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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias
2022-02-11 17:02:04 +01:00
parent 7237aa7edb 6a59103869
commit 0c6d92a7a6
63 changed files with 1158 additions and 349 deletions
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7
freqtrade/rpc/api_server/api_schemas.py
View File

@@ -110,7 +110,7 @@ class SellReason(BaseModel):
class Stats(BaseModel):
sell_reasons: Dict[str, SellReason]
durations: Dict[str, Union[str, float]]
durations: Dict[str, Optional[float]]
class DailyRecord(BaseModel):
@@ -399,3 +399,8 @@ class BacktestResponse(BaseModel):
class SysInfo(BaseModel):
cpu_pct: List[float]
ram_pct: float
class Health(BaseModel):
last_process: datetime
last_process_ts: int

20
freqtrade/rpc/api_server/api_v1.py
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@@ -15,12 +15,12 @@ from freqtrade.rpc import RPC
from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, BlacklistPayload,
BlacklistResponse, Count, Daily,
DeleteLockRequest, DeleteTrade, ForceEnterPayload,
ForceEnterResponse, ForceExitPayload, Locks, Logs,
OpenTradeSchema, PairHistory, PerformanceEntry,
Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
Stats, StatusMsg, StrategyListResponse,
StrategyResponse, SysInfo, Version,
WhitelistResponse)
ForceEnterResponse, ForceExitPayload, Health,
Locks, Logs, OpenTradeSchema, PairHistory,
PerformanceEntry, Ping, PlotConfig, Profit,
ResultMsg, ShowConfig, Stats, StatusMsg,
StrategyListResponse, StrategyResponse, SysInfo,
Version, WhitelistResponse)
from freqtrade.rpc.api_server.deps import get_config, get_exchange, get_rpc, get_rpc_optional
from freqtrade.rpc.rpc import RPCException
@@ -222,7 +222,8 @@ def reload_config(rpc: RPC = Depends(get_rpc)):
@router.get('/pair_candles', response_model=PairHistory, tags=['candle data'])
def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc: RPC = Depends(get_rpc)):
def pair_candles(
pair: str, timeframe: str, limit: Optional[int] = None, rpc: RPC = Depends(get_rpc)):
return rpc._rpc_analysed_dataframe(pair, timeframe, limit)
@@ -304,3 +305,8 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
@router.get('/sysinfo', response_model=SysInfo, tags=['info'])
def sysinfo():
return RPC._rpc_sysinfo()
@router.get('/health', response_model=Health, tags=['info'])
def health(rpc: RPC = Depends(get_rpc)):
return rpc._health()

14
freqtrade/rpc/fiat_convert.py
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@@ -17,6 +17,15 @@ from freqtrade.constants import SUPPORTED_FIAT
logger = logging.getLogger(__name__)
# Manually map symbol to ID for some common coins
# with duplicate coingecko entries
coingecko_mapping = {
'eth': 'ethereum',
'bnb': 'binancecoin',
'sol': 'solana',
}
class CryptoToFiatConverter:
"""
Main class to initiate Crypto to FIAT.
@@ -77,8 +86,9 @@ class CryptoToFiatConverter:
else:
return None
found = [x for x in self._coinlistings if x['symbol'] == crypto_symbol]
if crypto_symbol == 'eth':
found = [x for x in self._coinlistings if x['id'] == 'ethereum']
if crypto_symbol in coingecko_mapping.keys():
found = [x for x in self._coinlistings if x['id'] == coingecko_mapping[crypto_symbol]]
if len(found) == 1:
return found[0]['id']

37
freqtrade/rpc/rpc.py
View File

@@ -10,8 +10,9 @@ from typing import Any, Dict, List, Optional, Tuple, Union
import arrow
import psutil
from dateutil.relativedelta import relativedelta
from dateutil.tz import tzlocal
from numpy import NAN, inf, int64, mean
from pandas import DataFrame
from pandas import DataFrame, NaT
from freqtrade import __version__
from freqtrade.configuration.timerange import TimeRange
@@ -259,9 +260,11 @@ class RPC:
profit_str
]
if self._config.get('position_adjustment_enable', False):
max_buy = self._config['max_entry_position_adjustment'] + 1
max_buy_str = ''
if self._config.get('max_entry_position_adjustment', -1) > 0:
max_buy_str = f"/{self._config['max_entry_position_adjustment'] + 1}"
filled_buys = trade.nr_of_successful_buys
detail_trade.append(f"{filled_buys}/{max_buy}")
detail_trade.append(f"{filled_buys}{max_buy_str}")
trades_list.append(detail_trade)
profitcol = "Profit"
if self._fiat_converter:
@@ -269,7 +272,7 @@ class RPC:
columns = ['ID L/S', 'Pair', 'Since', profitcol]
if self._config.get('position_adjustment_enable', False):
columns.append('# Buys')
columns.append('# Entries')
return trades_list, columns, fiat_profit_sum
def _rpc_daily_profit(
@@ -443,9 +446,9 @@ class RPC:
trade_dur = (trade.close_date - trade.open_date).total_seconds()
dur[trade_win_loss(trade)].append(trade_dur)
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'
wins_dur = sum(dur['wins']) / len(dur['wins']) if len(dur['wins']) > 0 else None
draws_dur = sum(dur['draws']) / len(dur['draws']) if len(dur['draws']) > 0 else None
losses_dur = sum(dur['losses']) / len(dur['losses']) if len(dur['losses']) > 0 else None
durations = {'wins': wins_dur, 'draws': draws_dur, 'losses': losses_dur}
return {'sell_reasons': sell_reasons, 'durations': durations}
@@ -972,8 +975,16 @@ class RPC:
mask = (dataframe[sig_type] == 1)
signals[sig_type] = int(mask.sum())
dataframe.loc[mask, f'_{sig_type}_signal_close'] = dataframe.loc[mask, 'close']
dataframe = dataframe.replace([inf, -inf], NAN)
dataframe = dataframe.replace({NAN: None})
# band-aid until this is fixed:
# https://github.com/pandas-dev/pandas/issues/45836
datetime_types = ['datetime', 'datetime64', 'datetime64[ns, UTC]']
date_columns = dataframe.select_dtypes(include=datetime_types)
for date_column in date_columns:
# replace NaT with `None`
dataframe[date_column] = dataframe[date_column].astype(object).replace({NaT: None})
dataframe = dataframe.replace({inf: None, -inf: None, NAN: None})
res = {
'pair': pair,
@@ -1052,3 +1063,11 @@ class RPC:
"cpu_pct": psutil.cpu_percent(interval=1, percpu=True),
"ram_pct": psutil.virtual_memory().percent
}
def _health(self) -> Dict[str, Union[str, int]]:
last_p = self._freqtrade.last_process
return {
'last_process': str(last_p),
'last_process_loc': last_p.astimezone(tzlocal()).strftime(DATETIME_PRINT_FORMAT),
'last_process_ts': int(last_p.timestamp()),
}

123
freqtrade/rpc/telegram.py
View File

@@ -117,7 +117,7 @@ class Telegram(RPCHandler):
r'/logs$', r'/whitelist$', r'/blacklist$', r'/bl_delete$',
r'/weekly$', r'/weekly \d+$', r'/monthly$', r'/monthly \d+$',
r'/forcebuy$', r'/forcelong$', r'/forceshort$',
r'/edge$', r'/help$', r'/version$']
r'/edge$', r'/health$', r'/help$', r'/version$']
# Create keys for generation
valid_keys_print = [k.replace('$', '') for k in valid_keys]
@@ -180,6 +180,7 @@ class Telegram(RPCHandler):
CommandHandler(['blacklist_delete', 'bl_delete'], self._blacklist_delete),
CommandHandler('logs', self._logs),
CommandHandler('edge', self._edge),
CommandHandler('health', self._health),
CommandHandler('help', self._help),
CommandHandler('version', self._version),
]
@@ -390,6 +391,48 @@ class Telegram(RPCHandler):
else:
return "\N{CROSS MARK}"
def _prepare_entry_details(self, filled_orders, base_currency, is_open):
"""
Prepare details of trade with entry adjustment enabled
"""
lines = []
for x, order in enumerate(filled_orders):
cur_entry_datetime = arrow.get(order["order_filled_date"])
cur_entry_amount = order["amount"]
cur_entry_average = order["average"]
lines.append(" ")
if x == 0:
lines.append("*Entry #{}:*".format(x+1))
lines.append("*Entry Amount:* {} ({:.8f} {})"
.format(cur_entry_amount, order["cost"], base_currency))
lines.append("*Average Entry Price:* {}".format(cur_entry_average))
else:
sumA = 0
sumB = 0
for y in range(x):
sumA += (filled_orders[y]["amount"] * filled_orders[y]["average"])
sumB += filled_orders[y]["amount"]
prev_avg_price = sumA/sumB
price_to_1st_entry = ((cur_entry_average - filled_orders[0]["average"])
/ filled_orders[0]["average"])
minus_on_entry = (cur_entry_average - prev_avg_price)/prev_avg_price
dur_entry = cur_entry_datetime - arrow.get(filled_orders[x-1]["order_filled_date"])
days = dur_entry.days
hours, remainder = divmod(dur_entry.seconds, 3600)
minutes, seconds = divmod(remainder, 60)
lines.append("*Entry #{}:* at {:.2%} avg profit".format(x+1, minus_on_entry))
if is_open:
lines.append("({})".format(cur_entry_datetime
.humanize(granularity=["day", "hour", "minute"])))
lines.append("*Entry Amount:* {} ({:.8f} {})"
.format(cur_entry_amount, order["cost"], base_currency))
lines.append("*Average Entry Price:* {} ({:.2%} from 1st entry rate)"
.format(cur_entry_average, price_to_1st_entry))
lines.append("*Order filled at:* {}".format(order["order_filled_date"]))
lines.append("({}d {}h {}m {}s from previous entry)"
.format(days, hours, minutes, seconds))
return lines
@authorized_only
def _status(self, update: Update, context: CallbackContext) -> None:
"""
@@ -413,39 +456,59 @@ class Telegram(RPCHandler):
trade_ids = [int(i) for i in context.args if i.isnumeric()]
results = self._rpc._rpc_trade_status(trade_ids=trade_ids)
position_adjust = self._config.get('position_adjustment_enable', False)
max_entries = self._config.get('max_entry_position_adjustment', -1)
messages = []
for r in results:
r['open_date_hum'] = arrow.get(r['open_date']).humanize()
r['num_entries'] = len(r['filled_entry_orders'])
r['sell_reason'] = r.get('sell_reason', "")
lines = [
"*Trade ID:* `{trade_id}` `(since {open_date_hum})`",
"*Trade ID:* `{trade_id}`" +
("` (since {open_date_hum})`" if r['is_open'] else ""),
"*Current Pair:* {pair}",
"*Direction:* " + ("`Short`" if r.get('is_short') else "`Long`"),
"*Leverage:* `{leverage}`" if r.get('leverage') else "",
"*Amount:* `{amount} ({stake_amount} {base_currency})`",
"*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "",
"*Exit Reason:* `{sell_reason}`" if r['sell_reason'] else "",
]
if position_adjust:
max_buy_str = (f"/{max_entries + 1}" if (max_entries > 0) else "")
lines.append("*Number of Entries:* `{num_entries}`" + max_buy_str)
lines.extend([
"*Open Rate:* `{open_rate:.8f}`",
"*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
"*Current Rate:* `{current_rate:.8f}`",
"*Close Rate:* `{close_rate:.8f}`" if r['close_rate'] else "",
"*Open Date:* `{open_date}`",
"*Close Date:* `{close_date}`" if r['close_date'] else "",
"*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
("*Current Profit:* " if r['is_open'] else "*Close Profit: *")
+ "`{profit_ratio:.2%}`",
]
if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
and r['initial_stop_loss_ratio'] is not None):
# Adding initial stoploss only if it is different from stoploss
lines.append("*Initial Stoploss:* `{initial_stop_loss_abs:.8f}` "
"`({initial_stop_loss_ratio:.2%})`")
])
# Adding stoploss and stoploss percentage only if it is not None
lines.append("*Stoploss:* `{stop_loss_abs:.8f}` " +
("`({stop_loss_ratio:.2%})`" if r['stop_loss_ratio'] else ""))
lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` "
"`({stoploss_current_dist_ratio:.2%})`")
if r['open_order']:
if r['sell_order_status']:
lines.append("*Open Order:* `{open_order}` - `{sell_order_status}`")
else:
lines.append("*Open Order:* `{open_order}`")
if r['is_open']:
if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
and r['initial_stop_loss_ratio'] is not None):
# Adding initial stoploss only if it is different from stoploss
lines.append("*Initial Stoploss:* `{initial_stop_loss_abs:.8f}` "
"`({initial_stop_loss_ratio:.2%})`")
# Adding stoploss and stoploss percentage only if it is not None
lines.append("*Stoploss:* `{stop_loss_abs:.8f}` " +
("`({stop_loss_ratio:.2%})`" if r['stop_loss_ratio'] else ""))
lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` "
"`({stoploss_current_dist_ratio:.2%})`")
if r['open_order']:
if r['sell_order_status']:
lines.append("*Open Order:* `{open_order}` - `{sell_order_status}`")
else:
lines.append("*Open Order:* `{open_order}`")
lines_detail = self._prepare_entry_details(
r['filled_entry_orders'], r['base_currency'], r['is_open'])
lines.extend((lines_detail if (len(r['filled_entry_orders']) > 1) else ""))
# Filter empty lines using list-comprehension
messages.append("\n".join([line for line in lines if line]).format(**r))
@@ -726,9 +789,9 @@ class Telegram(RPCHandler):
duration_msg = tabulate(
[
['Wins', str(timedelta(seconds=durations['wins']))
if durations['wins'] != 'N/A' else 'N/A'],
if durations['wins'] is not None else 'N/A'],
['Losses', str(timedelta(seconds=durations['losses']))
if durations['losses'] != 'N/A' else 'N/A']
if durations['losses'] is not None else 'N/A']
],
headers=['', 'Avg. Duration']
)
@@ -1318,6 +1381,7 @@ class Telegram(RPCHandler):
"*/logs [limit]:* `Show latest logs - defaults to 10` \n"
"*/count:* `Show number of active trades compared to allowed number of trades`\n"
"*/edge:* `Shows validated pairs by Edge if it is enabled` \n"
"*/health* `Show latest process timestamp - defaults to 1970-01-01 00:00:00` \n"
"_Statistics_\n"
"------------\n"
@@ -1345,6 +1409,19 @@ class Telegram(RPCHandler):
self._send_msg(message, parse_mode=ParseMode.MARKDOWN)
@authorized_only
def _health(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /health
Shows the last process timestamp
"""
try:
health = self._rpc._health()
message = f"Last process: `{health['last_process_loc']}`"
self._send_msg(message)
except RPCException as e:
self._send_msg(str(e))
@authorized_only
def _version(self, update: Update, context: CallbackContext) -> None:
"""