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Update recalc_from_trades to use FtPrecise

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This commit is contained in:
Matthias 2022-08-11 06:51:34 +02:00
parent 9513c39a17
commit e3a5b97b45
2 changed files with 18 additions and 17 deletions
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33
freqtrade/persistence/trade_model.py
View File

@ -827,11 +827,11 @@ class LocalTrade():
return float(f"{profit_ratio:.8f}")
def recalc_trade_from_orders(self, is_closing: bool = False):
current_amount = 0.0
current_stake = 0.0
ZERO = FtPrecise(0.0)
current_amount = FtPrecise(0.0)
current_stake = FtPrecise(0.0)
total_stake = 0.0 # Total stake after all buy orders (does not subtract!)
avg_price = 0.0
avg_price = FtPrecise(0.0)
close_profit = 0.0
close_profit_abs = 0.0
@ -839,28 +839,29 @@ class LocalTrade():
if o.ft_is_open or not o.filled:
continue
tmp_amount = o.safe_amount_after_fee
tmp_price = o.safe_price
tmp_amount = FtPrecise(o.safe_amount_after_fee)
tmp_price = FtPrecise(o.safe_price)
is_exit = o.ft_order_side != self.entry_side
side = -1 if is_exit else 1
if tmp_amount > 0.0 and tmp_price is not None:
side = FtPrecise(-1 if is_exit else 1)
if tmp_amount > ZERO and tmp_price is not None:
current_amount += tmp_amount * side
price = avg_price if is_exit else tmp_price
current_stake += price * tmp_amount * side
if current_amount > 0:
if current_amount > ZERO:
avg_price = current_stake / current_amount
if is_exit:
# Process partial exits
exit_rate = o.safe_price
exit_amount = o.safe_amount_after_fee
profit = self.calc_profit(rate=exit_rate, amount=exit_amount, open_rate=avg_price)
profit = self.calc_profit(rate=exit_rate, amount=exit_amount,
open_rate=float(avg_price))
close_profit_abs += profit
close_profit = self.calc_profit_ratio(
exit_rate, amount=exit_amount, open_rate=avg_price)
if current_amount <= 0:
if current_amount <= ZERO:
profit = close_profit_abs
else:
total_stake = total_stake + self._calc_open_trade_value(tmp_amount, price)
@ -870,13 +871,13 @@ class LocalTrade():
self.realized_profit = close_profit_abs
self.close_profit_abs = profit
if current_amount > 0:
if current_amount > ZERO:
# Trade is still open
# Leverage not updated, as we don't allow changing leverage through DCA at the moment.
self.open_rate = current_stake / current_amount
self.stake_amount = current_stake / (self.leverage or 1.0)
self.amount = current_amount
self.fee_open_cost = self.fee_open * current_stake
self.open_rate = float(current_stake / current_amount)
self.stake_amount = float(current_stake) / (self.leverage or 1.0)
self.amount = float(current_amount)
self.fee_open_cost = self.fee_open * float(current_stake)
self.recalc_open_trade_value()
if self.stop_loss_pct is not None and self.open_rate is not None:
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)

2
tests/test_integration.py
View File

@ -189,7 +189,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
assert len(trades) == 5
for trade in trades:
assert trade.stake_amount == result1
assert pytest.approx(trade.stake_amount) == result1
# Reset trade open order id's
trade.open_order_id = None
trades = Trade.get_open_trades()