Merge pull request #6957 from freqtrade/rpc_consolidate_daily

Rpc consolidate daily
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Matthias 2022-06-10 06:39:59 +02:00 committed by GitHub
commit 2218313f5c
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4 changed files with 95 additions and 189 deletions

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@ -86,8 +86,8 @@ def stats(rpc: RPC = Depends(get_rpc)):
@router.get('/daily', response_model=Daily, tags=['info']) @router.get('/daily', response_model=Daily, tags=['info'])
def daily(timescale: int = 7, rpc: RPC = Depends(get_rpc), config=Depends(get_config)): def daily(timescale: int = 7, rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
return rpc._rpc_daily_profit(timescale, config['stake_currency'], return rpc._rpc_timeunit_profit(timescale, config['stake_currency'],
config.get('fiat_display_currency', '')) config.get('fiat_display_currency', ''))
@router.get('/status', response_model=List[OpenTradeSchema], tags=['info']) @router.get('/status', response_model=List[OpenTradeSchema], tags=['info'])

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@ -283,32 +283,47 @@ class RPC:
columns.append('# Entries') columns.append('# Entries')
return trades_list, columns, fiat_profit_sum return trades_list, columns, fiat_profit_sum
def _rpc_daily_profit( def _rpc_timeunit_profit(
self, timescale: int, self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: stake_currency: str, fiat_display_currency: str,
today = datetime.now(timezone.utc).date() timeunit: str = 'days') -> Dict[str, Any]:
profit_days: Dict[date, Dict] = {} """
: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)
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): if not (isinstance(timescale, int) and timescale > 0):
raise RPCException('timescale must be an integer greater than 0') raise RPCException('timescale must be an integer greater than 0')
for day in range(0, timescale): for day in range(0, timescale):
profitday = today - timedelta(days=day) profitday = start_date - time_offset(day)
trades = Trade.get_trades(trade_filter=[ trades = Trade.get_trades(trade_filter=[
Trade.is_open.is_(False), Trade.is_open.is_(False),
Trade.close_date >= profitday, Trade.close_date >= profitday,
Trade.close_date < (profitday + timedelta(days=1)) Trade.close_date < (profitday + time_offset(1))
]).order_by(Trade.close_date).all() ]).order_by(Trade.close_date).all()
curdayprofit = sum( curdayprofit = sum(
trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None) trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
profit_days[profitday] = { profit_units[profitday] = {
'amount': curdayprofit, 'amount': curdayprofit,
'trades': len(trades) 'trades': len(trades)
} }
data = [ data = [
{ {
'date': key, 'date': f"{key.year}-{key.month:02d}" if timeunit == 'months' else key,
'abs_profit': value["amount"], 'abs_profit': value["amount"],
'fiat_value': self._fiat_converter.convert_amount( 'fiat_value': self._fiat_converter.convert_amount(
value['amount'], value['amount'],
@ -317,92 +332,7 @@ class RPC:
) if self._fiat_converter else 0, ) if self._fiat_converter else 0,
'trade_count': value["trades"], 'trade_count': value["trades"],
} }
for key, value in profit_days.items() for key, value in profit_units.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()
]
return {
'stake_currency': stake_currency,
'fiat_display_currency': fiat_display_currency,
'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 { return {
'stake_currency': stake_currency, 'stake_currency': stake_currency,

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@ -6,6 +6,7 @@ This module manage Telegram communication
import json import json
import logging import logging
import re import re
from dataclasses import dataclass
from datetime import date, datetime, timedelta from datetime import date, datetime, timedelta
from functools import partial from functools import partial
from html import escape from html import escape
@ -37,6 +38,15 @@ logger.debug('Included module rpc.telegram ...')
MAX_TELEGRAM_MESSAGE_LENGTH = 4096 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]: def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
""" """
Decorator to check if the message comes from the correct chat_id Decorator to check if the message comes from the correct chat_id
@ -563,6 +573,58 @@ class Telegram(RPCHandler):
except RPCException as e: except RPCException as e:
self._send_msg(str(e)) self._send_msg(str(e))
@authorized_only
def _timeunit_stats(self, update: Update, context: CallbackContext, unit: str) -> None:
"""
Handler for /daily <n>
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(
[[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}',
f'Profit {fiat_disp_cur}',
'Trades',
],
tablefmt='simple')
message = (
f'<b>{val.message} Profit over the last {timescale} {val.message2}</b>:\n'
f'<pre>{stats_tab}</pre>'
)
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 @authorized_only
def _daily(self, update: Update, context: CallbackContext) -> None: def _daily(self, update: Update, context: CallbackContext) -> None:
""" """
@ -572,35 +634,7 @@ class Telegram(RPCHandler):
:param update: message update :param update: message update
:return: None :return: None
""" """
stake_cur = self._config['stake_currency'] self._timeunit_stats(update, context, 'days')
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_daily_profit(
timescale,
stake_cur,
fiat_disp_cur
)
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'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
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))
@authorized_only @authorized_only
def _weekly(self, update: Update, context: CallbackContext) -> None: def _weekly(self, update: Update, context: CallbackContext) -> None:
@ -611,36 +645,7 @@ class Telegram(RPCHandler):
:param update: message update :param update: message update
:return: None :return: None
""" """
stake_cur = self._config['stake_currency'] self._timeunit_stats(update, context, 'weeks')
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_weekly_profit(
timescale,
stake_cur,
fiat_disp_cur
)
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'<b>Weekly Profit over the last {timescale} weeks ' \
f'(starting from Monday)</b>:\n<pre>{stats_tab}</pre> '
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))
@authorized_only @authorized_only
def _monthly(self, update: Update, context: CallbackContext) -> None: def _monthly(self, update: Update, context: CallbackContext) -> None:
@ -651,36 +656,7 @@ class Telegram(RPCHandler):
:param update: message update :param update: message update
:return: None :return: None
""" """
stake_cur = self._config['stake_currency'] self._timeunit_stats(update, context, 'months')
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_monthly_profit(
timescale,
stake_cur,
fiat_disp_cur
)
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'<b>Monthly Profit over the last {timescale} months' \
f'</b>:\n<pre>{stats_tab}</pre> '
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))
@authorized_only @authorized_only
def _profit(self, update: Update, context: CallbackContext) -> None: def _profit(self, update: Update, context: CallbackContext) -> None:

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@ -284,8 +284,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert isnan(fiat_profit_sum) assert isnan(fiat_profit_sum)
def test_rpc_daily_profit(default_conf, update, ticker, fee, def test__rpc_timeunit_profit(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None: limit_buy_order, limit_sell_order, markets, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
@ -316,7 +316,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
# Try valid data # Try valid data
update.message.text = '/daily 2' 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 len(days['data']) == 7
assert days['stake_currency'] == default_conf['stake_currency'] assert days['stake_currency'] == default_conf['stake_currency']
assert days['fiat_display_currency'] == default_conf['fiat_display_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 # Try invalid data
with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'): 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]) @pytest.mark.parametrize('is_short', [True, False])