diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index da8d23b7a..223abc14d 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -4,6 +4,7 @@ This module contains class to define a RPC communications import logging from abc import abstractmethod from datetime import date, datetime, timedelta, timezone +from dateutil.relativedelta import relativedelta from math import isnan from typing import Any, Dict, List, Optional, Tuple, Union @@ -289,6 +290,90 @@ class RPC: 'data': data } + def _rpc_weekly_profit( + self, timescale: int, + stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: + today = datetime.utcnow().date() + profit_weeks: Dict[date, Dict] = {} + + if not (isinstance(timescale, int) and timescale > 0): + raise RPCException('timescale must be an integer greater than 0') + + for week in range(0, timescale): + profitweek = today - timedelta(weeks=week) + trades = Trade.get_trades(trade_filter=[ + Trade.is_open.is_(False), + Trade.close_date >= profitweek, + Trade.close_date < (profitweek + timedelta(weeks=1)) + ]).order_by(Trade.close_date).all() + curweekprofit = sum( + trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None) + profit_weeks[profitweek] = { + 'amount': curweekprofit, + 'trades': len(trades) + } + + data = [ + { + 'date': key, + 'abs_profit': value["amount"], + 'fiat_value': self._fiat_converter.convert_amount( + value['amount'], + stake_currency, + fiat_display_currency + ) if self._fiat_converter else 0, + 'trade_count': value["trades"], + } + for key, value in profit_weeks.items() + ] + return { + 'stake_currency': stake_currency, + 'fiat_display_currency': fiat_display_currency, + 'data': data + } + + def _rpc_monthly_profit( + self, timescale: int, + stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: + today = datetime.utcnow().date() + profit_months: Dict[date, Dict] = {} + + if not (isinstance(timescale, int) and timescale > 0): + raise RPCException('timescale must be an integer greater than 0') + + for month in range(0, timescale): + profitmonth = today - relativedelta(months=month) + trades = Trade.get_trades(trade_filter=[ + Trade.is_open.is_(False), + Trade.close_date >= profitmonth, + Trade.close_date < (profitmonth + relativedelta(months=1)) + ]).order_by(Trade.close_date).all() + curmonthprofit = sum( + trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None) + profit_months[profitmonth] = { + 'amount': curmonthprofit, + 'trades': len(trades) + } + + data = [ + { + 'date': key, + 'abs_profit': value["amount"], + 'fiat_value': self._fiat_converter.convert_amount( + value['amount'], + stake_currency, + fiat_display_currency + ) if self._fiat_converter else 0, + 'trade_count': value["trades"], + } + for key, value in profit_months.items() + ] + return { + 'stake_currency': stake_currency, + 'fiat_display_currency': fiat_display_currency, + 'data': data + } + def _rpc_trade_history(self, limit: int, offset: int = 0, order_by_id: bool = False) -> Dict: """ Returns the X last trades """ order_by = Trade.id if order_by_id else Trade.close_date.desc() diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 77d5f06e2..32324a349 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -159,6 +159,8 @@ class Telegram(RPCHandler): CommandHandler('mix_tags', self._mix_tag_performance), CommandHandler('stats', self._stats), CommandHandler('daily', self._daily), + CommandHandler('weekly', self._weekly), + CommandHandler('monthly', self._monthly), CommandHandler('count', self._count), CommandHandler('locks', self._locks), CommandHandler(['unlock', 'delete_locks'], self._delete_locks), @@ -175,6 +177,7 @@ class Telegram(RPCHandler): callbacks = [ CallbackQueryHandler(self._status_table, pattern='update_status_table'), CallbackQueryHandler(self._daily, pattern='update_daily'), + CallbackQueryHandler(self._monthly, pattern='update_monthly'), CallbackQueryHandler(self._profit, pattern='update_profit'), CallbackQueryHandler(self._balance, pattern='update_balance'), CallbackQueryHandler(self._performance, pattern='update_performance'), @@ -489,7 +492,7 @@ class Telegram(RPCHandler): f"{day['fiat_value']:.3f} {stats['fiat_display_currency']}", f"{day['trade_count']} trades"] for day in stats['data']], headers=[ - 'Day', + 'Month', f'Profit {stake_cur}', f'Profit {fiat_disp_cur}', 'Trades', @@ -501,6 +504,84 @@ class Telegram(RPCHandler): except RPCException as e: self._send_msg(str(e)) + @authorized_only + def _weekly(self, update: Update, context: CallbackContext) -> None: + """ + Handler for /weekly + Returns a weekly profit (in BTC) over the last n weeks. + :param bot: telegram bot + :param update: message update + :return: None + """ + stake_cur = self._config['stake_currency'] + fiat_disp_cur = self._config.get('fiat_display_currency', '') + try: + timescale = int(context.args[0]) if context.args else 8 + except (TypeError, ValueError, IndexError): + timescale = 8 + try: + stats = self._rpc._rpc_weekly_profit( + timescale, + stake_cur, + fiat_disp_cur + ) + stats_tab = tabulate( + [[week['date'], + f"{round_coin_value(week['abs_profit'], stats['stake_currency'])}", + f"{week['fiat_value']:.3f} {stats['fiat_display_currency']}", + f"{week['trade_count']} trades"] for week in stats['data']], + headers=[ + 'Week', + f'Profit {stake_cur}', + f'Profit {fiat_disp_cur}', + 'Trades', + ], + tablefmt='simple') + message = f'Weekly Profit over the last {timescale} weeks:\n
{stats_tab}
' + self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True, + callback_path="update_weekly", query=update.callback_query) + except RPCException as e: + self._send_msg(str(e)) + + @authorized_only + def _monthly(self, update: Update, context: CallbackContext) -> None: + """ + Handler for /monthly + Returns a monthly profit (in BTC) over the last n months. + :param bot: telegram bot + :param update: message update + :return: None + """ + stake_cur = self._config['stake_currency'] + fiat_disp_cur = self._config.get('fiat_display_currency', '') + try: + timescale = int(context.args[0]) if context.args else 6 + except (TypeError, ValueError, IndexError): + timescale = 6 + try: + stats = self._rpc._rpc_monthly_profit( + timescale, + stake_cur, + fiat_disp_cur + ) + stats_tab = tabulate( + [[month['date'], + f"{round_coin_value(month['abs_profit'], stats['stake_currency'])}", + f"{month['fiat_value']:.3f} {stats['fiat_display_currency']}", + f"{month['trade_count']} trades"] for month in stats['data']], + headers=[ + 'Month', + f'Profit {stake_cur}', + f'Profit {fiat_disp_cur}', + 'Trades', + ], + tablefmt='simple') + message = f'Monthly Profit over the last {timescale} months:\n
{stats_tab}
' + self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True, + callback_path="update_monthly", query=update.callback_query) + except RPCException as e: + self._send_msg(str(e)) + @authorized_only def _profit(self, update: Update, context: CallbackContext) -> None: """ diff --git a/requirements.txt b/requirements.txt index e2f6a3162..8476cb664 100644 --- a/requirements.txt +++ b/requirements.txt @@ -42,3 +42,5 @@ colorama==0.4.4 # Building config files interactively questionary==1.10.0 prompt-toolkit==3.0.21 + +python-dateutil==2.8.2 \ No newline at end of file diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 5f49c8bf7..896b14ecf 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -4,7 +4,8 @@ import logging import re -from datetime import datetime +from datetime import datetime, timedelta +from dateutil.relativedelta import relativedelta from functools import reduce from random import choice, randint from string import ascii_uppercase @@ -94,10 +95,11 @@ def test_telegram_init(default_conf, mocker, caplog) -> None: message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], " "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], " "['delete'], ['performance'], ['buys'], ['sells'], ['mix_tags'], " - "['stats'], ['daily'], ['count'], ['locks'], " - "['unlock', 'delete_locks'], ['reload_config', 'reload_conf'], " - "['show_config', 'show_conf'], ['stopbuy'], " - "['whitelist'], ['blacklist'], ['logs'], ['edge'], ['help'], ['version']" + "['stats'], ['daily'], ['weekly'], ['monthly'], " + "['count'], ['locks'], ['unlock', 'delete_locks'], " + "['reload_config', 'reload_conf'], ['show_config', 'show_conf'], " + "['stopbuy'], ['whitelist'], ['blacklist'], " + "['logs'], ['edge'], ['help'], ['version']" "]") assert log_has(message_str, caplog) @@ -425,6 +427,239 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: assert str('Daily Profit over the last 7 days') in msg_mock.call_args_list[0][0][0] +def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee, + limit_sell_order, mocker) -> None: + default_conf['max_open_trades'] = 1 + mocker.patch( + 'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', + return_value=15000.0 + ) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + fetch_ticker=ticker, + get_fee=fee, + ) + + telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) + + patch_get_signal(freqtradebot) + + # Create some test data + freqtradebot.enter_positions() + trade = Trade.query.first() + assert trade + + # Simulate fulfilled LIMIT_BUY order for trade + trade.update(limit_buy_order) + + # Simulate fulfilled LIMIT_SELL order for trade + trade.update(limit_sell_order) + + trade.close_date = datetime.utcnow() + trade.is_open = False + + # Try valid data + # /weekly 2 + context = MagicMock() + context.args = ["2"] + telegram._weekly(update=update, context=context) + assert msg_mock.call_count == 1 + assert 'Weekly' in msg_mock.call_args_list[0][0][0] + assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0] + assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0] + assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0] + assert str(' 1 trade') in msg_mock.call_args_list[0][0][0] + assert str(' 0 trade') in msg_mock.call_args_list[0][0][0] + + # Reset msg_mock + msg_mock.reset_mock() + context.args = [] + telegram._weekly(update=update, context=context) + assert msg_mock.call_count == 1 + assert 'Weekly' in msg_mock.call_args_list[0][0][0] + assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0] + assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0] + assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0] + assert str(' 1 trade') in msg_mock.call_args_list[0][0][0] + assert str(' 0 trade') in msg_mock.call_args_list[0][0][0] + + # Reset msg_mock + msg_mock.reset_mock() + freqtradebot.config['max_open_trades'] = 2 + # Add two other trades + n = freqtradebot.enter_positions() + assert n == 2 + + trades = Trade.query.all() + for trade in trades: + trade.update(limit_buy_order) + trade.update(limit_sell_order) + trade.close_date = datetime.utcnow() + trade.is_open = False + + # Make like the first trade was open and closed more than 8 weeks ago + trades[0].open_date = datetime.utcnow() - timedelta(weeks=8, days=2) + trades[0].close_date = datetime.utcnow() - timedelta(weeks=8, days=1) + + # /weekly + # By default, the 8 previous weeks are shown + # So the previous modified trade should be excluded from the stats + context = MagicMock() + context.args = [] + telegram._weekly(update=update, context=context) + # assert str(' 0.00012434 BTC') in msg_mock.call_args_list[0][0][0] + # assert str(' 1.865 USD') in msg_mock.call_args_list[0][0][0] + # assert str(' 2 trades') in msg_mock.call_args_list[0][0][0] + + # The time-shifted trade should not appear + assert str(' 0.00006217 BTC') not in msg_mock.call_args_list[0][0][0] + assert str(' 0.933 USD') not in msg_mock.call_args_list[0][0][0] + assert str(' 1 trades') not in msg_mock.call_args_list[0][0][0] + + # Reset msg_mock + msg_mock.reset_mock() + context.args = ["10"] + telegram._weekly(update=update, context=context) + assert msg_mock.call_count == 1 + + a = msg_mock.call_args_list[0][0][0] + # Now, the time-shifted trade should be included + assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0] + assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0] + assert str(' 1 trades') in msg_mock.call_args_list[0][0][0] + + +def test_weekly_wrong_input(default_conf, update, ticker, mocker) -> None: + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + fetch_ticker=ticker + ) + + telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) + patch_get_signal(freqtradebot) + + # Try invalid data + msg_mock.reset_mock() + freqtradebot.state = State.RUNNING + # /daily -2 + context = MagicMock() + context.args = ["-3"] + telegram._weekly(update=update, context=context) + assert msg_mock.call_count == 1 + assert 'must be an integer greater than 0' in msg_mock.call_args_list[0][0][0] + + # Try invalid data + msg_mock.reset_mock() + freqtradebot.state = State.RUNNING + # /daily today + context = MagicMock() + context.args = ["this week"] + telegram._weekly(update=update, context=context) + assert str('Weekly Profit over the last 8 weeks') in msg_mock.call_args_list[0][0][0] + + +def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee, + limit_sell_order, mocker) -> None: + default_conf['max_open_trades'] = 1 + mocker.patch( + 'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', + return_value=15000.0 + ) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + fetch_ticker=ticker, + get_fee=fee, + ) + + telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) + + patch_get_signal(freqtradebot) + + # Create some test data + freqtradebot.enter_positions() + trade = Trade.query.first() + assert trade + + # Simulate fulfilled LIMIT_BUY order for trade + trade.update(limit_buy_order) + + # Simulate fulfilled LIMIT_SELL order for trade + trade.update(limit_sell_order) + + trade.close_date = datetime.utcnow() + trade.is_open = False + + # Try valid data + # /monthly 2 + context = MagicMock() + context.args = ["2"] + telegram._monthly(update=update, context=context) + assert msg_mock.call_count == 1 + assert 'Monthly' in msg_mock.call_args_list[0][0][0] + assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0] + assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0] + assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0] + assert str(' 1 trade') in msg_mock.call_args_list[0][0][0] + assert str(' 0 trade') in msg_mock.call_args_list[0][0][0] + + # Reset msg_mock + msg_mock.reset_mock() + context.args = [] + telegram._monthly(update=update, context=context) + assert msg_mock.call_count == 1 + assert 'Monthly' in msg_mock.call_args_list[0][0][0] + assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0] + assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0] + assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0] + assert str(' 1 trade') in msg_mock.call_args_list[0][0][0] + assert str(' 0 trade') in msg_mock.call_args_list[0][0][0] + + # Reset msg_mock + msg_mock.reset_mock() + freqtradebot.config['max_open_trades'] = 2 + # Add two other trades + n = freqtradebot.enter_positions() + assert n == 2 + + trades = Trade.query.all() + for trade in trades: + trade.update(limit_buy_order) + trade.update(limit_sell_order) + trade.close_date = datetime.utcnow() + trade.is_open = False + + # Make like the first trade was open and closed more than 6 months ago + trades[0].open_date = datetime.utcnow() - relativedelta(months=6, days=5) + trades[0].close_date = datetime.utcnow() - relativedelta(months=6, days=3) + + # /weekly + # By default, the 6 previous months are shown + # So the previous modified trade should be excluded from the stats + context = MagicMock() + context.args = [] + telegram._monthly(update=update, context=context) + # assert str(' 0.00012434 BTC') in msg_mock.call_args_list[0][0][0] + # assert str(' 1.865 USD') in msg_mock.call_args_list[0][0][0] + # assert str(' 2 trades') in msg_mock.call_args_list[0][0][0] + + # The time-shifted trade should not appear + assert str(' 0.00006217 BTC') not in msg_mock.call_args_list[0][0][0] + assert str(' 0.933 USD') not in msg_mock.call_args_list[0][0][0] + assert str(' 1 trades') not in msg_mock.call_args_list[0][0][0] + + # Reset msg_mock + msg_mock.reset_mock() + context.args = ["8"] + telegram._monthly(update=update, context=context) + assert msg_mock.call_count == 1 + + a = msg_mock.call_args_list[0][0][0] + # Now, the time-shifted trade should be included + assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0] + assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0] + assert str(' 1 trades') in msg_mock.call_args_list[0][0][0] + + def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, limit_buy_order, limit_sell_order, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)