From 3cb15a2a5470e8a915aa5f39123808882b4b93eb Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 8 Jun 2022 07:08:01 +0200 Subject: [PATCH 1/5] Combine weekly and daily profit methods --- freqtrade/rpc/rpc.py | 67 ++++++++++----------------------------- freqtrade/rpc/telegram.py | 5 +-- 2 files changed, 20 insertions(+), 52 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index a98e3f96d..571438059 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -285,23 +285,33 @@ class RPC: def _rpc_daily_profit( self, timescale: int, - stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: - today = datetime.now(timezone.utc).date() - profit_days: Dict[date, Dict] = {} + stake_currency: str, fiat_display_currency: str, + timeunit: str = 'days') -> Dict[str, Any]: + """ + :param timeunit: Valid entries are 'days', 'weeks', 'months' + """ + start_date = datetime.now(timezone.utc).date() + if timeunit == 'weeks': + # weekly + start_date = start_date - timedelta(days=start_date.weekday()) # Monday + if timeunit == 'months': + start_date = start_date.replace(day=1) + + profit_units: Dict[date, Dict] = {} if not (isinstance(timescale, int) and timescale > 0): raise RPCException('timescale must be an integer greater than 0') for day in range(0, timescale): - profitday = today - timedelta(days=day) + profitday = start_date - timedelta(**{timeunit: day}) trades = Trade.get_trades(trade_filter=[ Trade.is_open.is_(False), Trade.close_date >= profitday, - Trade.close_date < (profitday + timedelta(days=1)) + Trade.close_date < (profitday + timedelta(**{timeunit: 1})) ]).order_by(Trade.close_date).all() curdayprofit = sum( trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None) - profit_days[profitday] = { + profit_units[profitday] = { 'amount': curdayprofit, 'trades': len(trades) } @@ -317,50 +327,7 @@ class RPC: ) if self._fiat_converter else 0, 'trade_count': value["trades"], } - for key, value in profit_days.items() - ] - return { - 'stake_currency': stake_currency, - 'fiat_display_currency': fiat_display_currency, - 'data': data - } - - def _rpc_weekly_profit( - self, timescale: int, - stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: - today = datetime.now(timezone.utc).date() - first_iso_day_of_week = today - timedelta(days=today.weekday()) # Monday - profit_weeks: Dict[date, Dict] = {} - - if not (isinstance(timescale, int) and timescale > 0): - raise RPCException('timescale must be an integer greater than 0') - - for week in range(0, timescale): - profitweek = first_iso_day_of_week - timedelta(weeks=week) - trades = Trade.get_trades(trade_filter=[ - Trade.is_open.is_(False), - Trade.close_date >= profitweek, - Trade.close_date < (profitweek + timedelta(weeks=1)) - ]).order_by(Trade.close_date).all() - curweekprofit = sum( - trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None) - profit_weeks[profitweek] = { - 'amount': curweekprofit, - 'trades': len(trades) - } - - data = [ - { - 'date': key, - 'abs_profit': value["amount"], - 'fiat_value': self._fiat_converter.convert_amount( - value['amount'], - stake_currency, - fiat_display_currency - ) if self._fiat_converter else 0, - 'trade_count': value["trades"], - } - for key, value in profit_weeks.items() + for key, value in profit_units.items() ] return { 'stake_currency': stake_currency, diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index e456b1eef..cfbd3949f 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -618,10 +618,11 @@ class Telegram(RPCHandler): except (TypeError, ValueError, IndexError): timescale = 8 try: - stats = self._rpc._rpc_weekly_profit( + stats = self._rpc._rpc_daily_profit( timescale, stake_cur, - fiat_disp_cur + fiat_disp_cur, + 'weeks' ) stats_tab = tabulate( [[week['date'], From d4dd026310b411ee78d7857dde4bec974226bb60 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 8 Jun 2022 19:52:05 +0200 Subject: [PATCH 2/5] Consolidate monthly stats to common method --- freqtrade/rpc/api_server/api_v1.py | 4 +-- freqtrade/rpc/rpc.py | 55 +++++------------------------- freqtrade/rpc/telegram.py | 12 ++++--- 3 files changed, 18 insertions(+), 53 deletions(-) diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index a8b9873d7..271e3de1b 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -86,8 +86,8 @@ def stats(rpc: RPC = Depends(get_rpc)): @router.get('/daily', response_model=Daily, tags=['info']) def daily(timescale: int = 7, rpc: RPC = Depends(get_rpc), config=Depends(get_config)): - return rpc._rpc_daily_profit(timescale, config['stake_currency'], - config.get('fiat_display_currency', '')) + return rpc._rpc_timeunit_profit(timescale, config['stake_currency'], + config.get('fiat_display_currency', '')) @router.get('/status', response_model=List[OpenTradeSchema], tags=['info']) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 571438059..a6290bd5a 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -283,7 +283,7 @@ class RPC: columns.append('# Entries') return trades_list, columns, fiat_profit_sum - def _rpc_daily_profit( + def _rpc_timeunit_profit( self, timescale: int, stake_currency: str, fiat_display_currency: str, timeunit: str = 'days') -> Dict[str, Any]: @@ -297,17 +297,22 @@ class RPC: if timeunit == 'months': start_date = start_date.replace(day=1) + def time_offset(step: int): + if timeunit == 'months': + return relativedelta(months=step) + return timedelta(**{timeunit: step}) + profit_units: Dict[date, Dict] = {} if not (isinstance(timescale, int) and timescale > 0): raise RPCException('timescale must be an integer greater than 0') for day in range(0, timescale): - profitday = start_date - timedelta(**{timeunit: day}) + profitday = start_date - time_offset(day) trades = Trade.get_trades(trade_filter=[ Trade.is_open.is_(False), Trade.close_date >= profitday, - Trade.close_date < (profitday + timedelta(**{timeunit: 1})) + Trade.close_date < (profitday + time_offset(1)) ]).order_by(Trade.close_date).all() curdayprofit = sum( trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None) @@ -318,7 +323,7 @@ class RPC: data = [ { - 'date': key, + 'date': f"{key.year}-{key.month:02d}" if timeunit == 'months' else key, 'abs_profit': value["amount"], 'fiat_value': self._fiat_converter.convert_amount( value['amount'], @@ -335,48 +340,6 @@ class RPC: 'data': data } - def _rpc_monthly_profit( - self, timescale: int, - stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: - first_day_of_month = datetime.now(timezone.utc).date().replace(day=1) - profit_months: Dict[date, Dict] = {} - - if not (isinstance(timescale, int) and timescale > 0): - raise RPCException('timescale must be an integer greater than 0') - - for month in range(0, timescale): - profitmonth = first_day_of_month - relativedelta(months=month) - trades = Trade.get_trades(trade_filter=[ - Trade.is_open.is_(False), - Trade.close_date >= profitmonth, - Trade.close_date < (profitmonth + relativedelta(months=1)) - ]).order_by(Trade.close_date).all() - curmonthprofit = sum( - trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None) - profit_months[profitmonth] = { - 'amount': curmonthprofit, - 'trades': len(trades) - } - - data = [ - { - 'date': f"{key.year}-{key.month:02d}", - 'abs_profit': value["amount"], - 'fiat_value': self._fiat_converter.convert_amount( - value['amount'], - stake_currency, - fiat_display_currency - ) if self._fiat_converter else 0, - 'trade_count': value["trades"], - } - for key, value in profit_months.items() - ] - return { - 'stake_currency': stake_currency, - 'fiat_display_currency': fiat_display_currency, - 'data': data - } - def _rpc_trade_history(self, limit: int, offset: int = 0, order_by_id: bool = False) -> Dict: """ Returns the X last trades """ order_by = Trade.id if order_by_id else Trade.close_date.desc() diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index cfbd3949f..5efdcdbed 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -579,10 +579,11 @@ class Telegram(RPCHandler): except (TypeError, ValueError, IndexError): timescale = 7 try: - stats = self._rpc._rpc_daily_profit( + stats = self._rpc._rpc_timeunit_profit( timescale, stake_cur, - fiat_disp_cur + fiat_disp_cur, + 'days' ) stats_tab = tabulate( [[day['date'], @@ -618,7 +619,7 @@ class Telegram(RPCHandler): except (TypeError, ValueError, IndexError): timescale = 8 try: - stats = self._rpc._rpc_daily_profit( + stats = self._rpc._rpc_timeunit_profit( timescale, stake_cur, fiat_disp_cur, @@ -659,10 +660,11 @@ class Telegram(RPCHandler): except (TypeError, ValueError, IndexError): timescale = 6 try: - stats = self._rpc._rpc_monthly_profit( + stats = self._rpc._rpc_timeunit_profit( timescale, stake_cur, - fiat_disp_cur + fiat_disp_cur, + 'months' ) stats_tab = tabulate( [[month['date'], From a547001601f785f5c6d2171edc8a52159241e07d Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 8 Jun 2022 20:09:51 +0200 Subject: [PATCH 3/5] Reduce Telegram "unit" stats --- freqtrade/rpc/telegram.py | 158 ++++++++++++++++---------------------- 1 file changed, 65 insertions(+), 93 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 5efdcdbed..e64ab7b8a 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -6,6 +6,7 @@ This module manage Telegram communication import json import logging import re +from dataclasses import dataclass from datetime import date, datetime, timedelta from functools import partial from html import escape @@ -37,6 +38,15 @@ logger.debug('Included module rpc.telegram ...') MAX_TELEGRAM_MESSAGE_LENGTH = 4096 +@dataclass +class TimeunitMappings: + header: str + message: str + message2: str + callback: str + default: int + + def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]: """ Decorator to check if the message comes from the correct chat_id @@ -563,6 +573,58 @@ class Telegram(RPCHandler): except RPCException as e: self._send_msg(str(e)) + @authorized_only + def _timeunit_stats(self, update: Update, context: CallbackContext, unit: str) -> None: + """ + Handler for /daily + Returns a daily profit (in BTC) over the last n days. + :param bot: telegram bot + :param update: message update + :return: None + """ + + vals = { + 'days': TimeunitMappings('Day', 'Daily', 'days', 'update_daily', 7), + 'weeks': TimeunitMappings('Monday', 'Weekly', 'weeks (starting from Monday)', + 'update_weekly', 8), + 'months': TimeunitMappings('Month', 'Monthly', 'months', 'update_monthly', 6), + } + val = vals[unit] + + stake_cur = self._config['stake_currency'] + fiat_disp_cur = self._config.get('fiat_display_currency', '') + try: + timescale = int(context.args[0]) if context.args else val.default + except (TypeError, ValueError, IndexError): + timescale = val.default + try: + stats = self._rpc._rpc_timeunit_profit( + timescale, + stake_cur, + fiat_disp_cur, + unit + ) + stats_tab = tabulate( + [[day['date'], + f"{round_coin_value(day['abs_profit'], stats['stake_currency'])}", + f"{day['fiat_value']:.3f} {stats['fiat_display_currency']}", + f"{day['trade_count']} trades"] for day in stats['data']], + headers=[ + val.header, + f'Profit {stake_cur}', + f'Profit {fiat_disp_cur}', + 'Trades', + ], + tablefmt='simple') + message = ( + f'{val.message} Profit over the last {timescale} {val.message2}:\n' + f'
{stats_tab}
' + ) + self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True, + callback_path=val.callback, query=update.callback_query) + except RPCException as e: + self._send_msg(str(e)) + @authorized_only def _daily(self, update: Update, context: CallbackContext) -> None: """ @@ -572,36 +634,7 @@ class Telegram(RPCHandler): :param update: message update :return: None """ - stake_cur = self._config['stake_currency'] - fiat_disp_cur = self._config.get('fiat_display_currency', '') - try: - timescale = int(context.args[0]) if context.args else 7 - except (TypeError, ValueError, IndexError): - timescale = 7 - try: - stats = self._rpc._rpc_timeunit_profit( - timescale, - stake_cur, - fiat_disp_cur, - 'days' - ) - stats_tab = tabulate( - [[day['date'], - f"{round_coin_value(day['abs_profit'], stats['stake_currency'])}", - f"{day['fiat_value']:.3f} {stats['fiat_display_currency']}", - f"{day['trade_count']} trades"] for day in stats['data']], - headers=[ - 'Day', - f'Profit {stake_cur}', - f'Profit {fiat_disp_cur}', - 'Trades', - ], - tablefmt='simple') - message = f'Daily Profit over the last {timescale} days:\n
{stats_tab}
' - self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True, - callback_path="update_daily", query=update.callback_query) - except RPCException as e: - self._send_msg(str(e)) + self._timeunit_stats(update, context, 'days') @authorized_only def _weekly(self, update: Update, context: CallbackContext) -> None: @@ -612,37 +645,7 @@ class Telegram(RPCHandler): :param update: message update :return: None """ - stake_cur = self._config['stake_currency'] - fiat_disp_cur = self._config.get('fiat_display_currency', '') - try: - timescale = int(context.args[0]) if context.args else 8 - except (TypeError, ValueError, IndexError): - timescale = 8 - try: - stats = self._rpc._rpc_timeunit_profit( - timescale, - stake_cur, - fiat_disp_cur, - 'weeks' - ) - stats_tab = tabulate( - [[week['date'], - f"{round_coin_value(week['abs_profit'], stats['stake_currency'])}", - f"{week['fiat_value']:.3f} {stats['fiat_display_currency']}", - f"{week['trade_count']} trades"] for week in stats['data']], - headers=[ - 'Monday', - f'Profit {stake_cur}', - f'Profit {fiat_disp_cur}', - 'Trades', - ], - tablefmt='simple') - message = f'Weekly Profit over the last {timescale} weeks ' \ - f'(starting from Monday):\n
{stats_tab}
' - self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True, - callback_path="update_weekly", query=update.callback_query) - except RPCException as e: - self._send_msg(str(e)) + self._timeunit_stats(update, context, 'weeks') @authorized_only def _monthly(self, update: Update, context: CallbackContext) -> None: @@ -653,38 +656,7 @@ class Telegram(RPCHandler): :param update: message update :return: None """ - stake_cur = self._config['stake_currency'] - fiat_disp_cur = self._config.get('fiat_display_currency', '') - try: - timescale = int(context.args[0]) if context.args else 6 - except (TypeError, ValueError, IndexError): - timescale = 6 - try: - stats = self._rpc._rpc_timeunit_profit( - timescale, - stake_cur, - fiat_disp_cur, - 'months' - ) - stats_tab = tabulate( - [[month['date'], - f"{round_coin_value(month['abs_profit'], stats['stake_currency'])}", - f"{month['fiat_value']:.3f} {stats['fiat_display_currency']}", - f"{month['trade_count']} trades"] for month in stats['data']], - headers=[ - 'Month', - f'Profit {stake_cur}', - f'Profit {fiat_disp_cur}', - 'Trades', - ], - tablefmt='simple') - message = f'Monthly Profit over the last {timescale} months' \ - f':\n
{stats_tab}
' - self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True, - callback_path="update_monthly", query=update.callback_query) - except RPCException as e: - self._send_msg(str(e)) - + self._timeunit_stats(update, context, 'months') @authorized_only def _profit(self, update: Update, context: CallbackContext) -> None: """ From 88f8cbe17278f21d459a323d66d85cbe6c03db48 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Jun 2022 06:45:22 +0200 Subject: [PATCH 4/5] Update tests to reflect new naming --- freqtrade/rpc/telegram.py | 1 + tests/rpc/test_rpc.py | 8 ++++---- 2 files changed, 5 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index e64ab7b8a..27eb04b89 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -657,6 +657,7 @@ class Telegram(RPCHandler): :return: None """ self._timeunit_stats(update, context, 'months') + @authorized_only def _profit(self, update: Update, context: CallbackContext) -> None: """ diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 95645c8ba..e1f40bcd2 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -284,8 +284,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: assert isnan(fiat_profit_sum) -def test_rpc_daily_profit(default_conf, update, ticker, fee, - limit_buy_order, limit_sell_order, markets, mocker) -> None: +def test__rpc_timeunit_profit(default_conf, update, ticker, fee, + limit_buy_order, limit_sell_order, markets, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -316,7 +316,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee, # Try valid data update.message.text = '/daily 2' - days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency) + days = rpc._rpc_timeunit_profit(7, stake_currency, fiat_display_currency) assert len(days['data']) == 7 assert days['stake_currency'] == default_conf['stake_currency'] assert days['fiat_display_currency'] == default_conf['fiat_display_currency'] @@ -332,7 +332,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee, # Try invalid data with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'): - rpc._rpc_daily_profit(0, stake_currency, fiat_display_currency) + rpc._rpc_timeunit_profit(0, stake_currency, fiat_display_currency) @pytest.mark.parametrize('is_short', [True, False]) From 8fb743b91d33d7187c32765a6c6f3c2c5d7fd2eb Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Jun 2022 20:13:26 +0200 Subject: [PATCH 5/5] improve variable wording --- freqtrade/rpc/telegram.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 27eb04b89..106a5f011 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -605,10 +605,10 @@ class Telegram(RPCHandler): unit ) stats_tab = tabulate( - [[day['date'], - f"{round_coin_value(day['abs_profit'], stats['stake_currency'])}", - f"{day['fiat_value']:.3f} {stats['fiat_display_currency']}", - f"{day['trade_count']} trades"] for day in stats['data']], + [[period['date'], + f"{round_coin_value(period['abs_profit'], stats['stake_currency'])}", + f"{period['fiat_value']:.3f} {stats['fiat_display_currency']}", + f"{period['trade_count']} trades"] for period in stats['data']], headers=[ val.header, f'Profit {stake_cur}',