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Changed exit_tag to be represented as sell_reason

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theluxaz
2021-10-20 01:26:15 +03:00
parent 5ecdd1d112
commit 1fdc4425dd
6 changed files with 37 additions and 62 deletions
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31
freqtrade/persistence/models.py
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@@ -325,7 +325,6 @@ class LocalTrade():
'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
'profit_abs': self.close_profit_abs,
# +str(self.sell_reason) ## CHANGE TO BUY TAG IF NEEDED
'sell_reason': (f' ({self.sell_reason})' if self.sell_reason else ''),
'exit_tag': (f' ({self.exit_tag})' if self.exit_tag else ''),
'sell_order_status': self.sell_order_status,
@@ -904,15 +903,15 @@ class Trade(_DECL_BASE, LocalTrade):
]
@staticmethod
def get_exit_tag_performance(pair: str) -> List[Dict[str, Any]]:
def get_sell_reason_performance(pair: str) -> List[Dict[str, Any]]:
"""
Returns List of dicts containing all Trades, based on exit tag performance
Returns List of dicts containing all Trades, based on sell reason performance
Can either be average for all pairs or a specific pair provided
NOTE: Not supported in Backtesting.
"""
if(pair is not None):
tag_perf = Trade.query.with_entities(
Trade.exit_tag,
Trade.sell_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
@@ -922,29 +921,29 @@ class Trade(_DECL_BASE, LocalTrade):
.all()
else:
tag_perf = Trade.query.with_entities(
Trade.exit_tag,
Trade.sell_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(Trade.is_open.is_(False))\
.group_by(Trade.exit_tag) \
.group_by(Trade.sell_reason) \
.order_by(desc('profit_sum_abs')) \
.all()
return [
{
'exit_tag': exit_tag if exit_tag is not None else "Other",
'sell_reason': sell_reason if sell_reason is not None else "Other",
'profit': profit,
'profit_abs': profit_abs,
'count': count
}
for exit_tag, profit, profit_abs, count in tag_perf
for sell_reason, profit, profit_abs, count in tag_perf
]
@staticmethod
def get_mix_tag_performance(pair: str) -> List[Dict[str, Any]]:
"""
Returns List of dicts containing all Trades, based on buy_tag + exit_tag performance
Returns List of dicts containing all Trades, based on buy_tag + sell_reason performance
Can either be average for all pairs or a specific pair provided
NOTE: Not supported in Backtesting.
"""
@@ -952,7 +951,7 @@ class Trade(_DECL_BASE, LocalTrade):
tag_perf = Trade.query.with_entities(
Trade.id,
Trade.buy_tag,
Trade.exit_tag,
Trade.sell_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
@@ -965,7 +964,7 @@ class Trade(_DECL_BASE, LocalTrade):
tag_perf = Trade.query.with_entities(
Trade.id,
Trade.buy_tag,
Trade.exit_tag,
Trade.sell_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
@@ -975,12 +974,12 @@ class Trade(_DECL_BASE, LocalTrade):
.all()
return_list = []
for id, buy_tag, exit_tag, profit, profit_abs, count in tag_perf:
for id, buy_tag, sell_reason, profit, profit_abs, count in tag_perf:
buy_tag = buy_tag if buy_tag is not None else "Other"
exit_tag = exit_tag if exit_tag is not None else "Other"
sell_reason = sell_reason if sell_reason is not None else "Other"
if(exit_tag is not None and buy_tag is not None):
mix_tag = buy_tag + " " + exit_tag
if(sell_reason is not None and buy_tag is not None):
mix_tag = buy_tag + " " + sell_reason
i = 0
if not any(item["mix_tag"] == mix_tag for item in return_list):
return_list.append({'mix_tag': mix_tag,
@@ -990,8 +989,6 @@ class Trade(_DECL_BASE, LocalTrade):
else:
while i < len(return_list):
if return_list[i]["mix_tag"] == mix_tag:
print("item below")
print(return_list[i])
return_list[i] = {
'mix_tag': mix_tag,
'profit': profit + return_list[i]["profit"],