Merged feat/short into lev-strat

This commit is contained in:
Sam Germain
2021-09-19 17:44:12 -06:00
parent a89c67787b
commit 778f0d9d0a
41 changed files with 3173 additions and 614 deletions

View File

@@ -2,7 +2,7 @@
This module contains the class to persist trades into SQLite
"""
import logging
from datetime import datetime, timezone
from datetime import datetime, timedelta, timezone
from decimal import Decimal
from typing import Any, Dict, List, Optional
@@ -1026,17 +1026,21 @@ class Trade(_DECL_BASE, LocalTrade):
return total_open_stake_amount or 0
@staticmethod
def get_overall_performance() -> List[Dict[str, Any]]:
def get_overall_performance(minutes=None) -> List[Dict[str, Any]]:
"""
Returns List of dicts containing all Trades, including profit and trade count
NOTE: Not supported in Backtesting.
"""
filters = [Trade.is_open.is_(False)]
if minutes:
start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
filters.append(Trade.close_date >= start_date)
pair_rates = Trade.query.with_entities(
Trade.pair,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(Trade.is_open.is_(False))\
).filter(*filters)\
.group_by(Trade.pair) \
.order_by(desc('profit_sum_abs')) \
.all()