Matthias
GitHub
commit
4f642b769c
@ -62,8 +62,8 @@ class Configuration(object):
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conf = json.load(file)
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except FileNotFoundError:
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raise OperationalException(
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'Config file "{}" not found!'
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' Please create a config file or check whether it exists.'.format(path))
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f'Config file "{path}" not found!'
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' Please create a config file or check whether it exists.')
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if 'internals' not in conf:
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conf['internals'] = {}
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@ -109,7 +109,7 @@ class Configuration(object):
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config['db_url'] = constants.DEFAULT_DB_PROD_URL
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logger.info('Dry run is disabled')
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logger.info('Using DB: "{}"'.format(config['db_url']))
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logger.info(f'Using DB: "{config["db_url"]}"')
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# Check if the exchange set by the user is supported
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self.check_exchange(config)
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@ -626,12 +626,8 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
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# Because telegram._forcesell does not have the configuration
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# Ignore the FIAT value and does not show the stake_currency as well
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else:
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message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f})`'.format(
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gain="profit" if fmt_exp_profit > 0 else "loss",
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profit_percent=fmt_exp_profit,
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profit_coin=profit_trade
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)
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gain = "profit" if fmt_exp_profit > 0 else "loss"
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message += f'` ({gain}: {fmt_exp_profit:.2f}%, {profit_trade:.8f})`'
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# Send the message
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self.rpc.send_msg(message)
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Trade.session.flush()
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@ -74,10 +74,7 @@ def reconfigure(freqtrade: FreqtradeBot, args: Namespace) -> FreqtradeBot:
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# Create new instance
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freqtrade = FreqtradeBot(Configuration(args).get_config())
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freqtrade.rpc.send_msg(
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'*Status:* `Config reloaded ...`'.format(
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freqtrade.state.name.lower()
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)
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)
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'*Status:* `Config reloaded {freqtrade.state.name.lower()}...`')
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return freqtrade
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@ -54,11 +54,8 @@ def load_tickerdata_file(
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:return dict OR empty if unsuccesful
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"""
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path = make_testdata_path(datadir)
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pair_file_string = pair.replace('/', '_')
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file = os.path.join(path, '{pair}-{ticker_interval}.json'.format(
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pair=pair_file_string,
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ticker_interval=ticker_interval,
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))
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pair_s = pair.replace('/', '_')
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file = os.path.join(path, f'{pair_s}-{ticker_interval}.json')
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gzipfile = file + '.gz'
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# If the file does not exist we download it when None is returned.
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@ -128,13 +128,12 @@ class Hyperopt(Backtesting):
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Log results if it is better than any previous evaluation
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"""
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if results['loss'] < self.current_best_loss:
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current = results['current_tries']
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total = results['total_tries']
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res = results['result']
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loss = results['loss']
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self.current_best_loss = results['loss']
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log_msg = '\n{:5d}/{}: {}. Loss {:.5f}'.format(
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results['current_tries'],
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results['total_tries'],
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results['result'],
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results['loss']
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)
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log_msg = f'\n{current:5d}/{total}: {res}. Loss {loss:.5f}'
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print(log_msg)
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else:
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print('.', end='')
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@ -309,15 +308,16 @@ class Hyperopt(Backtesting):
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"""
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Return the format result in a string
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"""
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return ('{:6d} trades. Avg profit {: 5.2f}%. '
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'Total profit {: 11.8f} {} ({:.4f}Σ%). Avg duration {:5.1f} mins.').format(
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len(results.index),
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results.profit_percent.mean() * 100.0,
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results.profit_abs.sum(),
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self.config['stake_currency'],
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results.profit_percent.sum(),
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results.trade_duration.mean(),
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)
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trades = len(results.index)
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avg_profit = results.profit_percent.mean() * 100.0
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total_profit = results.profit_abs.sum()
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stake_cur = self.config['stake_currency']
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profit = results.profit_percent.sum()
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duration = results.trade_duration.mean()
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return (f'{trades:6d} trades. Avg profit {avg_profit: 5.2f}%. '
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f'Total profit {total_profit: 11.8f} {stake_cur} '
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f'({profit:.4f}Σ%). Avg duration {duration:5.1f} mins.')
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def get_optimizer(self, cpu_count) -> Optimizer:
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return Optimizer(
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@ -21,6 +21,7 @@ from freqtrade import OperationalException
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logger = logging.getLogger(__name__)
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_DECL_BASE: Any = declarative_base()
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_SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
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def init(config: Dict) -> None:
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@ -45,10 +46,8 @@ def init(config: Dict) -> None:
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try:
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engine = create_engine(db_url, **kwargs)
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except NoSuchModuleError:
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error = 'Given value for db_url: \'{}\' is no valid database URL! (See {}).'.format(
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db_url, 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
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)
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raise OperationalException(error)
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raise OperationalException(f'Given value for db_url: \'{db_url}\' '
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f'is no valid database URL! (See {_SQL_DOCS_URL})')
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session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
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Trade.session = session()
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@ -173,13 +172,10 @@ class Trade(_DECL_BASE):
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max_rate = Column(Float, nullable=True, default=0.0)
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def __repr__(self):
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return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format(
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self.id,
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self.pair,
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self.amount,
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self.open_rate,
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arrow.get(self.open_date).humanize() if self.is_open else 'closed'
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)
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open_since = arrow.get(self.open_date).humanize() if self.is_open else 'closed'
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return (f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, '
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f'open_rate={self.open_rate:.8f}, open_since={open_since})')
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def adjust_stop_loss(self, current_price: float, stoploss: float, initial: bool = False):
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"""this adjusts the stop loss to it's most recently observed setting"""
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@ -226,6 +222,7 @@ class Trade(_DECL_BASE):
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:param order: order retrieved by exchange.get_order()
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:return: None
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"""
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order_type = order['type']
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# Ignore open and cancelled orders
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if order['status'] == 'open' or order['price'] is None:
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return
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@ -233,16 +230,16 @@ class Trade(_DECL_BASE):
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logger.info('Updating trade (id=%d) ...', self.id)
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getcontext().prec = 8 # Bittrex do not go above 8 decimal
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if order['type'] == 'limit' and order['side'] == 'buy':
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if order_type == 'limit' and order['side'] == 'buy':
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# Update open rate and actual amount
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self.open_rate = Decimal(order['price'])
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self.amount = Decimal(order['amount'])
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logger.info('LIMIT_BUY has been fulfilled for %s.', self)
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self.open_order_id = None
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elif order['type'] == 'limit' and order['side'] == 'sell':
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elif order_type == 'limit' and order['side'] == 'sell':
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self.close(order['price'])
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else:
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raise ValueError('Unknown order type: {}'.format(order['type']))
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raise ValueError(f'Unknown order type: {order_type}')
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cleanup()
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def close(self, rate: float) -> None:
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@ -313,7 +310,8 @@ class Trade(_DECL_BASE):
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rate=(rate or self.close_rate),
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fee=(fee or self.fee_close)
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)
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return float("{0:.8f}".format(close_trade_price - open_trade_price))
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profit = close_trade_price - open_trade_price
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return float(f"{profit:.8f}")
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def calc_profit_percent(
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self,
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@ -333,5 +331,5 @@ class Trade(_DECL_BASE):
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rate=(rate or self.close_rate),
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fee=(fee or self.fee_close)
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)
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return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1))
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profit_percent = (close_trade_price / open_trade_price) - 1
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return float(f"{profit_percent:.8f}")
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@ -74,34 +74,32 @@ class RPC(object):
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# calculate profit and send message to user
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current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
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current_profit = trade.calc_profit_percent(current_rate)
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fmt_close_profit = '{:.2f}%'.format(
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round(trade.close_profit * 100, 2)
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) if trade.close_profit else None
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message = "*Trade ID:* `{trade_id}`\n" \
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"*Current Pair:* [{pair}]({market_url})\n" \
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"*Open Since:* `{date}`\n" \
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"*Amount:* `{amount}`\n" \
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"*Open Rate:* `{open_rate:.8f}`\n" \
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"*Close Rate:* `{close_rate}`\n" \
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"*Current Rate:* `{current_rate:.8f}`\n" \
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"*Close Profit:* `{close_profit}`\n" \
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"*Current Profit:* `{current_profit:.2f}%`\n" \
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"*Open Order:* `{open_order}`"\
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.format(
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trade_id=trade.id,
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pair=trade.pair,
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market_url=self._freqtrade.exchange.get_pair_detail_url(trade.pair),
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date=arrow.get(trade.open_date).humanize(),
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open_rate=trade.open_rate,
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close_rate=trade.close_rate,
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current_rate=current_rate,
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amount=round(trade.amount, 8),
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close_profit=fmt_close_profit,
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current_profit=round(current_profit * 100, 2),
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open_order='({} {} rem={:.8f})'.format(
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order['type'], order['side'], order['remaining']
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) if order else None,
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)
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fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
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if trade.close_profit else None)
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market_url = self._freqtrade.exchange.get_pair_detail_url(trade.pair)
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trade_date = arrow.get(trade.open_date).humanize()
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open_rate = trade.open_rate
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close_rate = trade.close_rate
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amount = round(trade.amount, 8)
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current_profit = round(current_profit * 100, 2)
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open_order = ''
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if order:
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order_type = order['type']
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order_side = order['side']
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order_rem = order['remaining']
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open_order = f'({order_type} {order_side} rem={order_rem:.8f})'
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message = f"*Trade ID:* `{trade.id}`\n" \
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f"*Current Pair:* [{trade.pair}]({market_url})\n" \
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f"*Open Since:* `{trade_date}`\n" \
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f"*Amount:* `{amount}`\n" \
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f"*Open Rate:* `{open_rate:.8f}`\n" \
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f"*Close Rate:* `{close_rate}`\n" \
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f"*Current Rate:* `{current_rate:.8f}`\n" \
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f"*Close Profit:* `{fmt_close_profit}`\n" \
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f"*Current Profit:* `{current_profit:.2f}%`\n" \
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f"*Open Order:* `{open_order}`"\
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result.append(message)
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return result
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@ -116,11 +114,12 @@ class RPC(object):
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for trade in trades:
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# calculate profit and send message to user
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current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
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trade_perc = (100 * trade.calc_profit_percent(current_rate))
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trades_list.append([
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trade.id,
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trade.pair,
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shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
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'{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate))
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f'{trade_perc:.2f}%'
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])
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columns = ['ID', 'Pair', 'Since', 'Profit']
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@ -148,7 +147,7 @@ class RPC(object):
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.all()
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curdayprofit = sum(trade.calc_profit() for trade in trades)
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profit_days[profitday] = {
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'amount': format(curdayprofit, '.8f'),
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'amount': f'{curdayprofit:.8f}',
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'trades': len(trades)
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}
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@ -153,7 +153,7 @@ class Telegram(RPC):
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try:
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df_statuses = self._rpc_status_table()
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message = tabulate(df_statuses, headers='keys', tablefmt='simple')
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self._send_msg("<pre>{}</pre>".format(message), parse_mode=ParseMode.HTML)
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self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML)
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except RPCException as e:
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self._send_msg(str(e), bot=bot)
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@ -166,6 +166,8 @@ class Telegram(RPC):
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:param update: message update
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:return: None
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"""
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stake_cur = self._config['stake_currency']
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fiat_disp_cur = self._config['fiat_display_currency']
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try:
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timescale = int(update.message.text.replace('/daily', '').strip())
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except (TypeError, ValueError):
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@ -173,18 +175,17 @@ class Telegram(RPC):
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try:
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stats = self._rpc_daily_profit(
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timescale,
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self._config['stake_currency'],
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self._config['fiat_display_currency']
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stake_cur,
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fiat_disp_cur
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)
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stats = tabulate(stats,
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headers=[
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'Day',
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'Profit {}'.format(self._config['stake_currency']),
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'Profit {}'.format(self._config['fiat_display_currency'])
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f'Profit {stake_cur}',
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f'Profit {fiat_disp_cur}'
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],
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tablefmt='simple')
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message = '<b>Daily Profit over the last {} days</b>:\n<pre>{}</pre>'\
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.format(timescale, stats)
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message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats}</pre>'
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self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
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except RPCException as e:
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self._send_msg(str(e), bot=bot)
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@ -198,39 +199,38 @@ class Telegram(RPC):
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:param update: message update
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:return: None
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"""
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stake_cur = self._config['stake_currency']
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fiat_disp_cur = self._config['fiat_display_currency']
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try:
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stats = self._rpc_trade_statistics(
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self._config['stake_currency'],
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self._config['fiat_display_currency'])
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stake_cur,
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fiat_disp_cur)
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profit_closed_coin = stats['profit_closed_coin']
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profit_closed_percent = stats['profit_closed_percent']
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profit_closed_fiat = stats['profit_closed_fiat']
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profit_all_coin = stats['profit_all_coin']
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profit_all_percent = stats['profit_all_percent']
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profit_all_fiat = stats['profit_all_fiat']
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trade_count = stats['trade_count']
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first_trade_date = stats['first_trade_date']
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latest_trade_date = stats['latest_trade_date']
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avg_duration = stats['avg_duration']
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best_pair = stats['best_pair']
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best_rate = stats['best_rate']
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# Message to display
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markdown_msg = "*ROI:* Close trades\n" \
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"∙ `{profit_closed_coin:.8f} {coin} ({profit_closed_percent:.2f}%)`\n" \
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"∙ `{profit_closed_fiat:.3f} {fiat}`\n" \
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"*ROI:* All trades\n" \
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"∙ `{profit_all_coin:.8f} {coin} ({profit_all_percent:.2f}%)`\n" \
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"∙ `{profit_all_fiat:.3f} {fiat}`\n" \
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"*Total Trade Count:* `{trade_count}`\n" \
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"*First Trade opened:* `{first_trade_date}`\n" \
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"*Latest Trade opened:* `{latest_trade_date}`\n" \
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"*Avg. Duration:* `{avg_duration}`\n" \
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"*Best Performing:* `{best_pair}: {best_rate:.2f}%`"\
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.format(
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coin=self._config['stake_currency'],
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fiat=self._config['fiat_display_currency'],
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profit_closed_coin=stats['profit_closed_coin'],
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profit_closed_percent=stats['profit_closed_percent'],
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profit_closed_fiat=stats['profit_closed_fiat'],
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profit_all_coin=stats['profit_all_coin'],
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profit_all_percent=stats['profit_all_percent'],
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profit_all_fiat=stats['profit_all_fiat'],
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trade_count=stats['trade_count'],
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first_trade_date=stats['first_trade_date'],
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latest_trade_date=stats['latest_trade_date'],
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avg_duration=stats['avg_duration'],
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best_pair=stats['best_pair'],
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best_rate=stats['best_rate']
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)
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f"∙ `{profit_closed_coin:.8f} {stake_cur} "\
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f"({profit_closed_percent:.2f}%)`\n" \
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f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n" \
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f"*ROI:* All trades\n" \
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f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" \
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f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" \
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f"*Total Trade Count:* `{trade_count}`\n" \
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f"*First Trade opened:* `{first_trade_date}`\n" \
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f"*Latest Trade opened:* `{latest_trade_date}`\n" \
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f"*Avg. Duration:* `{avg_duration}`\n" \
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f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`"
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self._send_msg(markdown_msg, bot=bot)
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except RPCException as e:
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self._send_msg(str(e), bot=bot)
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@ -143,15 +143,14 @@ def convert_main(args: Namespace) -> None:
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interval = str_interval
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break
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# change order on pairs if old ticker interval found
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filename_new = path.join(path.dirname(filename),
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"{}_{}-{}.json".format(currencies[1],
|
||||
currencies[0], interval))
|
||||
f"{currencies[1]}_{currencies[0]}-{interval}.json")
|
||||
|
||||
elif ret_string:
|
||||
interval = ret_string.group(0)
|
||||
filename_new = path.join(path.dirname(filename),
|
||||
"{}_{}-{}.json".format(currencies[0],
|
||||
currencies[1], interval))
|
||||
f"{currencies[0]}_{currencies[1]}-{interval}.json")
|
||||
|
||||
else:
|
||||
logger.warning("file %s could not be converted, interval not found", filename)
|
||||
|
||||
Loading…
Reference in New Issue
Block a user