stable/freqtrade/rpc/rpc.py

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"""
This module contains class to define a RPC communications
"""
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import logging
from abc import abstractmethod
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from datetime import date, datetime, timedelta, timezone
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from math import isnan
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from typing import Any, Dict, List, Optional, Tuple, Union
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import arrow
from numpy import NAN, inf, int64, mean
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from pandas import DataFrame
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from freqtrade.configuration.timerange import TimeRange
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from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
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from freqtrade.data.history import load_data
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from freqtrade.enums import SellType, State
from freqtrade.exceptions import ExchangeError, PricingError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
from freqtrade.loggers import bufferHandler
from freqtrade.misc import decimals_per_coin, shorten_date
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from freqtrade.persistence import PairLocks, Trade
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from freqtrade.persistence.models import PairLock
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
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from freqtrade.strategy.interface import SellCheckTuple
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logger = logging.getLogger(__name__)
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class RPCException(Exception):
"""
Should be raised with a rpc-formatted message in an _rpc_* method
if the required state is wrong, i.e.:
raise RPCException('*Status:* `no active trade`')
"""
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# TODO-lev: Add new configuration options introduced with leveraged/short trading
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def __init__(self, message: str) -> None:
super().__init__(self)
self.message = message
def __str__(self):
return self.message
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def __json__(self):
return {
'msg': self.message
}
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class RPCHandler:
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def __init__(self, rpc: 'RPC', config: Dict[str, Any]) -> None:
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"""
Initializes RPCHandlers
:param rpc: instance of RPC Helper class
:param config: Configuration object
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:return: None
"""
self._rpc = rpc
self._config: Dict[str, Any] = config
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@property
def name(self) -> str:
""" Returns the lowercase name of the implementation """
return self.__class__.__name__.lower()
@abstractmethod
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def cleanup(self) -> None:
""" Cleanup pending module resources """
@abstractmethod
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def send_msg(self, msg: Dict[str, str]) -> None:
""" Sends a message to all registered rpc modules """
class RPC:
"""
RPC class can be used to have extra feature, like bot data, and access to DB data
"""
# Bind _fiat_converter if needed
_fiat_converter: Optional[CryptoToFiatConverter] = None
def __init__(self, freqtrade) -> None:
"""
Initializes all enabled rpc modules
:param freqtrade: Instance of a freqtrade bot
:return: None
"""
self._freqtrade = freqtrade
self._config: Dict[str, Any] = freqtrade.config
if self._config.get('fiat_display_currency', None):
self._fiat_converter = CryptoToFiatConverter()
@staticmethod
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def _rpc_show_config(config, botstate: Union[State, str]) -> Dict[str, Any]:
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"""
Return a dict of config options.
Explicitly does NOT return the full config to avoid leakage of sensitive
information via rpc.
"""
val = {
'dry_run': config['dry_run'],
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'stake_currency': config['stake_currency'],
'stake_currency_decimals': decimals_per_coin(config['stake_currency']),
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'stake_amount': config['stake_amount'],
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'available_capital': config.get('available_capital'),
'max_open_trades': (config['max_open_trades']
if config['max_open_trades'] != float('inf') else -1),
'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
'stoploss': config.get('stoploss'),
'trailing_stop': config.get('trailing_stop'),
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'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
'use_custom_stoploss': config.get('use_custom_stoploss'),
'bot_name': config.get('bot_name', 'freqtrade'),
'timeframe': config.get('timeframe'),
'timeframe_ms': timeframe_to_msecs(config['timeframe']
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) if 'timeframe' in config else 0,
'timeframe_min': timeframe_to_minutes(config['timeframe']
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) if 'timeframe' in config else 0,
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'exchange': config['exchange']['name'],
'strategy': config['strategy'],
'forcebuy_enabled': config.get('forcebuy_enable', False),
'ask_strategy': config.get('ask_strategy', {}),
'bid_strategy': config.get('bid_strategy', {}),
'state': str(botstate),
'runmode': config['runmode'].value
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}
return val
def _rpc_trade_status(self, trade_ids: List[int] = []) -> List[Dict[str, Any]]:
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"""
Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
a remotely exposed function
"""
# Fetch open trades
if trade_ids:
trades = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
else:
trades = Trade.get_open_trades()
if not trades:
raise RPCException('no active trade')
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else:
results = []
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for trade in trades:
order = None
if trade.open_order_id:
order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
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# calculate profit and send message to user
if trade.is_open:
try:
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current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell")
except (ExchangeError, PricingError):
current_rate = NAN
else:
current_rate = trade.close_rate
current_profit = trade.calc_profit_ratio(current_rate)
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current_profit_abs = trade.calc_profit(current_rate)
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current_profit_fiat: Optional[float] = None
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# Calculate fiat profit
if self._fiat_converter:
current_profit_fiat = self._fiat_converter.convert_amount(
current_profit_abs,
self._freqtrade.config['stake_currency'],
self._freqtrade.config['fiat_display_currency']
)
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# Calculate guaranteed profit (in case of trailing stop)
stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss)
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# calculate distance to stoploss
stoploss_current_dist = trade.stop_loss - current_rate
stoploss_current_dist_ratio = stoploss_current_dist / current_rate
trade_dict = trade.to_json()
trade_dict.update(dict(
base_currency=self._freqtrade.config['stake_currency'],
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close_profit=trade.close_profit if trade.close_profit is not None else None,
current_rate=current_rate,
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current_profit=current_profit, # Deprecated
current_profit_pct=round(current_profit * 100, 2), # Deprecated
current_profit_abs=current_profit_abs, # Deprecated
profit_ratio=current_profit,
profit_pct=round(current_profit * 100, 2),
profit_abs=current_profit_abs,
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profit_fiat=current_profit_fiat,
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stoploss_current_dist=stoploss_current_dist,
stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
stoploss_entry_dist=stoploss_entry_dist,
stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
open_order='({} {} rem={:.8f})'.format(
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order['type'], order['side'], order['remaining']
) if order else None,
))
results.append(trade_dict)
return results
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def _rpc_status_table(self, stake_currency: str,
fiat_display_currency: str) -> Tuple[List, List, float]:
trades = Trade.get_open_trades()
if not trades:
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raise RPCException('no active trade')
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else:
trades_list = []
fiat_profit_sum = NAN
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for trade in trades:
# calculate profit and send message to user
try:
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current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell")
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except (PricingError, ExchangeError):
current_rate = NAN
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trade_percent = (100 * trade.calc_profit_ratio(current_rate))
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trade_profit = trade.calc_profit(current_rate)
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profit_str = f'{trade_percent:.2f}%'
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if self._fiat_converter:
fiat_profit = self._fiat_converter.convert_amount(
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trade_profit,
stake_currency,
fiat_display_currency
)
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if fiat_profit and not isnan(fiat_profit):
profit_str += f" ({fiat_profit:.2f})"
fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) \
else fiat_profit_sum + fiat_profit
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trades_list.append([
trade.id,
trade.pair + ('*' if (trade.open_order_id is not None
and trade.close_rate_requested is None) else '')
+ ('**' if (trade.close_rate_requested is not None) else ''),
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shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
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profit_str
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])
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profitcol = "Profit"
if self._fiat_converter:
profitcol += " (" + fiat_display_currency + ")"
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columns = ['ID', 'Pair', 'Since', profitcol]
return trades_list, columns, fiat_profit_sum
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def _rpc_daily_profit(
self, timescale: int,
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stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
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today = datetime.utcnow().date()
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profit_days: Dict[date, Dict] = {}
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if not (isinstance(timescale, int) and timescale > 0):
raise RPCException('timescale must be an integer greater than 0')
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for day in range(0, timescale):
profitday = today - timedelta(days=day)
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trades = Trade.get_trades(trade_filter=[
Trade.is_open.is_(False),
Trade.close_date >= profitday,
Trade.close_date < (profitday + timedelta(days=1))
]).order_by(Trade.close_date).all()
curdayprofit = sum(
trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
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profit_days[profitday] = {
'amount': curdayprofit,
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'trades': len(trades)
}
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data = [
{
'date': key,
'abs_profit': value["amount"],
'fiat_value': self._fiat_converter.convert_amount(
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value['amount'],
stake_currency,
fiat_display_currency
) if self._fiat_converter else 0,
'trade_count': value["trades"],
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}
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for key, value in profit_days.items()
]
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return {
'stake_currency': stake_currency,
'fiat_display_currency': fiat_display_currency,
'data': data
}
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def _rpc_trade_history(self, limit: int, offset: int = 0, order_by_id: bool = False) -> Dict:
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""" Returns the X last trades """
order_by = Trade.id if order_by_id else Trade.close_date.desc()
if limit:
trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
order_by).limit(limit).offset(offset)
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else:
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trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
Trade.close_date.desc()).all()
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output = [trade.to_json() for trade in trades]
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return {
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"trades": output,
"trades_count": len(output),
"total_trades": Trade.get_trades([Trade.is_open.is_(False)]).count(),
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}
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def _rpc_stats(self) -> Dict[str, Any]:
"""
Generate generic stats for trades in database
"""
def trade_win_loss(trade):
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if trade.close_profit > 0:
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return 'wins'
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elif trade.close_profit < 0:
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return 'losses'
else:
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return 'draws'
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trades = trades = Trade.get_trades([Trade.is_open.is_(False)])
# Sell reason
sell_reasons = {}
for trade in trades:
if trade.sell_reason not in sell_reasons:
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sell_reasons[trade.sell_reason] = {'wins': 0, 'losses': 0, 'draws': 0}
sell_reasons[trade.sell_reason][trade_win_loss(trade)] += 1
# Duration
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dur: Dict[str, List[int]] = {'wins': [], 'draws': [], 'losses': []}
for trade in trades:
if trade.close_date is not None and trade.open_date is not None:
trade_dur = (trade.close_date - trade.open_date).total_seconds()
dur[trade_win_loss(trade)].append(trade_dur)
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wins_dur = sum(dur['wins']) / len(dur['wins']) if len(dur['wins']) > 0 else 'N/A'
draws_dur = sum(dur['draws']) / len(dur['draws']) if len(dur['draws']) > 0 else 'N/A'
losses_dur = sum(dur['losses']) / len(dur['losses']) if len(dur['losses']) > 0 else 'N/A'
durations = {'wins': wins_dur, 'draws': draws_dur, 'losses': losses_dur}
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return {'sell_reasons': sell_reasons, 'durations': durations}
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def _rpc_trade_statistics(
self, stake_currency: str, fiat_display_currency: str,
start_date: datetime = datetime.fromtimestamp(0)) -> Dict[str, Any]:
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""" Returns cumulative profit statistics """
trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
Trade.is_open.is_(True))
trades = Trade.get_trades(trade_filter).order_by(Trade.id).all()
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profit_all_coin = []
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profit_all_ratio = []
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profit_closed_coin = []
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profit_closed_ratio = []
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durations = []
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winning_trades = 0
losing_trades = 0
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for trade in trades:
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current_rate: float = 0.0
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if not trade.open_rate:
continue
if trade.close_date:
durations.append((trade.close_date - trade.open_date).total_seconds())
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if not trade.is_open:
profit_ratio = trade.close_profit
profit_closed_coin.append(trade.close_profit_abs)
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profit_closed_ratio.append(profit_ratio)
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if trade.close_profit >= 0:
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winning_trades += 1
else:
losing_trades += 1
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else:
# Get current rate
try:
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current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell")
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except (PricingError, ExchangeError):
current_rate = NAN
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profit_ratio = trade.calc_profit_ratio(rate=current_rate)
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profit_all_coin.append(
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trade.calc_profit(rate=trade.close_rate or current_rate)
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)
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profit_all_ratio.append(profit_ratio)
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best_pair = Trade.get_best_pair(start_date)
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# Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
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profit_closed_ratio_mean = float(mean(profit_closed_ratio) if profit_closed_ratio else 0.0)
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profit_closed_ratio_sum = sum(profit_closed_ratio) if profit_closed_ratio else 0.0
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profit_closed_fiat = self._fiat_converter.convert_amount(
profit_closed_coin_sum,
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stake_currency,
fiat_display_currency
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) if self._fiat_converter else 0
profit_all_coin_sum = round(sum(profit_all_coin), 8)
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profit_all_ratio_mean = float(mean(profit_all_ratio) if profit_all_ratio else 0.0)
# Doing the sum is not right - overall profit needs to be based on initial capital
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profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
starting_balance = self._freqtrade.wallets.get_starting_balance()
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profit_closed_ratio_fromstart = 0
profit_all_ratio_fromstart = 0
if starting_balance:
profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
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profit_all_fiat = self._fiat_converter.convert_amount(
profit_all_coin_sum,
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stake_currency,
fiat_display_currency
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) if self._fiat_converter else 0
first_date = trades[0].open_date if trades else None
last_date = trades[-1].open_date if trades else None
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num = float(len(durations) or 1)
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return {
'profit_closed_coin': profit_closed_coin_sum,
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'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
'profit_closed_ratio_mean': profit_closed_ratio_mean,
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'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
'profit_closed_ratio_sum': profit_closed_ratio_sum,
'profit_closed_ratio': profit_closed_ratio_fromstart,
'profit_closed_percent': round(profit_closed_ratio_fromstart * 100, 2),
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'profit_closed_fiat': profit_closed_fiat,
'profit_all_coin': profit_all_coin_sum,
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'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
'profit_all_ratio_mean': profit_all_ratio_mean,
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'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
'profit_all_ratio_sum': profit_all_ratio_sum,
'profit_all_ratio': profit_all_ratio_fromstart,
'profit_all_percent': round(profit_all_ratio_fromstart * 100, 2),
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'profit_all_fiat': profit_all_fiat,
'trade_count': len(trades),
'closed_trade_count': len([t for t in trades if not t.is_open]),
'first_trade_date': arrow.get(first_date).humanize() if first_date else '',
'first_trade_timestamp': int(first_date.timestamp() * 1000) if first_date else 0,
'latest_trade_date': arrow.get(last_date).humanize() if last_date else '',
'latest_trade_timestamp': int(last_date.timestamp() * 1000) if last_date else 0,
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'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
'best_pair': best_pair[0] if best_pair else '',
'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0,
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'winning_trades': winning_trades,
'losing_trades': losing_trades,
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}
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def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
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""" Returns current account balance per crypto """
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output = []
total = 0.0
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try:
tickers = self._freqtrade.exchange.get_tickers(cached=True)
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except (ExchangeError):
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raise RPCException('Error getting current tickers.')
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self._freqtrade.wallets.update(require_update=False)
for coin, balance in self._freqtrade.wallets.get_all_balances().items():
if not balance.total:
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continue
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est_stake: float = 0
if coin == stake_currency:
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rate = 1.0
est_stake = balance.total
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else:
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try:
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pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
rate = tickers.get(pair, {}).get('bid', None)
if rate:
if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
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rate = 1.0 / rate
est_stake = rate * balance.total
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except (ExchangeError):
logger.warning(f" Could not get rate for pair {coin}.")
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continue
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total = total + (est_stake or 0)
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output.append({
'currency': coin,
'free': balance.free if balance.free is not None else 0,
'balance': balance.total if balance.total is not None else 0,
'used': balance.used if balance.used is not None else 0,
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'est_stake': est_stake or 0,
'stake': stake_currency,
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})
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if total == 0.0:
if self._freqtrade.config['dry_run']:
raise RPCException('Running in Dry Run, balances are not available.')
else:
raise RPCException('All balances are zero.')
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symbol = fiat_display_currency
value = self._fiat_converter.convert_amount(total, stake_currency,
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symbol) if self._fiat_converter else 0
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return {
'currencies': output,
'total': total,
'symbol': symbol,
'value': value,
'stake': stake_currency,
'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
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}
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def _rpc_start(self) -> Dict[str, str]:
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""" Handler for start """
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if self._freqtrade.state == State.RUNNING:
return {'status': 'already running'}
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self._freqtrade.state = State.RUNNING
return {'status': 'starting trader ...'}
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def _rpc_stop(self) -> Dict[str, str]:
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""" Handler for stop """
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if self._freqtrade.state == State.RUNNING:
self._freqtrade.state = State.STOPPED
return {'status': 'stopping trader ...'}
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return {'status': 'already stopped'}
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def _rpc_reload_config(self) -> Dict[str, str]:
""" Handler for reload_config. """
self._freqtrade.state = State.RELOAD_CONFIG
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return {'status': 'Reloading config ...'}
def _rpc_stopbuy(self) -> Dict[str, str]:
"""
Handler to stop buying, but handle open trades gracefully.
"""
if self._freqtrade.state == State.RUNNING:
# Set 'max_open_trades' to 0
self._freqtrade.config['max_open_trades'] = 0
return {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
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def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]:
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"""
Handler for forcesell <id>.
Sells the given trade at current price
"""
def _exec_forcesell(trade: Trade) -> None:
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# Check if there is there is an open order
fully_canceled = False
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if trade.open_order_id:
order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
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if order['side'] == 'buy':
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fully_canceled = self._freqtrade.handle_cancel_enter(
trade, order, CANCEL_REASON['FORCE_SELL'])
if order['side'] == 'sell':
# Cancel order - so it is placed anew with a fresh price.
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self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_SELL'])
if not fully_canceled:
# Get current rate and execute sell
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current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell")
sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
self._freqtrade.execute_trade_exit(trade, current_rate, sell_reason)
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# ---- EOF def _exec_forcesell ----
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if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
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with self._freqtrade._exit_lock:
if trade_id == 'all':
# Execute sell for all open orders
for trade in Trade.get_open_trades():
_exec_forcesell(trade)
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Trade.commit()
self._freqtrade.wallets.update()
return {'result': 'Created sell orders for all open trades.'}
# Query for trade
trade = Trade.get_trades(
trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
).first()
if not trade:
logger.warning('forcesell: Invalid argument received')
raise RPCException('invalid argument')
_exec_forcesell(trade)
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Trade.commit()
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self._freqtrade.wallets.update()
return {'result': f'Created sell order for trade {trade_id}.'}
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def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]:
"""
Handler for forcebuy <asset> <price>
Buys a pair trade at the given or current price
"""
if not self._freqtrade.config.get('forcebuy_enable', False):
raise RPCException('Forcebuy not enabled.')
if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
# Check if pair quote currency equals to the stake currency.
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stake_currency = self._freqtrade.config.get('stake_currency')
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if not self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
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raise RPCException(
f'Wrong pair selected. Only pairs with stake-currency {stake_currency} allowed.')
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# check if valid pair
# check if pair already has an open pair
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
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if trade:
raise RPCException(f'position for {pair} already open - id: {trade.id}')
# gen stake amount
stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
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# execute buy
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if self._freqtrade.execute_entry(pair, stakeamount, price, forcebuy=True):
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Trade.commit()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
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return trade
else:
return None
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def _rpc_delete(self, trade_id: int) -> Dict[str, Union[str, int]]:
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"""
Handler for delete <id>.
Delete the given trade and close eventually existing open orders.
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"""
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with self._freqtrade._exit_lock:
c_count = 0
trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
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if not trade:
logger.warning('delete trade: Invalid argument received')
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raise RPCException('invalid argument')
# Try cancelling regular order if that exists
if trade.open_order_id:
try:
self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
c_count += 1
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except (ExchangeError):
pass
# cancel stoploss on exchange ...
if (self._freqtrade.strategy.order_types.get('stoploss_on_exchange')
and trade.stoploss_order_id):
try:
self._freqtrade.exchange.cancel_stoploss_order(trade.stoploss_order_id,
trade.pair)
c_count += 1
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except (ExchangeError):
pass
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trade.delete()
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self._freqtrade.wallets.update()
return {
'result': 'success',
'trade_id': trade_id,
'result_msg': f'Deleted trade {trade_id}. Closed {c_count} open orders.',
'cancel_order_count': c_count,
}
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def _rpc_performance(self) -> List[Dict[str, Any]]:
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"""
Handler for performance.
Shows a performance statistic from finished trades
"""
pair_rates = Trade.get_overall_performance()
# Round and convert to %
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in pair_rates]
return pair_rates
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def _rpc_count(self) -> Dict[str, float]:
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""" Returns the number of trades running """
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if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
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trades = Trade.get_open_trades()
return {
'current': len(trades),
'max': (int(self._freqtrade.config['max_open_trades'])
if self._freqtrade.config['max_open_trades'] != float('inf') else -1),
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'total_stake': sum((trade.open_rate * trade.amount) for trade in trades)
}
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def _rpc_locks(self) -> Dict[str, Any]:
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""" Returns the current locks """
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locks = PairLocks.get_pair_locks(None)
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return {
'lock_count': len(locks),
'locks': [lock.to_json() for lock in locks]
}
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def _rpc_delete_lock(self, lockid: Optional[int] = None,
pair: Optional[str] = None) -> Dict[str, Any]:
""" Delete specific lock(s) """
locks = []
if pair:
locks = PairLocks.get_pair_locks(pair)
if lockid:
locks = PairLock.query.filter(PairLock.id == lockid).all()
for lock in locks:
lock.active = False
lock.lock_end_time = datetime.now(timezone.utc)
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PairLock.query.session.commit()
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return self._rpc_locks()
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def _rpc_whitelist(self) -> Dict:
""" Returns the currently active whitelist"""
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res = {'method': self._freqtrade.pairlists.name_list,
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'length': len(self._freqtrade.active_pair_whitelist),
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'whitelist': self._freqtrade.active_pair_whitelist
}
return res
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def _rpc_blacklist(self, add: List[str] = None) -> Dict:
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""" Returns the currently active blacklist"""
errors = {}
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if add:
for pair in add:
if pair not in self._freqtrade.pairlists.blacklist:
try:
expand_pairlist([pair], self._freqtrade.exchange.get_markets().keys())
self._freqtrade.pairlists.blacklist.append(pair)
except ValueError:
errors[pair] = {
'error_msg': f'Pair {pair} is not a valid wildcard.'}
else:
errors[pair] = {
'error_msg': f'Pair {pair} already in pairlist.'}
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res = {'method': self._freqtrade.pairlists.name_list,
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'length': len(self._freqtrade.pairlists.blacklist),
'blacklist': self._freqtrade.pairlists.blacklist,
'blacklist_expanded': self._freqtrade.pairlists.expanded_blacklist,
'errors': errors,
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}
return res
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@staticmethod
def _rpc_get_logs(limit: Optional[int]) -> Dict[str, Any]:
"""Returns the last X logs"""
if limit:
buffer = bufferHandler.buffer[-limit:]
else:
buffer = bufferHandler.buffer
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records = [[datetime.fromtimestamp(r.created).strftime(DATETIME_PRINT_FORMAT),
r.created * 1000, r.name, r.levelname,
r.message + ('\n' + r.exc_text if r.exc_text else '')]
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for r in buffer]
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# Log format:
# [logtime-formatted, logepoch, logger-name, loglevel, message \n + exception]
# e.g. ["2020-08-27 11:35:01", 1598520901097.9397,
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# "freqtrade.worker", "INFO", "Starting worker develop"]
return {'log_count': len(records), 'logs': records}
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def _rpc_edge(self) -> List[Dict[str, Any]]:
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""" Returns information related to Edge """
if not self._freqtrade.edge:
raise RPCException('Edge is not enabled.')
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return self._freqtrade.edge.accepted_pairs()
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@staticmethod
def _convert_dataframe_to_dict(strategy: str, pair: str, timeframe: str, dataframe: DataFrame,
last_analyzed: datetime) -> Dict[str, Any]:
has_content = len(dataframe) != 0
buy_signals = 0
sell_signals = 0
if has_content:
dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].view(int64) // 1000 // 1000
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# Move open to separate column when signal for easy plotting
if 'buy' in dataframe.columns:
buy_mask = (dataframe['buy'] == 1)
buy_signals = int(buy_mask.sum())
dataframe.loc[buy_mask, '_buy_signal_open'] = dataframe.loc[buy_mask, 'open']
if 'sell' in dataframe.columns:
sell_mask = (dataframe['sell'] == 1)
sell_signals = int(sell_mask.sum())
dataframe.loc[sell_mask, '_sell_signal_open'] = dataframe.loc[sell_mask, 'open']
dataframe = dataframe.replace([inf, -inf], NAN)
dataframe = dataframe.replace({NAN: None})
res = {
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'pair': pair,
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'timeframe': timeframe,
'timeframe_ms': timeframe_to_msecs(timeframe),
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'strategy': strategy,
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'columns': list(dataframe.columns),
'data': dataframe.values.tolist(),
'length': len(dataframe),
'buy_signals': buy_signals,
'sell_signals': sell_signals,
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'last_analyzed': last_analyzed,
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'last_analyzed_ts': int(last_analyzed.timestamp()),
'data_start': '',
'data_start_ts': 0,
'data_stop': '',
'data_stop_ts': 0,
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}
if has_content:
res.update({
'data_start': str(dataframe.iloc[0]['date']),
'data_start_ts': int(dataframe.iloc[0]['__date_ts']),
'data_stop': str(dataframe.iloc[-1]['date']),
'data_stop_ts': int(dataframe.iloc[-1]['__date_ts']),
})
return res
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def _rpc_analysed_dataframe(self, pair: str, timeframe: str,
limit: Optional[int]) -> Dict[str, Any]:
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_data, last_analyzed = self._freqtrade.dataprovider.get_analyzed_dataframe(
pair, timeframe)
_data = _data.copy()
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if limit:
_data = _data.iloc[-limit:]
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return self._convert_dataframe_to_dict(self._freqtrade.config['strategy'],
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pair, timeframe, _data, last_analyzed)
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@staticmethod
def _rpc_analysed_history_full(config, pair: str, timeframe: str,
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timerange: str) -> Dict[str, Any]:
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timerange_parsed = TimeRange.parse_timerange(timerange)
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_data = load_data(
datadir=config.get("datadir"),
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pairs=[pair],
timeframe=timeframe,
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timerange=timerange_parsed,
data_format=config.get('dataformat_ohlcv', 'json'),
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)
if pair not in _data:
raise RPCException(f"No data for {pair}, {timeframe} in {timerange} found.")
from freqtrade.data.dataprovider import DataProvider
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from freqtrade.resolvers.strategy_resolver import StrategyResolver
strategy = StrategyResolver.load_strategy(config)
strategy.dp = DataProvider(config, exchange=None, pairlists=None)
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df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})
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return RPC._convert_dataframe_to_dict(strategy.get_strategy_name(), pair, timeframe,
df_analyzed, arrow.Arrow.utcnow().datetime)
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def _rpc_plot_config(self) -> Dict[str, Any]:
if (self._freqtrade.strategy.plot_config and
'subplots' not in self._freqtrade.strategy.plot_config):
self._freqtrade.strategy.plot_config['subplots'] = {}
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return self._freqtrade.strategy.plot_config