adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into pr/mkavinkumar1/6545

Browse Source
This commit is contained in:
Matthias
2022-06-20 20:04:35 +02:00
parent 1fdd2e52e7 eebd624baf
commit 0bfb0febe9
22 changed files with 235 additions and 62 deletions
Download Patch File Download Diff File Expand all files Collapse all files

31
freqtrade/rpc/rpc.py
View File

@@ -18,6 +18,7 @@ from freqtrade import __version__
from freqtrade.configuration.timerange import TimeRange
from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
from freqtrade.data.history import load_data
from freqtrade.data.metrics import calculate_max_drawdown
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, State,
TradingMode)
from freqtrade.exceptions import ExchangeError, PricingError
@@ -364,6 +365,7 @@ class RPC:
return {
"trades": output,
"trades_count": len(output),
"offset": offset,
"total_trades": Trade.get_trades([Trade.is_open.is_(False)]).count(),
}
@@ -378,7 +380,7 @@ class RPC:
return 'losses'
else:
return 'draws'
trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)])
trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False)
# Sell reason
exit_reasons = {}
for trade in trades:
@@ -406,7 +408,8 @@ class RPC:
""" Returns cumulative profit statistics """
trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
Trade.is_open.is_(True))
trades: List[Trade] = Trade.get_trades(trade_filter).order_by(Trade.id).all()
trades: List[Trade] = Trade.get_trades(
trade_filter, include_orders=False).order_by(Trade.id).all()
profit_all_coin = []
profit_all_ratio = []
@@ -415,6 +418,8 @@ class RPC:
durations = []
winning_trades = 0
losing_trades = 0
winning_profit = 0.0
losing_profit = 0.0
for trade in trades:
current_rate: float = 0.0
@@ -430,8 +435,10 @@ class RPC:
profit_closed_ratio.append(profit_ratio)
if trade.close_profit >= 0:
winning_trades += 1
winning_profit += trade.close_profit_abs
else:
losing_trades += 1
losing_profit += trade.close_profit_abs
else:
# Get current rate
try:
@@ -447,6 +454,7 @@ class RPC:
profit_all_ratio.append(profit_ratio)
best_pair = Trade.get_best_pair(start_date)
trading_volume = Trade.get_trading_volume(start_date)
# Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
@@ -470,6 +478,21 @@ class RPC:
profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
profit_factor = winning_profit / abs(losing_profit) if losing_profit else float('inf')
trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
'profit_abs': trade.close_profit_abs}
for trade in trades if not trade.is_open])
max_drawdown_abs = 0.0
max_drawdown = 0.0
if len(trades_df) > 0:
try:
(max_drawdown_abs, _, _, _, _, max_drawdown) = calculate_max_drawdown(
trades_df, value_col='profit_abs', starting_balance=starting_balance)
except ValueError:
# ValueError if no losing trade.
pass
profit_all_fiat = self._fiat_converter.convert_amount(
profit_all_coin_sum,
stake_currency,
@@ -508,6 +531,10 @@ class RPC:
'best_pair_profit_ratio': best_pair[1] if best_pair else 0,
'winning_trades': winning_trades,
'losing_trades': losing_trades,
'profit_factor': profit_factor,
'max_drawdown': max_drawdown,
'max_drawdown_abs': max_drawdown_abs,
'trading_volume': trading_volume,
}
def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict: