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Merge pull request #5846 from Merinorus/5527-show_average_profit_in_overwiew

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Add /weekly and /monthly to Telegram (#5527)
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Matthias 2021-11-06 15:43:34 +01:00 committed by GitHub
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33
docs/telegram-usage.md
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@ -175,6 +175,8 @@ official commands. You can ask at any moment for help with `/help`.
| `/performance` | Show performance of each finished trade grouped by pair
| `/balance` | Show account balance per currency
| `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
| `/weekly <n>` | Shows profit or loss per week, over the last n weeks (n defaults to 8)
| `/monthly <n>` | Shows profit or loss per month, over the last n months (n defaults to 6)
| `/stats` | Shows Wins / losses by Sell reason as well as Avg. holding durations for buys and sells
| `/whitelist` | Show the current whitelist
| `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
@ -307,8 +309,7 @@ Return the balance of all crypto-currency your have on the exchange.
### /daily <n>
Per default `/daily` will return the 7 last days.
The example below if for `/daily 3`:
Per default `/daily` will return the 7 last days. The example below if for `/daily 3`:
> **Daily Profit over the last 3 days:**
```
@ -319,6 +320,34 @@ Day Profit BTC Profit USD
2018-01-01 0.00269130 BTC 34.986 USD
```
### /weekly <n>
Per default `/weekly` will return the 8 last weeks, including the current week. Each week starts
from Monday. The example below if for `/weekly 3`:
> **Weekly Profit over the last 3 weeks (starting from Monday):**
```
Monday Profit BTC Profit USD
---------- -------------- ------------
2018-01-03 0.00224175 BTC 29,142 USD
2017-12-27 0.00033131 BTC 4,307 USD
2017-12-20 0.00269130 BTC 34.986 USD
```
### /monthly <n>
Per default `/monthly` will return the 6 last months, including the current month. The example below
if for `/monthly 3`:
> **Monthly Profit over the last 3 months:**
```
Month Profit BTC Profit USD
---------- -------------- ------------
2018-01 0.00224175 BTC 29,142 USD
2017-12 0.00033131 BTC 4,307 USD
2017-11 0.00269130 BTC 34.986 USD
```
### /whitelist
Shows the current whitelist

88
freqtrade/rpc/rpc.py
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@ -9,6 +9,7 @@ from typing import Any, Dict, List, Optional, Tuple, Union
import arrow
import psutil
from dateutil.relativedelta import relativedelta
from numpy import NAN, inf, int64, mean
from pandas import DataFrame
@ -250,7 +251,7 @@ class RPC:
def _rpc_daily_profit(
self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
today = datetime.utcnow().date()
today = datetime.now(timezone.utc).date()
profit_days: Dict[date, Dict] = {}
if not (isinstance(timescale, int) and timescale > 0):
@ -289,6 +290,91 @@ class RPC:
'data': data
}
def _rpc_weekly_profit(
self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
today = datetime.now(timezone.utc).date()
first_iso_day_of_week = today - timedelta(days=today.weekday()) # Monday
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 = first_iso_day_of_week - 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]:
first_day_of_month = datetime.now(timezone.utc).date().replace(day=1)
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 = first_day_of_month - 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': f"{key.year}-{key.month:02d}",
'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()

84
freqtrade/rpc/telegram.py
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@ -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 +177,8 @@ class Telegram(RPCHandler):
callbacks = [
CallbackQueryHandler(self._status_table, pattern='update_status_table'),
CallbackQueryHandler(self._daily, pattern='update_daily'),
CallbackQueryHandler(self._weekly, pattern='update_weekly'),
CallbackQueryHandler(self._monthly, pattern='update_monthly'),
CallbackQueryHandler(self._profit, pattern='update_profit'),
CallbackQueryHandler(self._balance, pattern='update_balance'),
CallbackQueryHandler(self._performance, pattern='update_performance'),
@ -501,6 +505,86 @@ 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=[
'Monday',
f'Profit {stake_cur}',
f'Profit {fiat_disp_cur}',
'Trades',
],
tablefmt='simple')
message = f'<b>Weekly Profit over the last {timescale} weeks ' \
f'(starting from Monday)</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' \
f'</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:
"""

3
requirements-dev.txt
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@ -24,3 +24,6 @@ types-cachetools==4.2.4
types-filelock==3.2.1
types-requests==2.25.11
types-tabulate==0.8.3
# Extensions to datetime library
types-python-dateutil==2.8.2

2
requirements.txt
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@ -42,3 +42,5 @@ colorama==0.4.4
# Building config files interactively
questionary==1.10.0
prompt-toolkit==3.0.21
# Extensions to datetime library
python-dateutil==2.8.2

253
tests/rpc/test_rpc_telegram.py
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@ -4,7 +4,7 @@
import logging
import re
from datetime import datetime
from datetime import datetime, timedelta
from functools import reduce
from random import choice, randint
from string import ascii_uppercase
@ -94,10 +94,11 @@ 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)
@ -354,7 +355,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
context.args = ["2"]
telegram._daily(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Daily' in msg_mock.call_args_list[0][0][0]
assert "Daily Profit over the last 2 days</b>:" in msg_mock.call_args_list[0][0][0]
assert 'Day ' 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]
@ -366,7 +368,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
context.args = []
telegram._daily(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Daily' in msg_mock.call_args_list[0][0][0]
assert "Daily Profit over the last 7 days</b>:" 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]
@ -422,7 +424,242 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
context = MagicMock()
context.args = ["today"]
telegram._daily(update=update, context=context)
assert str('Daily Profit over the last 7 days') in msg_mock.call_args_list[0][0][0]
assert str('Daily Profit over the last 7 days</b>:') 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 Profit over the last 2 weeks (starting from Monday)</b>:" \
in msg_mock.call_args_list[0][0][0]
assert 'Monday ' in msg_mock.call_args_list[0][0][0]
today = datetime.utcnow().date()
first_iso_day_of_current_week = today - timedelta(days=today.weekday())
assert str(first_iso_day_of_current_week) 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 Profit over the last 8 weeks (starting from Monday)</b>:" \
in msg_mock.call_args_list[0][0][0]
assert 'Weekly' 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
# /weekly 1
# By default, the 8 previous weeks are shown
# So the previous modified trade should be excluded from the stats
context = MagicMock()
context.args = ["1"]
telegram._weekly(update=update, context=context)
assert str(' 0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 2.798 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 3 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
# /weekly -3
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
# /weekly this week
context = MagicMock()
context.args = ["this week"]
telegram._weekly(update=update, context=context)
assert str('Weekly Profit over the last 8 weeks (starting from Monday)</b>:') \
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 Profit over the last 2 months</b>:' in msg_mock.call_args_list[0][0][0]
assert 'Month ' in msg_mock.call_args_list[0][0][0]
today = datetime.utcnow().date()
current_month = f"{today.year}-{today.month} "
assert current_month 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
# Default to 6 months
assert 'Monthly Profit over the last 6 months</b>:' in msg_mock.call_args_list[0][0][0]
assert 'Month ' in msg_mock.call_args_list[0][0][0]
assert current_month 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
# /monthly 12
context = MagicMock()
context.args = ["12"]
telegram._monthly(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Monthly Profit over the last 12 months</b>:' in msg_mock.call_args_list[0][0][0]
assert str(' 0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 2.798 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 3 trades') in msg_mock.call_args_list[0][0][0]
# The one-digit months should contain a zero, Eg: September 2021 = "2021-09"
# Since we loaded the last 12 months, any month should appear
assert str('-09') in msg_mock.call_args_list[0][0][0]
def test_monthly_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
# /monthly -3
context = MagicMock()
context.args = ["-3"]
telegram._monthly(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
# /monthly february
context = MagicMock()
context.args = ["february"]
telegram._monthly(update=update, context=context)
assert str('Monthly Profit over the last 6 months</b>:') in msg_mock.call_args_list[0][0][0]
def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,