feat: enable trade.from_json to import backtested trades

This commit is contained in:
Matthias
2025-02-16 13:27:42 +01:00
parent f14c4ebcc8
commit 314c017dd3

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@@ -1535,45 +1535,47 @@ class LocalTrade:
:param json_str: json string to parse
:return: Trade instance
"""
from uuid import uuid4
import rapidjson
data = rapidjson.loads(json_str)
trade = cls(
__FROM_JSON=True,
id=data["trade_id"],
id=data.get("trade_id"),
pair=data["pair"],
base_currency=data["base_currency"],
stake_currency=data["quote_currency"],
base_currency=data.get("base_currency"),
stake_currency=data.get("quote_currency"),
is_open=data["is_open"],
exchange=data["exchange"],
exchange=data.get("exchange", "import"),
amount=data["amount"],
amount_requested=data["amount_requested"],
amount_requested=data.get("amount_requested", data["amount"]),
stake_amount=data["stake_amount"],
strategy=data["strategy"],
strategy=data.get("strategy"),
enter_tag=data["enter_tag"],
timeframe=data["timeframe"],
timeframe=data.get("timeframe"),
fee_open=data["fee_open"],
fee_open_cost=data["fee_open_cost"],
fee_open_currency=data["fee_open_currency"],
fee_open_cost=data.get("fee_open_cost"),
fee_open_currency=data.get("fee_open_currency"),
fee_close=data["fee_close"],
fee_close_cost=data["fee_close_cost"],
fee_close_currency=data["fee_close_currency"],
fee_close_cost=data.get("fee_close_cost"),
fee_close_currency=data.get("fee_close_currency"),
open_date=datetime.fromtimestamp(data["open_timestamp"] // 1000, tz=timezone.utc),
open_rate=data["open_rate"],
open_rate_requested=data["open_rate_requested"],
open_trade_value=data["open_trade_value"],
open_rate_requested=data.get("open_rate_requested", data["open_rate"]),
open_trade_value=data.get("open_trade_value"),
close_date=(
datetime.fromtimestamp(data["close_timestamp"] // 1000, tz=timezone.utc)
if data["close_timestamp"]
else None
),
realized_profit=data["realized_profit"],
realized_profit=data.get("realized_profit", 0),
close_rate=data["close_rate"],
close_rate_requested=data["close_rate_requested"],
close_profit=data["close_profit"],
close_profit_abs=data["close_profit_abs"],
close_rate_requested=data.get("close_rate_requested", data["close_rate"]),
close_profit=data.get("close_profit", data.get("profit_ratio")),
close_profit_abs=data.get("close_profit_abs", data.get("profit_abs")),
exit_reason=data["exit_reason"],
exit_order_status=data["exit_order_status"],
exit_order_status=data.get("exit_order_status"),
stop_loss=data["stop_loss_abs"],
stop_loss_pct=data["stop_loss_ratio"],
initial_stop_loss=data["initial_stop_loss_abs"],
@@ -1581,11 +1583,11 @@ class LocalTrade:
min_rate=data["min_rate"],
max_rate=data["max_rate"],
leverage=data["leverage"],
interest_rate=data["interest_rate"],
liquidation_price=data["liquidation_price"],
interest_rate=data.get("interest_rate"),
liquidation_price=data.get("liquidation_price"),
is_short=data["is_short"],
trading_mode=data["trading_mode"],
funding_fees=data["funding_fees"],
trading_mode=data.get("trading_mode"),
funding_fees=data.get("funding_fees"),
amount_precision=data.get("amount_precision", None),
price_precision=data.get("price_precision", None),
precision_mode=data.get("precision_mode", None),
@@ -1597,23 +1599,25 @@ class LocalTrade:
amount=order["amount"],
ft_amount=order["amount"],
ft_order_side=order["ft_order_side"],
ft_pair=order["pair"],
ft_is_open=order["is_open"],
order_id=order["order_id"],
status=order["status"],
average=order["average"],
ft_pair=order.get("pair", data["pair"]),
ft_is_open=order.get("is_open", False),
order_id=order.get("order_id", uuid4().hex),
status=order.get("status"),
average=order.get("average", order.get("safe_price")),
cost=order["cost"],
filled=order["filled"],
order_date=datetime.strptime(order["order_date"], DATETIME_PRINT_FORMAT),
filled=order.get("filled", order["amount"]),
order_date=datetime.strptime(order["order_date"], DATETIME_PRINT_FORMAT)
if order.get("order_date")
else None,
order_filled_date=(
datetime.fromtimestamp(order["order_filled_timestamp"] // 1000, tz=timezone.utc)
if order["order_filled_timestamp"]
else None
),
order_type=order["order_type"],
price=order["price"],
ft_price=order["price"],
remaining=order["remaining"],
order_type=order.get("order_type"),
price=order.get("price", order.get("safe_price")),
ft_price=order.get("price", order.get("safe_price")),
remaining=order.get("remaining", 0.0),
funding_fee=order.get("funding_fee", None),
ft_order_tag=order.get("ft_order_tag", None),
)
@@ -1677,7 +1681,7 @@ class Trade(ModelBase, LocalTrade):
stake_amount: Mapped[float] = mapped_column(Float(), nullable=False) # type: ignore
max_stake_amount: Mapped[float | None] = mapped_column(Float()) # type: ignore
amount: Mapped[float] = mapped_column(Float()) # type: ignore
amount_requested: Mapped[float | None] = mapped_column(Float()) # type: ignore
equested: Mapped[float | None] = mapped_column(Float()) # type: ignore
open_date: Mapped[datetime] = mapped_column( # type: ignore
nullable=False, default=datetime.now
)