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chore: improve wallet migration code

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Matthias
2026-01-05 11:52:01 +01:00
parent 1d7b1cd4ea
commit 175e77794c
1 changed files with 24 additions and 11 deletions
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freqtrade/util/migrations/migrate_wallet_history.py
+24 -11
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@@ -7,10 +7,8 @@ from freqtrade.data.btanalysis.bt_fileutils import trade_list_to_dataframe
from freqtrade.data.btanalysis.trade_parallelism import balance_distribution_over_time
from freqtrade.exchange import Exchange
from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_prev_date
from freqtrade.persistence.key_value_store import KeyValueStore
from freqtrade.persistence.trade_model import Trade
from freqtrade.persistence.wallet_history import WalletHistory
from freqtrade.util.datetime_helpers import dt_now, dt_ts
from freqtrade.persistence import KeyValueStore, Trade, WalletHistory
from freqtrade.util import dt_now, dt_ts
logger = logging.getLogger(__name__)
@@ -79,31 +77,46 @@ def _migrate_wallet_history(config: Config, exchange: Exchange, starting_balance
[f"{p}_value" for p in pairlist_valid] + [stake_currency]
].sum(axis=1)
# Precompute column indices for faster tuple-based iteration
# Assume the first column is the index (date)
stake_idx = balance_dist.columns.get_loc(stake_currency)
pair_balance_idx = {pair: balance_dist.columns.get_loc(pair) + 1 for pair in pairlist_valid}
pair_price_idx = {
pair: balance_dist.columns.get_loc(f"{pair}_open") + 1 for pair in pairlist_valid
}
# Convert balance_dist to WalletHistory entries
wallet_entries = []
for date, row in balance_dist.iterrows():
for row in balance_dist.itertuples(index=True, name=None):
date = row[0]
# Add stake currency entry
if not pd.isna(row[stake_currency]):
stake_balance = row[stake_idx + 1]
if not pd.isna(stake_balance):
wallet_entries.append(
WalletHistory(
timestamp=date,
currency=stake_currency,
price=1.0, # Stake currency price is always 1.0
balance=row[stake_currency],
balance=stake_balance,
)
)
# Add entries for each trading pair
for pair in pairlist_valid:
base_currency = pair.split("/")[0]
balance_value = row[pair_balance_idx[pair]]
# Only add entry if balance is not empty/NaN
if not pd.isna(row[pair]) and row[pair] > 0:
price_col = f"{pair}_open"
price = row[price_col] if not pd.isna(row[price_col]) else None
if not pd.isna(balance_value) and balance_value > 0:
price_value = row[pair_price_idx[pair]]
price = price_value if not pd.isna(price_value) else None
wallet_entries.append(
WalletHistory(
timestamp=date, currency=base_currency, price=price, balance=row[pair]
timestamp=date,
currency=base_currency,
price=price,
balance=balance_value,
)
)