Merge branch 'develop' into pr/SmartManoj/6859

This commit is contained in:
Matthias
2022-06-23 20:43:35 +02:00
116 changed files with 11323 additions and 9511 deletions

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@@ -1,6 +1,7 @@
import asyncio
import logging
from copy import deepcopy
from datetime import datetime
from typing import Any, Dict, List
from fastapi import APIRouter, BackgroundTasks, Depends
@@ -102,7 +103,10 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
min_date=min_date, max_date=max_date)
if btconfig.get('export', 'none') == 'trades':
store_backtest_stats(btconfig['exportfilename'], ApiServer._bt.results)
store_backtest_stats(
btconfig['exportfilename'], ApiServer._bt.results,
datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
)
logger.info("Backtest finished.")

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@@ -104,6 +104,10 @@ class Profit(BaseModel):
best_pair_profit_ratio: float
winning_trades: int
losing_trades: int
profit_factor: float
max_drawdown: float
max_drawdown_abs: float
trading_volume: Optional[float]
class SellReason(BaseModel):
@@ -120,6 +124,8 @@ class Stats(BaseModel):
class DailyRecord(BaseModel):
date: date
abs_profit: float
rel_profit: float
starting_balance: float
fiat_value: float
trade_count: int
@@ -166,7 +172,7 @@ class ShowConfig(BaseModel):
trailing_stop_positive: Optional[float]
trailing_stop_positive_offset: Optional[float]
trailing_only_offset_is_reached: Optional[bool]
unfilledtimeout: UnfilledTimeout
unfilledtimeout: Optional[UnfilledTimeout] # Empty in webserver mode
order_types: Optional[OrderTypes]
use_custom_stoploss: Optional[bool]
timeframe: Optional[str]
@@ -256,6 +262,7 @@ class TradeSchema(BaseModel):
leverage: Optional[float]
interest_rate: Optional[float]
liquidation_price: Optional[float]
funding_fees: Optional[float]
trading_mode: Optional[TradingMode]
@@ -276,6 +283,7 @@ class OpenTradeSchema(TradeSchema):
class TradeResponse(BaseModel):
trades: List[TradeSchema]
trades_count: int
offset: int
total_trades: int

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@@ -36,7 +36,8 @@ logger = logging.getLogger(__name__)
# versions 2.xx -> futures/short branch
# 2.14: Add entry/exit orders to trade response
# 2.15: Add backtest history endpoints
API_VERSION = 2.15
# 2.16: Additional daily metrics
API_VERSION = 2.16
# Public API, requires no auth.
router_public = APIRouter()
@@ -86,8 +87,8 @@ def stats(rpc: RPC = Depends(get_rpc)):
@router.get('/daily', response_model=Daily, tags=['info'])
def daily(timescale: int = 7, rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
return rpc._rpc_daily_profit(timescale, config['stake_currency'],
config.get('fiat_display_currency', ''))
return rpc._rpc_timeunit_profit(timescale, config['stake_currency'],
config.get('fiat_display_currency', ''))
@router.get('/status', response_model=List[OpenTradeSchema], tags=['info'])