WIP Add /weekly and /monthly to Telegram RPC

Related to "Show average profit in overview" (#5527)

Signed-off-by: Antoine Merino <antoine.merino.dev@gmail.com>

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()

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 <n>
+        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'<b>Weekly Profit over the last {timescale} weeks</b>:\n<pre>{stats_tab}</pre>'
+            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 <n>
+        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'<b>Monthly Profit over the last {timescale} months</b>:\n<pre>{stats_tab}</pre>'
+            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:
         """

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

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'], "
+                   "['stats'], ['daily'], ['weekly'], ['monthly'], "
-                   "['unlock', 'delete_locks'], ['reload_config', 'reload_conf'], "
+                   "['count'], ['locks'], ['unlock', 'delete_locks'], "
-                   "['show_config', 'show_conf'], ['stopbuy'], "
+                   "['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
-                   "['whitelist'], ['blacklist'], ['logs'], ['edge'], ['help'], ['version']"
+                   "['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)