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Merge branch 'develop' into feat/short

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This commit is contained in:
Sam Germain
2022-03-03 13:51:52 -06:00
parent 1d3ce5bef4 c0e12d632f
commit 488da9b875
39 changed files with 604 additions and 210 deletions
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10
freqtrade/rpc/api_server/api_backtest.py
View File

@@ -8,7 +8,7 @@ from freqtrade.configuration.config_validation import validate_config_consistenc
from freqtrade.enums import BacktestState
from freqtrade.exceptions import DependencyException
from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
from freqtrade.rpc.api_server.deps import get_config
from freqtrade.rpc.api_server.deps import get_config, is_webserver_mode
from freqtrade.rpc.api_server.webserver import ApiServer
from freqtrade.rpc.rpc import RPCException
@@ -22,7 +22,7 @@ router = APIRouter()
@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
# flake8: noqa: C901
async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
config=Depends(get_config)):
config=Depends(get_config), ws_mode=Depends(is_webserver_mode)):
"""Start backtesting if not done so already"""
if ApiServer._bgtask_running:
raise RPCException('Bot Background task already running')
@@ -121,7 +121,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_get_backtest():
def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
"""
Get backtesting result.
Returns Result after backtesting has been ran.
@@ -157,7 +157,7 @@ def api_get_backtest():
@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_delete_backtest():
def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
"""Reset backtesting"""
if ApiServer._bgtask_running:
return {
@@ -183,7 +183,7 @@ def api_delete_backtest():
@router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_backtest_abort():
def api_backtest_abort(ws_mode=Depends(is_webserver_mode)):
if not ApiServer._bgtask_running:
return {
"status": "not_running",

17
freqtrade/rpc/api_server/api_schemas.py
View File

@@ -184,6 +184,22 @@ class ShowConfig(BaseModel):
max_entry_position_adjustment: int
class OrderSchema(BaseModel):
pair: str
order_id: str
status: str
remaining: float
amount: float
safe_price: float
cost: float
filled: float
ft_order_side: str
order_type: str
is_open: bool
order_timestamp: Optional[int]
order_filled_timestamp: Optional[int]
class TradeSchema(BaseModel):
trade_id: int
pair: str
@@ -233,6 +249,7 @@ class TradeSchema(BaseModel):
min_rate: Optional[float]
max_rate: Optional[float]
open_order_id: Optional[str]
orders: List[OrderSchema]
leverage: Optional[float]
interest_rate: Optional[float]

4
freqtrade/rpc/api_server/api_v1.py
View File

@@ -34,8 +34,8 @@ logger = logging.getLogger(__name__)
# 1.12: add blacklist delete endpoint
# 1.13: forcebuy supports stake_amount
# versions 2.xx -> futures/short branch
# 2.13: addition of Forceenter
API_VERSION = 2.13
# 2.14: Add entry/exit orders to trade response
API_VERSION = 2.14
# Public API, requires no auth.
router_public = APIRouter()

7
freqtrade/rpc/api_server/deps.py
View File

@@ -2,6 +2,7 @@ from typing import Any, Dict, Iterator, Optional
from fastapi import Depends
from freqtrade.enums import RunMode
from freqtrade.persistence import Trade
from freqtrade.rpc.rpc import RPC, RPCException
@@ -38,3 +39,9 @@ def get_exchange(config=Depends(get_config)):
ApiServer._exchange = ExchangeResolver.load_exchange(
config['exchange']['name'], config)
return ApiServer._exchange
def is_webserver_mode(config=Depends(get_config)):
if config['runmode'] != RunMode.WEBSERVER:
raise RPCException('Bot is not in the correct state')
return None

52
freqtrade/rpc/telegram.py
View File

@@ -389,46 +389,52 @@ class Telegram(RPCHandler):
else:
return "\N{CROSS MARK}"
def _prepare_entry_details(self, filled_orders, base_currency, is_open):
def _prepare_entry_details(self, filled_orders: List, base_currency: str, is_open: bool):
"""
Prepare details of trade with entry adjustment enabled
"""
lines = []
lines: List[str] = []
if len(filled_orders) > 0:
first_avg = filled_orders[0]["safe_price"]
for x, order in enumerate(filled_orders):
if order['ft_order_side'] != 'buy':
continue
cur_entry_datetime = arrow.get(order["order_filled_date"])
cur_entry_amount = order["amount"]
cur_entry_average = order["average"]
cur_entry_average = order["safe_price"]
lines.append(" ")
if x == 0:
lines.append("*Entry #{}:*".format(x+1))
lines.append("*Entry Amount:* {} ({:.8f} {})"
.format(cur_entry_amount, order["cost"], base_currency))
lines.append("*Average Entry Price:* {}".format(cur_entry_average))
lines.append(f"*Entry #{x+1}:*")
lines.append(
f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})")
lines.append(f"*Average Entry Price:* {cur_entry_average}")
else:
sumA = 0
sumB = 0
for y in range(x):
sumA += (filled_orders[y]["amount"] * filled_orders[y]["average"])
sumA += (filled_orders[y]["amount"] * filled_orders[y]["safe_price"])
sumB += filled_orders[y]["amount"]
prev_avg_price = sumA/sumB
price_to_1st_entry = ((cur_entry_average - filled_orders[0]["average"])
/ filled_orders[0]["average"])
minus_on_entry = (cur_entry_average - prev_avg_price)/prev_avg_price
prev_avg_price = sumA / sumB
price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg)
minus_on_entry = 0
if prev_avg_price:
minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
dur_entry = cur_entry_datetime - arrow.get(filled_orders[x-1]["order_filled_date"])
days = dur_entry.days
hours, remainder = divmod(dur_entry.seconds, 3600)
minutes, seconds = divmod(remainder, 60)
lines.append("*Entry #{}:* at {:.2%} avg profit".format(x+1, minus_on_entry))
lines.append(f"*Entry #{x+1}:* at {minus_on_entry:.2%} avg profit")
if is_open:
lines.append("({})".format(cur_entry_datetime
.humanize(granularity=["day", "hour", "minute"])))
lines.append("*Entry Amount:* {} ({:.8f} {})"
.format(cur_entry_amount, order["cost"], base_currency))
lines.append("*Average Entry Price:* {} ({:.2%} from 1st entry rate)"
.format(cur_entry_average, price_to_1st_entry))
lines.append("*Order filled at:* {}".format(order["order_filled_date"]))
lines.append("({}d {}h {}m {}s from previous entry)"
.format(days, hours, minutes, seconds))
lines.append(
f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})")
lines.append(f"*Average Entry Price:* {cur_entry_average} "
f"({price_to_1st_entry:.2%} from 1st entry rate)")
lines.append(f"*Order filled at:* {order['order_filled_date']}")
lines.append(f"({days}d {hours}h {minutes}m {seconds}s from previous entry)")
return lines
@authorized_only
@@ -459,7 +465,7 @@ class Telegram(RPCHandler):
messages = []
for r in results:
r['open_date_hum'] = arrow.get(r['open_date']).humanize()
r['num_entries'] = len(r['filled_entry_orders'])
r['num_entries'] = len([o for o in r['orders'] if o['ft_order_side'] == 'buy'])
r['sell_reason'] = r.get('sell_reason', "")
lines = [
"*Trade ID:* `{trade_id}`" +
@@ -505,8 +511,8 @@ class Telegram(RPCHandler):
lines.append("*Open Order:* `{open_order}`")
lines_detail = self._prepare_entry_details(
r['filled_entry_orders'], r['base_currency'], r['is_open'])
lines.extend((lines_detail if (len(r['filled_entry_orders']) > 1) else ""))
r['orders'], r['base_currency'], r['is_open'])
lines.extend(lines_detail if lines_detail else "")
# Filter empty lines using list-comprehension
messages.append("\n".join([line for line in lines if line]).format(**r))