freqtrade_origin/freqtrade/persistence.py

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from datetime import datetime
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from typing import Optional
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from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
from sqlalchemy.ext.declarative import declarative_base
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from sqlalchemy.orm.scoping import scoped_session
from sqlalchemy.orm.session import sessionmaker
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from sqlalchemy.types import Enum
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from freqtrade import exchange
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_CONF = {}
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Base = declarative_base()
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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
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:param db_url: database connector string for sqlalchemy (Optional)
:return: None
"""
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_CONF.update(config)
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if not db_url:
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if _CONF.get('dry_run', False):
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db_url = 'sqlite:///tradesv2.dry_run.sqlite'
else:
db_url = 'sqlite:///tradesv2.sqlite'
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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)
def cleanup() -> None:
"""
Flushes all pending operations to disk.
:return: None
"""
Trade.session.flush()
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class Trade(Base):
__tablename__ = 'trades'
id = Column(Integer, primary_key=True)
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exchange = Column(String, nullable=False)
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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)
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stake_amount = Column(Float, name='btc_amount', nullable=False)
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amount = Column(Float, nullable=False)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
close_date = Column(DateTime)
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open_order_id = Column(String)
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def __repr__(self):
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if self.is_open:
open_since = 'closed'
else:
open_since = round((datetime.utcnow() - self.open_date).total_seconds() / 60, 2)
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return 'Trade(id={}, pair={}, amount={}, open_rate={}, open_since={})'.format(
self.id,
self.pair,
self.amount,
self.open_rate,
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open_since
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)
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def exec_sell_order(self, rate: float, amount: float) -> float:
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"""
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)
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self.close_rate = rate
self.close_profit = profit
self.close_date = datetime.utcnow()
self.open_order_id = order_id
# Flush changes
Trade.session.flush()
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return profit