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feat: wallet-migration for futures trades

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This commit is contained in:
Matthias
2026-01-25 20:22:33 +01:00
parent e4eee1aa1b
commit 5d2a7d2187
1 changed files with 22 additions and 3 deletions
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freqtrade/util/migrations/migrate_wallet_history.py
+22 -3
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@@ -35,6 +35,7 @@ def _migrate_wallet_history(config: Config, exchange: Exchange, starting_balance
return
pairlist = list(trade_df["pair"].unique())
timeframe = "1d"
is_futures = config["trading_mode"] == "futures"
stake_currency = config["stake_currency"]
min_date = timeframe_to_prev_date(timeframe, KeyValueStore.get_datetime_value("bot_start_time"))
balance_dist = balance_distribution_over_time(
@@ -85,6 +86,12 @@ def _migrate_wallet_history(config: Config, exchange: Exchange, starting_balance
pair_leverage_idx = {
pair: balance_dist.columns.get_loc(f"{pair}_leverage") + 1 for pair in pairlist_valid
}
pair_collateral_idx = {
pair: balance_dist.columns.get_loc(f"{pair}_collateral") + 1 for pair in pairlist_valid
}
pair_is_short_idx = {
pair: balance_dist.columns.get_loc(f"{pair}_is_short") + 1 for pair in pairlist_valid
}
pair_rate_idx = {
pair: balance_dist.columns.get_loc(f"{pair}_open") + 1 for pair in pairlist_valid
}
@@ -120,17 +127,29 @@ def _migrate_wallet_history(config: Config, exchange: Exchange, starting_balance
rate_value = row[pair_rate_idx[pair]]
rate = rate_value if not pd.isna(rate_value) else None
total_quote = balance * rate if rate else None
collateral: float | None = None
if is_futures:
collateral = row[pair_collateral_idx[pair]]
is_short = row[pair_is_short_idx[pair]]
if collateral is not None and not pd.isna(collateral):
# Same formula than in rpc's _rpc_balance
total_quote = (
(rate * balance - collateral * (leverage - 1))
if is_short == 0
else (collateral * (1 + leverage) - rate * balance)
)
wallet_entries.append(
WalletHistory(
timestamp=date,
currency=base_currency,
rate=rate,
quote_currency=stake_currency,
rate=rate,
balance=balance,
total_quote=balance * rate if rate else None,
total_quote=total_quote,
leverage=leverage if not pd.isna(leverage) else 1.0,
bot_managed=True,
# total_position_value=total_position_value,
total_position_value=balance * rate if is_futures and rate else None,
# collateral=collateral,
)
)