Merge branch 'develop' into dependabot/pip/develop/types-python-dateutil-2.8.19.10
This commit is contained in:
commit
0d876d7a89
@ -18,7 +18,7 @@ repos:
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- types-requests==2.28.11.15
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- types-tabulate==0.9.0.1
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- types-python-dateutil==2.8.19.10
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- SQLAlchemy==2.0.4
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- SQLAlchemy==2.0.5.post1
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# stages: [push]
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- repo: https://github.com/pycqa/isort
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@ -1,6 +1,6 @@
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markdown==3.3.7
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mkdocs==1.4.2
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mkdocs-material==9.0.15
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mkdocs-material==9.1.1
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mdx_truly_sane_lists==1.3
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pymdown-extensions==9.9.2
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pymdown-extensions==9.10
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jinja2==3.1.2
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@ -2,8 +2,7 @@ from datetime import datetime, timezone
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from typing import Any, ClassVar, Dict, Optional
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from sqlalchemy import String, or_
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from sqlalchemy.orm import Mapped, Query, mapped_column
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from sqlalchemy.orm.scoping import _QueryDescriptorType
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from sqlalchemy.orm import Mapped, Query, QueryPropertyDescriptor, mapped_column
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from freqtrade.constants import DATETIME_PRINT_FORMAT
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from freqtrade.persistence.base import ModelBase, SessionType
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@ -14,7 +13,7 @@ class PairLock(ModelBase):
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Pair Locks database model.
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"""
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__tablename__ = 'pairlocks'
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query: ClassVar[_QueryDescriptorType]
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query: ClassVar[QueryPropertyDescriptor]
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_session: ClassVar[SessionType]
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id: Mapped[int] = mapped_column(primary_key=True)
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@ -8,8 +8,8 @@ from math import isclose
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from typing import Any, ClassVar, Dict, List, Optional, cast
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from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func
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from sqlalchemy.orm import Mapped, Query, lazyload, mapped_column, relationship
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from sqlalchemy.orm.scoping import _QueryDescriptorType
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from sqlalchemy.orm import (Mapped, Query, QueryPropertyDescriptor, lazyload, mapped_column,
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relationship)
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from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
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BuySell, LongShort)
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@ -36,7 +36,7 @@ class Order(ModelBase):
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Mirrors CCXT Order structure
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"""
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__tablename__ = 'orders'
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query: ClassVar[_QueryDescriptorType]
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query: ClassVar[QueryPropertyDescriptor]
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_session: ClassVar[SessionType]
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# Uniqueness should be ensured over pair, order_id
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@ -1181,7 +1181,7 @@ class Trade(ModelBase, LocalTrade):
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Note: Fields must be aligned with LocalTrade class
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"""
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__tablename__ = 'trades'
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query: ClassVar[_QueryDescriptorType]
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query: ClassVar[QueryPropertyDescriptor]
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_session: ClassVar[SessionType]
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use_db: bool = True
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@ -286,6 +286,7 @@ class OpenTradeSchema(TradeSchema):
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current_rate: float
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total_profit_abs: float
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total_profit_fiat: Optional[float]
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total_profit_ratio: Optional[float]
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open_order: Optional[str]
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@ -42,7 +42,8 @@ logger = logging.getLogger(__name__)
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# 2.22: Add FreqAI to backtesting
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# 2.23: Allow plot config request in webserver mode
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# 2.24: Add cancel_open_order endpoint
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API_VERSION = 2.24
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# 2.25: Add several profit values to /status endpoint
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API_VERSION = 2.25
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# Public API, requires no auth.
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router_public = APIRouter()
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@ -192,6 +192,11 @@ class RPC:
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current_profit = trade.close_profit or 0.0
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current_profit_abs = trade.close_profit_abs or 0.0
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total_profit_abs = trade.realized_profit + current_profit_abs
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total_profit_ratio: Optional[float] = None
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if trade.max_stake_amount:
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total_profit_ratio = (
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(total_profit_abs / trade.max_stake_amount) * trade.leverage
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)
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# Calculate fiat profit
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if not isnan(current_profit_abs) and self._fiat_converter:
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@ -224,6 +229,7 @@ class RPC:
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total_profit_abs=total_profit_abs,
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total_profit_fiat=total_profit_fiat,
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total_profit_ratio=total_profit_ratio,
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stoploss_current_dist=stoploss_current_dist,
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stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
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stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
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@ -510,14 +510,14 @@ class Telegram(RPCHandler):
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if prev_avg_price:
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minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
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lines.append(f"*{wording} #{order_nr}:* at {minus_on_entry:.2%} avg profit")
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lines.append(f"*{wording} #{order_nr}:* at {minus_on_entry:.2%} avg Profit")
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if is_open:
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lines.append("({})".format(cur_entry_datetime
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.humanize(granularity=["day", "hour", "minute"])))
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lines.append(f"*Amount:* {cur_entry_amount} "
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f"({round_coin_value(order['cost'], quote_currency)})")
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lines.append(f"*Average {wording} Price:* {cur_entry_average} "
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f"({price_to_1st_entry:.2%} from 1st entry rate)")
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f"({price_to_1st_entry:.2%} from 1st entry Rate)")
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lines.append(f"*Order filled:* {order['order_filled_date']}")
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# TODO: is this really useful?
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@ -569,6 +569,8 @@ class Telegram(RPCHandler):
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and not o['ft_order_side'] == 'stoploss'])
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r['exit_reason'] = r.get('exit_reason', "")
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r['stake_amount_r'] = round_coin_value(r['stake_amount'], r['quote_currency'])
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r['max_stake_amount_r'] = round_coin_value(
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r['max_stake_amount'] or r['stake_amount'], r['quote_currency'])
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r['profit_abs_r'] = round_coin_value(r['profit_abs'], r['quote_currency'])
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r['realized_profit_r'] = round_coin_value(r['realized_profit'], r['quote_currency'])
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r['total_profit_abs_r'] = round_coin_value(
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@ -580,31 +582,37 @@ class Telegram(RPCHandler):
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f"*Direction:* {'`Short`' if r.get('is_short') else '`Long`'}"
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+ " ` ({leverage}x)`" if r.get('leverage') else "",
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"*Amount:* `{amount} ({stake_amount_r})`",
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"*Total invested:* `{max_stake_amount_r}`" if position_adjust else "",
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"*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "",
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"*Exit Reason:* `{exit_reason}`" if r['exit_reason'] else "",
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]
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if position_adjust:
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max_buy_str = (f"/{max_entries + 1}" if (max_entries > 0) else "")
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lines.append("*Number of Entries:* `{num_entries}" + max_buy_str + "`")
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lines.append("*Number of Exits:* `{num_exits}`")
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lines.extend([
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"*Number of Entries:* `{num_entries}" + max_buy_str + "`",
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"*Number of Exits:* `{num_exits}`"
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])
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lines.extend([
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"*Open Rate:* `{open_rate:.8f}`",
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"*Close Rate:* `{close_rate:.8f}`" if r['close_rate'] else "",
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"*Open Date:* `{open_date}`",
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"*Close Date:* `{close_date}`" if r['close_date'] else "",
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"*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
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" \n*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
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("*Unrealized Profit:* " if r['is_open'] else "*Close Profit: *")
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+ "`{profit_ratio:.2%}` `({profit_abs_r})`",
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])
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if r['is_open']:
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if r.get('realized_profit'):
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lines.append(
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"*Realized Profit:* `{realized_profit_r} {realized_profit_ratio:.2%}`")
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lines.append("*Total Profit:* `{total_profit_abs_r}` ")
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lines.extend([
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"*Realized Profit:* `{realized_profit_ratio:.2%} ({realized_profit_r})`",
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"*Total Profit:* `{total_profit_ratio:.2%} ({total_profit_abs_r})`"
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])
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# Append empty line to improve readability
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lines.append(" ")
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if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
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and r['initial_stop_loss_ratio'] is not None):
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# Adding initial stoploss only if it is different from stoploss
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@ -7,7 +7,7 @@
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-r docs/requirements-docs.txt
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coveralls==3.3.1
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ruff==0.0.253
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ruff==0.0.254
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mypy==1.0.1
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pre-commit==3.1.1
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pytest==7.2.1
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@ -3,9 +3,9 @@ pandas==1.5.3
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pandas-ta==0.3.14b
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ccxt==2.8.98
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cryptography==39.0.1
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cryptography==39.0.2
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aiohttp==3.8.4
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SQLAlchemy==2.0.4
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SQLAlchemy==2.0.5.post1
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python-telegram-bot==13.15
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arrow==1.2.3
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cachetools==4.2.2
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@ -28,7 +28,7 @@ py_find_1st==1.1.5
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# Load ticker files 30% faster
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python-rapidjson==1.9
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# Properly format api responses
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orjson==3.8.6
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orjson==3.8.7
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# Notify systemd
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sdnotify==0.3.2
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@ -45,7 +45,7 @@ psutil==5.9.4
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colorama==0.4.6
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# Building config files interactively
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questionary==1.10.0
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prompt-toolkit==3.0.37
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prompt-toolkit==3.0.38
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# Extensions to datetime library
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python-dateutil==2.8.2
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@ -50,7 +50,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
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'amount': 91.07468123,
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'amount_requested': 91.07468124,
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'stake_amount': 0.001,
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'max_stake_amount': ANY,
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'max_stake_amount': None,
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'trade_duration': None,
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'trade_duration_s': None,
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'close_profit': None,
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@ -79,6 +79,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
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'realized_profit_ratio': None,
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'total_profit_abs': -4.09e-06,
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'total_profit_fiat': ANY,
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'total_profit_ratio': None,
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'exchange': 'binance',
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'leverage': 1.0,
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'interest_rate': 0.0,
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@ -168,6 +169,10 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
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results = rpc._rpc_trade_status()
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response = deepcopy(gen_response)
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response.update({
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'max_stake_amount': 0.001,
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'total_profit_ratio': pytest.approx(-0.00409),
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})
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assert results[0] == response
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mocker.patch(f'{EXMS}.get_rate',
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@ -181,10 +186,12 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
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'stoploss_current_dist': ANY,
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'stoploss_current_dist_ratio': ANY,
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'stoploss_current_dist_pct': ANY,
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'max_stake_amount': 0.001,
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'profit_ratio': ANY,
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'profit_pct': ANY,
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'profit_abs': ANY,
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'total_profit_abs': ANY,
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'total_profit_ratio': ANY,
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'current_rate': ANY,
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})
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assert results[0] == response_norate
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@ -1012,6 +1012,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
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'profit_fiat': ANY,
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'total_profit_abs': ANY,
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'total_profit_fiat': ANY,
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'total_profit_ratio': ANY,
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'realized_profit': 0.0,
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'realized_profit_ratio': None,
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'current_rate': current_rate,
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@ -198,6 +198,7 @@ def test_telegram_status(default_conf, update, mocker) -> None:
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'current_rate': 1.098e-05,
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'amount': 90.99181074,
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'stake_amount': 90.99181074,
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'max_stake_amount': 90.99181074,
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'buy_tag': None,
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'enter_tag': None,
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'close_profit_ratio': None,
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