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Update statistics output

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This commit is contained in:
Matthias 2022-06-13 06:46:34 +02:00
parent 7619fd08d6
commit 390e600f55
2 changed files with 78 additions and 113 deletions
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104
tests/conftest_trades_usdt.py
View File

@ -20,36 +20,60 @@ def direc(is_short: bool):
def mock_order_usdt_1(is_short: bool): def mock_order_usdt_1(is_short: bool):
return { return {
'id': f'1234_{direc(is_short)}', 'id': f'prod_entry_1_{direc(is_short)}',
'symbol': 'ADA/USDT', 'symbol': 'LTC/USDT',
'status': 'closed', 'status': 'closed',
'side': entry_side(is_short), 'side': entry_side(is_short),
'type': 'limit', 'type': 'limit',
'price': 2.0, 'price': 10.0,
'amount': 10.0, 'amount': 2.0,
'filled': 10.0, 'filled': 2.0,
'remaining': 0.0,
}
def mock_order_usdt_1_exit(is_short: bool):
return {
'id': f'prod_exit_1_{direc(is_short)}',
'symbol': 'LTC/USDT',
'status': 'closed',
'side': exit_side(is_short),
'type': 'limit',
'price': 8.0,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0, 'remaining': 0.0,
} }
def mock_trade_usdt_1(fee, is_short: bool): def mock_trade_usdt_1(fee, is_short: bool):
"""
Simulate prod entry with open sell order
"""
trade = Trade( trade = Trade(
pair='ADA/USDT', pair='LTC/USDT',
stake_amount=20.0, stake_amount=20.0,
amount=10.0, amount=2.0,
amount_requested=10.0, amount_requested=2.0,
open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
is_open=True, is_open=False,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17), open_rate=10.0,
open_rate=2.0, close_rate=8.0,
close_profit=-0.2,
close_profit_abs=-4.0,
exchange='binance', exchange='binance',
open_order_id=f'1234_{direc(is_short)}', strategy='SampleStrategy',
strategy='StrategyTestV2', open_order_id=f'prod_exit_1_{direc(is_short)}',
timeframe=5, timeframe=5,
is_short=is_short, is_short=is_short,
) )
o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'ADA/USDT', entry_side(is_short)) o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'LTC/USDT', entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_1_exit(is_short),
'LTC/USDT', exit_side(is_short))
trade.orders.append(o) trade.orders.append(o)
return trade return trade
@ -330,59 +354,35 @@ def mock_trade_usdt_6(fee, is_short: bool):
def mock_order_usdt_7(is_short: bool): def mock_order_usdt_7(is_short: bool):
return { return {
'id': f'prod_entry_7_{direc(is_short)}', 'id': f'1234_{direc(is_short)}',
'symbol': 'LTC/USDT', 'symbol': 'ADA/USDT',
'status': 'closed', 'status': 'closed',
'side': entry_side(is_short), 'side': entry_side(is_short),
'type': 'limit', 'type': 'limit',
'price': 10.0, 'price': 2.0,
'amount': 2.0, 'amount': 10.0,
'filled': 2.0, 'filled': 10.0,
'remaining': 0.0,
}
def mock_order_usdt_7_exit(is_short: bool):
return {
'id': f'prod_exit_7_{direc(is_short)}',
'symbol': 'LTC/USDT',
'status': 'closed',
'side': exit_side(is_short),
'type': 'limit',
'price': 8.0,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0, 'remaining': 0.0,
} }
def mock_trade_usdt_7(fee, is_short: bool): def mock_trade_usdt_7(fee, is_short: bool):
"""
Simulate prod entry with open sell order
"""
trade = Trade( trade = Trade(
pair='LTC/USDT', pair='ADA/USDT',
stake_amount=20.0, stake_amount=20.0,
amount=2.0, amount=10.0,
amount_requested=2.0, amount_requested=10.0,
open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
is_open=False, is_open=True,
open_rate=10.0, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
close_rate=8.0, open_rate=2.0,
close_profit=-0.2,
close_profit_abs=-4.0,
exchange='binance', exchange='binance',
strategy='SampleStrategy', open_order_id=f'1234_{direc(is_short)}',
open_order_id=f'prod_exit_7_{direc(is_short)}', strategy='StrategyTestV2',
timeframe=5, timeframe=5,
is_short=is_short, is_short=is_short,
) )
o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'LTC/USDT', entry_side(is_short)) o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'ADA/USDT', entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_7_exit(is_short),
'LTC/USDT', exit_side(is_short))
trade.orders.append(o) trade.orders.append(o)
return trade return trade

87
tests/rpc/test_rpc.py
View File

@ -407,13 +407,9 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
assert stoploss_mock.call_count == 0 assert stoploss_mock.call_count == 0
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, def test_rpc_trade_statistics11(default_conf_usdt, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None: mocker) -> None:
mocker.patch.multiple( mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1)
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
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',
@ -421,10 +417,9 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
get_fee=fee, get_fee=fee,
) )
freqtradebot = get_patched_freqtradebot(mocker, default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
patch_get_signal(freqtradebot) stake_currency = default_conf_usdt['stake_currency']
stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf_usdt['fiat_display_currency']
fiat_display_currency = default_conf['fiat_display_currency']
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter() rpc._fiat_converter = CryptoToFiatConverter()
@ -437,62 +432,32 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
assert res['latest_trade_timestamp'] == 0 assert res['latest_trade_timestamp'] == 0
# Create some test data # Create some test data
freqtradebot.enter_positions() create_mock_trades_usdt(fee)
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'sell')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05) assert pytest.approx(stats['profit_closed_coin']) == 9.83
assert prec_satoshi(stats['profit_closed_percent_mean'], 6.2) assert pytest.approx(stats['profit_closed_percent_mean']) == -1.67
assert prec_satoshi(stats['profit_closed_fiat'], 0.93255) assert pytest.approx(stats['profit_closed_fiat']) == 10.813
assert prec_satoshi(stats['profit_all_coin'], 5.802e-05) assert pytest.approx(stats['profit_all_coin']) == -77.45964918
assert prec_satoshi(stats['profit_all_percent_mean'], 2.89) assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
assert prec_satoshi(stats['profit_all_fiat'], 0.8703) assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
assert stats['trade_count'] == 2 assert stats['trade_count'] == 7
assert stats['first_trade_date'] == 'just now' assert stats['first_trade_date'] == '2 days ago'
assert stats['latest_trade_date'] == 'just now' assert stats['latest_trade_date'] == '17 minutes ago'
assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02') assert stats['avg_duration'] in ('0:17:40')
assert stats['best_pair'] == 'ETH/BTC' assert stats['best_pair'] == 'XRP/USDT'
assert prec_satoshi(stats['best_rate'], 6.2) assert stats['best_rate'] == 10.0
# Test non-available pair # Test non-available pair
mocker.patch('freqtrade.exchange.Exchange.get_rate', mocker.patch('freqtrade.exchange.Exchange.get_rate',
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available"))) MagicMock(side_effect=ExchangeError("Pair 'XRP/USDT' not available")))
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert stats['trade_count'] == 2 assert stats['trade_count'] == 7
assert stats['first_trade_date'] == 'just now' assert stats['first_trade_date'] == '2 days ago'
assert stats['latest_trade_date'] == 'just now' assert stats['latest_trade_date'] == '17 minutes ago'
assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02') assert stats['avg_duration'] in ('0:17:40')
assert stats['best_pair'] == 'ETH/BTC' assert stats['best_pair'] == 'XRP/USDT'
assert prec_satoshi(stats['best_rate'], 6.2) assert stats['best_rate'] == 10.0
assert isnan(stats['profit_all_coin']) assert isnan(stats['profit_all_coin'])