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Rename profit_percent to profit_ratio to be consistent

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This commit is contained in:
Matthias
2019-12-17 08:53:30 +01:00
parent 539b5627fd
commit a2964afd42
9 changed files with 32 additions and 30 deletions
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2
freqtrade/data/btanalysis.py
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@@ -108,7 +108,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
trades = pd.DataFrame([(t.pair, trades = pd.DataFrame([(t.pair,
t.open_date.replace(tzinfo=timezone.utc), t.open_date.replace(tzinfo=timezone.utc),
t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None, t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None,
t.calc_profit(), t.calc_profit_percent(), t.calc_profit(), t.calc_profit_ratio(),
t.open_rate, t.close_rate, t.amount, t.open_rate, t.close_rate, t.amount,
(round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2) (round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
if t.close_date else None), if t.close_date else None),

2
freqtrade/freqtradebot.py
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@@ -950,7 +950,7 @@ class FreqtradeBot:
profit_trade = trade.calc_profit(rate=profit_rate) profit_trade = trade.calc_profit(rate=profit_rate)
# Use cached ticker here - it was updated seconds ago. # Use cached ticker here - it was updated seconds ago.
current_rate = self.get_sell_rate(trade.pair, False) current_rate = self.get_sell_rate(trade.pair, False)
profit_percent = trade.calc_profit_percent(profit_rate) profit_percent = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_percent > 0 else "loss" gain = "profit" if profit_percent > 0 else "loss"
msg = { msg = {

4
freqtrade/optimize/backtesting.py
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@@ -329,7 +329,7 @@ class Backtesting:
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur) closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
return BacktestResult(pair=pair, return BacktestResult(pair=pair,
profit_percent=trade.calc_profit_percent(rate=closerate), profit_percent=trade.calc_profit_ratio(rate=closerate),
profit_abs=trade.calc_profit(rate=closerate), profit_abs=trade.calc_profit(rate=closerate),
open_time=buy_row.date, open_time=buy_row.date,
close_time=sell_row.date, close_time=sell_row.date,
@@ -345,7 +345,7 @@ class Backtesting:
# no sell condition found - trade stil open at end of backtest period # no sell condition found - trade stil open at end of backtest period
sell_row = partial_ticker[-1] sell_row = partial_ticker[-1]
bt_res = BacktestResult(pair=pair, bt_res = BacktestResult(pair=pair,
profit_percent=trade.calc_profit_percent(rate=sell_row.open), profit_percent=trade.calc_profit_ratio(rate=sell_row.open),
profit_abs=trade.calc_profit(rate=sell_row.open), profit_abs=trade.calc_profit(rate=sell_row.open),
open_time=buy_row.date, open_time=buy_row.date,
close_time=sell_row.date, close_time=sell_row.date,

9
freqtrade/persistence.py
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@@ -185,6 +185,7 @@ class Trade(_DECL_BASE):
fee_close = Column(Float, nullable=False, default=0.0) fee_close = Column(Float, nullable=False, default=0.0)
open_rate = Column(Float) open_rate = Column(Float)
open_rate_requested = Column(Float) open_rate_requested = Column(Float)
# open_trade_price - calcuated via _calc_open_trade_price
open_trade_price = Column(Float) open_trade_price = Column(Float)
close_rate = Column(Float) close_rate = Column(Float)
close_rate_requested = Column(Float) close_rate_requested = Column(Float)
@@ -331,7 +332,7 @@ class Trade(_DECL_BASE):
and marks trade as closed and marks trade as closed
""" """
self.close_rate = Decimal(rate) self.close_rate = Decimal(rate)
self.close_profit = self.calc_profit_percent() self.close_profit = self.calc_profit_ratio()
self.close_date = datetime.utcnow() self.close_date = datetime.utcnow()
self.is_open = False self.is_open = False
self.open_order_id = None self.open_order_id = None
@@ -390,14 +391,14 @@ class Trade(_DECL_BASE):
profit = close_trade_price - self.open_trade_price profit = close_trade_price - self.open_trade_price
return float(f"{profit:.8f}") return float(f"{profit:.8f}")
def calc_profit_percent(self, rate: Optional[float] = None, def calc_profit_ratio(self, rate: Optional[float] = None,
fee: Optional[float] = None) -> float: fee: Optional[float] = None) -> float:
""" """
Calculates the profit in percentage (including fee). Calculates the profit as ratio (including fee).
:param rate: rate to compare with (optional). :param rate: rate to compare with (optional).
If rate is not set self.close_rate will be used If rate is not set self.close_rate will be used
:param fee: fee to use on the close rate (optional). :param fee: fee to use on the close rate (optional).
:return: profit in percentage as float :return: profit ratio as float
""" """
close_trade_price = self.calc_close_trade_price( close_trade_price = self.calc_close_trade_price(
rate=(rate or self.close_rate), rate=(rate or self.close_rate),

8
freqtrade/rpc/rpc.py
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@@ -123,7 +123,7 @@ class RPC:
current_rate = self._freqtrade.get_sell_rate(trade.pair, False) current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException: except DependencyException:
current_rate = NAN current_rate = NAN
current_profit = trade.calc_profit_percent(current_rate) current_profit = trade.calc_profit_ratio(current_rate)
fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%' fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
if trade.close_profit else None) if trade.close_profit else None)
trade_dict = trade.to_json() trade_dict = trade.to_json()
@@ -151,7 +151,7 @@ class RPC:
current_rate = self._freqtrade.get_sell_rate(trade.pair, False) current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException: except DependencyException:
current_rate = NAN current_rate = NAN
trade_perc = (100 * trade.calc_profit_percent(current_rate)) trade_perc = (100 * trade.calc_profit_ratio(current_rate))
trade_profit = trade.calc_profit(current_rate) trade_profit = trade.calc_profit(current_rate)
profit_str = f'{trade_perc:.2f}%' profit_str = f'{trade_perc:.2f}%'
if self._fiat_converter: if self._fiat_converter:
@@ -240,7 +240,7 @@ class RPC:
durations.append((trade.close_date - trade.open_date).total_seconds()) durations.append((trade.close_date - trade.open_date).total_seconds())
if not trade.is_open: if not trade.is_open:
profit_percent = trade.calc_profit_percent() profit_percent = trade.calc_profit_ratio()
profit_closed_coin.append(trade.calc_profit()) profit_closed_coin.append(trade.calc_profit())
profit_closed_perc.append(profit_percent) profit_closed_perc.append(profit_percent)
else: else:
@@ -249,7 +249,7 @@ class RPC:
current_rate = self._freqtrade.get_sell_rate(trade.pair, False) current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException: except DependencyException:
current_rate = NAN current_rate = NAN
profit_percent = trade.calc_profit_percent(rate=current_rate) profit_percent = trade.calc_profit_ratio(rate=current_rate)
profit_all_coin.append( profit_all_coin.append(
trade.calc_profit(rate=trade.close_rate or current_rate) trade.calc_profit(rate=trade.close_rate or current_rate)

6
freqtrade/strategy/interface.py
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@@ -296,7 +296,7 @@ class IStrategy(ABC):
""" """
# Set current rate to low for backtesting sell # Set current rate to low for backtesting sell
current_rate = low or rate current_rate = low or rate
current_profit = trade.calc_profit_percent(current_rate) current_profit = trade.calc_profit_ratio(current_rate)
trade.adjust_min_max_rates(high or current_rate) trade.adjust_min_max_rates(high or current_rate)
@@ -311,7 +311,7 @@ class IStrategy(ABC):
# Set current rate to high for backtesting sell # Set current rate to high for backtesting sell
current_rate = high or rate current_rate = high or rate
current_profit = trade.calc_profit_percent(current_rate) current_profit = trade.calc_profit_ratio(current_rate)
config_ask_strategy = self.config.get('ask_strategy', {}) config_ask_strategy = self.config.get('ask_strategy', {})
if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False): if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
@@ -360,7 +360,7 @@ class IStrategy(ABC):
sl_offset = self.trailing_stop_positive_offset sl_offset = self.trailing_stop_positive_offset
# Make sure current_profit is calculated using high for backtesting. # Make sure current_profit is calculated using high for backtesting.
high_profit = current_profit if not high else trade.calc_profit_percent(high) high_profit = current_profit if not high else trade.calc_profit_ratio(high)
# Don't update stoploss if trailing_only_offset_is_reached is true. # Don't update stoploss if trailing_only_offset_is_reached is true.
if not (self.trailing_only_offset_is_reached and high_profit < sl_offset): if not (self.trailing_only_offset_is_reached and high_profit < sl_offset):

4
tests/rpc/test_rpc_apiserver.py
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@@ -381,7 +381,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
close_rate=0.265441, close_rate=0.265441,
) )
trade.close_profit = trade.calc_profit_percent() trade.close_profit = trade.calc_profit_ratio()
Trade.session.add(trade) Trade.session.add(trade)
trade = Trade( trade = Trade(
@@ -396,7 +396,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
fee_open=fee.return_value, fee_open=fee.return_value,
close_rate=0.391 close_rate=0.391
) )
trade.close_profit = trade.calc_profit_percent() trade.close_profit = trade.calc_profit_ratio()
Trade.session.add(trade) Trade.session.add(trade)
Trade.session.flush() Trade.session.flush()

3
tests/test_freqtradebot.py
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@@ -1543,7 +1543,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
assert log_has_re('Found open order for.*', caplog) assert log_has_re('Found open order for.*', caplog)
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee, mocker): def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# get_order should not be called!! # get_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError)) mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))

12
tests/test_persistence.py
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@@ -226,7 +226,7 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
assert trade.calc_profit() == 0.00006217 assert trade.calc_profit() == 0.00006217
# Profit in percent # Profit in percent
assert trade.calc_profit_percent() == 0.06201058 assert trade.calc_profit_ratio() == 0.06201058
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
@@ -367,7 +367,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee): def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
@@ -381,17 +381,17 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
trade.update(limit_buy_order) # Buy @ 0.00001099 trade.update(limit_buy_order) # Buy @ 0.00001099
# Get percent of profit with a custom rate (Higher than open rate) # Get percent of profit with a custom rate (Higher than open rate)
assert trade.calc_profit_percent(rate=0.00001234) == 0.11723875 assert trade.calc_profit_ratio(rate=0.00001234) == 0.11723875
# Get percent of profit with a custom rate (Lower than open rate) # Get percent of profit with a custom rate (Lower than open rate)
assert trade.calc_profit_percent(rate=0.00000123) == -0.88863828 assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
trade.update(limit_sell_order) trade.update(limit_sell_order)
assert trade.calc_profit_percent() == 0.06201058 assert trade.calc_profit_ratio() == 0.06201058
# Test with a custom fee rate on the close trade # Test with a custom fee rate on the close trade
assert trade.calc_profit_percent(fee=0.003) == 0.06147824 assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")