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Merge branch 'develop' into timeframe

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This commit is contained in:
Matthias
2020-06-15 06:35:55 +02:00
parent d337fb6c6a f80b5f9410
commit a3506f4d8e
47 changed files with 893 additions and 367 deletions
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10
freqtrade/rpc/api_server.py
View File

@@ -172,8 +172,8 @@ class ApiServer(RPC):
self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/stopbuy', 'stopbuy',
view_func=self._stopbuy, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/reload_conf', 'reload_conf',
view_func=self._reload_conf, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/reload_config', 'reload_config',
view_func=self._reload_config, methods=['POST'])
# Info commands
self.app.add_url_rule(f'{BASE_URI}/balance', 'balance',
view_func=self._balance, methods=['GET'])
@@ -304,12 +304,12 @@ class ApiServer(RPC):
@require_login
@rpc_catch_errors
def _reload_conf(self):
def _reload_config(self):
"""
Handler for /reload_conf.
Handler for /reload_config.
Triggers a config file reload
"""
msg = self._rpc_reload_conf()
msg = self._rpc_reload_config()
return self.rest_dump(msg)
@require_login

43
freqtrade/rpc/rpc.py
View File

@@ -106,6 +106,8 @@ class RPC:
'exchange': config['exchange']['name'],
'strategy': config['strategy'],
'forcebuy_enabled': config.get('forcebuy_enable', False),
'ask_strategy': config.get('ask_strategy', {}),
'bid_strategy': config.get('bid_strategy', {}),
'state': str(self._freqtrade.state)
}
return val
@@ -131,6 +133,14 @@ class RPC:
except DependencyException:
current_rate = NAN
current_profit = trade.calc_profit_ratio(current_rate)
current_profit_abs = trade.calc_profit(current_rate)
# Calculate guaranteed profit (in case of trailing stop)
stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss)
# calculate distance to stoploss
stoploss_current_dist = trade.stop_loss - current_rate
stoploss_current_dist_ratio = stoploss_current_dist / current_rate
fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
if trade.close_profit is not None else None)
trade_dict = trade.to_json()
@@ -141,6 +151,11 @@ class RPC:
current_rate=current_rate,
current_profit=current_profit,
current_profit_pct=round(current_profit * 100, 2),
current_profit_abs=current_profit_abs,
stoploss_current_dist=stoploss_current_dist,
stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
stoploss_entry_dist=stoploss_entry_dist,
stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
open_order='({} {} rem={:.8f})'.format(
order['type'], order['side'], order['remaining']
) if order else None,
@@ -284,8 +299,9 @@ class RPC:
# Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio
else 0.0)
profit_closed_ratio_mean = mean(profit_closed_ratio) if profit_closed_ratio else 0.0
profit_closed_ratio_sum = sum(profit_closed_ratio) if profit_closed_ratio else 0.0
profit_closed_fiat = self._fiat_converter.convert_amount(
profit_closed_coin_sum,
stake_currency,
@@ -293,7 +309,8 @@ class RPC:
) if self._fiat_converter else 0
profit_all_coin_sum = round(sum(profit_all_coin), 8)
profit_all_percent = round(mean(profit_all_ratio) * 100, 2) if profit_all_ratio else 0.0
profit_all_ratio_mean = mean(profit_all_ratio) if profit_all_ratio else 0.0
profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
profit_all_fiat = self._fiat_converter.convert_amount(
profit_all_coin_sum,
stake_currency,
@@ -305,10 +322,18 @@ class RPC:
num = float(len(durations) or 1)
return {
'profit_closed_coin': profit_closed_coin_sum,
'profit_closed_percent': profit_closed_percent,
'profit_closed_percent': round(profit_closed_ratio_mean * 100, 2), # DEPRECATED
'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
'profit_closed_ratio_mean': profit_closed_ratio_mean,
'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
'profit_closed_ratio_sum': profit_closed_ratio_sum,
'profit_closed_fiat': profit_closed_fiat,
'profit_all_coin': profit_all_coin_sum,
'profit_all_percent': profit_all_percent,
'profit_all_percent': round(profit_all_ratio_mean * 100, 2), # DEPRECATED
'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
'profit_all_ratio_mean': profit_all_ratio_mean,
'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
'profit_all_ratio_sum': profit_all_ratio_sum,
'profit_all_fiat': profit_all_fiat,
'trade_count': len(trades),
'closed_trade_count': len([t for t in trades if not t.is_open]),
@@ -394,9 +419,9 @@ class RPC:
return {'status': 'already stopped'}
def _rpc_reload_conf(self) -> Dict[str, str]:
""" Handler for reload_conf. """
self._freqtrade.state = State.RELOAD_CONF
def _rpc_reload_config(self) -> Dict[str, str]:
""" Handler for reload_config. """
self._freqtrade.state = State.RELOAD_CONFIG
return {'status': 'reloading config ...'}
def _rpc_stopbuy(self) -> Dict[str, str]:
@@ -407,7 +432,7 @@ class RPC:
# Set 'max_open_trades' to 0
self._freqtrade.config['max_open_trades'] = 0
return {'status': 'No more buy will occur from now. Run /reload_conf to reset.'}
return {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]:
"""

131
freqtrade/rpc/telegram.py
View File

@@ -3,6 +3,7 @@
"""
This module manage Telegram communication
"""
import json
import logging
from typing import Any, Callable, Dict
@@ -19,7 +20,6 @@ logger = logging.getLogger(__name__)
logger.debug('Included module rpc.telegram ...')
MAX_TELEGRAM_MESSAGE_LENGTH = 4096
@@ -29,6 +29,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
:param command_handler: Telegram CommandHandler
:return: decorated function
"""
def wrapper(self, *args, **kwargs):
""" Decorator logic """
update = kwargs.get('update') or args[0]
@@ -94,8 +95,8 @@ class Telegram(RPC):
CommandHandler('performance', self._performance),
CommandHandler('daily', self._daily),
CommandHandler('count', self._count),
CommandHandler('reload_conf', self._reload_conf),
CommandHandler('show_config', self._show_config),
CommandHandler(['reload_config', 'reload_conf'], self._reload_config),
CommandHandler(['show_config', 'show_conf'], self._show_config),
CommandHandler('stopbuy', self._stopbuy),
CommandHandler('whitelist', self._whitelist),
CommandHandler('blacklist', self._blacklist),
@@ -133,7 +134,7 @@ class Telegram(RPC):
else:
msg['stake_amount_fiat'] = 0
message = ("*{exchange}:* Buying {pair}\n"
message = ("\N{LARGE BLUE CIRCLE} *{exchange}:* Buying {pair}\n"
"*Amount:* `{amount:.8f}`\n"
"*Open Rate:* `{limit:.8f}`\n"
"*Current Rate:* `{current_rate:.8f}`\n"
@@ -144,7 +145,8 @@ class Telegram(RPC):
message += ")`"
elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
message = "*{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg)
message = ("\N{WARNING SIGN} *{exchange}:* "
"Cancelling Open Buy Order for {pair}".format(**msg))
elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
msg['amount'] = round(msg['amount'], 8)
@@ -153,7 +155,9 @@ class Telegram(RPC):
microsecond=0) - msg['open_date'].replace(microsecond=0)
msg['duration_min'] = msg['duration'].total_seconds() / 60
message = ("*{exchange}:* Selling {pair}\n"
msg['emoji'] = self._get_sell_emoji(msg)
message = ("{emoji} *{exchange}:* Selling {pair}\n"
"*Amount:* `{amount:.8f}`\n"
"*Open Rate:* `{open_rate:.8f}`\n"
"*Current Rate:* `{current_rate:.8f}`\n"
@@ -165,21 +169,21 @@ class Telegram(RPC):
# Check if all sell properties are available.
# This might not be the case if the message origin is triggered by /forcesell
if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency'])
and self._fiat_converter):
and self._fiat_converter):
msg['profit_fiat'] = self._fiat_converter.convert_amount(
msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
message += (' `({gain}: {profit_amount:.8f} {stake_currency}'
' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
message = ("*{exchange}:* Cancelling Open Sell Order "
message = ("\N{WARNING SIGN} *{exchange}:* Cancelling Open Sell Order "
"for {pair}. Reason: {reason}").format(**msg)
elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
message = '*Status:* `{status}`'.format(**msg)
elif msg['type'] == RPCMessageType.WARNING_NOTIFICATION:
message = '*Warning:* `{status}`'.format(**msg)
message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
elif msg['type'] == RPCMessageType.CUSTOM_NOTIFICATION:
message = '{status}'.format(**msg)
@@ -189,6 +193,20 @@ class Telegram(RPC):
self._send_msg(message)
def _get_sell_emoji(self, msg):
"""
Get emoji for sell-side
"""
if float(msg['profit_percent']) >= 5.0:
return "\N{ROCKET}"
elif float(msg['profit_percent']) >= 0.0:
return "\N{EIGHT SPOKED ASTERISK}"
elif msg['sell_reason'] == "stop_loss":
return"\N{WARNING SIGN}"
else:
return "\N{CROSS MARK}"
@authorized_only
def _status(self, update: Update, context: CallbackContext) -> None:
"""
@@ -222,8 +240,8 @@ class Telegram(RPC):
# Adding initial stoploss only if it is different from stoploss
"*Initial Stoploss:* `{initial_stop_loss:.8f}` " +
("`({initial_stop_loss_pct:.2f}%)`") if (
r['stop_loss'] != r['initial_stop_loss']
and r['initial_stop_loss_pct'] is not None) else "",
r['stop_loss'] != r['initial_stop_loss']
and r['initial_stop_loss_pct'] is not None) else "",
# Adding stoploss and stoploss percentage only if it is not None
"*Stoploss:* `{stop_loss:.8f}` " +
@@ -315,10 +333,12 @@ class Telegram(RPC):
stake_cur,
fiat_disp_cur)
profit_closed_coin = stats['profit_closed_coin']
profit_closed_percent = stats['profit_closed_percent']
profit_closed_percent_mean = stats['profit_closed_percent_mean']
profit_closed_percent_sum = stats['profit_closed_percent_sum']
profit_closed_fiat = stats['profit_closed_fiat']
profit_all_coin = stats['profit_all_coin']
profit_all_percent = stats['profit_all_percent']
profit_all_percent_mean = stats['profit_all_percent_mean']
profit_all_percent_sum = stats['profit_all_percent_sum']
profit_all_fiat = stats['profit_all_fiat']
trade_count = stats['trade_count']
first_trade_date = stats['first_trade_date']
@@ -333,13 +353,16 @@ class Telegram(RPC):
if stats['closed_trade_count'] > 0:
markdown_msg = ("*ROI:* Closed trades\n"
f"∙ `{profit_closed_coin:.8f} {stake_cur} "
f"({profit_closed_percent:.2f}%)`\n"
f"({profit_closed_percent_mean:.2f}%) "
f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
else:
markdown_msg = "`No closed trade` \n"
markdown_msg += (f"*ROI:* All trades\n"
f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n"
f"∙ `{profit_all_coin:.8f} {stake_cur} "
f"({profit_all_percent_mean:.2f}%) "
f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
f"*Total Trade Count:* `{trade_count}`\n"
f"*First Trade opened:* `{first_trade_date}`\n"
@@ -363,14 +386,14 @@ class Telegram(RPC):
"This mode is still experimental!\n"
"Starting capital: "
f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
)
)
for currency in result['currencies']:
if currency['est_stake'] > 0.0001:
curr_output = "*{currency}:*\n" \
"\t`Available: {free: .8f}`\n" \
"\t`Balance: {balance: .8f}`\n" \
"\t`Pending: {used: .8f}`\n" \
"\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency)
curr_output = ("*{currency}:*\n"
"\t`Available: {free: .8f}`\n"
"\t`Balance: {balance: .8f}`\n"
"\t`Pending: {used: .8f}`\n"
"\t`Est. {stake}: {est_stake: .8f}`\n").format(**currency)
else:
curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency)
@@ -381,9 +404,9 @@ class Telegram(RPC):
else:
output += curr_output
output += "\n*Estimated Value*:\n" \
"\t`{stake}: {total: .8f}`\n" \
"\t`{symbol}: {value: .2f}`\n".format(**result)
output += ("\n*Estimated Value*:\n"
"\t`{stake}: {total: .8f}`\n"
"\t`{symbol}: {value: .2f}`\n").format(**result)
self._send_msg(output)
except RPCException as e:
self._send_msg(str(e))
@@ -413,15 +436,15 @@ class Telegram(RPC):
self._send_msg('Status: `{status}`'.format(**msg))
@authorized_only
def _reload_conf(self, update: Update, context: CallbackContext) -> None:
def _reload_config(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /reload_conf.
Handler for /reload_config.
Triggers a config file reload
:param bot: telegram bot
:param update: message update
:return: None
"""
msg = self._rpc_reload_conf()
msg = self._rpc_reload_config()
self._send_msg('Status: `{status}`'.format(**msg))
@authorized_only
@@ -576,32 +599,32 @@ class Telegram(RPC):
:param update: message update
:return: None
"""
forcebuy_text = "*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. " \
"Optionally takes a rate at which to buy.` \n"
message = "*/start:* `Starts the trader`\n" \
"*/stop:* `Stops the trader`\n" \
"*/status [table]:* `Lists all open trades`\n" \
" *table :* `will display trades in a table`\n" \
" `pending buy orders are marked with an asterisk (*)`\n" \
" `pending sell orders are marked with a double asterisk (**)`\n" \
"*/profit:* `Lists cumulative profit from all finished trades`\n" \
"*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, " \
"regardless of profit`\n" \
f"{forcebuy_text if self._config.get('forcebuy_enable', False) else '' }" \
"*/performance:* `Show performance of each finished trade grouped by pair`\n" \
"*/daily <n>:* `Shows profit or loss per day, over the last n days`\n" \
"*/count:* `Show number of trades running compared to allowed number of trades`" \
"\n" \
"*/balance:* `Show account balance per currency`\n" \
"*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" \
"*/reload_conf:* `Reload configuration file` \n" \
"*/show_config:* `Show running configuration` \n" \
"*/whitelist:* `Show current whitelist` \n" \
"*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \
"to the blacklist.` \n" \
"*/edge:* `Shows validated pairs by Edge if it is enabled` \n" \
"*/help:* `This help message`\n" \
"*/version:* `Show version`"
forcebuy_text = ("*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. "
"Optionally takes a rate at which to buy.` \n")
message = ("*/start:* `Starts the trader`\n"
"*/stop:* `Stops the trader`\n"
"*/status [table]:* `Lists all open trades`\n"
" *table :* `will display trades in a table`\n"
" `pending buy orders are marked with an asterisk (*)`\n"
" `pending sell orders are marked with a double asterisk (**)`\n"
"*/profit:* `Lists cumulative profit from all finished trades`\n"
"*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
"regardless of profit`\n"
f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"
"*/performance:* `Show performance of each finished trade grouped by pair`\n"
"*/daily <n>:* `Shows profit or loss per day, over the last n days`\n"
"*/count:* `Show number of trades running compared to allowed number of trades`"
"\n"
"*/balance:* `Show account balance per currency`\n"
"*/stopbuy:* `Stops buying, but handles open trades gracefully` \n"
"*/reload_config:* `Reload configuration file` \n"
"*/show_config:* `Show running configuration` \n"
"*/whitelist:* `Show current whitelist` \n"
"*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs "
"to the blacklist.` \n"
"*/edge:* `Shows validated pairs by Edge if it is enabled` \n"
"*/help:* `This help message`\n"
"*/version:* `Show version`")
self._send_msg(message)
@@ -643,6 +666,8 @@ class Telegram(RPC):
f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n"
f"*Max open Trades:* `{val['max_open_trades']}`\n"
f"*Minimum ROI:* `{val['minimal_roi']}`\n"
f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
f"{sl_info}"
f"*Timeframe:* `{val['timeframe']}`\n"
f"*Strategy:* `{val['strategy']}`\n"