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Updates after review to PerformanceFilter days param

This commit is contained in:
Sergey Khliustin 2021-09-17 13:45:44 +03:00 committed by Sergey Khliustin
parent 457e738b4a
commit 54ef36a497
2 changed files with 7 additions and 32 deletions
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34
freqtrade/persistence/models.py
View File

@ -832,43 +832,21 @@ class Trade(_DECL_BASE, LocalTrade):
return total_open_stake_amount or 0
@staticmethod
def get_overall_performance() -> List[Dict[str, Any]]:
def get_overall_performance(days=None) -> List[Dict[str, Any]]:
"""
Returns List of dicts containing all Trades, including profit and trade count
NOTE: Not supported in Backtesting.
"""
filters = [Trade.is_open.is_(False)]
if days:
start_date = datetime.today() - timedelta(days)
filters.append((Trade.close_date >= start_date))
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))\
.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_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))\
).filter(filters)\
.group_by(Trade.pair) \
.order_by(desc('profit_sum_abs')) \
.all()

5
freqtrade/plugins/pairlist/PerformanceFilter.py
View File

@ -48,10 +48,7 @@ class PerformanceFilter(IPairList):
"""
# Get the trading performance for pairs from database
try:
if self._days > 0:
performance = pd.DataFrame(Trade.get_performance(self._days))
else:
performance = pd.DataFrame(Trade.get_overall_performance())
performance = pd.DataFrame(Trade.get_overall_performance(self._days))
except AttributeError:
# Performancefilter does not work in backtesting.
self.log_once("PerformanceFilter is not available in this mode.", logger.warning)