time aggregate to only query for data necessary

improves the query by not creating a full trade object.

freqtrade/rpc/rpc.py

@@ -309,16 +309,18 @@ class RPC:
 
         for day in range(0, timescale):
             profitday = start_date - time_offset(day)
-            trades = Trade.get_trades(trade_filter=[
+            # 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 + time_offset(1))
-            ]).order_by(Trade.close_date).all()
+            ).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_units[profitday] = {
                 'amount': curdayprofit,
-                'trades': len(trades)
+                'trades': len(trades),
             }
 
         data = [