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Merge pull request #6964 from freqtrade/rpc_rel_daily

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Telegram / api daily relative profit
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Matthias 2022-06-11 19:31:32 +02:00 committed by GitHub
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7 changed files with 54 additions and 40 deletions
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30
docs/telegram-usage.md
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@ -328,11 +328,11 @@ Per default `/daily` will return the 7 last days. The example below if for `/dai
> **Daily Profit over the last 3 days:** > **Daily Profit over the last 3 days:**
``` ```
Day Profit BTC Profit USD Day (count) USDT USD Profit %
---------- -------------- ------------ -------------- ------------ ---------- ----------
2018-01-03 0.00224175 BTC 29,142 USD 2022-06-11 (1) -0.746 USDT -0.75 USD -0.08%
2018-01-02 0.00033131 BTC 4,307 USD 2022-06-10 (0) 0 USDT 0.00 USD 0.00%
2018-01-01 0.00269130 BTC 34.986 USD 2022-06-09 (5) 20 USDT 20.10 USD 5.00%
``` ```
### /weekly <n> ### /weekly <n>
@ -342,11 +342,11 @@ from Monday. The example below if for `/weekly 3`:
> **Weekly Profit over the last 3 weeks (starting from Monday):** > **Weekly Profit over the last 3 weeks (starting from Monday):**
``` ```
Monday Profit BTC Profit USD Monday (count) Profit BTC Profit USD Profit %
---------- -------------- ------------ ------------- -------------- ------------ ----------
2018-01-03 0.00224175 BTC 29,142 USD 2018-01-03 (5) 0.00224175 BTC 29,142 USD 4.98%
2017-12-27 0.00033131 BTC 4,307 USD 2017-12-27 (1) 0.00033131 BTC 4,307 USD 0.00%
2017-12-20 0.00269130 BTC 34.986 USD 2017-12-20 (4) 0.00269130 BTC 34.986 USD 5.12%
``` ```
### /monthly <n> ### /monthly <n>
@ -356,11 +356,11 @@ if for `/monthly 3`:
> **Monthly Profit over the last 3 months:** > **Monthly Profit over the last 3 months:**
``` ```
Month Profit BTC Profit USD Month (count) Profit BTC Profit USD Profit %
---------- -------------- ------------ ------------- -------------- ------------ ----------
2018-01 0.00224175 BTC 29,142 USD 2018-01 (20) 0.00224175 BTC 29,142 USD 4.98%
2017-12 0.00033131 BTC 4,307 USD 2017-12 (5) 0.00033131 BTC 4,307 USD 0.00%
2017-11 0.00269130 BTC 34.986 USD 2017-11 (10) 0.00269130 BTC 34.986 USD 5.10%
``` ```
### /whitelist ### /whitelist

2
freqtrade/rpc/api_server/api_schemas.py
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@ -120,6 +120,8 @@ class Stats(BaseModel):
class DailyRecord(BaseModel): class DailyRecord(BaseModel):
date: date date: date
abs_profit: float abs_profit: float
rel_profit: float
starting_balance: float
fiat_value: float fiat_value: float
trade_count: int trade_count: int

3
freqtrade/rpc/api_server/api_v1.py
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@ -36,7 +36,8 @@ logger = logging.getLogger(__name__)
# versions 2.xx -> futures/short branch # versions 2.xx -> futures/short branch
# 2.14: Add entry/exit orders to trade response # 2.14: Add entry/exit orders to trade response
# 2.15: Add backtest history endpoints # 2.15: Add backtest history endpoints
API_VERSION = 2.15 # 2.16: Additional daily metrics
API_VERSION = 2.16
# Public API, requires no auth. # Public API, requires no auth.
router_public = APIRouter() router_public = APIRouter()

11
freqtrade/rpc/rpc.py
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@ -302,11 +302,12 @@ class RPC:
return relativedelta(months=step) return relativedelta(months=step)
return timedelta(**{timeunit: 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')
profit_units: Dict[date, Dict] = {}
daily_stake = self._freqtrade.wallets.get_total_stake_amount()
for day in range(0, timescale): for day in range(0, timescale):
profitday = start_date - time_offset(day) profitday = start_date - time_offset(day)
# Only query for necessary columns for performance reasons. # Only query for necessary columns for performance reasons.
@ -318,8 +319,12 @@ class RPC:
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)
# Calculate this periods starting balance
daily_stake = daily_stake - curdayprofit
profit_units[profitday] = { profit_units[profitday] = {
'amount': curdayprofit, 'amount': curdayprofit,
'daily_stake': daily_stake,
'rel_profit': round(curdayprofit / daily_stake, 8) if daily_stake > 0 else 0,
'trades': len(trades), 'trades': len(trades),
} }
@ -327,6 +332,8 @@ class RPC:
{ {
'date': f"{key.year}-{key.month:02d}" if timeunit == 'months' else key, 'date': f"{key.year}-{key.month:02d}" if timeunit == 'months' else key,
'abs_profit': value["amount"], 'abs_profit': value["amount"],
'starting_balance': value["daily_stake"],
'rel_profit': value["rel_profit"],
'fiat_value': self._fiat_converter.convert_amount( 'fiat_value': self._fiat_converter.convert_amount(
value['amount'], value['amount'],
stake_currency, stake_currency,

12
freqtrade/rpc/telegram.py
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@ -605,14 +605,16 @@ class Telegram(RPCHandler):
unit unit
) )
stats_tab = tabulate( stats_tab = tabulate(
[[period['date'], [[f"{period['date']} ({period['trade_count']})",
f"{round_coin_value(period['abs_profit'], stats['stake_currency'])}", f"{round_coin_value(period['abs_profit'], stats['stake_currency'])}",
f"{period['fiat_value']:.2f} {stats['fiat_display_currency']}", f"{period['fiat_value']:.2f} {stats['fiat_display_currency']}",
f"{period['trade_count']} trades"] for period in stats['data']], f"{period['rel_profit']:.2%}",
] for period in stats['data']],
headers=[ headers=[
val.header, f"{val.header} (count)",
f'Profit {stake_cur}', f'{stake_cur}',
f'Profit {fiat_disp_cur}', f'{fiat_disp_cur}',
'Profit %',
'Trades', 'Trades',
], ],
tablefmt='simple') tablefmt='simple')

4
tests/rpc/test_rpc.py
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@ -311,10 +311,12 @@ def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee,
assert days['fiat_display_currency'] == default_conf_usdt['fiat_display_currency'] assert days['fiat_display_currency'] == default_conf_usdt['fiat_display_currency']
for day in days['data']: for day in days['data']:
# {'date': datetime.date(2022, 6, 11), 'abs_profit': 13.8299999, # {'date': datetime.date(2022, 6, 11), 'abs_profit': 13.8299999,
# 'starting_balance': 1055.37, 'rel_profit': 0.0131044,
# 'fiat_value': 0.0, 'trade_count': 2} # 'fiat_value': 0.0, 'trade_count': 2}
assert day['abs_profit'] in (0.0, pytest.approx(13.8299999), pytest.approx(-4.0)) assert day['abs_profit'] in (0.0, pytest.approx(13.8299999), pytest.approx(-4.0))
assert day['rel_profit'] in (0.0, pytest.approx(0.01310441), pytest.approx(-0.00377583))
assert day['trade_count'] in (0, 1, 2) assert day['trade_count'] in (0, 1, 2)
assert day['starting_balance'] in (pytest.approx(1059.37), pytest.approx(1055.37))
assert day['fiat_value'] in (0.0, ) assert day['fiat_value'] in (0.0, )
# ensure first day is current date # ensure first day is current date
assert str(days['data'][0]['date']) == str(datetime.utcnow().date()) assert str(days['data'][0]['date']) == str(datetime.utcnow().date())

32
tests/rpc/test_rpc_telegram.py
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@ -432,9 +432,9 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0] assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
assert ' 13.83 USDT' in msg_mock.call_args_list[0][0][0] assert ' 13.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 15.21 USD' in msg_mock.call_args_list[0][0][0] assert ' 15.21 USD' in msg_mock.call_args_list[0][0][0]
assert ' 2 trade' in msg_mock.call_args_list[0][0][0] assert '(2)' in msg_mock.call_args_list[0][0][0]
assert '13.83 USDT 15.21 USD 2 trades' in msg_mock.call_args_list[0][0][0] assert '(2) 13.83 USDT 15.21 USD 1.31%' in msg_mock.call_args_list[0][0][0]
assert ' 0 trade' in msg_mock.call_args_list[0][0][0] assert '(0)' in msg_mock.call_args_list[0][0][0]
# Reset msg_mock # Reset msg_mock
msg_mock.reset_mock() msg_mock.reset_mock()
@ -446,9 +446,9 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
assert str((datetime.utcnow() - timedelta(days=5)).date()) in msg_mock.call_args_list[0][0][0] assert str((datetime.utcnow() - timedelta(days=5)).date()) in msg_mock.call_args_list[0][0][0]
assert ' 13.83 USDT' in msg_mock.call_args_list[0][0][0] assert ' 13.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 15.21 USD' in msg_mock.call_args_list[0][0][0] assert ' 15.21 USD' in msg_mock.call_args_list[0][0][0]
assert ' 2 trade' in msg_mock.call_args_list[0][0][0] assert '(2)' in msg_mock.call_args_list[0][0][0]
assert ' 1 trade' in msg_mock.call_args_list[0][0][0] assert '(1)' in msg_mock.call_args_list[0][0][0]
assert ' 0 trade' in msg_mock.call_args_list[0][0][0] assert '(0)' in msg_mock.call_args_list[0][0][0]
# Reset msg_mock # Reset msg_mock
msg_mock.reset_mock() msg_mock.reset_mock()
@ -459,7 +459,7 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
telegram._daily(update=update, context=context) telegram._daily(update=update, context=context)
assert ' 13.83 USDT' in msg_mock.call_args_list[0][0][0] assert ' 13.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 15.21 USD' in msg_mock.call_args_list[0][0][0] assert ' 15.21 USD' in msg_mock.call_args_list[0][0][0]
assert ' 2 trade' in msg_mock.call_args_list[0][0][0] assert '(2)' in msg_mock.call_args_list[0][0][0]
def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
@ -521,8 +521,8 @@ def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
assert str(first_iso_day_of_current_week) in msg_mock.call_args_list[0][0][0] assert str(first_iso_day_of_current_week) in msg_mock.call_args_list[0][0][0]
assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0] assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0] assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
assert ' 3 trade' in msg_mock.call_args_list[0][0][0] assert '(3)' in msg_mock.call_args_list[0][0][0]
assert ' 0 trade' in msg_mock.call_args_list[0][0][0] assert '(0)' in msg_mock.call_args_list[0][0][0]
# Reset msg_mock # Reset msg_mock
msg_mock.reset_mock() msg_mock.reset_mock()
@ -534,8 +534,8 @@ def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
assert 'Weekly' in msg_mock.call_args_list[0][0][0] assert 'Weekly' in msg_mock.call_args_list[0][0][0]
assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0] assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0] assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
assert ' 3 trade' in msg_mock.call_args_list[0][0][0] assert '(3)' in msg_mock.call_args_list[0][0][0]
assert ' 0 trade' in msg_mock.call_args_list[0][0][0] assert '(0)' in msg_mock.call_args_list[0][0][0]
# Try invalid data # Try invalid data
msg_mock.reset_mock() msg_mock.reset_mock()
@ -589,8 +589,8 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
assert current_month in msg_mock.call_args_list[0][0][0] assert current_month in msg_mock.call_args_list[0][0][0]
assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0] assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0] assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
assert ' 3 trade' in msg_mock.call_args_list[0][0][0] assert '(3)' in msg_mock.call_args_list[0][0][0]
assert ' 0 trade' in msg_mock.call_args_list[0][0][0] assert '(0)' in msg_mock.call_args_list[0][0][0]
# Reset msg_mock # Reset msg_mock
msg_mock.reset_mock() msg_mock.reset_mock()
@ -603,8 +603,8 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
assert current_month in msg_mock.call_args_list[0][0][0] assert current_month in msg_mock.call_args_list[0][0][0]
assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0] assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0] assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
assert ' 3 trade' in msg_mock.call_args_list[0][0][0] assert '(3)' in msg_mock.call_args_list[0][0][0]
assert ' 0 trade' in msg_mock.call_args_list[0][0][0] assert '(0)' in msg_mock.call_args_list[0][0][0]
# Reset msg_mock # Reset msg_mock
msg_mock.reset_mock() msg_mock.reset_mock()
@ -617,7 +617,7 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
assert 'Monthly Profit over the last 12 months</b>:' in msg_mock.call_args_list[0][0][0] assert 'Monthly Profit over the last 12 months</b>:' in msg_mock.call_args_list[0][0][0]
assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0] assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0] assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
assert ' 3 trade' in msg_mock.call_args_list[0][0][0] assert '(3)' in msg_mock.call_args_list[0][0][0]
# The one-digit months should contain a zero, Eg: September 2021 = "2021-09" # The one-digit months should contain a zero, Eg: September 2021 = "2021-09"
# Since we loaded the last 12 months, any month should appear # Since we loaded the last 12 months, any month should appear