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fix: realized_profit calculation for open trades

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while the trade is open, funding fees need to be added on every exit
this keeps realized_profit in line with prior close profits.

closes #13102
This commit is contained in:
Matthias
2026-05-03 08:49:12 +02:00
parent 4acdb2eb0c
commit 5ecd64d17e
1 changed files with 12 additions and 9 deletions
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freqtrade/persistence/trade_model.py
+12 -9
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@@ -1248,12 +1248,16 @@ class LocalTrade:
close_profit_abs = 0.0 close_profit_abs = 0.0
# Reset funding fees # Reset funding fees
self.funding_fees = 0.0 self.funding_fees = 0.0
funding_fees = 0.0 # Total funding fees - cumulated over all orders
ordercount = len(self.orders) - 1 total_funding_fees = 0.0
# current funding fees - resetting on every exit to be aligned with profit calculation,
# as funding fees are part of the profit
current_funding_fee = 0.0
for i, o in enumerate(self.orders): for i, o in enumerate(self.orders):
if o.ft_is_open or not o.filled: if o.ft_is_open or not o.filled:
continue continue
funding_fees += o.funding_fee or 0.0 current_funding_fee += o.funding_fee or 0.0
total_funding_fees += o.funding_fee or 0.0
tmp_amount = FtPrecise(o.safe_amount_after_fee) tmp_amount = FtPrecise(o.safe_amount_after_fee)
tmp_price = FtPrecise(o.safe_price) tmp_price = FtPrecise(o.safe_price)
@@ -1268,11 +1272,8 @@ class LocalTrade:
avg_price = current_stake / current_amount avg_price = current_stake / current_amount
if is_exit: if is_exit:
# Process exits # Intermediate funding fees for profit calculation
if i == ordercount and is_closing: self.funding_fees = current_funding_fee
# Apply funding fees only to the last closing order
self.funding_fees = funding_fees
exit_rate = o.safe_price exit_rate = o.safe_price
exit_amount = o.safe_amount_after_fee exit_amount = o.safe_amount_after_fee
prof = self.calculate_profit(exit_rate, exit_amount, float(avg_price)) prof = self.calculate_profit(exit_rate, exit_amount, float(avg_price))
@@ -1281,10 +1282,12 @@ class LocalTrade:
# This needs to be calculated based on the last occurring exit to be aligned # This needs to be calculated based on the last occurring exit to be aligned
# with realized_profit. # with realized_profit.
close_profit = (close_profit_abs / total_stake) * self.leverage close_profit = (close_profit_abs / total_stake) * self.leverage
current_funding_fee = 0.0
else: else:
total_stake += self._calc_open_trade_value(tmp_amount, price) total_stake += self._calc_open_trade_value(tmp_amount, price)
max_stake_amount += tmp_amount * price max_stake_amount += tmp_amount * price
self.funding_fees = funding_fees # Assign cumulated funding fees after all orders have been processed
self.funding_fees = total_funding_fees
self.max_stake_amount = float(max_stake_amount) / (self.leverage or 1.0) self.max_stake_amount = float(max_stake_amount) / (self.leverage or 1.0)
if close_profit: if close_profit: