self.open_rate,
open_since
)
def exec_sell_order(self, rate: float, amount: float) -> float:
"""
Executes a sell for the given trade and updated the entity.
:param rate: rate to sell for
:param amount: amount to sell
:return: current profit as percentage
"""
profit = 100 * ((rate - self.open_rate) / self.open_rate)
# Execute sell and update trade record
order_id = exchange.sell(str(self.pair), rate, amount)
self.close_rate = rate
self.close_profit = profit
self.close_date = datetime.utcnow()
self.open_order_id = order_id
# Flush changes
Trade.session.flush()
return profit