Merge pull request #8459 from freqtrade/feat/kvstore
Add initial bot start time to /profit endpoint
This commit is contained in:
commit
605cc20a21
@ -279,6 +279,7 @@ Return a summary of your profit/loss and performance.
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> ∙ `33.095 EUR`
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>
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> **Total Trade Count:** `138`
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> **Bot started:** `2022-07-11 18:40:44`
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> **First Trade opened:** `3 days ago`
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> **Latest Trade opened:** `2 minutes ago`
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> **Avg. Duration:** `2:33:45`
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@ -292,6 +293,7 @@ The relative profit of `15.2 Σ%` is be based on the starting capital - so in th
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Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
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Profit Factor is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.
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Max drawdown corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
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Bot started date will refer to the date the bot was first started. For older bots, this will default to the first trade's open date.
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### /forceexit <trade_id>
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@ -26,6 +26,7 @@ from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, timeframe_to_minutes, time
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from freqtrade.misc import safe_value_fallback, safe_value_fallback2
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from freqtrade.mixins import LoggingMixin
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from freqtrade.persistence import Order, PairLocks, Trade, init_db
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from freqtrade.persistence.key_value_store import set_startup_time
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from freqtrade.plugins.pairlistmanager import PairListManager
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from freqtrade.plugins.protectionmanager import ProtectionManager
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from freqtrade.resolvers import ExchangeResolver, StrategyResolver
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@ -182,6 +183,7 @@ class FreqtradeBot(LoggingMixin):
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performs startup tasks
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"""
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migrate_binance_futures_names(self.config)
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set_startup_time()
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self.rpc.startup_messages(self.config, self.pairlists, self.protections)
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# Update older trades with precision and precision mode
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@ -1,5 +1,6 @@
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# flake8: noqa: F401
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from freqtrade.persistence.key_value_store import KeyStoreKeys, KeyValueStore
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from freqtrade.persistence.models import init_db
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from freqtrade.persistence.pairlock_middleware import PairLocks
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from freqtrade.persistence.trade_model import LocalTrade, Order, Trade
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179
freqtrade/persistence/key_value_store.py
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179
freqtrade/persistence/key_value_store.py
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@ -0,0 +1,179 @@
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from datetime import datetime, timezone
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from enum import Enum
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from typing import ClassVar, Optional, Union
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from sqlalchemy import String
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from sqlalchemy.orm import Mapped, mapped_column
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from freqtrade.persistence.base import ModelBase, SessionType
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ValueTypes = Union[str, datetime, float, int]
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class ValueTypesEnum(str, Enum):
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STRING = 'str'
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DATETIME = 'datetime'
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FLOAT = 'float'
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INT = 'int'
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class KeyStoreKeys(str, Enum):
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BOT_START_TIME = 'bot_start_time'
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STARTUP_TIME = 'startup_time'
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class _KeyValueStoreModel(ModelBase):
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"""
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Pair Locks database model.
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"""
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__tablename__ = 'KeyValueStore'
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session: ClassVar[SessionType]
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id: Mapped[int] = mapped_column(primary_key=True)
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key: Mapped[KeyStoreKeys] = mapped_column(String(25), nullable=False, index=True)
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value_type: Mapped[ValueTypesEnum] = mapped_column(String(20), nullable=False)
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string_value: Mapped[Optional[str]]
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datetime_value: Mapped[Optional[datetime]]
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float_value: Mapped[Optional[float]]
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int_value: Mapped[Optional[int]]
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class KeyValueStore():
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"""
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Generic bot-wide, persistent key-value store
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Can be used to store generic values, e.g. very first bot startup time.
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Supports the types str, datetime, float and int.
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"""
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@staticmethod
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def store_value(key: KeyStoreKeys, value: ValueTypes) -> None:
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"""
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Store the given value for the given key.
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:param key: Key to store the value for - can be used in get-value to retrieve the key
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:param value: Value to store - can be str, datetime, float or int
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key).first()
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if kv is None:
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kv = _KeyValueStoreModel(key=key)
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if isinstance(value, str):
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kv.value_type = ValueTypesEnum.STRING
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kv.string_value = value
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elif isinstance(value, datetime):
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kv.value_type = ValueTypesEnum.DATETIME
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kv.datetime_value = value
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elif isinstance(value, float):
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kv.value_type = ValueTypesEnum.FLOAT
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kv.float_value = value
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elif isinstance(value, int):
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kv.value_type = ValueTypesEnum.INT
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kv.int_value = value
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else:
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raise ValueError(f'Unknown value type {kv.value_type}')
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_KeyValueStoreModel.session.add(kv)
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_KeyValueStoreModel.session.commit()
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@staticmethod
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def delete_value(key: KeyStoreKeys) -> None:
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"""
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Delete the value for the given key.
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:param key: Key to delete the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key).first()
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if kv is not None:
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_KeyValueStoreModel.session.delete(kv)
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_KeyValueStoreModel.session.commit()
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@staticmethod
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def get_value(key: KeyStoreKeys) -> Optional[ValueTypes]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key).first()
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if kv is None:
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return None
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if kv.value_type == ValueTypesEnum.STRING:
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return kv.string_value
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if kv.value_type == ValueTypesEnum.DATETIME and kv.datetime_value is not None:
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return kv.datetime_value.replace(tzinfo=timezone.utc)
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if kv.value_type == ValueTypesEnum.FLOAT:
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return kv.float_value
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if kv.value_type == ValueTypesEnum.INT:
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return kv.int_value
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# This should never happen unless someone messed with the database manually
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raise ValueError(f'Unknown value type {kv.value_type}') # pragma: no cover
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@staticmethod
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def get_string_value(key: KeyStoreKeys) -> Optional[str]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key,
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_KeyValueStoreModel.value_type == ValueTypesEnum.STRING).first()
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if kv is None:
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return None
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return kv.string_value
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@staticmethod
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def get_datetime_value(key: KeyStoreKeys) -> Optional[datetime]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key,
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_KeyValueStoreModel.value_type == ValueTypesEnum.DATETIME).first()
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if kv is None or kv.datetime_value is None:
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return None
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return kv.datetime_value.replace(tzinfo=timezone.utc)
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@staticmethod
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def get_float_value(key: KeyStoreKeys) -> Optional[float]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key,
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_KeyValueStoreModel.value_type == ValueTypesEnum.FLOAT).first()
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if kv is None:
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return None
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return kv.float_value
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@staticmethod
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def get_int_value(key: KeyStoreKeys) -> Optional[int]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key,
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_KeyValueStoreModel.value_type == ValueTypesEnum.INT).first()
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if kv is None:
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return None
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return kv.int_value
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def set_startup_time():
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"""
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sets bot_start_time to the first trade open date - or "now" on new databases.
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sets startup_time to "now"
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"""
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st = KeyValueStore.get_value('bot_start_time')
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if st is None:
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from freqtrade.persistence import Trade
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t = Trade.session.query(Trade).order_by(Trade.open_date.asc()).first()
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if t is not None:
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KeyValueStore.store_value('bot_start_time', t.open_date_utc)
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else:
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KeyValueStore.store_value('bot_start_time', datetime.now(timezone.utc))
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KeyValueStore.store_value('startup_time', datetime.now(timezone.utc))
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@ -13,6 +13,7 @@ from sqlalchemy.pool import StaticPool
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from freqtrade.exceptions import OperationalException
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from freqtrade.persistence.base import ModelBase
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from freqtrade.persistence.key_value_store import _KeyValueStoreModel
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from freqtrade.persistence.migrations import check_migrate
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from freqtrade.persistence.pairlock import PairLock
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from freqtrade.persistence.trade_model import Order, Trade
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@ -76,6 +77,7 @@ def init_db(db_url: str) -> None:
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bind=engine, autoflush=False), scopefunc=get_request_or_thread_id)
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Order.session = Trade.session
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PairLock.session = Trade.session
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_KeyValueStoreModel.session = Trade.session
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previous_tables = inspect(engine).get_table_names()
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ModelBase.metadata.create_all(engine)
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@ -108,6 +108,8 @@ class Profit(BaseModel):
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max_drawdown: float
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max_drawdown_abs: float
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trading_volume: Optional[float]
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bot_start_timestamp: int
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bot_start_date: str
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class SellReason(BaseModel):
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@ -26,7 +26,7 @@ from freqtrade.exceptions import ExchangeError, PricingError
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
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from freqtrade.loggers import bufferHandler
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from freqtrade.misc import decimals_per_coin, shorten_date
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from freqtrade.persistence import Order, PairLocks, Trade
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from freqtrade.persistence import KeyStoreKeys, KeyValueStore, Order, PairLocks, Trade
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from freqtrade.persistence.models import PairLock
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from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
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from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
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@ -543,6 +543,7 @@ class RPC:
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first_date = trades[0].open_date if trades else None
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last_date = trades[-1].open_date if trades else None
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num = float(len(durations) or 1)
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bot_start = KeyValueStore.get_datetime_value(KeyStoreKeys.BOT_START_TIME)
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return {
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'profit_closed_coin': profit_closed_coin_sum,
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'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
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@ -576,6 +577,8 @@ class RPC:
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'max_drawdown': max_drawdown,
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'max_drawdown_abs': max_drawdown_abs,
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'trading_volume': trading_volume,
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'bot_start_timestamp': int(bot_start.timestamp() * 1000) if bot_start else 0,
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'bot_start_date': bot_start.strftime(DATETIME_PRINT_FORMAT) if bot_start else '',
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}
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def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
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@ -819,7 +819,7 @@ class Telegram(RPCHandler):
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best_pair = stats['best_pair']
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best_pair_profit_ratio = stats['best_pair_profit_ratio']
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if stats['trade_count'] == 0:
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markdown_msg = 'No trades yet.'
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markdown_msg = f"No trades yet.\n*Bot started:* `{stats['bot_start_date']}`"
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else:
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# Message to display
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if stats['closed_trade_count'] > 0:
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@ -838,6 +838,7 @@ class Telegram(RPCHandler):
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f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
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f"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
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f"*Total Trade Count:* `{trade_count}`\n"
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f"*Bot started:* `{stats['bot_start_date']}`\n"
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f"*{'First Trade opened' if not timescale else 'Showing Profit since'}:* "
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f"`{first_trade_date}`\n"
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f"*Latest Trade opened:* `{latest_trade_date}`\n"
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69
tests/persistence/test_key_value_store.py
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69
tests/persistence/test_key_value_store.py
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@ -0,0 +1,69 @@
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from datetime import datetime, timedelta, timezone
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import pytest
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from freqtrade.persistence.key_value_store import KeyValueStore, set_startup_time
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from tests.conftest import create_mock_trades_usdt
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@pytest.mark.usefixtures("init_persistence")
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def test_key_value_store(time_machine):
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start = datetime(2023, 1, 1, 4, tzinfo=timezone.utc)
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time_machine.move_to(start, tick=False)
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KeyValueStore.store_value("test", "testStringValue")
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KeyValueStore.store_value("test_dt", datetime.now(timezone.utc))
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KeyValueStore.store_value("test_float", 22.51)
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KeyValueStore.store_value("test_int", 15)
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assert KeyValueStore.get_value("test") == "testStringValue"
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assert KeyValueStore.get_value("test") == "testStringValue"
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assert KeyValueStore.get_string_value("test") == "testStringValue"
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assert KeyValueStore.get_value("test_dt") == datetime.now(timezone.utc)
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assert KeyValueStore.get_datetime_value("test_dt") == datetime.now(timezone.utc)
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assert KeyValueStore.get_string_value("test_dt") is None
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assert KeyValueStore.get_float_value("test_dt") is None
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assert KeyValueStore.get_int_value("test_dt") is None
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assert KeyValueStore.get_value("test_float") == 22.51
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assert KeyValueStore.get_float_value("test_float") == 22.51
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assert KeyValueStore.get_value("test_int") == 15
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assert KeyValueStore.get_int_value("test_int") == 15
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assert KeyValueStore.get_datetime_value("test_int") is None
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time_machine.move_to(start + timedelta(days=20, hours=5), tick=False)
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assert KeyValueStore.get_value("test_dt") != datetime.now(timezone.utc)
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assert KeyValueStore.get_value("test_dt") == start
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# Test update works
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KeyValueStore.store_value("test_dt", datetime.now(timezone.utc))
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assert KeyValueStore.get_value("test_dt") == datetime.now(timezone.utc)
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KeyValueStore.store_value("test_float", 23.51)
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assert KeyValueStore.get_value("test_float") == 23.51
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# test deleting
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KeyValueStore.delete_value("test_float")
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assert KeyValueStore.get_value("test_float") is None
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# Delete same value again (should not fail)
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KeyValueStore.delete_value("test_float")
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with pytest.raises(ValueError, match=r"Unknown value type"):
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KeyValueStore.store_value("test_float", {'some': 'dict'})
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@pytest.mark.usefixtures("init_persistence")
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def test_set_startup_time(fee, time_machine):
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create_mock_trades_usdt(fee)
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start = datetime.now(timezone.utc)
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time_machine.move_to(start, tick=False)
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set_startup_time()
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assert KeyValueStore.get_value("startup_time") == start
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initial_time = KeyValueStore.get_value("bot_start_time")
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assert initial_time <= start
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# Simulate bot restart
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new_start = start + timedelta(days=5)
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time_machine.move_to(new_start, tick=False)
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set_startup_time()
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assert KeyValueStore.get_value("startup_time") == new_start
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assert KeyValueStore.get_value("bot_start_time") == initial_time
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@ -883,6 +883,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
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'max_drawdown': ANY,
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'max_drawdown_abs': ANY,
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'trading_volume': expected['trading_volume'],
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'bot_start_timestamp': 0,
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'bot_start_date': '',
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}
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