mirror of
https://github.com/freqtrade/freqtrade.git
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1711 lines
43 KiB
HTML
1711 lines
43 KiB
HTML
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<!doctype html>
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<html lang="en" class="no-js">
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<head>
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<meta charset="utf-8">
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<meta name="viewport" content="width=device-width,initial-scale=1">
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<link rel="canonical" href="https://www.freqtrade.io/2023.6/trade-object/">
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<link rel="prev" href="../advanced-setup/">
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<link rel="next" href="../strategy-advanced/">
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<link rel="icon" href="../images/logo.png">
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<meta name="generator" content="mkdocs-1.4.3, mkdocs-material-9.1.17">
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<title>Trade Object - Freqtrade</title>
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<link rel="stylesheet" href="../assets/stylesheets/main.26e3688c.min.css">
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<link rel="stylesheet" href="../assets/stylesheets/palette.ecc896b0.min.css">
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<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
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<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,300i,400,400i,700,700i%7CRoboto+Mono:400,400i,700,700i&display=fallback">
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<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>
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<link rel="stylesheet" href="../stylesheets/ft.extra.css">
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<script>__md_scope=new URL("..",location),__md_hash=e=>[...e].reduce((e,_)=>(e<<5)-e+_.charCodeAt(0),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>
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</head>
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<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
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<script>var palette=__md_get("__palette");if(palette&&"object"==typeof palette.color)for(var key of Object.keys(palette.color))document.body.setAttribute("data-md-color-"+key,palette.color[key])</script>
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<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
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<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
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<label class="md-overlay" for="__drawer"></label>
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<div data-md-component="skip">
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<a href="#trade-object" class="md-skip">
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Skip to content
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</a>
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</div>
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<div data-md-component="announce">
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</div>
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<div data-md-color-scheme="default" data-md-component="outdated" hidden>
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</div>
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<header class="md-header md-header--shadow" data-md-component="header">
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<nav class="md-header__inner md-grid" aria-label="Header">
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<a href=".." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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<label class="md-header__button md-icon" for="__drawer">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2Z"/></svg>
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</label>
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<div class="md-header__title" data-md-component="header-title">
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<div class="md-header__ellipsis">
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<div class="md-header__topic">
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<span class="md-ellipsis">
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Freqtrade
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</span>
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</div>
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<div class="md-header__topic" data-md-component="header-topic">
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<span class="md-ellipsis">
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Trade Object
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</span>
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</div>
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</div>
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</div>
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<form class="md-header__option" data-md-component="palette">
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<input class="md-option" data-md-color-media="" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to dark mode" type="radio" name="__palette" id="__palette_1">
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<label class="md-header__button md-icon" title="Switch to dark mode" for="__palette_2" hidden>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 6H7c-3.31 0-6 2.69-6 6s2.69 6 6 6h10c3.31 0 6-2.69 6-6s-2.69-6-6-6zm0 10H7c-2.21 0-4-1.79-4-4s1.79-4 4-4h10c2.21 0 4 1.79 4 4s-1.79 4-4 4zM7 9c-1.66 0-3 1.34-3 3s1.34 3 3 3 3-1.34 3-3-1.34-3-3-3z"/></svg>
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</label>
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<input class="md-option" data-md-color-media="" data-md-color-scheme="slate" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to light mode" type="radio" name="__palette" id="__palette_2">
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<label class="md-header__button md-icon" title="Switch to light mode" for="__palette_1" hidden>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 7H7a5 5 0 0 0-5 5 5 5 0 0 0 5 5h10a5 5 0 0 0 5-5 5 5 0 0 0-5-5m0 8a3 3 0 0 1-3-3 3 3 0 0 1 3-3 3 3 0 0 1 3 3 3 3 0 0 1-3 3Z"/></svg>
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</label>
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</form>
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<label class="md-header__button md-icon" for="__search">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
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</label>
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<div class="md-search" data-md-component="search" role="dialog">
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<label class="md-search__overlay" for="__search"></label>
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<div class="md-search__inner" role="search">
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<form class="md-search__form" name="search">
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<input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" required>
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<label class="md-search__icon md-icon" for="__search">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z"/></svg>
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</label>
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<nav class="md-search__options" aria-label="Search">
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<a href="javascript:void(0)" class="md-search__icon md-icon" title="Share" aria-label="Share" data-clipboard data-clipboard-text="" data-md-component="search-share" tabindex="-1">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M18 16.08c-.76 0-1.44.3-1.96.77L8.91 12.7c.05-.23.09-.46.09-.7 0-.24-.04-.47-.09-.7l7.05-4.11c.54.5 1.25.81 2.04.81a3 3 0 0 0 3-3 3 3 0 0 0-3-3 3 3 0 0 0-3 3c0 .24.04.47.09.7L8.04 9.81C7.5 9.31 6.79 9 6 9a3 3 0 0 0-3 3 3 3 0 0 0 3 3c.79 0 1.5-.31 2.04-.81l7.12 4.15c-.05.21-.08.43-.08.66 0 1.61 1.31 2.91 2.92 2.91 1.61 0 2.92-1.3 2.92-2.91A2.92 2.92 0 0 0 18 16.08Z"/></svg>
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</a>
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<button type="reset" class="md-search__icon md-icon" title="Clear" aria-label="Clear" tabindex="-1">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41Z"/></svg>
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</button>
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</nav>
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</form>
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<div class="md-search__output">
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<div class="md-search__scrollwrap" data-md-scrollfix>
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<div class="md-search-result" data-md-component="search-result">
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<div class="md-search-result__meta">
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Initializing search
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</div>
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<ol class="md-search-result__list" role="presentation"></ol>
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</div>
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</div>
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</div>
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</div>
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</div>
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<div class="md-header__source">
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<a href="https://github.com/freqtrade/freqtrade" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><!--! Font Awesome Free 6.4.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2023 Fonticons, Inc.--><path d="M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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</div>
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</nav>
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</header>
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<div class="md-container" data-md-component="container">
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<main class="md-main" data-md-component="main">
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<div class="md-main__inner md-grid">
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<!-- Main navigation -->
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<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
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<div class="md-sidebar__scrollwrap">
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<div class="md-sidebar__inner">
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<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
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<label class="md-nav__title" for="__drawer">
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<a href=".." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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Freqtrade
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</label>
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<div class="md-nav__source">
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<a href="https://github.com/freqtrade/freqtrade" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><!--! Font Awesome Free 6.4.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2023 Fonticons, Inc.--><path d="M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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</div>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href=".." class="md-nav__link">
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Home
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../docker_quickstart/" class="md-nav__link">
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Quickstart with Docker
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_3" >
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<label class="md-nav__link" for="__nav_3" id="__nav_3_label" tabindex="0">
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Installation
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_3_label" aria-expanded="false">
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<label class="md-nav__title" for="__nav_3">
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<span class="md-nav__icon md-icon"></span>
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Installation
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../installation/" class="md-nav__link">
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Linux/MacOS/Raspberry
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../windows_installation/" class="md-nav__link">
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Windows
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../bot-basics/" class="md-nav__link">
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Freqtrade Basics
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../configuration/" class="md-nav__link">
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Configuration
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../strategy-customization/" class="md-nav__link">
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Strategy Customization
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../strategy-callbacks/" class="md-nav__link">
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Strategy Callbacks
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../stoploss/" class="md-nav__link">
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Stoploss
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../plugins/" class="md-nav__link">
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Plugins
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../bot-usage/" class="md-nav__link">
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Start the bot
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_11" >
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<label class="md-nav__link" for="__nav_11" id="__nav_11_label" tabindex="0">
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Control the bot
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_11_label" aria-expanded="false">
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<label class="md-nav__title" for="__nav_11">
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<span class="md-nav__icon md-icon"></span>
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Control the bot
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../telegram-usage/" class="md-nav__link">
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Telegram
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../rest-api/" class="md-nav__link">
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REST API & FreqUI
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../webhook-config/" class="md-nav__link">
|
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Web Hook
|
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
|
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<a href="../data-download/" class="md-nav__link">
|
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Data Downloading
|
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</a>
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</li>
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<li class="md-nav__item">
|
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<a href="../backtesting/" class="md-nav__link">
|
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Backtesting
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</a>
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</li>
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<li class="md-nav__item">
|
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<a href="../lookahead-analysis/" class="md-nav__link">
|
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Lookahead analysis
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</a>
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</li>
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<li class="md-nav__item">
|
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<a href="../hyperopt/" class="md-nav__link">
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Hyperopt
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_16" >
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<label class="md-nav__link" for="__nav_16" id="__nav_16_label" tabindex="0">
|
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FreqAI
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_16_label" aria-expanded="false">
|
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<label class="md-nav__title" for="__nav_16">
|
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<span class="md-nav__icon md-icon"></span>
|
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FreqAI
|
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</label>
|
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
|
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<a href="../freqai/" class="md-nav__link">
|
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Introduction
|
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</a>
|
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</li>
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<li class="md-nav__item">
|
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<a href="../freqai-configuration/" class="md-nav__link">
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Configuration
|
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</a>
|
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</li>
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<li class="md-nav__item">
|
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<a href="../freqai-parameter-table/" class="md-nav__link">
|
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Parameter table
|
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</a>
|
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</li>
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<li class="md-nav__item">
|
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<a href="../freqai-feature-engineering/" class="md-nav__link">
|
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Feature engineering
|
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</a>
|
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</li>
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<li class="md-nav__item">
|
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<a href="../freqai-running/" class="md-nav__link">
|
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Running FreqAI
|
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</a>
|
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</li>
|
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|
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<li class="md-nav__item">
|
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<a href="../freqai-reinforcement-learning/" class="md-nav__link">
|
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Reinforcement Learning
|
|
</a>
|
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</li>
|
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<li class="md-nav__item">
|
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<a href="../freqai-developers/" class="md-nav__link">
|
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Developer guide
|
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</a>
|
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
|
|
<a href="../leverage/" class="md-nav__link">
|
|
Short / Leverage
|
|
</a>
|
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</li>
|
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<li class="md-nav__item">
|
|
<a href="../utils/" class="md-nav__link">
|
|
Utility Sub-commands
|
|
</a>
|
|
</li>
|
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|
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<li class="md-nav__item">
|
|
<a href="../plotting/" class="md-nav__link">
|
|
Plotting
|
|
</a>
|
|
</li>
|
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|
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<li class="md-nav__item">
|
|
<a href="../exchanges/" class="md-nav__link">
|
|
Exchange-specific Notes
|
|
</a>
|
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</li>
|
|
|
|
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<li class="md-nav__item md-nav__item--nested">
|
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_21" >
|
|
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|
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|
|
<label class="md-nav__link" for="__nav_21" id="__nav_21_label" tabindex="0">
|
|
Data Analysis
|
|
<span class="md-nav__icon md-icon"></span>
|
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</label>
|
|
|
|
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_21_label" aria-expanded="false">
|
|
<label class="md-nav__title" for="__nav_21">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
Data Analysis
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
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|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../data-analysis/" class="md-nav__link">
|
|
Jupyter Notebooks
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
|
<li class="md-nav__item">
|
|
<a href="../strategy_analysis_example/" class="md-nav__link">
|
|
Strategy analysis
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
|
<li class="md-nav__item">
|
|
<a href="../advanced-backtesting/" class="md-nav__link">
|
|
Backtest analysis
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
</ul>
|
|
</nav>
|
|
</li>
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|
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<li class="md-nav__item md-nav__item--active md-nav__item--nested">
|
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_22" checked>
|
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|
|
<label class="md-nav__link" for="__nav_22" id="__nav_22_label" tabindex="0">
|
|
Advanced Topics
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_22_label" aria-expanded="true">
|
|
<label class="md-nav__title" for="__nav_22">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
Advanced Topics
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../advanced-setup/" class="md-nav__link">
|
|
Advanced Post-installation Tasks
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
<li class="md-nav__item md-nav__item--active">
|
|
|
|
<input class="md-nav__toggle md-toggle" type="checkbox" id="__toc">
|
|
|
|
|
|
|
|
|
|
|
|
<label class="md-nav__link md-nav__link--active" for="__toc">
|
|
Trade Object
|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
|
|
|
|
<a href="./" class="md-nav__link md-nav__link--active">
|
|
Trade Object
|
|
</a>
|
|
|
|
|
|
|
|
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<label class="md-nav__title" for="__toc">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
Table of contents
|
|
</label>
|
|
<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#trade" class="md-nav__link">
|
|
Trade
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#trade-available-attributes" class="md-nav__link">
|
|
Trade - Available attributes
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#class-methods" class="md-nav__link">
|
|
Class methods
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="Class methods">
|
|
<ul class="md-nav__list">
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#get_trades_proxy" class="md-nav__link">
|
|
get_trades_proxy
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#get_open_trade_count" class="md-nav__link">
|
|
get_open_trade_count
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#get_total_closed_profit" class="md-nav__link">
|
|
get_total_closed_profit
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#total_open_trades_stakes" class="md-nav__link">
|
|
total_open_trades_stakes
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#get_overall_performance" class="md-nav__link">
|
|
get_overall_performance
|
|
</a>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#order-object" class="md-nav__link">
|
|
Order Object
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="Order Object">
|
|
<ul class="md-nav__list">
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#order-available-attributes" class="md-nav__link">
|
|
Order - Available attributes
|
|
</a>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
|
|
</nav>
|
|
|
|
</li>
|
|
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|
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|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../strategy-advanced/" class="md-nav__link">
|
|
Advanced Strategy
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../advanced-hyperopt/" class="md-nav__link">
|
|
Advanced Hyperopt
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../producer-consumer/" class="md-nav__link">
|
|
Producer/Consumer mode
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../edge/" class="md-nav__link">
|
|
Edge Positioning
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../sandbox-testing/" class="md-nav__link">
|
|
Sandbox Testing
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
</ul>
|
|
</nav>
|
|
</li>
|
|
|
|
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|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../faq/" class="md-nav__link">
|
|
FAQ
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../sql_cheatsheet/" class="md-nav__link">
|
|
SQL Cheat-sheet
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../strategy_migration/" class="md-nav__link">
|
|
Strategy migration
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../updating/" class="md-nav__link">
|
|
Updating Freqtrade
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../deprecated/" class="md-nav__link">
|
|
Deprecated Features
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<li class="md-nav__item">
|
|
<a href="../developer/" class="md-nav__link">
|
|
Contributors Guide
|
|
</a>
|
|
</li>
|
|
|
|
|
|
|
|
</ul>
|
|
</nav>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
|
|
<!-- Table of contents -->
|
|
|
|
|
|
<div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" >
|
|
<div class="md-sidebar__scrollwrap">
|
|
<div class="md-sidebar__inner">
|
|
|
|
|
|
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<label class="md-nav__title" for="__toc">
|
|
<span class="md-nav__icon md-icon"></span>
|
|
Table of contents
|
|
</label>
|
|
<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#trade" class="md-nav__link">
|
|
Trade
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#trade-available-attributes" class="md-nav__link">
|
|
Trade - Available attributes
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#class-methods" class="md-nav__link">
|
|
Class methods
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="Class methods">
|
|
<ul class="md-nav__list">
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#get_trades_proxy" class="md-nav__link">
|
|
get_trades_proxy
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#get_open_trade_count" class="md-nav__link">
|
|
get_open_trade_count
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#get_total_closed_profit" class="md-nav__link">
|
|
get_total_closed_profit
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#total_open_trades_stakes" class="md-nav__link">
|
|
total_open_trades_stakes
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#get_overall_performance" class="md-nav__link">
|
|
get_overall_performance
|
|
</a>
|
|
|
|
</li>
|
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="#order-object" class="md-nav__link">
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Order Object
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</a>
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<nav class="md-nav" aria-label="Order Object">
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<ul class="md-nav__list">
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<li class="md-nav__item">
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<a href="#order-available-attributes" class="md-nav__link">
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Order - Available attributes
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</a>
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</li>
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</ul>
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</nav>
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</li>
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</ul>
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</nav>
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</div>
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</div>
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</div>
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<div class="md-content" data-md-component="content">
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<article class="md-content__inner md-typeset">
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<h1 id="trade-object">Trade Object<a class="headerlink" href="#trade-object" title="Permanent link">¶</a></h1>
|
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<h2 id="trade">Trade<a class="headerlink" href="#trade" title="Permanent link">¶</a></h2>
|
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<p>A position freqtrade enters is stored in a <code>Trade</code> object - which is persisted to the database.
|
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It's a core concept of freqtrade - and something you'll come across in many sections of the documentation, which will most likely point you to this location.</p>
|
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<p>It will be passed to the strategy in many <a href="../strategy-callbacks/">strategy callbacks</a>. The object passed to the strategy cannot be modified directly. Indirect modifications may occur based on callback results.</p>
|
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<h2 id="trade-available-attributes">Trade - Available attributes<a class="headerlink" href="#trade-available-attributes" title="Permanent link">¶</a></h2>
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<p>The following attributes / properties are available for each individual trade - and can be used with <code>trade.<property></code> (e.g. <code>trade.pair</code>).</p>
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<table>
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<thead>
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<tr>
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<th>Attribute</th>
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<th>DataType</th>
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<th>Description</th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<td><code>pair</code></td>
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<td>string</td>
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<td>Pair of this trade</td>
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</tr>
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<tr>
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<td><code>is_open</code></td>
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<td>boolean</td>
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<td>Is the trade currently open, or has it been concluded</td>
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</tr>
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<tr>
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<td><code>open_rate</code></td>
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<td>float</td>
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<td>Rate this trade was entered at (Avg. entry rate in case of trade-adjustments)</td>
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</tr>
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<tr>
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<td><code>close_rate</code></td>
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<td>float</td>
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<td>Close rate - only set when is_open = False</td>
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</tr>
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<tr>
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<td><code>stake_amount</code></td>
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<td>float</td>
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<td>Amount in Stake (or Quote) currency.</td>
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</tr>
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<tr>
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<td><code>amount</code></td>
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<td>float</td>
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<td>Amount in Asset / Base currency that is currently owned.</td>
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</tr>
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<tr>
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<td><code>open_date</code></td>
|
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<td>datetime</td>
|
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<td>Timestamp when trade was opened <strong>use <code>open_date_utc</code> instead</strong></td>
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</tr>
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<tr>
|
|
<td><code>open_date_utc</code></td>
|
|
<td>datetime</td>
|
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<td>Timestamp when trade was opened - in UTC</td>
|
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</tr>
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<tr>
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<td><code>close_date</code></td>
|
|
<td>datetime</td>
|
|
<td>Timestamp when trade was closed <strong>use <code>close_date_utc</code> instead</strong></td>
|
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</tr>
|
|
<tr>
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<td><code>close_date_utc</code></td>
|
|
<td>datetime</td>
|
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<td>Timestamp when trade was closed - in UTC</td>
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</tr>
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<tr>
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|
<td><code>close_profit</code></td>
|
|
<td>float</td>
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<td>Relative profit at the time of trade closure. <code>0.01</code> == 1%</td>
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</tr>
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<tr>
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|
<td><code>close_profit_abs</code></td>
|
|
<td>float</td>
|
|
<td>Absolute profit (in stake currency) at the time of trade closure.</td>
|
|
</tr>
|
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<tr>
|
|
<td><code>leverage</code></td>
|
|
<td>float</td>
|
|
<td>Leverage used for this trade - defaults to 1.0 in spot markets.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>enter_tag</code></td>
|
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<td>string</td>
|
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<td>Tag provided on entry via the <code>enter_tag</code> column in the dataframe</td>
|
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</tr>
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<tr>
|
|
<td><code>is_short</code></td>
|
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<td>boolean</td>
|
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<td>True for short trades, False otherwise</td>
|
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</tr>
|
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<tr>
|
|
<td><code>orders</code></td>
|
|
<td>Order[]</td>
|
|
<td>List of order objects attached to this trade (includes both filled and cancelled orders)</td>
|
|
</tr>
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<tr>
|
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<td><code>date_last_filled_utc</code></td>
|
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<td>datetime</td>
|
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<td>Time of the last filled order</td>
|
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</tr>
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<tr>
|
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<td><code>entry_side</code></td>
|
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<td>"buy" / "sell"</td>
|
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<td>Order Side the trade was entered</td>
|
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</tr>
|
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<tr>
|
|
<td><code>exit_side</code></td>
|
|
<td>"buy" / "sell"</td>
|
|
<td>Order Side that will result in a trade exit / position reduction.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>trade_direction</code></td>
|
|
<td>"long" / "short"</td>
|
|
<td>Trade direction in text - long or short.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>nr_of_successful_entries</code></td>
|
|
<td>int</td>
|
|
<td>Number of successful (filled) entry orders</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>nr_of_successful_exits</code></td>
|
|
<td>int</td>
|
|
<td>Number of successful (filled) exit orders</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<h2 id="class-methods">Class methods<a class="headerlink" href="#class-methods" title="Permanent link">¶</a></h2>
|
|
<p>The following are class methods - which return generic information, and usually result in an explicit query against the database.
|
|
They can be used as <code>Trade.<method></code> - e.g. <code>open_trades = Trade.get_open_trade_count()</code></p>
|
|
<div class="admonition warning">
|
|
<p class="admonition-title">Backtesting/hyperopt</p>
|
|
<p>Most methods will work in both backtesting / hyperopt and live/dry modes.
|
|
During backtesting, it's limited to usage in <a href="../strategy-callbacks/">strategy callbacks</a>. Usage in <code>populate_*()</code> methods is not supported and will result in wrong results.</p>
|
|
</div>
|
|
<h3 id="get_trades_proxy">get_trades_proxy<a class="headerlink" href="#get_trades_proxy" title="Permanent link">¶</a></h3>
|
|
<p>When your strategy needs some information on existing (open or close) trades - it's best to use <code>Trade.get_trades_proxy()</code>.</p>
|
|
<p>Usage:</p>
|
|
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.persistence</span> <span class="kn">import</span> <span class="n">Trade</span>
|
|
<span class="kn">from</span> <span class="nn">datetime</span> <span class="kn">import</span> <span class="n">timedelta</span>
|
|
|
|
<span class="c1"># ...</span>
|
|
<span class="n">trade_hist</span> <span class="o">=</span> <span class="n">Trade</span><span class="o">.</span><span class="n">get_trades_proxy</span><span class="p">(</span><span class="n">pair</span><span class="o">=</span><span class="s1">'ETH/USDT'</span><span class="p">,</span> <span class="n">is_open</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span> <span class="n">open_date</span><span class="o">=</span><span class="n">current_date</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">days</span><span class="o">=</span><span class="mi">2</span><span class="p">))</span>
|
|
</code></pre></div>
|
|
<p><code>get_trades_proxy()</code> supports the following keyword arguments. All arguments are optional - calling <code>get_trades_proxy()</code> without arguments will return a list of all trades in the database.</p>
|
|
<ul>
|
|
<li><code>pair</code> e.g. <code>pair='ETH/USDT'</code></li>
|
|
<li><code>is_open</code> e.g. <code>is_open=False</code></li>
|
|
<li><code>open_date</code> e.g. <code>open_date=current_date - timedelta(days=2)</code></li>
|
|
<li><code>close_date</code> e.g. <code>close_date=current_date - timedelta(days=5)</code></li>
|
|
</ul>
|
|
<h3 id="get_open_trade_count">get_open_trade_count<a class="headerlink" href="#get_open_trade_count" title="Permanent link">¶</a></h3>
|
|
<p>Get the number of currently open trades</p>
|
|
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.persistence</span> <span class="kn">import</span> <span class="n">Trade</span>
|
|
<span class="c1"># ...</span>
|
|
<span class="n">open_trades</span> <span class="o">=</span> <span class="n">Trade</span><span class="o">.</span><span class="n">get_open_trade_count</span><span class="p">()</span>
|
|
</code></pre></div>
|
|
<h3 id="get_total_closed_profit">get_total_closed_profit<a class="headerlink" href="#get_total_closed_profit" title="Permanent link">¶</a></h3>
|
|
<p>Retrieve the total profit the bot has generated so far.
|
|
Aggregates <code>close_profit_abs</code> for all closed trades.</p>
|
|
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.persistence</span> <span class="kn">import</span> <span class="n">Trade</span>
|
|
|
|
<span class="c1"># ...</span>
|
|
<span class="n">profit</span> <span class="o">=</span> <span class="n">Trade</span><span class="o">.</span><span class="n">get_total_closed_profit</span><span class="p">()</span>
|
|
</code></pre></div>
|
|
<h3 id="total_open_trades_stakes">total_open_trades_stakes<a class="headerlink" href="#total_open_trades_stakes" title="Permanent link">¶</a></h3>
|
|
<p>Retrieve the total stake_amount that's currently in trades.</p>
|
|
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.persistence</span> <span class="kn">import</span> <span class="n">Trade</span>
|
|
|
|
<span class="c1"># ...</span>
|
|
<span class="n">profit</span> <span class="o">=</span> <span class="n">Trade</span><span class="o">.</span><span class="n">total_open_trades_stakes</span><span class="p">()</span>
|
|
</code></pre></div>
|
|
<h3 id="get_overall_performance">get_overall_performance<a class="headerlink" href="#get_overall_performance" title="Permanent link">¶</a></h3>
|
|
<p>Retrieve the overall performance - similar to the <code>/performance</code> telegram command.</p>
|
|
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.persistence</span> <span class="kn">import</span> <span class="n">Trade</span>
|
|
|
|
<span class="c1"># ...</span>
|
|
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">config</span><span class="p">[</span><span class="s1">'runmode'</span><span class="p">]</span><span class="o">.</span><span class="n">value</span> <span class="ow">in</span> <span class="p">(</span><span class="s1">'live'</span><span class="p">,</span> <span class="s1">'dry_run'</span><span class="p">):</span>
|
|
<span class="n">performance</span> <span class="o">=</span> <span class="n">Trade</span><span class="o">.</span><span class="n">get_overall_performance</span><span class="p">()</span>
|
|
</code></pre></div>
|
|
<p>Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of 0.015).</p>
|
|
<div class="highlight"><pre><span></span><code><span class="p">{</span><span class="nt">"pair"</span><span class="p">:</span><span class="w"> </span><span class="s2">"ETH/BTC"</span><span class="p">,</span><span class="w"> </span><span class="nt">"profit"</span><span class="p">:</span><span class="w"> </span><span class="mf">0.015</span><span class="p">,</span><span class="w"> </span><span class="nt">"count"</span><span class="p">:</span><span class="w"> </span><span class="mi">5</span><span class="p">}</span>
|
|
</code></pre></div>
|
|
<h2 id="order-object">Order Object<a class="headerlink" href="#order-object" title="Permanent link">¶</a></h2>
|
|
<p>An <code>Order</code> object represents an order on the exchange (or a simulated order in dry-run mode).
|
|
An <code>Order</code> object will always be tied to it's corresponding <a href="#trade-object"><code>Trade</code></a>, and only really makes sense in the context of a trade.</p>
|
|
<h3 id="order-available-attributes">Order - Available attributes<a class="headerlink" href="#order-available-attributes" title="Permanent link">¶</a></h3>
|
|
<p>an Order object is typically attached to a trade.
|
|
Most properties here can be None as they are dependant on the exchange response.</p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Attribute</th>
|
|
<th>DataType</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td><code>trade</code></td>
|
|
<td>Trade</td>
|
|
<td>Trade object this order is attached to</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>ft_pair</code></td>
|
|
<td>string</td>
|
|
<td>Pair this order is for</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>ft_is_open</code></td>
|
|
<td>boolean</td>
|
|
<td>is the order filled?</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>order_type</code></td>
|
|
<td>string</td>
|
|
<td>Order type as defined on the exchange - usually market, limit or stoploss</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>status</code></td>
|
|
<td>string</td>
|
|
<td>Status as defined by ccxt. Usually open, closed, expired or canceled</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>side</code></td>
|
|
<td>string</td>
|
|
<td>Buy or Sell</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>price</code></td>
|
|
<td>float</td>
|
|
<td>Price the order was placed at</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>average</code></td>
|
|
<td>float</td>
|
|
<td>Average price the order filled at</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>amount</code></td>
|
|
<td>float</td>
|
|
<td>Amount in base currency</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>filled</code></td>
|
|
<td>float</td>
|
|
<td>Filled amount (in base currency)</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>remaining</code></td>
|
|
<td>float</td>
|
|
<td>Remaining amount</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>cost</code></td>
|
|
<td>float</td>
|
|
<td>Cost of the order - usually average * filled</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>order_date</code></td>
|
|
<td>datetime</td>
|
|
<td>Order creation date <strong>use <code>order_date_utc</code> instead</strong></td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>order_date_utc</code></td>
|
|
<td>datetime</td>
|
|
<td>Order creation date (in UTC)</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>order_fill_date</code></td>
|
|
<td>datetime</td>
|
|
<td>Order fill date <strong>use <code>order_fill_utc</code> instead</strong></td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>order_fill_date_utc</code></td>
|
|
<td>datetime</td>
|
|
<td>Order fill date</td>
|
|
</tr>
|
|
</tbody>
|
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</table>
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