freqtrade/persistence/migrations.py
import logging
from typing import List, Optional
from sqlalchemy import inspect, select, text, update
from freqtrade.exceptions import OperationalException
from freqtrade.persistence.trade_model import Order, Trade
logger = logging.getLogger(__name__)
def get_table_names_for_table(inspector, tabletype) -> List[str]:
return [t for t in inspector.get_table_names() if t.startswith(tabletype)]
def has_column(columns: List, searchname: str) -> bool:
return len(list(filter(lambda x: x["name"] == searchname, columns))) == 1
def get_column_def(columns: List, column: str, default: str) -> str:
return default if not has_column(columns, column) else column
def get_backup_name(tabs: List[str], backup_prefix: str):
table_back_name = backup_prefix
for i, table_back_name in enumerate(tabs):
table_back_name = f"{backup_prefix}{i}"
logger.debug(f"trying {table_back_name}")
return table_back_name
def get_last_sequence_ids(engine, trade_back_name: str, order_back_name: str):
order_id: Optional[int] = None
trade_id: Optional[int] = None
if engine.name == "postgresql":
with engine.begin() as connection:
trade_id = connection.execute(text("select nextval('trades_id_seq')")).fetchone()[0]
order_id = connection.execute(text("select nextval('orders_id_seq')")).fetchone()[0]
with engine.begin() as connection:
connection.execute(
text(f"ALTER SEQUENCE orders_id_seq rename to {order_back_name}_id_seq_bak")
)
connection.execute(
text(f"ALTER SEQUENCE trades_id_seq rename to {trade_back_name}_id_seq_bak")
)
return order_id, trade_id
def set_sequence_ids(engine, order_id, trade_id, pairlock_id=None):
if engine.name == "postgresql":
with engine.begin() as connection:
if order_id:
connection.execute(text(f"ALTER SEQUENCE orders_id_seq RESTART WITH {order_id}"))
if trade_id:
connection.execute(text(f"ALTER SEQUENCE trades_id_seq RESTART WITH {trade_id}"))
if pairlock_id:
connection.execute(
text(f"ALTER SEQUENCE pairlocks_id_seq RESTART WITH {pairlock_id}")
)
def drop_index_on_table(engine, inspector, table_bak_name):
with engine.begin() as connection:
# drop indexes on backup table in new session
for index in inspector.get_indexes(table_bak_name):
if engine.name == "mysql":
connection.execute(text(f"drop index {index['name']} on {table_bak_name}"))
else:
connection.execute(text(f"drop index {index['name']}"))
def migrate_trades_and_orders_table(
decl_base,
inspector,
engine,
trade_back_name: str,
cols: List,
order_back_name: str,
cols_order: List,
):
base_currency = get_column_def(cols, "base_currency", "null")
stake_currency = get_column_def(cols, "stake_currency", "null")
fee_open = get_column_def(cols, "fee_open", "fee")
fee_open_cost = get_column_def(cols, "fee_open_cost", "null")
fee_open_currency = get_column_def(cols, "fee_open_currency", "null")
fee_close = get_column_def(cols, "fee_close", "fee")
fee_close_cost = get_column_def(cols, "fee_close_cost", "null")
fee_close_currency = get_column_def(cols, "fee_close_currency", "null")
open_rate_requested = get_column_def(cols, "open_rate_requested", "null")
close_rate_requested = get_column_def(cols, "close_rate_requested", "null")
stop_loss = get_column_def(cols, "stop_loss", "0.0")
stop_loss_pct = get_column_def(cols, "stop_loss_pct", "null")
initial_stop_loss = get_column_def(cols, "initial_stop_loss", "0.0")
initial_stop_loss_pct = get_column_def(cols, "initial_stop_loss_pct", "null")
is_stop_loss_trailing = get_column_def(
cols,
"is_stop_loss_trailing",
f"coalesce({stop_loss_pct}, 0.0) <> coalesce({initial_stop_loss_pct}, 0.0)",
)
max_rate = get_column_def(cols, "max_rate", "0.0")
min_rate = get_column_def(cols, "min_rate", "null")
exit_reason = get_column_def(cols, "sell_reason", get_column_def(cols, "exit_reason", "null"))
strategy = get_column_def(cols, "strategy", "null")
enter_tag = get_column_def(cols, "buy_tag", get_column_def(cols, "enter_tag", "null"))
realized_profit = get_column_def(cols, "realized_profit", "0.0")
trading_mode = get_column_def(cols, "trading_mode", "null")
# Leverage Properties
leverage = get_column_def(cols, "leverage", "1.0")
liquidation_price = get_column_def(
cols, "liquidation_price", get_column_def(cols, "isolated_liq", "null")
)
# sqlite does not support literals for booleans
if engine.name == "postgresql":
is_short = get_column_def(cols, "is_short", "false")
else:
is_short = get_column_def(cols, "is_short", "0")
# Futures Properties
interest_rate = get_column_def(cols, "interest_rate", "0.0")
funding_fees = get_column_def(cols, "funding_fees", "0.0")
funding_fee_running = get_column_def(cols, "funding_fee_running", "null")
max_stake_amount = get_column_def(cols, "max_stake_amount", "stake_amount")
# If ticker-interval existed use that, else null.
if has_column(cols, "ticker_interval"):
timeframe = get_column_def(cols, "timeframe", "ticker_interval")
else:
timeframe = get_column_def(cols, "timeframe", "null")
open_trade_value = get_column_def(
cols, "open_trade_value", f"amount * open_rate * (1 + {fee_open})"
)
close_profit_abs = get_column_def(
cols, "close_profit_abs", f"(amount * close_rate * (1 - {fee_close})) - {open_trade_value}"
)
exit_order_status = get_column_def(
cols, "exit_order_status", get_column_def(cols, "sell_order_status", "null")
)
amount_requested = get_column_def(cols, "amount_requested", "amount")
amount_precision = get_column_def(cols, "amount_precision", "null")
price_precision = get_column_def(cols, "price_precision", "null")
precision_mode = get_column_def(cols, "precision_mode", "null")
contract_size = get_column_def(cols, "contract_size", "null")
# Schema migration necessary
with engine.begin() as connection:
connection.execute(text(f"alter table trades rename to {trade_back_name}"))
drop_index_on_table(engine, inspector, trade_back_name)
order_id, trade_id = get_last_sequence_ids(engine, trade_back_name, order_back_name)
drop_orders_table(engine, order_back_name)
# let SQLAlchemy create the schema as required
decl_base.metadata.create_all(engine)
# Copy data back - following the correct schema
with engine.begin() as connection:
connection.execute(
text(
f"""insert into trades
(id, exchange, pair, base_currency, stake_currency, is_open,
fee_open, fee_open_cost, fee_open_currency,
fee_close, fee_close_cost, fee_close_currency, open_rate,
open_rate_requested, close_rate, close_rate_requested, close_profit,
stake_amount, amount, amount_requested, open_date, close_date,
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
is_stop_loss_trailing,
max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag,
timeframe, open_trade_value, close_profit_abs,
trading_mode, leverage, liquidation_price, is_short,
interest_rate, funding_fees, funding_fee_running, realized_profit,
amount_precision, price_precision, precision_mode, contract_size,
max_stake_amount
)
select id, lower(exchange), pair, {base_currency} base_currency,
{stake_currency} stake_currency,
is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
{fee_open_currency} fee_open_currency, {fee_close} fee_close,
{fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency,
open_rate, {open_rate_requested} open_rate_requested, close_rate,
{close_rate_requested} close_rate_requested, close_profit,
stake_amount, amount, {amount_requested}, open_date, close_date,
{stop_loss} stop_loss, {stop_loss_pct} stop_loss_pct,
{initial_stop_loss} initial_stop_loss,
{initial_stop_loss_pct} initial_stop_loss_pct,
{is_stop_loss_trailing} is_stop_loss_trailing,
{max_rate} max_rate, {min_rate} min_rate,
case when {exit_reason} = 'sell_signal' then 'exit_signal'
when {exit_reason} = 'custom_sell' then 'custom_exit'
when {exit_reason} = 'force_sell' then 'force_exit'
when {exit_reason} = 'emergency_sell' then 'emergency_exit'
else {exit_reason}
end exit_reason,
{exit_order_status} exit_order_status,
{strategy} strategy, {enter_tag} enter_tag, {timeframe} timeframe,
{open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
{trading_mode} trading_mode, {leverage} leverage, {liquidation_price} liquidation_price,
{is_short} is_short, {interest_rate} interest_rate,
{funding_fees} funding_fees, {funding_fee_running} funding_fee_running,
{realized_profit} realized_profit,
{amount_precision} amount_precision, {price_precision} price_precision,
{precision_mode} precision_mode, {contract_size} contract_size,
{max_stake_amount} max_stake_amount
from {trade_back_name}
"""
)
)
migrate_orders_table(engine, order_back_name, cols_order)
set_sequence_ids(engine, order_id, trade_id)
def drop_orders_table(engine, table_back_name: str):
# Drop and recreate orders table as backup
# This drops foreign keys, too.
with engine.begin() as connection:
connection.execute(text(f"create table {table_back_name} as select * from orders"))
connection.execute(text("drop table orders"))
def migrate_orders_table(engine, table_back_name: str, cols_order: List):
ft_fee_base = get_column_def(cols_order, "ft_fee_base", "null")
average = get_column_def(cols_order, "average", "null")
stop_price = get_column_def(cols_order, "stop_price", "null")
funding_fee = get_column_def(cols_order, "funding_fee", "0.0")
ft_amount = get_column_def(cols_order, "ft_amount", "coalesce(amount, 0.0)")
ft_price = get_column_def(cols_order, "ft_price", "coalesce(price, 0.0)")
ft_cancel_reason = get_column_def(cols_order, "ft_cancel_reason", "null")
ft_order_tag = get_column_def(cols_order, "ft_order_tag", "null")
# sqlite does not support literals for booleans
with engine.begin() as connection:
connection.execute(
text(
f"""
insert into orders (id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
stop_price, order_date, order_filled_date, order_update_date, ft_fee_base, funding_fee,
ft_amount, ft_price, ft_cancel_reason, ft_order_tag
)
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
cost, {stop_price} stop_price, order_date, order_filled_date,
order_update_date, {ft_fee_base} ft_fee_base, {funding_fee} funding_fee,
{ft_amount} ft_amount, {ft_price} ft_price, {ft_cancel_reason} ft_cancel_reason,
{ft_order_tag} ft_order_tag
from {table_back_name}
"""
)
)
def migrate_pairlocks_table(decl_base, inspector, engine, pairlock_back_name: str, cols: List):
# Schema migration necessary
with engine.begin() as connection:
connection.execute(text(f"alter table pairlocks rename to {pairlock_back_name}"))
drop_index_on_table(engine, inspector, pairlock_back_name)
side = get_column_def(cols, "side", "'*'")
# let SQLAlchemy create the schema as required
decl_base.metadata.create_all(engine)
# Copy data back - following the correct schema
with engine.begin() as connection:
connection.execute(
text(
f"""insert into pairlocks
(id, pair, side, reason, lock_time,
lock_end_time, active)
select id, pair, {side} side, reason, lock_time,
lock_end_time, active
from {pairlock_back_name}
"""
)
)
def set_sqlite_to_wal(engine):
if engine.name == "sqlite" and str(engine.url) != "sqlite://":
# Set Mode to
with engine.begin() as connection:
connection.execute(text("PRAGMA journal_mode=wal"))
def fix_old_dry_orders(engine):
with engine.begin() as connection:
# Update current dry-run Orders where
# - stoploss order is Open (will be replaced eventually)
# 2nd query:
# - current Order is open
# - current Trade is closed
# - current Order trade_id not equal to current Trade.id
# - current Order not stoploss
stmt = (
update(Order)
.where(
Order.ft_is_open.is_(True),
Order.ft_order_side == "stoploss",
Order.order_id.like("dry%"),
)
.values(ft_is_open=False)
)
connection.execute(stmt)
# Close dry-run orders for closed trades.
stmt = (
update(Order)
.where(
Order.ft_is_open.is_(True),
Order.ft_trade_id.not_in(select(Trade.id).where(Trade.is_open.is_(True))),
Order.ft_order_side != "stoploss",
Order.order_id.like("dry%"),
)
.values(ft_is_open=False)
)
connection.execute(stmt)
def check_migrate(engine, decl_base, previous_tables) -> None:
"""
Checks if migration is necessary and migrates if necessary
"""
inspector = inspect(engine)
cols_trades = inspector.get_columns("trades")
cols_orders = inspector.get_columns("orders")
cols_pairlocks = inspector.get_columns("pairlocks")
tabs = get_table_names_for_table(inspector, "trades")
table_back_name = get_backup_name(tabs, "trades_bak")
order_tabs = get_table_names_for_table(inspector, "orders")
order_table_bak_name = get_backup_name(order_tabs, "orders_bak")
pairlock_tabs = get_table_names_for_table(inspector, "pairlocks")
pairlock_table_bak_name = get_backup_name(pairlock_tabs, "pairlocks_bak")
# Check if migration necessary
# Migrates both trades and orders table!
# if ('orders' not in previous_tables
# or not has_column(cols_orders, 'funding_fee')):
migrating = False
# if not has_column(cols_trades, 'funding_fee_running'):
if not has_column(cols_orders, "ft_order_tag"):
migrating = True
logger.info(
f"Running database migration for trades - "
f"backup: {table_back_name}, {order_table_bak_name}"
)
migrate_trades_and_orders_table(
decl_base,
inspector,
engine,
table_back_name,
cols_trades,
order_table_bak_name,
cols_orders,
)
if not has_column(cols_pairlocks, "side"):
migrating = True
logger.info(f"Running database migration for pairlocks - backup: {pairlock_table_bak_name}")
migrate_pairlocks_table(
decl_base, inspector, engine, pairlock_table_bak_name, cols_pairlocks
)
if "orders" not in previous_tables and "trades" in previous_tables:
raise OperationalException(
"Your database seems to be very old. "
"Please update to freqtrade 2022.3 to migrate this database or "
"start with a fresh database."
)
set_sqlite_to_wal(engine)
fix_old_dry_orders(engine)
if migrating:
logger.info("Database migration finished.")