Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils

# Conflicts:
#	freqtrade/commands/strategy_utils_commands.py
#	tests/test_strategy_updater.py

.pre-commit-config.yaml

@@ -17,8 +17,8 @@ repos:
           - types-filelock==3.2.7
           - types-requests==2.28.11.15
           - types-tabulate==0.9.0.1
-          - types-python-dateutil==2.8.19.9
+          - types-python-dateutil==2.8.19.10
-          - SQLAlchemy==2.0.4
+          - SQLAlchemy==2.0.5.post1
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.4.2
-mkdocs-material==9.0.15
+mkdocs-material==9.1.1
 mdx_truly_sane_lists==1.3
-pymdown-extensions==9.9.2
+pymdown-extensions==9.10
 jinja2==3.1.2

freqtrade/persistence/pairlock.py

@@ -2,8 +2,7 @@ from datetime import datetime, timezone
 from typing import Any, ClassVar, Dict, Optional
 
 from sqlalchemy import String, or_
-from sqlalchemy.orm import Mapped, Query, mapped_column
+from sqlalchemy.orm import Mapped, Query, QueryPropertyDescriptor, mapped_column
-from sqlalchemy.orm.scoping import _QueryDescriptorType
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.persistence.base import ModelBase, SessionType
@@ -14,7 +13,7 @@ class PairLock(ModelBase):
     Pair Locks database model.
     """
     __tablename__ = 'pairlocks'
-    query: ClassVar[_QueryDescriptorType]
+    query: ClassVar[QueryPropertyDescriptor]
     _session: ClassVar[SessionType]
 
     id: Mapped[int] = mapped_column(primary_key=True)

freqtrade/persistence/trade_model.py

@@ -8,8 +8,8 @@ from math import isclose
 from typing import Any, ClassVar, Dict, List, Optional, cast
 
 from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func
-from sqlalchemy.orm import Mapped, Query, lazyload, mapped_column, relationship
+from sqlalchemy.orm import (Mapped, Query, QueryPropertyDescriptor, lazyload, mapped_column,
-from sqlalchemy.orm.scoping import _QueryDescriptorType
+                            relationship)
 
 from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
                                  BuySell, LongShort)
@@ -36,7 +36,7 @@ class Order(ModelBase):
     Mirrors CCXT Order structure
     """
     __tablename__ = 'orders'
-    query: ClassVar[_QueryDescriptorType]
+    query: ClassVar[QueryPropertyDescriptor]
     _session: ClassVar[SessionType]
 
     # Uniqueness should be ensured over pair, order_id
@@ -1181,7 +1181,7 @@ class Trade(ModelBase, LocalTrade):
     Note: Fields must be aligned with LocalTrade class
     """
     __tablename__ = 'trades'
-    query: ClassVar[_QueryDescriptorType]
+    query: ClassVar[QueryPropertyDescriptor]
     _session: ClassVar[SessionType]
 
     use_db: bool = True

freqtrade/rpc/api_server/api_schemas.py

@@ -286,6 +286,7 @@ class OpenTradeSchema(TradeSchema):
     current_rate: float
     total_profit_abs: float
     total_profit_fiat: Optional[float]
+    total_profit_ratio: Optional[float]
 
     open_order: Optional[str]
 

freqtrade/rpc/api_server/api_v1.py

@@ -42,7 +42,8 @@ logger = logging.getLogger(__name__)
 # 2.22: Add FreqAI to backtesting
 # 2.23: Allow plot config request in webserver mode
 # 2.24: Add cancel_open_order endpoint
-API_VERSION = 2.24
+# 2.25: Add several profit values to /status endpoint
+API_VERSION = 2.25
 
 # Public API, requires no auth.
 router_public = APIRouter()

freqtrade/rpc/rpc.py

@@ -192,6 +192,11 @@ class RPC:
                     current_profit = trade.close_profit or 0.0
                     current_profit_abs = trade.close_profit_abs or 0.0
                 total_profit_abs = trade.realized_profit + current_profit_abs
+                total_profit_ratio: Optional[float] = None
+                if trade.max_stake_amount:
+                    total_profit_ratio = (
+                        (total_profit_abs / trade.max_stake_amount) * trade.leverage
+                    )
 
                 # Calculate fiat profit
                 if not isnan(current_profit_abs) and self._fiat_converter:
@@ -224,6 +229,7 @@ class RPC:
 
                     total_profit_abs=total_profit_abs,
                     total_profit_fiat=total_profit_fiat,
+                    total_profit_ratio=total_profit_ratio,
                     stoploss_current_dist=stoploss_current_dist,
                     stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
                     stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),

freqtrade/rpc/telegram.py

@@ -510,14 +510,14 @@ class Telegram(RPCHandler):
                 if prev_avg_price:
                     minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
 
-                lines.append(f"*{wording} #{order_nr}:* at {minus_on_entry:.2%} avg profit")
+                lines.append(f"*{wording} #{order_nr}:* at {minus_on_entry:.2%} avg Profit")
                 if is_open:
                     lines.append("({})".format(cur_entry_datetime
                                                .humanize(granularity=["day", "hour", "minute"])))
                 lines.append(f"*Amount:* {cur_entry_amount} "
                              f"({round_coin_value(order['cost'], quote_currency)})")
                 lines.append(f"*Average {wording} Price:* {cur_entry_average} "
-                             f"({price_to_1st_entry:.2%} from 1st entry rate)")
+                             f"({price_to_1st_entry:.2%} from 1st entry Rate)")
                 lines.append(f"*Order filled:* {order['order_filled_date']}")
 
                 # TODO: is this really useful?
@@ -569,6 +569,8 @@ class Telegram(RPCHandler):
                                  and not o['ft_order_side'] == 'stoploss'])
             r['exit_reason'] = r.get('exit_reason', "")
             r['stake_amount_r'] = round_coin_value(r['stake_amount'], r['quote_currency'])
+            r['max_stake_amount_r'] = round_coin_value(
+                r['max_stake_amount'] or r['stake_amount'], r['quote_currency'])
             r['profit_abs_r'] = round_coin_value(r['profit_abs'], r['quote_currency'])
             r['realized_profit_r'] = round_coin_value(r['realized_profit'], r['quote_currency'])
             r['total_profit_abs_r'] = round_coin_value(
@@ -580,31 +582,37 @@ class Telegram(RPCHandler):
                 f"*Direction:* {'`Short`' if r.get('is_short') else '`Long`'}"
                 + " ` ({leverage}x)`" if r.get('leverage') else "",
                 "*Amount:* `{amount} ({stake_amount_r})`",
+                "*Total invested:* `{max_stake_amount_r}`" if position_adjust else "",
                 "*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "",
                 "*Exit Reason:* `{exit_reason}`" if r['exit_reason'] else "",
             ]
 
             if position_adjust:
                 max_buy_str = (f"/{max_entries + 1}" if (max_entries > 0) else "")
-                lines.append("*Number of Entries:* `{num_entries}" + max_buy_str + "`")
+                lines.extend([
-                lines.append("*Number of Exits:* `{num_exits}`")
+                    "*Number of Entries:* `{num_entries}" + max_buy_str + "`",
+                    "*Number of Exits:* `{num_exits}`"
+                ])
 
             lines.extend([
                 "*Open Rate:* `{open_rate:.8f}`",
                 "*Close Rate:* `{close_rate:.8f}`" if r['close_rate'] else "",
                 "*Open Date:* `{open_date}`",
                 "*Close Date:* `{close_date}`" if r['close_date'] else "",
-                "*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
+                " \n*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
                 ("*Unrealized Profit:* " if r['is_open'] else "*Close Profit: *")
                 + "`{profit_ratio:.2%}` `({profit_abs_r})`",
             ])
 
             if r['is_open']:
                 if r.get('realized_profit'):
-                    lines.append(
+                    lines.extend([
-                        "*Realized Profit:* `{realized_profit_r} {realized_profit_ratio:.2%}`")
+                        "*Realized Profit:* `{realized_profit_ratio:.2%} ({realized_profit_r})`",
-                    lines.append("*Total Profit:* `{total_profit_abs_r}` ")
+                        "*Total Profit:* `{total_profit_ratio:.2%} ({total_profit_abs_r})`"
+                    ])
 
+                # Append empty line to improve readability
+                lines.append(" ")
                 if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
                         and r['initial_stop_loss_ratio'] is not None):
                     # Adding initial stoploss only if it is different from stoploss

requirements-dev.txt

@@ -7,7 +7,7 @@
 -r docs/requirements-docs.txt
 
 coveralls==3.3.1
-ruff==0.0.253
+ruff==0.0.254
 mypy==1.0.1
 pre-commit==3.1.1
 pytest==7.2.1
@@ -29,4 +29,4 @@ types-cachetools==5.3.0.4
 types-filelock==3.2.7
 types-requests==2.28.11.15
 types-tabulate==0.9.0.1
-types-python-dateutil==2.8.19.9
+types-python-dateutil==2.8.19.10

requirements.txt

@@ -2,10 +2,10 @@ numpy==1.24.2
 pandas==1.5.3
 pandas-ta==0.3.14b
 
-ccxt==2.8.98
+ccxt==2.9.4
-cryptography==39.0.1
+cryptography==39.0.2
 aiohttp==3.8.4
-SQLAlchemy==2.0.4
+SQLAlchemy==2.0.5.post1
 python-telegram-bot==13.15
 arrow==1.2.3
 cachetools==4.2.2
@@ -28,7 +28,7 @@ py_find_1st==1.1.5
 # Load ticker files 30% faster
 python-rapidjson==1.9
 # Properly format api responses
-orjson==3.8.6
+orjson==3.8.7
 
 # Notify systemd
 sdnotify==0.3.2
@@ -45,7 +45,7 @@ psutil==5.9.4
 colorama==0.4.6
 # Building config files interactively
 questionary==1.10.0
-prompt-toolkit==3.0.37
+prompt-toolkit==3.0.38
 # Extensions to datetime library
 python-dateutil==2.8.2
 

tests/rpc/test_rpc.py

@@ -50,7 +50,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'amount': 91.07468123,
         'amount_requested': 91.07468124,
         'stake_amount': 0.001,
-        'max_stake_amount': ANY,
+        'max_stake_amount': None,
         'trade_duration': None,
         'trade_duration_s': None,
         'close_profit': None,
@@ -79,6 +79,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'realized_profit_ratio': None,
         'total_profit_abs': -4.09e-06,
         'total_profit_fiat': ANY,
+        'total_profit_ratio': None,
         'exchange': 'binance',
         'leverage': 1.0,
         'interest_rate': 0.0,
@@ -168,6 +169,10 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     results = rpc._rpc_trade_status()
 
     response = deepcopy(gen_response)
+    response.update({
+        'max_stake_amount': 0.001,
+        'total_profit_ratio': pytest.approx(-0.00409),
+    })
     assert results[0] == response
 
     mocker.patch(f'{EXMS}.get_rate',
@@ -181,10 +186,12 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_current_dist': ANY,
         'stoploss_current_dist_ratio': ANY,
         'stoploss_current_dist_pct': ANY,
+        'max_stake_amount': 0.001,
         'profit_ratio': ANY,
         'profit_pct': ANY,
         'profit_abs': ANY,
         'total_profit_abs': ANY,
+        'total_profit_ratio': ANY,
         'current_rate': ANY,
     })
     assert results[0] == response_norate

tests/rpc/test_rpc_apiserver.py

@@ -1012,6 +1012,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
         'profit_fiat': ANY,
         'total_profit_abs': ANY,
         'total_profit_fiat': ANY,
+        'total_profit_ratio': ANY,
         'realized_profit': 0.0,
         'realized_profit_ratio': None,
         'current_rate': current_rate,

tests/rpc/test_rpc_telegram.py

@@ -198,6 +198,7 @@ def test_telegram_status(default_conf, update, mocker) -> None:
             'current_rate': 1.098e-05,
             'amount': 90.99181074,
             'stake_amount': 90.99181074,
+            'max_stake_amount': 90.99181074,
             'buy_tag': None,
             'enter_tag': None,
             'close_profit_ratio': None,