telegram refactor 1/ (#389)

* telegram refactor 1/

move out freqcode from telegram

* telegram refactor 2/

move out rpc_trade_status

* telegram refactor 3/

move out rpc_daily_profit

* telegram refactor /4

move out rpc_trade_statistics

* 5/

* rpc refactor 6/

* rpc refactor 7/

* rpc refactor 8/

* rpc refactor 9/

* rpc refactor 10/

cleanups
two tests are broken

* fiat

* rpc: Add back fiat singleton usage

* test: rpc_trade_statistics

Test that rpc_trade_statistics can handle trades that lacks
trade.open_rate (it is set to None)

* test: rpc_forcesell

Also some cleanups

* test: telegram.py::init

* test: telegram test_cleanup and test_status

* test rcp cleanup
This commit is contained in:
kryofly 2018-02-01 07:05:23 +01:00 committed by Janne Sinivirta
parent 0a42a0e814
commit 9f6aedea47
5 changed files with 877 additions and 339 deletions

View File

@ -1,10 +1,21 @@
import logging
import re
import arrow
from decimal import Decimal
from datetime import datetime, timedelta
from pandas import DataFrame
import sqlalchemy as sql
# from sqlalchemy import and_, func, text
from freqtrade.persistence import Trade
from freqtrade.misc import State, get_state, update_state
from freqtrade import exchange
from freqtrade.fiat_convert import CryptoToFiatConverter
from . import telegram
logger = logging.getLogger(__name__)
_FIAT_CONVERT = CryptoToFiatConverter()
REGISTERED_MODULES = []
@ -40,3 +51,365 @@ def send_msg(msg: str) -> None:
logger.info(msg)
if 'telegram' in REGISTERED_MODULES:
telegram.send_msg(msg)
def shorten_date(_date):
"""
Trim the date so it fits on small screens
"""
new_date = re.sub('seconds?', 'sec', _date)
new_date = re.sub('minutes?', 'min', new_date)
new_date = re.sub('hours?', 'h', new_date)
new_date = re.sub('days?', 'd', new_date)
new_date = re.sub('^an?', '1', new_date)
return new_date
#
# Below follows the RPC backend
# it is prefixed with rpc_
# to raise awareness that it is
# a remotely exposed function
def rpc_trade_status():
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if get_state() != State.RUNNING:
return (True, '*Status:* `trader is not running`')
elif not trades:
return (True, '*Status:* `no active trade`')
else:
result = []
for trade in trades:
order = None
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate)
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit * 100, 2)
) if trade.close_profit else None
message = """
*Trade ID:* `{trade_id}`
*Current Pair:* [{pair}]({market_url})
*Open Since:* `{date}`
*Amount:* `{amount}`
*Open Rate:* `{open_rate:.8f}`
*Close Rate:* `{close_rate}`
*Current Rate:* `{current_rate:.8f}`
*Close Profit:* `{close_profit}`
*Current Profit:* `{current_profit:.2f}%`
*Open Order:* `{open_order}`
""".format(
trade_id=trade.id,
pair=trade.pair,
market_url=exchange.get_pair_detail_url(trade.pair),
date=arrow.get(trade.open_date).humanize(),
open_rate=trade.open_rate,
close_rate=trade.close_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
close_profit=fmt_close_profit,
current_profit=round(current_profit * 100, 2),
open_order='({} rem={:.8f})'.format(
order['type'], order['remaining']
) if order else None,
)
result.append(message)
return (False, result)
def rpc_status_table():
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if get_state() != State.RUNNING:
return (True, '*Status:* `trader is not running`')
elif not trades:
return (True, '*Status:* `no active order`')
else:
trades_list = []
for trade in trades:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
trades_list.append([
trade.id,
trade.pair,
shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
'{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate))
])
columns = ['ID', 'Pair', 'Since', 'Profit']
df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0])
# The style used throughout is to return a tuple
# consisting of (error_occured?, result)
# Another approach would be to just return the
# result, or raise error
return (False, df_statuses)
def rpc_daily_profit(timescale, stake_currency, fiat_display_currency):
today = datetime.utcnow().date()
profit_days = {}
if not (isinstance(timescale, int) and timescale > 0):
return (True, '*Daily [n]:* `must be an integer greater than 0`')
fiat = _FIAT_CONVERT
for day in range(0, timescale):
profitday = today - timedelta(days=day)
trades = Trade.query \
.filter(Trade.is_open.is_(False)) \
.filter(Trade.close_date >= profitday)\
.filter(Trade.close_date < (profitday + timedelta(days=1)))\
.order_by(Trade.close_date)\
.all()
curdayprofit = sum(trade.calc_profit() for trade in trades)
profit_days[profitday] = {
'amount': format(curdayprofit, '.8f'),
'trades': len(trades)
}
stats = [
[
key,
'{value:.8f} {symbol}'.format(
value=float(value['amount']),
symbol=stake_currency
),
'{value:.3f} {symbol}'.format(
value=fiat.convert_amount(
value['amount'],
stake_currency,
fiat_display_currency
),
symbol=fiat_display_currency
),
'{value} trade{s}'.format(value=value['trades'], s='' if value['trades'] < 2 else 's'),
]
for key, value in profit_days.items()
]
return (False, stats)
def rpc_trade_statistics(stake_currency, fiat_display_currency) -> None:
"""
:return: cumulative profit statistics.
"""
trades = Trade.query.order_by(Trade.id).all()
profit_all_coin = []
profit_all_percent = []
profit_closed_coin = []
profit_closed_percent = []
durations = []
for trade in trades:
current_rate = None
if not trade.open_rate:
continue
if trade.close_date:
durations.append((trade.close_date - trade.open_date).total_seconds())
if not trade.is_open:
profit_percent = trade.calc_profit_percent()
profit_closed_coin.append(trade.calc_profit())
profit_closed_percent.append(profit_percent)
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)))
profit_all_percent.append(profit_percent)
best_pair = Trade.session.query(Trade.pair,
sql.func.sum(Trade.close_profit).label('profit_sum')) \
.filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(sql.text('profit_sum DESC')) \
.first()
if not best_pair:
return (True, '*Status:* `no closed trade`')
bp_pair, bp_rate = best_pair
# FIX: we want to keep fiatconverter in a state/environment,
# doing this will utilize its caching functionallity, instead we reinitialize it here
fiat = _FIAT_CONVERT
# Prepare data to display
profit_closed_coin = round(sum(profit_closed_coin), 8)
profit_closed_percent = round(sum(profit_closed_percent) * 100, 2)
profit_closed_fiat = fiat.convert_amount(
profit_closed_coin,
stake_currency,
fiat_display_currency
)
profit_all_coin = round(sum(profit_all_coin), 8)
profit_all_percent = round(sum(profit_all_percent) * 100, 2)
profit_all_fiat = fiat.convert_amount(
profit_all_coin,
stake_currency,
fiat_display_currency
)
num = float(len(durations) or 1)
return (False,
{'profit_closed_coin': profit_closed_coin,
'profit_closed_percent': profit_closed_percent,
'profit_closed_fiat': profit_closed_fiat,
'profit_all_coin': profit_all_coin,
'profit_all_percent': profit_all_percent,
'profit_all_fiat': profit_all_fiat,
'trade_count': len(trades),
'first_trade_date': arrow.get(trades[0].open_date).humanize(),
'latest_trade_date': arrow.get(trades[-1].open_date).humanize(),
'avg_duration': str(timedelta(seconds=sum(durations) /
num)).split('.')[0],
'best_pair': bp_pair,
'best_rate': round(bp_rate * 100, 2)
})
def rpc_balance(fiat_display_currency):
"""
:return: current account balance per crypto
"""
balances = [
c for c in exchange.get_balances()
if c['Balance'] or c['Available'] or c['Pending']
]
if not balances:
return (True, '`All balances are zero.`')
output = []
total = 0.0
for currency in balances:
coin = currency['Currency']
if coin == 'BTC':
currency["Rate"] = 1.0
else:
if coin == 'USDT':
currency["Rate"] = 1.0 / exchange.get_ticker('USDT_BTC', False)['bid']
else:
currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid']
currency['BTC'] = currency["Rate"] * currency["Balance"]
total = total + currency['BTC']
output.append({'currency': currency['Currency'],
'available': currency['Available'],
'balance': currency['Balance'],
'pending': currency['Pending'],
'est_btc': currency['BTC']
})
fiat = _FIAT_CONVERT
symbol = fiat_display_currency
value = fiat.convert_amount(total, 'BTC', symbol)
return (False, (output, total, symbol, value))
def rpc_start():
"""
Handler for start.
"""
if get_state() == State.RUNNING:
return (True, '*Status:* `already running`')
else:
update_state(State.RUNNING)
def rpc_stop():
"""
Handler for stop.
"""
if get_state() == State.RUNNING:
update_state(State.STOPPED)
return (False, '`Stopping trader ...`')
else:
return (True, '*Status:* `already stopped`')
# FIX: no test for this!!!!
def rpc_forcesell(trade_id) -> None:
"""
Handler for forcesell <id>.
Sells the given trade at current price
:return: error or None
"""
def _exec_forcesell(trade: Trade) -> str:
# Check if there is there is an open order
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# Cancel open LIMIT_BUY orders and close trade
if order and not order['closed'] and order['type'] == 'LIMIT_BUY':
exchange.cancel_order(trade.open_order_id)
trade.close(order.get('rate') or trade.open_rate)
# TODO: sell amount which has been bought already
return
# Ignore trades with an attached LIMIT_SELL order
if order and not order['closed'] and order['type'] == 'LIMIT_SELL':
return
# Get current rate and execute sell
current_rate = exchange.get_ticker(trade.pair, False)['bid']
from freqtrade.main import execute_sell
execute_sell(trade, current_rate)
# ---- EOF def _exec_forcesell ----
if get_state() != State.RUNNING:
return (True, '`trader is not running`')
if trade_id == 'all':
# Execute sell for all open orders
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
_exec_forcesell(trade)
return (False, '')
# Query for trade
trade = Trade.query.filter(sql.and_(
Trade.id == trade_id,
Trade.is_open.is_(True)
)).first()
if not trade:
logger.warning('forcesell: Invalid argument received')
return (True, 'Invalid argument.')
_exec_forcesell(trade)
return (False, '')
def rpc_performance() -> None:
"""
Handler for performance.
Shows a performance statistic from finished trades
"""
if get_state() != State.RUNNING:
return (True, '`trader is not running`')
pair_rates = Trade.session.query(Trade.pair,
sql.func.sum(Trade.close_profit).label('profit_sum'),
sql.func.count(Trade.pair).label('count')) \
.filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(sql.text('profit_sum DESC')) \
.all()
trades = []
for (pair, rate, count) in pair_rates:
trades.append({'pair': pair, 'profit': round(rate * 100, 2), 'count': count})
return (False, trades)
def rpc_count() -> None:
"""
Returns the number of trades running
:return: None
"""
if get_state() != State.RUNNING:
return (True, '`trader is not running`')
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
return (False, trades)

View File

@ -1,21 +1,25 @@
import logging
import re
from datetime import datetime, timedelta
from decimal import Decimal
from typing import Any, Callable
import arrow
from pandas import DataFrame
from sqlalchemy import and_, func, text
from tabulate import tabulate
from telegram import Bot, ParseMode, ReplyKeyboardMarkup, Update
from telegram.error import NetworkError, TelegramError
from telegram.ext import CommandHandler, Updater
from freqtrade import __version__, exchange
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.misc import State, get_state, update_state
from freqtrade.persistence import Trade
from freqtrade.rpc.__init__ import (rpc_status_table,
rpc_trade_status,
rpc_daily_profit,
rpc_trade_statistics,
rpc_balance,
rpc_start,
rpc_stop,
rpc_forcesell,
rpc_performance,
rpc_count,
)
from freqtrade import __version__
# Remove noisy log messages
logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
@ -24,7 +28,6 @@ logger = logging.getLogger(__name__)
_UPDATER: Updater = None
_CONF = {}
_FIAT_CONVERT = CryptoToFiatConverter()
def init(config: dict) -> None:
@ -129,51 +132,12 @@ def _status(bot: Bot, update: Update) -> None:
return
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if get_state() != State.RUNNING:
send_msg('*Status:* `trader is not running`', bot=bot)
elif not trades:
send_msg('*Status:* `no active trade`', bot=bot)
(error, trades) = rpc_trade_status()
if error:
send_msg(trades, bot=bot)
else:
for trade in trades:
order = None
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate)
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit * 100, 2)
) if trade.close_profit else None
message = """
*Trade ID:* `{trade_id}`
*Current Pair:* [{pair}]({pair_url})
*Open Since:* `{date}`
*Amount:* `{amount}`
*Open Rate:* `{open_rate:.8f}`
*Close Rate:* `{close_rate}`
*Current Rate:* `{current_rate:.8f}`
*Close Profit:* `{close_profit}`
*Current Profit:* `{current_profit:.2f}%`
*Open Order:* `{open_order}`
*Total Open Trades:* `{total_trades}`
""".format(
trade_id=trade.id,
pair=trade.pair,
pair_url=exchange.get_pair_detail_url(trade.pair),
date=arrow.get(trade.open_date).humanize(),
open_rate=trade.open_rate,
close_rate=trade.close_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
close_profit=fmt_close_profit,
current_profit=round(current_profit * 100, 2),
open_order='({} rem={:.8f})'.format(
order['type'], order['remaining']
) if order else None,
total_trades=len(trades)
)
send_msg(message, bot=bot)
for trademsg in trades:
send_msg(trademsg, bot=bot)
@authorized_only
@ -186,27 +150,10 @@ def _status_table(bot: Bot, update: Update) -> None:
:return: None
"""
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if get_state() != State.RUNNING:
send_msg('*Status:* `trader is not running`', bot=bot)
elif not trades:
send_msg('*Status:* `no active order`', bot=bot)
(err, df_statuses) = rpc_status_table()
if err:
send_msg(df_statuses, bot=bot)
else:
trades_list = []
for trade in trades:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
trades_list.append([
trade.id,
trade.pair,
shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
'{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate))
])
columns = ['ID', 'Pair', 'Since', 'Profit']
df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0])
message = tabulate(df_statuses, headers='keys', tablefmt='simple')
message = "<pre>{}</pre>".format(message)
@ -222,62 +169,26 @@ def _daily(bot: Bot, update: Update) -> None:
:param update: message update
:return: None
"""
today = datetime.utcnow().date()
profit_days = {}
try:
timescale = int(update.message.text.replace('/daily', '').strip())
except (TypeError, ValueError):
timescale = 7
if not (isinstance(timescale, int) and timescale > 0):
send_msg('*Daily [n]:* `must be an integer greater than 0`', bot=bot)
return
for day in range(0, timescale):
profitday = today - timedelta(days=day)
trades = Trade.query \
.filter(Trade.is_open.is_(False)) \
.filter(Trade.close_date >= profitday)\
.filter(Trade.close_date < (profitday + timedelta(days=1)))\
.order_by(Trade.close_date)\
.all()
curdayprofit = sum(trade.calc_profit() for trade in trades)
profit_days[profitday] = {
'amount': format(curdayprofit, '.8f'),
'trades': len(trades)
}
stats = [
[
key,
'{value:.8f} {symbol}'.format(
value=float(value['amount']),
symbol=_CONF['stake_currency']
),
'{value:.3f} {symbol}'.format(
value=_FIAT_CONVERT.convert_amount(
value['amount'],
_CONF['stake_currency'],
_CONF['fiat_display_currency']
),
symbol=_CONF['fiat_display_currency']
),
'{value} trade{s}'.format(value=value['trades'], s='' if value['trades'] < 2 else 's'),
]
for key, value in profit_days.items()
]
stats = tabulate(stats,
headers=[
'Day',
'Profit {}'.format(_CONF['stake_currency']),
'Profit {}'.format(_CONF['fiat_display_currency']),
'# Trades'
],
tablefmt='simple')
message = '<b>Daily Profit over the last {} days</b>:\n<pre>{}</pre>'.format(timescale, stats)
send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
(error, stats) = rpc_daily_profit(timescale,
_CONF['stake_currency'],
_CONF['fiat_display_currency'])
if error:
send_msg(stats, bot=bot)
else:
stats = tabulate(stats,
headers=[
'Day',
'Profit {}'.format(_CONF['stake_currency']),
'Profit {}'.format(_CONF['fiat_display_currency'])
],
tablefmt='simple')
message = '<b>Daily Profit over the last {} days</b>:\n<pre>{}</pre>'.format(
timescale, stats)
send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
@authorized_only
@ -289,62 +200,12 @@ def _profit(bot: Bot, update: Update) -> None:
:param update: message update
:return: None
"""
trades = Trade.query.order_by(Trade.id).all()
profit_all_coin = []
profit_all_percent = []
profit_closed_coin = []
profit_closed_percent = []
durations = []
for trade in trades:
current_rate = None
if not trade.open_rate:
continue
if trade.close_date:
durations.append((trade.close_date - trade.open_date).total_seconds())
if not trade.is_open:
profit_percent = trade.calc_profit_percent()
profit_closed_coin.append(trade.calc_profit())
profit_closed_percent.append(profit_percent)
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)))
profit_all_percent.append(profit_percent)
best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
.filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(text('profit_sum DESC')) \
.first()
if not best_pair:
send_msg('*Status:* `no closed trade`', bot=bot)
(error, stats) = rpc_trade_statistics(_CONF['stake_currency'],
_CONF['fiat_display_currency'])
if error:
send_msg(stats, bot=bot)
return
bp_pair, bp_rate = best_pair
# Prepare data to display
profit_closed_coin = round(sum(profit_closed_coin), 8)
profit_closed_percent = round(sum(profit_closed_percent) * 100, 2)
profit_closed_fiat = _FIAT_CONVERT.convert_amount(
profit_closed_coin,
_CONF['stake_currency'],
_CONF['fiat_display_currency']
)
profit_all_coin = round(sum(profit_all_coin), 8)
profit_all_percent = round(sum(profit_all_percent) * 100, 2)
profit_all_fiat = _FIAT_CONVERT.convert_amount(
profit_all_coin,
_CONF['stake_currency'],
_CONF['fiat_display_currency']
)
# Message to display
markdown_msg = """
*ROI:* Close trades
@ -362,18 +223,18 @@ def _profit(bot: Bot, update: Update) -> None:
""".format(
coin=_CONF['stake_currency'],
fiat=_CONF['fiat_display_currency'],
profit_closed_coin=profit_closed_coin,
profit_closed_percent=profit_closed_percent,
profit_closed_fiat=profit_closed_fiat,
profit_all_coin=profit_all_coin,
profit_all_percent=profit_all_percent,
profit_all_fiat=profit_all_fiat,
trade_count=len(trades),
first_trade_date=arrow.get(trades[0].open_date).humanize(),
latest_trade_date=arrow.get(trades[-1].open_date).humanize(),
avg_duration=str(timedelta(seconds=sum(durations) / float(len(durations)))).split('.')[0],
best_pair=bp_pair,
best_rate=round(bp_rate * 100, 2),
profit_closed_coin=stats['profit_closed_coin'],
profit_closed_percent=stats['profit_closed_percent'],
profit_closed_fiat=stats['profit_closed_fiat'],
profit_all_coin=stats['profit_all_coin'],
profit_all_percent=stats['profit_all_percent'],
profit_all_fiat=stats['profit_all_fiat'],
trade_count=stats['trade_count'],
first_trade_date=stats['first_trade_date'],
latest_trade_date=stats['latest_trade_date'],
avg_duration=stats['avg_duration'],
best_pair=stats['best_pair'],
best_rate=stats['best_rate']
)
send_msg(markdown_msg, bot=bot)
@ -382,41 +243,22 @@ def _profit(bot: Bot, update: Update) -> None:
def _balance(bot: Bot, update: Update) -> None:
"""
Handler for /balance
Returns current account balance per crypto
"""
output = ''
balances = [
c for c in exchange.get_balances()
if c['Balance'] or c['Available'] or c['Pending']
]
if not balances:
(error, result) = rpc_balance(_CONF['fiat_display_currency'])
if error:
send_msg('`All balances are zero.`')
return
total = 0.0
for currency in balances:
coin = currency['Currency']
if coin == 'BTC':
currency["Rate"] = 1.0
else:
if coin == 'USDT':
currency["Rate"] = 1.0 / exchange.get_ticker('USDT_BTC', False)['bid']
else:
currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid']
currency['BTC'] = currency["Rate"] * currency["Balance"]
total = total + currency['BTC']
output += """*Currency*: {Currency}
*Available*: {Available}
*Balance*: {Balance}
*Pending*: {Pending}
*Est. BTC*: {BTC: .8f}
(currencys, total, symbol, value) = result
output = ''
for currency in currencys:
output += """*Currency*: {currency}
*Available*: {available}
*Balance*: {balance}
*Pending*: {pending}
*Est. BTC*: {est_btc: .8f}
""".format(**currency)
symbol = _CONF['fiat_display_currency']
value = _FIAT_CONVERT.convert_amount(
total, 'BTC', symbol
)
output += """*Estimated Value*:
*BTC*: {0: .8f}
*{1}*: {2: .2f}
@ -433,10 +275,9 @@ def _start(bot: Bot, update: Update) -> None:
:param update: message update
:return: None
"""
if get_state() == State.RUNNING:
send_msg('*Status:* `already running`', bot=bot)
else:
update_state(State.RUNNING)
(error, msg) = rpc_start()
if error:
send_msg(msg, bot=bot)
@authorized_only
@ -448,13 +289,11 @@ def _stop(bot: Bot, update: Update) -> None:
:param update: message update
:return: None
"""
if get_state() == State.RUNNING:
send_msg('`Stopping trader ...`', bot=bot)
update_state(State.STOPPED)
else:
send_msg('*Status:* `already stopped`', bot=bot)
(error, msg) = rpc_stop()
send_msg(msg, bot=bot)
# FIX: no test for this!!!!
@authorized_only
def _forcesell(bot: Bot, update: Update) -> None:
"""
@ -464,29 +303,13 @@ def _forcesell(bot: Bot, update: Update) -> None:
:param update: message update
:return: None
"""
if get_state() != State.RUNNING:
send_msg('`trader is not running`', bot=bot)
return
trade_id = update.message.text.replace('/forcesell', '').strip()
if trade_id == 'all':
# Execute sell for all open orders
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
_exec_forcesell(trade)
(error, message) = rpc_forcesell(trade_id)
if error:
send_msg(message, bot=bot)
return
# Query for trade
trade = Trade.query.filter(and_(
Trade.id == trade_id,
Trade.is_open.is_(True)
)).first()
if not trade:
send_msg('Invalid argument. See `/help` to view usage')
logger.warning('/forcesell: Invalid argument received')
return
_exec_forcesell(trade)
@authorized_only
def _performance(bot: Bot, update: Update) -> None:
@ -497,26 +320,18 @@ def _performance(bot: Bot, update: Update) -> None:
:param update: message update
:return: None
"""
if get_state() != State.RUNNING:
send_msg('`trader is not running`', bot=bot)
(error, trades) = rpc_performance()
if error:
send_msg(trades, bot=bot)
return
pair_rates = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum'),
func.count(Trade.pair).label('count')) \
.filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(text('profit_sum DESC')) \
.all()
stats = '\n'.join('{index}.\t<code>{pair}\t{profit:.2f}% ({count})</code>'.format(
index=i + 1,
pair=pair,
profit=round(rate * 100, 2),
count=count
) for i, (pair, rate, count) in enumerate(pair_rates))
pair=trade['pair'],
profit=trade['profit'],
count=trade['count']
) for i, trade in enumerate(trades))
message = '<b>Performance:</b>\n{}'.format(stats)
logger.debug(message)
send_msg(message, parse_mode=ParseMode.HTML)
@ -529,12 +344,11 @@ def _count(bot: Bot, update: Update) -> None:
:param update: message update
:return: None
"""
if get_state() != State.RUNNING:
send_msg('`trader is not running`', bot=bot)
(error, trades) = rpc_count()
if error:
send_msg(trades, bot=bot)
return
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
message = tabulate({
'current': [len(trades)],
'max': [_CONF['max_open_trades']]
@ -582,40 +396,6 @@ def _version(bot: Bot, update: Update) -> None:
send_msg('*Version:* `{}`'.format(__version__), bot=bot)
def shorten_date(_date):
"""
Trim the date so it fits on small screens
"""
new_date = re.sub('seconds?', 'sec', _date)
new_date = re.sub('minutes?', 'min', new_date)
new_date = re.sub('hours?', 'h', new_date)
new_date = re.sub('days?', 'd', new_date)
new_date = re.sub('^an?', '1', new_date)
return new_date
def _exec_forcesell(trade: Trade) -> None:
# Check if there is there is an open order
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# Cancel open LIMIT_BUY orders and close trade
if order and not order['closed'] and order['type'] == 'LIMIT_BUY':
exchange.cancel_order(trade.open_order_id)
trade.close(order.get('rate') or trade.open_rate)
# TODO: sell amount which has been bought already
return
# Ignore trades with an attached LIMIT_SELL order
if order and not order['closed'] and order['type'] == 'LIMIT_SELL':
return
# Get current rate and execute sell
current_rate = exchange.get_ticker(trade.pair, False)['bid']
from freqtrade.main import execute_sell
execute_sell(trade, current_rate)
def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None:
"""
Send given markdown message

View File

@ -272,3 +272,10 @@ def default_strategy():
strategy = Strategy()
strategy.init({'strategy': 'default_strategy'})
return strategy
# FIX:
# Create an fixture/function
# that inserts a trade of some type and open-status
# return the open-order-id
# See tests in rpc/main that could use this

View File

@ -1,8 +1,21 @@
# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
from datetime import datetime
from copy import deepcopy
from unittest.mock import MagicMock
from sqlalchemy import create_engine
from freqtrade.rpc import init, cleanup, send_msg
from freqtrade.persistence import Trade
import freqtrade.main as main
import freqtrade.misc as misc
import freqtrade.rpc as rpc
def prec_satoshi(a, b):
"""
:return: True if A and B differs less than one satoshi.
"""
return abs(a - b) < 0.00000001
def test_init_telegram_enabled(default_conf, mocker):
@ -55,3 +68,343 @@ def test_send_msg_telegram_disabled(mocker):
telegram_mock = mocker.patch('freqtrade.rpc.telegram.send_msg', MagicMock())
send_msg('test')
assert telegram_mock.call_count == 0
def test_rpc_forcesell(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock())
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
cancel_order=cancel_order_mock,
get_order=MagicMock(return_value={
'closed': True,
'type': 'LIMIT_BUY',
}))
main.init(default_conf, create_engine('sqlite://'))
misc.update_state(misc.State.STOPPED)
(error, res) = rpc.rpc_forcesell(None)
assert error
assert res == '`trader is not running`'
misc.update_state(misc.State.RUNNING)
(error, res) = rpc.rpc_forcesell(None)
assert error
assert res == 'Invalid argument.'
(error, res) = rpc.rpc_forcesell('all')
assert not error
assert res == ''
main.create_trade(0.001, 5)
(error, res) = rpc.rpc_forcesell('all')
assert not error
assert res == ''
(error, res) = rpc.rpc_forcesell('1')
assert not error
assert res == ''
misc.update_state(misc.State.STOPPED)
(error, res) = rpc.rpc_forcesell(None)
assert error
assert res == '`trader is not running`'
(error, res) = rpc.rpc_forcesell('all')
assert error
assert res == '`trader is not running`'
misc.update_state(misc.State.RUNNING)
assert cancel_order_mock.call_count == 0
# make an limit-buy open trade
mocker.patch.multiple('freqtrade.exchange',
get_order=MagicMock(return_value={
'closed': None,
'type': 'LIMIT_BUY'
}))
# check that the trade is called, which is done
# by ensuring exchange.cancel_order is called
(error, res) = rpc.rpc_forcesell('1')
assert not error
assert res == ''
assert cancel_order_mock.call_count == 1
main.create_trade(0.001, 5)
# make an limit-sell open trade
mocker.patch.multiple('freqtrade.exchange',
get_order=MagicMock(return_value={
'closed': None,
'type': 'LIMIT_SELL'
}))
(error, res) = rpc.rpc_forcesell('2')
assert not error
assert res == ''
# status quo, no exchange calls
assert cancel_order_mock.call_count == 1
def test_rpc_trade_status(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
main.init(default_conf, create_engine('sqlite://'))
misc.update_state(misc.State.STOPPED)
(error, result) = rpc.rpc_trade_status()
assert error
assert result.find('trader is not running') >= 0
misc.update_state(misc.State.RUNNING)
(error, result) = rpc.rpc_trade_status()
assert error
assert result.find('no active trade') >= 0
main.create_trade(0.001, 5)
(error, result) = rpc.rpc_trade_status()
assert not error
trade = result[0]
assert trade.find('[BTC_ETH]') >= 0
def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
main.init(default_conf, create_engine('sqlite://'))
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
# Create some test data
main.create_trade(0.001, 5)
trade = Trade.query.first()
assert trade
# Simulate buy & sell
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
# Try valid data
update.message.text = '/daily 2'
(error, days) = rpc.rpc_daily_profit(7, stake_currency,
fiat_display_currency)
assert not error
assert len(days) == 7
for day in days:
# [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
assert (day[1] == '0.00000000 BTC' or
day[1] == '0.00006217 BTC')
assert (day[2] == '0.000 USD' or
day[2] == '0.933 USD')
# ensure first day is current date
assert str(days[0][0]) == str(datetime.utcnow().date())
# Try invalid data
(error, days) = rpc.rpc_daily_profit(0, stake_currency,
fiat_display_currency)
assert error
assert days.find('must be an integer greater than 0') >= 0
def test_rpc_trade_statistics(
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
main.init(default_conf, create_engine('sqlite://'))
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
(error, stats) = rpc.rpc_trade_statistics(stake_currency,
fiat_display_currency)
assert error
assert stats.find('no closed trade') >= 0
# Create some test data
main.create_trade(0.001, 5)
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
# Update the ticker with a market going up
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
(error, stats) = rpc.rpc_trade_statistics(stake_currency,
fiat_display_currency)
assert not error
assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
assert prec_satoshi(stats['profit_closed_percent'], 6.2)
assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
assert prec_satoshi(stats['profit_all_coin'], 6.217e-05)
assert prec_satoshi(stats['profit_all_percent'], 6.2)
assert prec_satoshi(stats['profit_all_fiat'], 0.93255)
assert stats['trade_count'] == 1
assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] == '0:00:00'
assert stats['best_pair'] == 'BTC_ETH'
assert prec_satoshi(stats['best_rate'], 6.2)
# Test that rpc_trade_statistics can handle trades that lacks
# trade.open_rate (it is set to None)
def test_rpc_trade_statistics_closed(
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
main.init(default_conf, create_engine('sqlite://'))
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
# Create some test data
main.create_trade(0.001, 5)
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
# Update the ticker with a market going up
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
for trade in Trade.query.order_by(Trade.id).all():
trade.open_rate = None
(error, stats) = rpc.rpc_trade_statistics(stake_currency,
fiat_display_currency)
assert not error
assert prec_satoshi(stats['profit_closed_coin'], 0)
assert prec_satoshi(stats['profit_closed_percent'], 0)
assert prec_satoshi(stats['profit_closed_fiat'], 0)
assert prec_satoshi(stats['profit_all_coin'], 0)
assert prec_satoshi(stats['profit_all_percent'], 0)
assert prec_satoshi(stats['profit_all_fiat'], 0)
assert stats['trade_count'] == 1
assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] == '0:00:00'
assert stats['best_pair'] == 'BTC_ETH'
assert prec_satoshi(stats['best_rate'], 6.2)
def test_rpc_balance_handle(default_conf, update, mocker):
mock_balance = [{
'Currency': 'BTC',
'Balance': 10.0,
'Available': 12.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
}, {
'Currency': 'ETH',
'Balance': 0.0,
'Available': 0.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
}]
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_balances=MagicMock(return_value=mock_balance))
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
(error, res) = rpc.rpc_balance(default_conf['fiat_display_currency'])
assert not error
(trade, x, y, z) = res
assert prec_satoshi(x, 10)
assert prec_satoshi(z, 150000)
assert y == 'USD'
assert len(trade) == 1
assert trade[0]['currency'] == 'BTC'
assert prec_satoshi(trade[0]['available'], 12)
assert prec_satoshi(trade[0]['balance'], 10)
assert prec_satoshi(trade[0]['pending'], 0)
assert prec_satoshi(trade[0]['est_btc'], 10)
def test_performance_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock(),
send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
main.init(default_conf, create_engine('sqlite://'))
# Create some test data
main.create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
(error, res) = rpc.rpc_performance()
assert not error
assert len(res) == 1
assert res[0]['pair'] == 'BTC_ETH'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)

View File

@ -15,8 +15,9 @@ from freqtrade.misc import update_state, State, get_state
from freqtrade.persistence import Trade
from freqtrade.rpc import telegram
from freqtrade.rpc.telegram import authorized_only, is_enabled, send_msg, _status, _status_table, \
_profit, _forcesell, _performance, _daily, _count, _start, _stop, _balance, _version, _help, \
_exec_forcesell
_profit, _forcesell, _performance, _daily, _count, _start, _stop, _balance, _version, _help
import freqtrade.rpc.telegram as tg
def test_is_enabled(default_conf, mocker):
@ -283,30 +284,6 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.exchange',
get_ticker=ticker,
get_order=MagicMock(return_value={
'closed': None,
'type': 'LIMIT_BUY',
}),
cancel_order=cancel_order_mock)
trade = Trade(
pair='BTC_ETH',
open_rate=1,
exchange='BITTREX',
open_order_id='123456789',
amount=1,
fee=0.0,
)
_exec_forcesell(trade)
assert cancel_order_mock.call_count == 1
assert trade.is_open is False
def test_forcesell_all_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
@ -630,8 +607,7 @@ def test_stop_handle_already_stopped(default_conf, update, mocker):
assert 'already stopped' in msg_mock.call_args_list[0][0][0]
def test_balance_handle(default_conf, update, mocker):
def test_telegram_balance_handle(default_conf, update, mocker):
mock_balance = [{
'Currency': 'BTC',
'Balance': 10.0,
@ -766,16 +742,65 @@ def test_send_msg_network_error(default_conf, mocker):
assert len(bot.method_calls) == 2
def test_init(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
def test_init(default_conf, mocker):
start_polling = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
# mock telegram.ext.Updater
Updater=MagicMock(return_value=start_polling))
# not enabled
tg.init(default_conf)
assert start_polling.call_count == 0
# number of handles registered
assert start_polling.dispatcher.add_handler.call_count == 11
assert start_polling.start_polling.call_count == 1
# enabled
default_conf['telegram'] = {}
default_conf['telegram']['enabled'] = True
default_conf['telegram']['token'] = ''
tg.init(default_conf)
def test_cleanup(default_conf, mocker):
default_conf['telegram'] = {}
default_conf['telegram']['enabled'] = False
updater_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
_UPDATER=updater_mock)
# not enabled
tg.cleanup()
assert updater_mock.stop.call_count == 0
# enabled
default_conf['telegram']['enabled'] = True
tg.cleanup()
assert updater_mock.stop.call_count == 1
def test_status(default_conf, update, mocker):
update.message.chat.id = 123
default_conf['telegram'] = {}
default_conf['telegram']['chat_id'] = 123
mocker.patch('telegram.update', MagicMock())
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock())
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
status_table = MagicMock()
mocker.patch.multiple('freqtrade.rpc',
send_msg=MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock(),
rpc_trade_status=MagicMock(return_value=(False, [1, 2, 3])),
_status_table=status_table,
send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
_status(bot=MagicMock(), update=update)
assert msg_mock.call_count == 3
update.message.text = MagicMock()
update.message.text.replace = MagicMock(return_value='table 2 3')
_status(bot=MagicMock(), update=update)
assert status_table.call_count == 1