Merge pull request #3799 from imxuwang/issue3783

Introduce Telegram /stats endpoint

freqtrade/rpc/api_server.py

@@ -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):

freqtrade/rpc/rpc.py

@@ -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 """

freqtrade/rpc/telegram.py

@@ -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"