Merge pull request #6272 from stash86/fix-docs

Add more info on Telegram's status message

freqtrade/persistence/models.py

@@ -165,6 +165,29 @@ class Order(_DECL_BASE):
                 self.order_filled_date = datetime.now(timezone.utc)
         self.order_update_date = datetime.now(timezone.utc)
 
+    def to_json(self) -> Dict[str, Any]:
+        return {
+            'amount': self.amount,
+            'average': round(self.average, 8) if self.average else 0,
+            'cost': self.cost if self.cost else 0,
+            'filled': self.filled,
+            'ft_order_side': self.ft_order_side,
+            'is_open': self.ft_is_open,
+            'order_date': self.order_date.strftime(DATETIME_PRINT_FORMAT)
+            if self.order_date else None,
+            'order_timestamp': int(self.order_date.replace(
+                tzinfo=timezone.utc).timestamp() * 1000) if self.order_date else None,
+            'order_filled_date': self.order_filled_date.strftime(DATETIME_PRINT_FORMAT)
+            if self.order_filled_date else None,
+            'order_filled_timestamp': int(self.order_filled_date.replace(
+                tzinfo=timezone.utc).timestamp() * 1000) if self.order_filled_date else None,
+            'order_type': self.order_type,
+            'pair': self.ft_pair,
+            'price': self.price,
+            'remaining': self.remaining,
+            'status': self.status,
+        }
+
     @staticmethod
     def update_orders(orders: List['Order'], order: Dict[str, Any]):
         """
@@ -282,6 +305,16 @@ class LocalTrade():
         return self.close_date.replace(tzinfo=timezone.utc)
 
     def to_json(self) -> Dict[str, Any]:
+        filled_orders = self.select_filled_orders()
+        filled_entries = []
+        filled_exits = []
+        if len(filled_orders) > 0:
+            for order in filled_orders:
+                if order.ft_order_side == 'buy':
+                    filled_entries.append(order.to_json())
+                if order.ft_order_side == 'sell':
+                    filled_exits.append(order.to_json())
+
         return {
             'trade_id': self.id,
             'pair': self.pair,
@@ -345,6 +378,8 @@ class LocalTrade():
             'max_rate': self.max_rate,
 
             'open_order_id': self.open_order_id,
+            'filled_entry_orders': filled_entries,
+            'filled_exit_orders': filled_exits,
         }
 
     @staticmethod
@@ -615,14 +650,14 @@ class LocalTrade():
         else:
             return None
 
-    def select_filled_orders(self, order_side: str) -> List['Order']:
+    def select_filled_orders(self, order_side: Optional[str] = None) -> List['Order']:
         """
         Finds filled orders for this orderside.
-        :param order_side: Side of the order (either 'buy' or 'sell')
+        :param order_side: Side of the order (either 'buy', 'sell', or None)
         :return: array of Order objects
         """
-        return [o for o in self.orders if o.ft_order_side == order_side and
+        return [o for o in self.orders if ((o.ft_order_side == order_side) or (order_side is None))
-                o.ft_is_open is False and
+                and o.ft_is_open is False and
                 (o.filled or 0) > 0 and
                 o.status in NON_OPEN_EXCHANGE_STATES]
 

freqtrade/rpc/telegram.py

@@ -370,6 +370,47 @@ class Telegram(RPCHandler):
         else:
             return "\N{CROSS MARK}"
 
+    def _prepare_buy_details(self, filled_orders, base_currency):
+        """
+        Prepare details of trade with buy adjustment enabled
+        """
+        lines = []
+        for x, order in enumerate(filled_orders):
+            current_buy_datetime = arrow.get(order["order_filled_date"])
+            cur_buy_amount = order["amount"]
+            cur_buy_average = order["average"]
+            lines.append("  ")
+            if x == 0:
+                lines.append("*Buy #{}:*".format(x+1))
+                lines.append("*Buy Amount:* {} ({:.8f} {})"
+                             .format(cur_buy_amount, order["cost"], base_currency))
+                lines.append("*Average Buy Price:* {}".format(cur_buy_average))
+            else:
+                sumA = 0
+                sumB = 0
+                for y in range(x):
+                    sumA += (filled_orders[y]["amount"] * filled_orders[y]["average"])
+                    sumB += filled_orders[y]["amount"]
+                prev_avg_price = sumA/sumB
+                price_to_1st_buy = ((cur_buy_average - filled_orders[0]["average"])
+                                    / filled_orders[0]["average"])
+                minus_on_buy = (cur_buy_average - prev_avg_price)/prev_avg_price
+                dur_buys = current_buy_datetime - arrow.get(filled_orders[x-1]["order_filled_date"])
+                days = dur_buys.days
+                hours, remainder = divmod(dur_buys.seconds, 3600)
+                minutes, seconds = divmod(remainder, 60)
+                lines.append("*Buy #{}:* at {:.2%} avg profit".format(x+1, minus_on_buy))
+                lines.append("({})".format(current_buy_datetime
+                                           .humanize(granularity=["day", "hour", "minute"])))
+                lines.append("*Buy Amount:* {} ({:.8f} {})"
+                             .format(cur_buy_amount, order["cost"], base_currency))
+                lines.append("*Average Buy Price:* {} ({:.2%} from 1st buy rate)"
+                             .format(cur_buy_average, price_to_1st_buy))
+                lines.append("*Order filled at:* {}".format(order["order_filled_date"]))
+                lines.append("({}d {}h {}m {}s from previous buy)"
+                             .format(days, hours, minutes, seconds))
+        return lines
+
     @authorized_only
     def _status(self, update: Update, context: CallbackContext) -> None:
         """
@@ -393,21 +434,33 @@ class Telegram(RPCHandler):
                 trade_ids = [int(i) for i in context.args if i.isnumeric()]
 
             results = self._rpc._rpc_trade_status(trade_ids=trade_ids)
-
+            position_adjust = self._config.get('position_adjustment_enable', False)
             messages = []
             for r in results:
                 r['open_date_hum'] = arrow.get(r['open_date']).humanize()
+                r['num_entries'] = len(r['filled_entry_orders'])
+                r['sell_reason'] = r.get('sell_reason', "")
                 lines = [
                     "*Trade ID:* `{trade_id}` `(since {open_date_hum})`",
                     "*Current Pair:* {pair}",
                     "*Amount:* `{amount} ({stake_amount} {base_currency})`",
                     "*Buy Tag:* `{buy_tag}`" if r['buy_tag'] else "",
+                    "*Sell Reason:* `{sell_reason}`" if r['sell_reason'] else "",
+                ]
+
+                if position_adjust:
+                    lines.append("*Number of Buy(s):* `{num_entries}`")
+
+                lines.extend([
                     "*Open Rate:* `{open_rate:.8f}`",
-                    "*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
+                    "*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}`",
                     ("*Current Profit:* " if r['is_open'] else "*Close Profit: *")
                     + "`{profit_ratio:.2%}`",
-                ]
+                ])
+
                 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
@@ -425,6 +478,11 @@ class Telegram(RPCHandler):
                     else:
                         lines.append("*Open Order:* `{open_order}`")
 
+                if len(r['filled_entry_orders']) > 1:
+                    lines_detail = self._prepare_buy_details(
+                        r['filled_entry_orders'], r['base_currency'])
+                    lines.extend(lines_detail)
+
                 # Filter empty lines using list-comprehension
                 messages.append("\n".join([line for line in lines if line]).format(**r))
 

tests/conftest_trades.py

@@ -14,6 +14,7 @@ def mock_order_1():
         'side': 'buy',
         'type': 'limit',
         'price': 0.123,
+        'average': 0.123,
         'amount': 123.0,
         'filled': 123.0,
         'remaining': 0.0,

tests/rpc/test_rpc.py

@@ -108,6 +108,14 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_entry_dist_ratio': -0.10448878,
         'open_order': None,
         'exchange': 'binance',
+        'filled_entry_orders': [{
+            'amount': 91.07468123, 'average': 1.098e-05,
+            'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
+            'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
+            'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
+            'is_open': False, 'pair': 'ETH/BTC',
+            'remaining': ANY, 'status': ANY}],
+        'filled_exit_orders': []
     }
 
     mocker.patch('freqtrade.exchange.Exchange.get_rate',
@@ -175,6 +183,14 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_entry_dist_ratio': -0.10448878,
         'open_order': None,
         'exchange': 'binance',
+        'filled_entry_orders': [{
+            'amount': 91.07468123, 'average': 1.098e-05,
+            'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
+            'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
+            'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
+            'is_open': False, 'pair': 'ETH/BTC',
+            'remaining': ANY, 'status': ANY}],
+        'filled_exit_orders': []
     }
 
 

tests/rpc/test_rpc_telegram.py

@@ -23,6 +23,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.loggers import setup_logging
 from freqtrade.persistence import PairLocks, Trade
+from freqtrade.persistence.models import Order
 from freqtrade.rpc import RPC
 from freqtrade.rpc.rpc import RPCException
 from freqtrade.rpc.telegram import Telegram, authorized_only
@@ -201,7 +202,8 @@ def test_telegram_status(default_conf, update, mocker) -> None:
             'stoploss_current_dist_ratio': -0.0002,
             'stop_loss_ratio': -0.0001,
             'open_order': '(limit buy rem=0.00000000)',
-            'is_open': True
+            'is_open': True,
+            'filled_entry_orders': []
         }]),
     )
 
@@ -217,6 +219,52 @@ def test_telegram_status(default_conf, update, mocker) -> None:
     assert status_table.call_count == 1
 
 
+@pytest.mark.usefixtures("init_persistence")
+def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None:
+    update.message.chat.id = "123"
+    default_conf['telegram']['enabled'] = False
+    default_conf['telegram']['chat_id'] = "123"
+    default_conf['position_adjustment_enable'] = True
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_order=MagicMock(return_value=None),
+        get_rate=MagicMock(return_value=0.22),
+    )
+
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+
+    create_mock_trades(fee)
+    trades = Trade.get_open_trades()
+    trade = trades[0]
+    trade.orders.append(Order(
+        order_id='5412vbb',
+        ft_order_side='buy',
+        ft_pair=trade.pair,
+        ft_is_open=False,
+        status="closed",
+        symbol=trade.pair,
+        order_type="market",
+        side="buy",
+        price=trade.open_rate * 0.95,
+        average=trade.open_rate * 0.95,
+        filled=trade.amount,
+        remaining=0,
+        cost=trade.amount,
+        order_date=trade.open_date,
+        order_filled_date=trade.open_date,
+    )
+    )
+    trade.recalc_trade_from_orders()
+    Trade.commit()
+
+    telegram._status(update=update, context=MagicMock())
+    assert msg_mock.call_count == 4
+    msg = msg_mock.call_args_list[0][0][0]
+    assert re.search(r'Number of Buy.*2', msg)
+    assert re.search(r'Average Buy Price', msg)
+    assert re.search(r'Order filled at', msg)
+
+
 def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
     default_conf['max_open_trades'] = 3
     mocker.patch.multiple(

tests/test_persistence.py

@@ -903,6 +903,8 @@ def test_to_json(default_conf, fee):
                       'buy_tag': None,
                       'timeframe': None,
                       'exchange': 'binance',
+                      'filled_entry_orders': [],
+                      'filled_exit_orders': []
                       }
 
     # Simulate dry_run entries
@@ -970,6 +972,8 @@ def test_to_json(default_conf, fee):
                       'buy_tag': 'buys_signal_001',
                       'timeframe': None,
                       'exchange': 'binance',
+                      'filled_entry_orders': [],
+                      'filled_exit_orders': []
                       }