diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 0c45fbbf1..0c1af9f4d 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -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 ` | Shows profit or loss per day, over the last n days (n defaults to 7) +| `/weekly ` | Shows profit or loss per week, over the last n weeks (n defaults to 8) +| `/monthly ` | 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 -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 + +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 + +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 diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index da8d23b7a..37ff80be5 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -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() diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 77d5f06e2..1dea5fae7 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 +177,8 @@ 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 + 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'Weekly Profit over the last {timescale} weeks ' \ + f'(starting from Monday):\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' \ + f':\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-dev.txt b/requirements-dev.txt index c2b62196c..d90ffcf78 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -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 \ No newline at end of file diff --git a/requirements.txt b/requirements.txt index e2f6a3162..90cfe46d5 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 +# Extensions to datetime library +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..74c33d2af 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -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:" 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:" 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:') 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):" \ + 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):" \ + 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):') \ + 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:' 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:' 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:' 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:') in msg_mock.call_args_list[0][0][0] def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,