mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
Added changes suggested in pull request, fixed breaking changes,
can run the bot again
This commit is contained in:
Sam Germain
parent
20dcd9a1a2
commit
67341aa4f2
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@ -45,14 +45,15 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
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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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close_reason = get_column_def(cols, 'close_reason', '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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leverage = get_column_def(cols, 'leverage', '0.0')
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borrowed = get_column_def(cols, 'borrowed', '0.0')
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borrowed_currency = get_column_def(cols, 'borrowed_currency', 'null')
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collateral_currency = get_column_def(cols, 'collateral_currency', 'null')
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interest_rate = get_column_def(cols, 'interest_rate', '0.0')
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min_stoploss = get_column_def(cols, 'min_stoploss', 'null')
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liquidation_price = get_column_def(cols, 'liquidation_price', 'null')
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is_short = get_column_def(cols, 'is_short', 'False')
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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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@ -87,9 +88,9 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
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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, close_reason, close_order_status, strategy,
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max_rate, min_rate, sell_reason, close_order_status, strategy,
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timeframe, open_trade_value, close_profit_abs,
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leverage, borrowed, borrowed_currency, interest_rate, min_stoploss, is_short
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leverage, borrowed, borrowed_currency, collateral_currency, interest_rate, liquidation_price, is_short
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)
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select id, lower(exchange),
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case
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@ -109,12 +110,13 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
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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, {close_reason} close_reason,
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{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
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{close_order_status} close_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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{leverage} leverage, {borrowed} borrowed, {borrowed_currency} borrowed_currency,
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{interest_rate} interest_rate, {min_stoploss} min_stoploss, {is_short} is_short
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{collateral_currency} collateral_currency, {interest_rate} interest_rate,
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{liquidation_price} liquidation_price, {is_short} is_short
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from {table_back_name}
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"""))
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@ -257,7 +257,7 @@ class LocalTrade():
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max_rate: float = 0.0
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# Lowest price reached
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min_rate: float = 0.0
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close_reason: str = ''
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sell_reason: str = ''
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close_order_status: str = ''
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strategy: str = ''
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timeframe: Optional[int] = None
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@ -265,9 +265,10 @@ class LocalTrade():
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# Margin trading properties
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leverage: Optional[float] = 0.0
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borrowed: float = 0.0
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borrowed_currency: float = None
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borrowed_currency: str = None
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collateral_currency: str = None
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interest_rate: float = 0.0
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min_stoploss: float = None
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liquidation_price: float = None
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is_short: bool = False
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# End of margin trading properties
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@ -346,7 +347,7 @@ class LocalTrade():
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'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
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'profit_abs': self.close_profit_abs,
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'close_reason': self.close_reason,
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'sell_reason': self.sell_reason,
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'close_order_status': self.close_order_status,
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'stop_loss_abs': self.stop_loss,
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'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
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@ -367,8 +368,9 @@ class LocalTrade():
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'leverage': self.leverage,
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'borrowed': self.borrowed,
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'borrowed_currency': self.borrowed_currency,
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'collateral_currency': self.collateral_currency,
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'interest_rate': self.interest_rate,
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'min_stoploss': self.min_stoploss,
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'liquidation_price': self.liquidation_price,
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'leverage': self.leverage,
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'open_order_id': self.open_order_id,
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@ -411,8 +413,8 @@ class LocalTrade():
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new_loss = float(current_price * (1 - abs(stoploss)))
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# TODO: Could maybe move this if into the new stoploss if branch
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if (self.min_stoploss): # If trading on margin, don't set the stoploss below the liquidation price
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new_loss = min(self.min_stoploss, new_loss)
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if (self.liquidation_price): # If trading on margin, don't set the stoploss below the liquidation price
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new_loss = min(self.liquidation_price, new_loss)
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# no stop loss assigned yet
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if not self.stop_loss:
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@ -465,7 +467,7 @@ class LocalTrade():
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logger.info('Updating trade (id=%s) ...', self.id)
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if order_type in ('market', 'limit') and self.isOpeningTrade(order['side']):
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if order_type in ('market', 'limit') and self.is_opening_trade(order['side']):
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# Update open rate and actual amount
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self.open_rate = float(safe_value_fallback(order, 'average', 'price'))
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self.amount = float(safe_value_fallback(order, 'filled', 'amount'))
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@ -474,7 +476,7 @@ class LocalTrade():
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payment = "SELL" if self.is_short else "BUY"
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logger.info(f'{order_type.upper()}_{payment} order has been fulfilled for {self}.')
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self.open_order_id = None
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elif order_type in ('market', 'limit') and self.isClosingTrade(order['side']):
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elif order_type in ('market', 'limit') and self.is_closing_trade(order['side']):
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if self.is_open:
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payment = "BUY" if self.is_short else "SELL"
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logger.info(f'{order_type.upper()}_{payment} order has been fulfilled for {self}.')
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@ -482,7 +484,7 @@ class LocalTrade():
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elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
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self.stoploss_order_id = None
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self.close_rate_requested = self.stop_loss
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self.close_reason = SellType.STOPLOSS_ON_EXCHANGE.value
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self.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
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if self.is_open:
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logger.info(f'{order_type.upper()} is hit for {self}.')
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self.close(safe_value_fallback(order, 'average', 'price'))
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@ -574,8 +576,8 @@ class LocalTrade():
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close_trade = Decimal(self.amount) * Decimal(rate or self.close_rate) # type: ignore
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fees = close_trade * Decimal(fee or self.fee_close)
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interest = ((self.interest_rate * Decimal(borrowed or self.borrowed)) *
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(datetime.utcnow() - self.open_date).days) or 0 # Interest/day * num of days
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#TODO: Interest rate could be hourly instead of daily
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interest = ((Decimal(self.interest_rate) * Decimal(self.borrowed)) * Decimal((datetime.utcnow() - self.open_date).days)) or 0 # Interest/day * num of days
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if (self.is_short):
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return float(close_trade + fees + interest)
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else:
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@ -670,7 +672,7 @@ class LocalTrade():
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sel_trades = [trade for trade in sel_trades if trade.close_date
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and trade.close_date > close_date]
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return sel_trades # TODO: What is sel_trades does it mean sell_trades? If so, update this for margin
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return sel_trades
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@staticmethod
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def close_bt_trade(trade):
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@ -766,7 +768,7 @@ class Trade(_DECL_BASE, LocalTrade):
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max_rate = Column(Float, nullable=True, default=0.0)
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# Lowest price reached
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min_rate = Column(Float, nullable=True)
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close_reason = Column(String(100), nullable=True)
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sell_reason = Column(String(100), nullable=True) #TODO: Change to close_reason
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close_order_status = Column(String(100), nullable=True)
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strategy = Column(String(100), nullable=True)
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timeframe = Column(Integer, nullable=True)
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@ -775,8 +777,9 @@ class Trade(_DECL_BASE, LocalTrade):
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leverage = Column(Float, nullable=True, default=0.0)
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borrowed = Column(Float, nullable=False, default=0.0)
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borrowed_currency = Column(Float, nullable=True)
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collateral_currency = Column(String(25), nullable=True)
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interest_rate = Column(Float, nullable=False, default=0.0)
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min_stoploss = Column(Float, nullable=True)
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liquidation_price = Column(Float, nullable=True)
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is_short = Column(Boolean, nullable=False, default=False)
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# End of margin trading properties
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