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add calc_profit_combined call

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Matthias
2023-08-29 20:18:19 +02:00
parent a4512ac791
commit c58a1649cb
2 changed files with 61 additions and 0 deletions
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46
freqtrade/persistence/trade_model.py
View File

@@ -905,6 +905,52 @@ class LocalTrade:
profit = close_trade_value - open_trade_value
return float(f"{profit:.8f}")
def calc_profit_combined(self, rate: float, amount: Optional[float] = None,
open_rate: Optional[float] = None):
"""
Calculate profit metrics (absolute, ratio, total, total ratio).
All calculations include fees.
:param rate: close rate to compare with.
:param amount: Amount to use for the calculation. Falls back to trade.amount if not set.
:param open_rate: open_rate to use. Defaults to self.open_rate if not provided.
:return: TODO: fill me out
"""
close_trade_value = self.calc_close_trade_value(rate, amount)
if amount is None or open_rate is None:
open_trade_value = self.open_trade_value
else:
open_trade_value = self._calc_open_trade_value(amount, open_rate)
if self.is_short:
profit_abs = open_trade_value - close_trade_value
else:
profit_abs = close_trade_value - open_trade_value
try:
if self.is_short:
profit_ratio = (1 - (close_trade_value / open_trade_value)) * self.leverage
else:
profit_ratio = ((close_trade_value / open_trade_value) - 1) * self.leverage
profit_ratio = float(f"{profit_ratio:.8f}")
except ZeroDivisionError:
profit_ratio = 0.0
total_profit_abs = profit_abs + self.realized_profit
total_profit_ratio = (
(total_profit_abs / self.max_stake_amount) * self.leverage
if self.max_stake_amount else 0.0
)
total_profit_ratio = float(f"{total_profit_ratio:.8f}")
profit_abs = float(f"{profit_abs:.8f}")
res = {
'profit_abs': profit_abs,
'profit_ratio': profit_ratio,
'total_profit': profit_abs + self.realized_profit,
'total_profit_ratio': total_profit_ratio,
}
return res
def calc_profit_ratio(
self, rate: float, amount: Optional[float] = None,
open_rate: Optional[float] = None) -> float:

15
tests/persistence/test_persistence.py
View File

@@ -1152,14 +1152,29 @@ def test_calc_profit(
leverage=lev,
fee_open=0.0025,
fee_close=fee_close,
max_stake_amount=60.0,
trading_mode=trading_mode,
funding_fees=funding_fees
)
trade.open_order_id = 'something'
profit_res = trade.calc_profit_combined(close_rate)
assert pytest.approx(profit_res['profit_abs']) == round(profit, 8)
assert pytest.approx(profit_res['profit_ratio']) == round(profit_ratio, 8)
assert pytest.approx(profit_res['total_profit']) == round(profit, 8)
# assert pytest.approx(profit_res['total_profit_ratio']) == round(profit_ratio, 8)
assert pytest.approx(trade.calc_profit(rate=close_rate)) == round(profit, 8)
assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8)
profit_res2 = trade.calc_profit_combined(close_rate, trade.amount, trade.open_rate)
assert pytest.approx(profit_res2['profit_abs']) == round(profit, 8)
assert pytest.approx(profit_res2['profit_ratio']) == round(profit_ratio, 8)
assert pytest.approx(profit_res2['total_profit']) == round(profit, 8)
# assert pytest.approx(profit_res2['total_profit_ratio']) == round(profit_ratio, 8)
assert pytest.approx(trade.calc_profit(close_rate, trade.amount,
trade.open_rate)) == round(profit, 8)
assert pytest.approx(trade.calc_profit_ratio(close_rate, trade.amount,