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Add dry-run position wallet calculation

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This commit is contained in:
Matthias 2022-02-22 19:14:46 +01:00
parent 6562511137
commit 13e74c5693
1 changed files with 39 additions and 17 deletions
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56
freqtrade/wallets.py
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@ -8,7 +8,7 @@ from typing import Dict, NamedTuple, Optional
import arrow
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import RunMode
from freqtrade.enums import RunMode, TradingMode
from freqtrade.exceptions import DependencyException
from freqtrade.exchange import Exchange
from freqtrade.persistence import LocalTrade, Trade
@ -23,7 +23,6 @@ class Wallet(NamedTuple):
free: float = 0
used: float = 0
total: float = 0
position: float = 0
class PositionWallet(NamedTuple):
@ -76,6 +75,7 @@ class Wallets:
"""
# Recreate _wallets to reset closed trade balances
_wallets = {}
_positions = {}
open_trades = Trade.get_trades_proxy(is_open=True)
# If not backtesting...
# TODO: potentially remove the ._log workaround to determine backtest mode.
@ -84,24 +84,46 @@ class Wallets:
else:
tot_profit = LocalTrade.total_profit
tot_in_trades = sum(trade.stake_amount for trade in open_trades)
used_stake = 0.0
if self._config.get('trading_mode', 'spot') != TradingMode.FUTURES:
current_stake = self.start_cap + tot_profit - tot_in_trades
total_stake = current_stake
for trade in open_trades:
curr = self._exchange.get_pair_base_currency(trade.pair)
_wallets[curr] = Wallet(
curr,
trade.amount,
0,
trade.amount
)
else:
tot_in_trades = 0
for position in open_trades:
# size = self._exchange._contracts_to_amount(position.pair, position['contracts'])
size = position.amount
# TODO-lev: stake_amount in real trades does not include the leverage ...
collateral = position.stake_amount / position.leverage
leverage = position.leverage
tot_in_trades -= collateral
_positions[position.pair] = PositionWallet(
position.pair, position=size,
leverage=leverage,
collateral=collateral,
side=position.trade_direction
)
current_stake = self.start_cap + tot_profit
used_stake = tot_in_trades
total_stake = current_stake - tot_in_trades
current_stake = self.start_cap + tot_profit - tot_in_trades
_wallets[self._config['stake_currency']] = Wallet(
self._config['stake_currency'],
current_stake,
0,
current_stake
currency=self._config['stake_currency'],
free=current_stake,
used=used_stake,
total=total_stake
)
for trade in open_trades:
curr = self._exchange.get_pair_base_currency(trade.pair)
_wallets[curr] = Wallet(
curr,
trade.amount,
0,
trade.amount
)
self._wallets = _wallets
self._positions = _positions
def _update_live(self) -> None:
balances = self._exchange.get_balances()
@ -121,7 +143,7 @@ class Wallets:
# TODO-lev: Implement dry-run/backtest counterpart
positions = self._exchange.get_positions()
self._positions = []
self._positions = {}
for position in positions:
symbol = position['symbol']
if position['side'] is None or position['collateral'] == 0.0: