diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 2f7e9ada8..1ca61e54a 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -30,6 +30,7 @@ official commands. You can ask at any moment for help with `/help`. | `/daily ` | 7 | Shows profit or loss per day, over the last n days | `/whitelist` | | Show the current whitelist | `/blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist. +| `/edge` | | Show validated pairs by Edge if it is enabled. | `/help` | | Show help message | `/version` | | Show version @@ -179,6 +180,21 @@ Use `/reload_conf` to reset the blacklist. > Using blacklist `StaticPairList` with 2 pairs >`DODGE/BTC`, `HOT/BTC`. +### /edge + +Shows pairs validated by Edge along with their corresponding winrate, expectancy and stoploss values. + +> **Edge only validated following pairs:** +``` +Pair Winrate Expectancy Stoploss +-------- --------- ------------ ---------- +DOCK/ETH 0.522727 0.881821 -0.03 +PHX/ETH 0.677419 0.560488 -0.03 +HOT/ETH 0.733333 0.490492 -0.03 +HC/ETH 0.588235 0.280988 -0.02 +ARDR/ETH 0.366667 0.143059 -0.01 +``` + ### /version > **Version:** `0.14.3` diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index a5601a502..1203ad7a6 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -475,3 +475,18 @@ class RPC(object): 'blacklist': self._freqtrade.pairlists.blacklist, } return res + + def _rpc_edge(self) -> List[Dict[str, Any]]: + """ Returns information related to Edge """ + if not self._freqtrade.edge: + raise RPCException(f'Edge is not enabled.') + + return [ + { + 'Pair': k, + 'Winrate': v.winrate, + 'Expectancy': v.expectancy, + 'Stoploss': v.stoploss, + } + for k, v in self._freqtrade.edge._cached_pairs.items() + ] diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 2c419e417..06bf5efe9 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -94,6 +94,7 @@ class Telegram(RPC): CommandHandler('stopbuy', self._stopbuy), CommandHandler('whitelist', self._whitelist), CommandHandler('blacklist', self._blacklist, pass_args=True), + CommandHandler('edge', self._edge), CommandHandler('help', self._help), CommandHandler('version', self._version), ] @@ -489,6 +490,21 @@ class Telegram(RPC): except RPCException as e: self._send_msg(str(e), bot=bot) + @authorized_only + def _edge(self, bot: Bot, update: Update) -> None: + """ + Handler for /edge + Shows information related to Edge + """ + try: + edge_pairs = self._rpc_edge() + print(edge_pairs) + edge_pairs_tab = tabulate(edge_pairs, headers='keys', tablefmt='simple') + message = f'Edge only validated following pairs:\n
{edge_pairs_tab}
' + self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML) + except RPCException as e: + self._send_msg(str(e), bot=bot) + @authorized_only def _help(self, bot: Bot, update: Update) -> None: """ @@ -518,6 +534,7 @@ class Telegram(RPC): "*/whitelist:* `Show current whitelist` \n" \ "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \ "to the blacklist.` \n" \ + "*/edge:* `Shows validated pairs by Edge if it is enabeld` \n" \ "*/help:* `This help message`\n" \ "*/version:* `Show version`" diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index e6f7ea41e..8e8e7fc50 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -2,19 +2,20 @@ # pragma pylint: disable=invalid-sequence-index, invalid-name, too-many-arguments from datetime import datetime -from unittest.mock import MagicMock, ANY, PropertyMock +from unittest.mock import ANY, MagicMock, PropertyMock import pytest from numpy import isnan -from freqtrade import TemporaryError, DependencyException +from freqtrade import DependencyException, TemporaryError +from freqtrade.edge import PairInfo from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPC, RPCException from freqtrade.rpc.fiat_convert import CryptoToFiatConverter from freqtrade.state import State -from freqtrade.tests.test_freqtradebot import patch_get_signal from freqtrade.tests.conftest import patch_coinmarketcap, patch_exchange +from freqtrade.tests.test_freqtradebot import patch_get_signal # Functions for recurrent object patching @@ -713,3 +714,34 @@ def test_rpc_blacklist(mocker, default_conf) -> None: assert len(ret['blacklist']) == 3 assert ret['blacklist'] == default_conf['exchange']['pair_blacklist'] assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC'] + + +def test_rpc_edge_disabled(mocker, default_conf) -> None: + patch_coinmarketcap(mocker) + patch_exchange(mocker) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) + freqtradebot = FreqtradeBot(default_conf) + rpc = RPC(freqtradebot) + with pytest.raises(RPCException, match=r'Edge is not enabled.'): + rpc._rpc_edge() + + +def test_rpc_edge_enabled(mocker, edge_conf) -> None: + patch_coinmarketcap(mocker) + patch_exchange(mocker) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) + mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( + return_value={ + 'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60), + } + )) + freqtradebot = FreqtradeBot(edge_conf) + + rpc = RPC(freqtradebot) + ret = rpc._rpc_edge() + + assert len(ret) == 1 + assert ret[0]['Pair'] == 'E/F' + assert ret[0]['Winrate'] == 0.66 + assert ret[0]['Expectancy'] == 1.71 + assert ret[0]['Stoploss'] == -0.02 diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index dd49b0000..c6a5fff54 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -13,16 +13,16 @@ from telegram import Chat, Message, Update from telegram.error import NetworkError from freqtrade import __version__ +from freqtrade.edge import PairInfo from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType from freqtrade.rpc.telegram import Telegram, authorized_only -from freqtrade.strategy.interface import SellType from freqtrade.state import State +from freqtrade.strategy.interface import SellType from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has, - patch_exchange) + patch_coinmarketcap, patch_exchange) from freqtrade.tests.test_freqtradebot import patch_get_signal -from freqtrade.tests.conftest import patch_coinmarketcap class DummyCls(Telegram): @@ -74,7 +74,7 @@ def test_init(default_conf, mocker, caplog) -> None: message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \ "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " \ "['performance'], ['daily'], ['count'], ['reload_conf'], " \ - "['stopbuy'], ['whitelist'], ['blacklist'], ['help'], ['version']]" + "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]" assert log_has(message_str, caplog.record_tuples) @@ -1099,6 +1099,48 @@ def test_blacklist_static(default_conf, update, mocker) -> None: assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC"] +def test_edge_disabled(default_conf, update, mocker) -> None: + patch_coinmarketcap(mocker) + msg_mock = MagicMock() + mocker.patch.multiple( + 'freqtrade.rpc.telegram.Telegram', + _init=MagicMock(), + _send_msg=msg_mock + ) + + freqtradebot = get_patched_freqtradebot(mocker, default_conf) + + telegram = Telegram(freqtradebot) + + telegram._edge(bot=MagicMock(), update=update) + assert msg_mock.call_count == 1 + assert "Edge is not enabled." in msg_mock.call_args_list[0][0][0] + + +def test_edge_enabled(edge_conf, update, mocker) -> None: + patch_coinmarketcap(mocker) + msg_mock = MagicMock() + mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( + return_value={ + 'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60), + } + )) + mocker.patch.multiple( + 'freqtrade.rpc.telegram.Telegram', + _init=MagicMock(), + _send_msg=msg_mock + ) + + freqtradebot = get_patched_freqtradebot(mocker, edge_conf) + + telegram = Telegram(freqtradebot) + + telegram._edge(bot=MagicMock(), update=update) + assert msg_mock.call_count == 1 + assert 'Edge only validated following pairs:\n
' in msg_mock.call_args_list[0][0][0]
+    assert 'Pair      Winrate    Expectancy    Stoploss' in msg_mock.call_args_list[0][0][0]
+
+
 def test_help_handle(default_conf, update, mocker) -> None:
     patch_coinmarketcap(mocker)
     msg_mock = MagicMock()