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Merge branch 'develop' into pr/SmartManoj/6859

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Matthias
2022-06-23 20:43:35 +02:00
parent 2b61aa282a ddc355feb6
commit 8bf0bf10c5
116 changed files with 11323 additions and 9511 deletions
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178
freqtrade/rpc/rpc.py
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@@ -18,6 +18,7 @@ from freqtrade import __version__
from freqtrade.configuration.timerange import TimeRange
from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
from freqtrade.data.history import load_data
from freqtrade.data.metrics import calculate_max_drawdown
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, State,
TradingMode)
from freqtrade.exceptions import ExchangeError, PricingError
@@ -283,33 +284,57 @@ class RPC:
columns.append('# Entries')
return trades_list, columns, fiat_profit_sum
def _rpc_daily_profit(
def _rpc_timeunit_profit(
self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
today = datetime.now(timezone.utc).date()
profit_days: Dict[date, Dict] = {}
stake_currency: str, fiat_display_currency: str,
timeunit: str = 'days') -> Dict[str, Any]:
"""
:param timeunit: Valid entries are 'days', 'weeks', 'months'
"""
start_date = datetime.now(timezone.utc).date()
if timeunit == 'weeks':
# weekly
start_date = start_date - timedelta(days=start_date.weekday()) # Monday
if timeunit == 'months':
start_date = start_date.replace(day=1)
def time_offset(step: int):
if timeunit == 'months':
return relativedelta(months=step)
return timedelta(**{timeunit: step})
if not (isinstance(timescale, int) and timescale > 0):
raise RPCException('timescale must be an integer greater than 0')
profit_units: Dict[date, Dict] = {}
daily_stake = self._freqtrade.wallets.get_total_stake_amount()
for day in range(0, timescale):
profitday = today - timedelta(days=day)
trades = Trade.get_trades(trade_filter=[
profitday = start_date - time_offset(day)
# Only query for necessary columns for performance reasons.
trades = Trade.query.session.query(Trade.close_profit_abs).filter(
Trade.is_open.is_(False),
Trade.close_date >= profitday,
Trade.close_date < (profitday + timedelta(days=1))
]).order_by(Trade.close_date).all()
Trade.close_date < (profitday + time_offset(1))
).order_by(Trade.close_date).all()
curdayprofit = sum(
trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
profit_days[profitday] = {
# Calculate this periods starting balance
daily_stake = daily_stake - curdayprofit
profit_units[profitday] = {
'amount': curdayprofit,
'trades': len(trades)
'daily_stake': daily_stake,
'rel_profit': round(curdayprofit / daily_stake, 8) if daily_stake > 0 else 0,
'trades': len(trades),
}
data = [
{
'date': key,
'date': f"{key.year}-{key.month:02d}" if timeunit == 'months' else key,
'abs_profit': value["amount"],
'starting_balance': value["daily_stake"],
'rel_profit': value["rel_profit"],
'fiat_value': self._fiat_converter.convert_amount(
value['amount'],
stake_currency,
@@ -317,92 +342,7 @@ class RPC:
) if self._fiat_converter else 0,
'trade_count': value["trades"],
}
for key, value in profit_days.items()
]
return {
'stake_currency': stake_currency,
'fiat_display_currency': fiat_display_currency,
'data': data
}
def _rpc_weekly_profit(
self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
today = datetime.now(timezone.utc).date()
first_iso_day_of_week = today - timedelta(days=today.weekday()) # Monday
profit_weeks: Dict[date, Dict] = {}
if not (isinstance(timescale, int) and timescale > 0):
raise RPCException('timescale must be an integer greater than 0')
for week in range(0, timescale):
profitweek = first_iso_day_of_week - timedelta(weeks=week)
trades = Trade.get_trades(trade_filter=[
Trade.is_open.is_(False),
Trade.close_date >= profitweek,
Trade.close_date < (profitweek + timedelta(weeks=1))
]).order_by(Trade.close_date).all()
curweekprofit = sum(
trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
profit_weeks[profitweek] = {
'amount': curweekprofit,
'trades': len(trades)
}
data = [
{
'date': key,
'abs_profit': value["amount"],
'fiat_value': self._fiat_converter.convert_amount(
value['amount'],
stake_currency,
fiat_display_currency
) if self._fiat_converter else 0,
'trade_count': value["trades"],
}
for key, value in profit_weeks.items()
]
return {
'stake_currency': stake_currency,
'fiat_display_currency': fiat_display_currency,
'data': data
}
def _rpc_monthly_profit(
self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
first_day_of_month = datetime.now(timezone.utc).date().replace(day=1)
profit_months: Dict[date, Dict] = {}
if not (isinstance(timescale, int) and timescale > 0):
raise RPCException('timescale must be an integer greater than 0')
for month in range(0, timescale):
profitmonth = first_day_of_month - relativedelta(months=month)
trades = Trade.get_trades(trade_filter=[
Trade.is_open.is_(False),
Trade.close_date >= profitmonth,
Trade.close_date < (profitmonth + relativedelta(months=1))
]).order_by(Trade.close_date).all()
curmonthprofit = sum(
trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
profit_months[profitmonth] = {
'amount': curmonthprofit,
'trades': len(trades)
}
data = [
{
'date': f"{key.year}-{key.month:02d}",
'abs_profit': value["amount"],
'fiat_value': self._fiat_converter.convert_amount(
value['amount'],
stake_currency,
fiat_display_currency
) if self._fiat_converter else 0,
'trade_count': value["trades"],
}
for key, value in profit_months.items()
for key, value in profit_units.items()
]
return {
'stake_currency': stake_currency,
@@ -425,6 +365,7 @@ class RPC:
return {
"trades": output,
"trades_count": len(output),
"offset": offset,
"total_trades": Trade.get_trades([Trade.is_open.is_(False)]).count(),
}
@@ -439,7 +380,7 @@ class RPC:
return 'losses'
else:
return 'draws'
trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)])
trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False)
# Sell reason
exit_reasons = {}
for trade in trades:
@@ -467,7 +408,8 @@ class RPC:
""" Returns cumulative profit statistics """
trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
Trade.is_open.is_(True))
trades: List[Trade] = Trade.get_trades(trade_filter).order_by(Trade.id).all()
trades: List[Trade] = Trade.get_trades(
trade_filter, include_orders=False).order_by(Trade.id).all()
profit_all_coin = []
profit_all_ratio = []
@@ -476,6 +418,8 @@ class RPC:
durations = []
winning_trades = 0
losing_trades = 0
winning_profit = 0.0
losing_profit = 0.0
for trade in trades:
current_rate: float = 0.0
@@ -491,8 +435,10 @@ class RPC:
profit_closed_ratio.append(profit_ratio)
if trade.close_profit >= 0:
winning_trades += 1
winning_profit += trade.close_profit_abs
else:
losing_trades += 1
losing_profit += trade.close_profit_abs
else:
# Get current rate
try:
@@ -508,6 +454,7 @@ class RPC:
profit_all_ratio.append(profit_ratio)
best_pair = Trade.get_best_pair(start_date)
trading_volume = Trade.get_trading_volume(start_date)
# Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
@@ -531,6 +478,21 @@ class RPC:
profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
profit_factor = winning_profit / abs(losing_profit) if losing_profit else float('inf')
trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
'profit_abs': trade.close_profit_abs}
for trade in trades if not trade.is_open])
max_drawdown_abs = 0.0
max_drawdown = 0.0
if len(trades_df) > 0:
try:
(max_drawdown_abs, _, _, _, _, max_drawdown) = calculate_max_drawdown(
trades_df, value_col='profit_abs', starting_balance=starting_balance)
except ValueError:
# ValueError if no losing trade.
pass
profit_all_fiat = self._fiat_converter.convert_amount(
profit_all_coin_sum,
stake_currency,
@@ -569,11 +531,15 @@ class RPC:
'best_pair_profit_ratio': best_pair[1] if best_pair else 0,
'winning_trades': winning_trades,
'losing_trades': losing_trades,
'profit_factor': profit_factor,
'max_drawdown': max_drawdown,
'max_drawdown_abs': max_drawdown_abs,
'trading_volume': trading_volume,
}
def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
""" Returns current account balance per crypto """
currencies = []
currencies: List[Dict] = []
total = 0.0
try:
tickers = self._freqtrade.exchange.get_tickers(cached=True)
@@ -608,13 +574,12 @@ class RPC:
except (ExchangeError):
logger.warning(f" Could not get rate for pair {coin}.")
continue
total = total + (est_stake or 0)
total = total + est_stake
currencies.append({
'currency': coin,
# TODO: The below can be simplified if we don't assign None to values.
'free': balance.free if balance.free is not None else 0,
'balance': balance.total if balance.total is not None else 0,
'used': balance.used if balance.used is not None else 0,
'free': balance.free,
'balance': balance.total,
'used': balance.used,
'est_stake': est_stake or 0,
'stake': stake_currency,
'side': 'long',
@@ -644,7 +609,6 @@ class RPC:
total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
trade_count = len(Trade.get_trades_proxy())
starting_capital_ratio = 0.0
starting_capital_ratio = (total / starting_capital) - 1 if starting_capital else 0.0
starting_cap_fiat_ratio = (value / starting_cap_fiat) - 1 if starting_cap_fiat else 0.0
@@ -932,7 +896,7 @@ class RPC:
else:
errors[pair] = {
'error_msg': f"Pair {pair} is not in the current blacklist."
}
}
resp = self._rpc_blacklist()
resp['errors'] = errors
return resp