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Add trading volume to /profit output

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This commit is contained in:
Matthias 2022-06-18 11:40:32 +02:00
parent 6a15d36d14
commit 40c9abc7e1
4 changed files with 20 additions and 0 deletions
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16
freqtrade/persistence/trade_model.py
View File

@ -1352,3 +1352,19 @@ class Trade(_DECL_BASE, LocalTrade):
.group_by(Trade.pair) \ .group_by(Trade.pair) \
.order_by(desc('profit_sum')).first() .order_by(desc('profit_sum')).first()
return best_pair return best_pair
@staticmethod
def get_trading_volume(start_date: datetime = datetime.fromtimestamp(0)) -> float:
"""
Get Trade volume based on Orders
NOTE: Not supported in Backtesting.
:returns: Tuple containing (pair, profit_sum)
"""
trading_volume = Order.query.with_entities(
func.sum(Order.cost).label('volume')
).filter(
(Order.order_filled_date >= start_date)
& (Order.status == 'closed')
) \
.scalar()
return trading_volume

2
freqtrade/rpc/rpc.py
View File

@ -452,6 +452,7 @@ class RPC:
profit_all_ratio.append(profit_ratio) profit_all_ratio.append(profit_ratio)
best_pair = Trade.get_best_pair(start_date) best_pair = Trade.get_best_pair(start_date)
trading_volume = Trade.get_trading_volume(start_date)
# Prepare data to display # Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8) profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
@ -531,6 +532,7 @@ class RPC:
'profit_factor': profit_factor, 'profit_factor': profit_factor,
'max_drawdown': max_drawdown, 'max_drawdown': max_drawdown,
'max_drawdown_abs': max_drawdown_abs, 'max_drawdown_abs': max_drawdown_abs,
'trading_volume': trading_volume,
} }
def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict: def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:

1
freqtrade/rpc/telegram.py
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@ -737,6 +737,7 @@ class Telegram(RPCHandler):
markdown_msg += ( markdown_msg += (
f"\n*Avg. Duration:* `{avg_duration}`\n" f"\n*Avg. Duration:* `{avg_duration}`\n"
f"*Best Performing:* `{best_pair}: {best_pair_profit_ratio:.2%}`\n" f"*Best Performing:* `{best_pair}: {best_pair_profit_ratio:.2%}`\n"
f"*Trading volume:* `{round_coin_value(stats['trading_volume'], stake_cur)}`\n"
f"*Profit factor:* `{stats['profit_factor']:.2f}`\n" f"*Profit factor:* `{stats['profit_factor']:.2f}`\n"
f"*Max Drawdown:* `{stats['max_drawdown']:.2%} " f"*Max Drawdown:* `{stats['max_drawdown']:.2%} "
f"({round_coin_value(stats['max_drawdown_abs'], stake_cur)})`" f"({round_coin_value(stats['max_drawdown_abs'], stake_cur)})`"

1
tests/rpc/test_rpc_telegram.py
View File

@ -706,6 +706,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f
assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0] assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0]
assert '*Max Drawdown:*' in msg_mock.call_args_list[-1][0][0] assert '*Max Drawdown:*' in msg_mock.call_args_list[-1][0][0]
assert '*Profit factor:*' in msg_mock.call_args_list[-1][0][0] assert '*Profit factor:*' in msg_mock.call_args_list[-1][0][0]
assert '*Trading volume:* `60 USDT`' in msg_mock.call_args_list[-1][0][0]
@pytest.mark.parametrize('is_short', [True, False]) @pytest.mark.parametrize('is_short', [True, False])