adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into volumeList_enhanced_filter

Browse Source
This commit is contained in:
Matthias
2019-11-09 15:34:47 +01:00
parent 86a5dfa62e 3f65c31883
commit 748fe94603
52 changed files with 958 additions and 672 deletions
Download Patch File Download Diff File Expand all files Collapse all files

49
freqtrade/rpc/rpc.py
View File

@@ -9,7 +9,6 @@ from enum import Enum
from typing import Dict, Any, List, Optional
import arrow
import sqlalchemy as sql
from numpy import mean, NAN
from pandas import DataFrame
@@ -154,12 +153,11 @@ class RPC:
for day in range(0, timescale):
profitday = today - timedelta(days=day)
trades = Trade.query \
.filter(Trade.is_open.is_(False)) \
.filter(Trade.close_date >= profitday)\
.filter(Trade.close_date < (profitday + timedelta(days=1)))\
.order_by(Trade.close_date)\
.all()
trades = Trade.get_trades(trade_filter=[
Trade.is_open.is_(False),
Trade.close_date >= profitday,
Trade.close_date < (profitday + timedelta(days=1))
]).order_by(Trade.close_date).all()
curdayprofit = sum(trade.calc_profit() for trade in trades)
profit_days[profitday] = {
'amount': f'{curdayprofit:.8f}',
@@ -192,7 +190,7 @@ class RPC:
def _rpc_trade_statistics(
self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
""" Returns cumulative profit statistics """
trades = Trade.query.order_by(Trade.id).all()
trades = Trade.get_trades().order_by(Trade.id).all()
profit_all_coin = []
profit_all_perc = []
@@ -225,11 +223,7 @@ class RPC:
)
profit_all_perc.append(profit_percent)
best_pair = Trade.session.query(
Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum')
).filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(sql.text('profit_sum DESC')).first()
best_pair = Trade.get_best_pair()
if not best_pair:
raise RPCException('no closed trade')
@@ -389,11 +383,8 @@ class RPC:
return {'result': 'Created sell orders for all open trades.'}
# Query for trade
trade = Trade.query.filter(
sql.and_(
Trade.id == trade_id,
Trade.is_open.is_(True)
)
trade = Trade.get_trades(
trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
).first()
if not trade:
logger.warning('forcesell: Invalid argument received')
@@ -423,7 +414,7 @@ class RPC:
# check if valid pair
# check if pair already has an open pair
trade = Trade.query.filter(Trade.is_open.is_(True)).filter(Trade.pair.is_(pair)).first()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
if trade:
raise RPCException(f'position for {pair} already open - id: {trade.id}')
@@ -432,28 +423,20 @@ class RPC:
# execute buy
if self._freqtrade.execute_buy(pair, stakeamount, price):
trade = Trade.query.filter(Trade.is_open.is_(True)).filter(Trade.pair.is_(pair)).first()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
return trade
else:
return None
def _rpc_performance(self) -> List[Dict]:
def _rpc_performance(self) -> List[Dict[str, Any]]:
"""
Handler for performance.
Shows a performance statistic from finished trades
"""
pair_rates = Trade.session.query(Trade.pair,
sql.func.sum(Trade.close_profit).label('profit_sum'),
sql.func.count(Trade.pair).label('count')) \
.filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(sql.text('profit_sum DESC')) \
.all()
return [
{'pair': pair, 'profit': round(rate * 100, 2), 'count': count}
for pair, rate, count in pair_rates
]
pair_rates = Trade.get_overall_performance()
# Round and convert to %
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in pair_rates]
return pair_rates
def _rpc_count(self) -> Dict[str, float]:
""" Returns the number of trades running """