feat: add WalletBalance model

freqtrade/persistence/models.py

@@ -20,6 +20,7 @@ from freqtrade.persistence.key_value_store import _KeyValueStoreModel
 from freqtrade.persistence.migrations import check_migrate
 from freqtrade.persistence.pairlock import PairLock
 from freqtrade.persistence.trade_model import Order, Trade
+from freqtrade.persistence.wallet_history import WalletBalance
 
 
 logger = logging.getLogger(__name__)
@@ -91,6 +92,7 @@ def init_db(db_url: str) -> None:
     _CustomData.session = scoped_session(
         sessionmaker(bind=engine, autoflush=True), scopefunc=get_request_or_thread_id
     )
+    WalletBalance.session = Trade.session
 
     previous_tables = inspect(engine).get_table_names()
     ModelBase.metadata.create_all(engine)

freqtrade/persistence/wallet_history.py

@@ -0,0 +1,28 @@
+from datetime import datetime
+from typing import ClassVar
+
+from sqlalchemy import DateTime, Float, Index, Integer, String, UniqueConstraint
+from sqlalchemy.orm import Mapped, mapped_column
+
+from freqtrade.persistence.base import ModelBase, SessionType
+from freqtrade.wallets import Wallets
+
+
+class WalletBalance(ModelBase):
+    """
+    Daily wallet state tracking with minimal fields
+    """
+
+    __tablename__ = "wallet_balance"
+    session: ClassVar[SessionType]
+
+    id: Mapped[int] = mapped_column(Integer, primary_key=True)
+    timestamp: Mapped[datetime] = mapped_column(DateTime, nullable=False, index=True)
+    currency: Mapped[str] = mapped_column(String(25), nullable=False)
+    price: Mapped[float] = mapped_column(Float, nullable=True)
+    balance: Mapped[float] = mapped_column(Float, nullable=False)
+
+    __table_args__ = (
+        # Ensure one record per currency per day
+        UniqueConstraint("timestamp", "currency", name="unique_wallet_daily"),
+    )

freqtrade/wallets.py

@@ -11,6 +11,7 @@ from freqtrade.exceptions import DependencyException
 from freqtrade.exchange import Exchange
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence import LocalTrade, Trade
+from freqtrade.persistence.wallet_history import WalletBalance
 from freqtrade.util.datetime_helpers import dt_now
 
 
@@ -445,3 +446,35 @@ class Wallets:
                 logger.debug(msg)
             else:
                 logger.info(msg)
+
+    def record_wallet_state(self) -> None:
+        """
+        Record daily wallet totals to database
+        """
+        if self.is_backtest:
+            # only record in live mode.
+            return
+        timestamp = datetime.now().replace(hour=0, minute=0, second=0, microsecond=0)
+
+        # Record total balances for all currencies
+        for wallet in self.get_all_balances().values():
+            # TODO: exclude minimal balances
+            price = self._exchange.get_conversion_rate(wallet.currency, self._stake_currency)
+            wallet_record = WalletBalance(
+                timestamp=timestamp,
+                currency=wallet.currency,
+                price=price,
+                balance=wallet.total,
+            )
+            WalletBalance.session.add(wallet_record)
+
+        for position in self.get_all_positions().values():
+            price = self._exchange.get_conversion_rate(position.symbol, self._stake_currency)
+            position_record = WalletBalance(
+                timestamp=timestamp,
+                currency=position.pair,
+                price=position.price,
+                balance=position.amount,
+            )
+            WalletBalance.session.add(position_record)
+        WalletBalance.session.commit()