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Merge pull request #3799 from imxuwang/issue3783

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Introduce Telegram /stats endpoint
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Matthias 2020-12-10 15:41:09 +01:00 committed by GitHub
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9 changed files with 180 additions and 2 deletions
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4
docs/rest-api.md
View File

@ -127,6 +127,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
| `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).
| `stats` | Display a summary of profit / loss reasons as well as average holding times.
| `whitelist` | Show the current whitelist.
| `blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
| `edge` | Show validated pairs by Edge if it is enabled.
@ -229,6 +230,9 @@ show_config
start
Start the bot if it's in the stopped state.
stats
Return the stats report (durations, sell-reasons).
status
Get the status of open trades.

1
docs/telegram-usage.md
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@ -113,6 +113,7 @@ 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)
| `/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.
| `/edge` | Show validated pairs by Edge if it is enabled.

14
freqtrade/rpc/api_server.py
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@ -198,6 +198,8 @@ class ApiServer(RPC):
self.app.add_url_rule(f'{BASE_URI}/logs', 'log', view_func=self._get_logs, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/profit', 'profit',
view_func=self._profit, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/stats', 'stats',
view_func=self._stats, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/performance', 'performance',
view_func=self._performance, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/status', 'status',
@ -417,6 +419,18 @@ class ApiServer(RPC):
return jsonify(stats)
@require_login
@rpc_catch_errors
def _stats(self):
"""
Handler for /stats.
Returns a Object with "durations" and "sell_reasons" as keys.
"""
stats = self._rpc_stats()
return jsonify(stats)
@require_login
@rpc_catch_errors
def _performance(self):

33
freqtrade/rpc/rpc.py
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@ -275,6 +275,39 @@ class RPC:
"trades_count": len(output)
}
def _rpc_stats(self) -> Dict[str, Any]:
"""
Generate generic stats for trades in database
"""
def trade_win_loss(trade):
if trade.close_profit > 0:
return 'wins'
elif trade.close_profit < 0:
return 'losses'
else:
return 'draws'
trades = trades = Trade.get_trades([Trade.is_open.is_(False)])
# Sell reason
sell_reasons = {}
for trade in trades:
if trade.sell_reason not in sell_reasons:
sell_reasons[trade.sell_reason] = {'wins': 0, 'losses': 0, 'draws': 0}
sell_reasons[trade.sell_reason][trade_win_loss(trade)] += 1
# Duration
dur: Dict[str, List[int]] = {'wins': [], 'draws': [], 'losses': []}
for trade in trades:
if trade.close_date is not None and trade.open_date is not None:
trade_dur = (trade.close_date - trade.open_date).total_seconds()
dur[trade_win_loss(trade)].append(trade_dur)
wins_dur = sum(dur['wins']) / len(dur['wins']) if len(dur['wins']) > 0 else 'N/A'
draws_dur = sum(dur['draws']) / len(dur['draws']) if len(dur['draws']) > 0 else 'N/A'
losses_dur = sum(dur['losses']) / len(dur['losses']) if len(dur['losses']) > 0 else 'N/A'
durations = {'wins': wins_dur, 'draws': draws_dur, 'losses': losses_dur}
return {'sell_reasons': sell_reasons, 'durations': durations}
def _rpc_trade_statistics(
self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
""" Returns cumulative profit statistics """

46
freqtrade/rpc/telegram.py
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@ -5,6 +5,7 @@ This module manage Telegram communication
"""
import json
import logging
from datetime import timedelta
from typing import Any, Callable, Dict, List, Union
import arrow
@ -98,6 +99,7 @@ class Telegram(RPC):
CommandHandler('trades', self._trades),
CommandHandler('delete', self._delete_trade),
CommandHandler('performance', self._performance),
CommandHandler('stats', self._stats),
CommandHandler('daily', self._daily),
CommandHandler('count', self._count),
CommandHandler('locks', self._locks),
@ -388,6 +390,48 @@ class Telegram(RPC):
f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
self._send_msg(markdown_msg)
@authorized_only
def _stats(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /stats
Show stats of recent trades
"""
stats = self._rpc_stats()
reason_map = {
'roi': 'ROI',
'stop_loss': 'Stoploss',
'trailing_stop_loss': 'Trail. Stop',
'stoploss_on_exchange': 'Stoploss',
'sell_signal': 'Sell Signal',
'force_sell': 'Forcesell',
'emergency_sell': 'Emergency Sell',
}
sell_reasons_tabulate = [
[
reason_map.get(reason, reason),
sum(count.values()),
count['wins'],
count['losses']
] for reason, count in stats['sell_reasons'].items()
]
sell_reasons_msg = tabulate(
sell_reasons_tabulate,
headers=['Sell Reason', 'Sells', 'Wins', 'Losses']
)
durations = stats['durations']
duration_msg = tabulate([
['Wins', str(timedelta(seconds=durations['wins']))
if durations['wins'] != 'N/A' else 'N/A'],
['Losses', str(timedelta(seconds=durations['losses']))
if durations['losses'] != 'N/A' else 'N/A']
],
headers=['', 'Avg. Duration']
)
msg = (f"""```\n{sell_reasons_msg}```\n```\n{duration_msg}```""")
self._send_msg(msg, ParseMode.MARKDOWN)
@authorized_only
def _balance(self, update: Update, context: CallbackContext) -> None:
""" Handler for /balance """
@ -743,6 +787,8 @@ class Telegram(RPC):
"*/delete <trade_id>:* `Instantly delete the given trade in the database`\n"
"*/performance:* `Show performance of each finished trade grouped by pair`\n"
"*/daily <n>:* `Shows profit or loss per day, over the last n days`\n"
"*/stats:* `Shows Wins / losses by Sell reason as well as "
"Avg. holding durationsfor buys and sells.`\n"
"*/count:* `Show number of active trades compared to allowed number of trades`\n"
"*/locks:* `Show currently locked pairs`\n"
"*/balance:* `Show account balance per currency`\n"

7
scripts/rest_client.py
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@ -139,6 +139,13 @@ class FtRestClient():
"""
return self._get("profit")
def stats(self):
"""Return the stats report (durations, sell-reasons).
:return: json object
"""
return self._get("stats")
def performance(self):
"""Return the performance of the different coins.

8
tests/conftest_trades.py
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@ -1,3 +1,5 @@
from datetime import datetime, timedelta, timezone
from freqtrade.persistence.models import Order, Trade
@ -82,6 +84,9 @@ def mock_trade_2(fee):
is_open=False,
open_order_id='dry_run_sell_12345',
strategy='DefaultStrategy',
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
)
o = Order.parse_from_ccxt_object(mock_order_2(), 'ETC/BTC', 'buy')
trade.orders.append(o)
@ -134,6 +139,9 @@ def mock_trade_3(fee):
close_profit=0.01,
exchange='bittrex',
is_open=False,
sell_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
)
o = Order.parse_from_ccxt_object(mock_order_3(), 'XRP/BTC', 'buy')
trade.orders.append(o)

29
tests/rpc/test_rpc_apiserver.py
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@ -559,6 +559,35 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
}
@pytest.mark.usefixtures("init_persistence")
def test_api_stats(botclient, mocker, ticker, fee, markets,):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
rc = client_get(client, f"{BASE_URI}/stats")
assert_response(rc, 200)
assert 'durations' in rc.json
assert 'sell_reasons' in rc.json
create_mock_trades(fee)
rc = client_get(client, f"{BASE_URI}/stats")
assert_response(rc, 200)
assert 'durations' in rc.json
assert 'sell_reasons' in rc.json
assert 'wins' in rc.json['durations']
assert 'losses' in rc.json['durations']
assert 'draws' in rc.json['durations']
def test_api_performance(botclient, mocker, ticker, fee):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))

40
tests/rpc/test_rpc_telegram.py
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@ -74,9 +74,10 @@ 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'], ['daily'], ['count'], ['locks'], "
"['delete'], ['performance'], ['stats'], ['daily'], ['count'], ['locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], ['stopbuy'], "
"['whitelist'], ['blacklist'], ['logs'], ['edge'], ['help'], ['version']]")
"['whitelist'], ['blacklist'], ['logs'], ['edge'], ['help'], ['version']"
"]")
assert log_has(message_str, caplog)
@ -468,6 +469,41 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0]
def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot)
telegram._stats(update=update, context=MagicMock())
assert msg_mock.call_count == 1
# assert 'No trades yet.' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
# Create some test data
create_mock_trades(fee)
telegram._stats(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'Sell Reason' in msg_mock.call_args_list[-1][0][0]
assert 'ROI' in msg_mock.call_args_list[-1][0][0]
assert 'Avg. Duration' in msg_mock.call_args_list[-1][0][0]
msg_mock.reset_mock()
def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tickers) -> None:
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)