From 457e738b4a049cbc522987612dc2e4bd91b272e9 Mon Sep 17 00:00:00 2001
From: Sergey Khliustin <sergey.khliustin@gmail.com>
Date: Thu, 16 Sep 2021 14:48:02 +0300
Subject: [PATCH] Added days parameter to PerformanceFilter

---
 freqtrade/persistence/models.py               | 28 ++++++++++++++++++-
 .../plugins/pairlist/PerformanceFilter.py     | 15 ++++++++--
 2 files changed, 40 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 8c8c1e0a9..91a26eba7 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -2,7 +2,7 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
-from datetime import datetime, timezone
+from datetime import datetime, timezone, timedelta
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
@@ -856,6 +856,32 @@ class Trade(_DECL_BASE, LocalTrade):
             for pair, profit, profit_abs, count in pair_rates
         ]
 
+    @staticmethod
+    def get_performance(days: int) -> List[Dict[str, Any]]:
+        """
+        Returns List of dicts containing all Trades, including profit and trade count
+        NOTE: Not supported in Backtesting.
+        """
+        start_date = datetime.today() - timedelta(days)
+        pair_rates = Trade.query.with_entities(
+            Trade.pair,
+            func.sum(Trade.close_profit).label('profit_sum'),
+            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+            func.count(Trade.pair).label('count')
+        ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))\
+            .group_by(Trade.pair) \
+            .order_by(desc('profit_sum_abs')) \
+            .all()
+        return [
+            {
+                'pair': pair,
+                'profit': profit,
+                'profit_abs': profit_abs,
+                'count': count
+            }
+            for pair, profit, profit_abs, count in pair_rates
+        ]
+
     @staticmethod
     def get_best_pair(start_date: datetime = datetime.fromtimestamp(0)):
         """
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 46a289ae6..4d530fe88 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -2,11 +2,12 @@
 Performance pair list filter
 """
 import logging
-from typing import Dict, List
+from typing import Dict, List, Any
 
 import pandas as pd
 
 from freqtrade.persistence import Trade
+from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -15,6 +16,13 @@ logger = logging.getLogger(__name__)
 
 class PerformanceFilter(IPairList):
 
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._days = pairlistconfig.get('days', 0)
+
     @property
     def needstickers(self) -> bool:
         """
@@ -40,7 +48,10 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         try:
-            performance = pd.DataFrame(Trade.get_overall_performance())
+            if self._days > 0:
+                performance = pd.DataFrame(Trade.get_performance(self._days))
+            else:
+                performance = pd.DataFrame(Trade.get_overall_performance())
         except AttributeError:
             # Performancefilter does not work in backtesting.
             self.log_once("PerformanceFilter is not available in this mode.", logger.warning)