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remove usage of .query from regular models

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This commit is contained in:
Matthias
2023-03-15 21:00:30 +01:00
parent 47ab285252
commit b469addffb
3 changed files with 114 additions and 75 deletions
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142
freqtrade/persistence/trade_model.py
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@@ -7,7 +7,8 @@ from datetime import datetime, timedelta, timezone
from math import isclose
from typing import Any, ClassVar, Dict, List, Optional, cast
from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func
from sqlalchemy import (Enum, Float, ForeignKey, Integer, Result, Select, String, UniqueConstraint,
desc, func, select)
from sqlalchemy.orm import (Mapped, Query, QueryPropertyDescriptor, lazyload, mapped_column,
relationship)
@@ -1153,7 +1154,9 @@ class LocalTrade():
get open trade count
"""
if Trade.use_db:
return Trade.query.filter(Trade.is_open.is_(True)).count()
return Trade._session.scalar(
select(func.count(Trade.id)).filter(Trade.is_open.is_(True))
)
else:
return LocalTrade.bt_open_open_trade_count
@@ -1287,18 +1290,18 @@ class Trade(ModelBase, LocalTrade):
def delete(self) -> None:
for order in self.orders:
Order.query.session.delete(order)
Order._session.delete(order)
Trade.query.session.delete(self)
Trade._session.delete(self)
Trade.commit()
@staticmethod
def commit():
Trade.query.session.commit()
Trade._session.commit()
@staticmethod
def rollback():
Trade.query.session.rollback()
Trade._session.rollback()
@staticmethod
def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None,
@@ -1332,7 +1335,7 @@ class Trade(ModelBase, LocalTrade):
)
@staticmethod
def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']:
def get_trades_query(trade_filter=None, include_orders: bool = True) -> Select['Trade']:
"""
Helper function to query Trades using filters.
NOTE: Not supported in Backtesting.
@@ -1347,15 +1350,28 @@ class Trade(ModelBase, LocalTrade):
if trade_filter is not None:
if not isinstance(trade_filter, list):
trade_filter = [trade_filter]
this_query = Trade.query.filter(*trade_filter)
this_query = select(Trade).filter(*trade_filter)
else:
this_query = Trade.query
this_query = select(Trade)
if not include_orders:
# Don't load order relations
# Consider using noload or raiseload instead of lazyload
this_query = this_query.options(lazyload(Trade.orders))
return this_query
@staticmethod
def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']:
"""
Helper function to query Trades using filters.
NOTE: Not supported in Backtesting.
:param trade_filter: Optional filter to apply to trades
Can be either a Filter object, or a List of filters
e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])`
e.g. `(trade_filter=Trade.id == trade_id)`
:return: unsorted query object
"""
return Trade._session.execute(Trade.get_trades_query(trade_filter, include_orders))
@staticmethod
def get_open_order_trades() -> List['Trade']:
"""
@@ -1392,8 +1408,9 @@ class Trade(ModelBase, LocalTrade):
Retrieves total realized profit
"""
if Trade.use_db:
total_profit = Trade.query.with_entities(
func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar()
total_profit = Trade._session.scalar(
select(func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False))
)
else:
total_profit = sum(
t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
@@ -1406,8 +1423,9 @@ class Trade(ModelBase, LocalTrade):
in stake currency
"""
if Trade.use_db:
total_open_stake_amount = Trade.query.with_entities(
func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
total_open_stake_amount = Trade._session.scalar(
select(func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True))
)
else:
total_open_stake_amount = sum(
t.stake_amount for t in LocalTrade.get_trades_proxy(is_open=True))
@@ -1423,15 +1441,18 @@ class Trade(ModelBase, LocalTrade):
if minutes:
start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
filters.append(Trade.close_date >= start_date)
pair_rates = Trade.query.with_entities(
Trade.pair,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)\
.group_by(Trade.pair) \
.order_by(desc('profit_sum_abs')) \
.all()
pair_rates = Trade._session.execute(
select(
Trade.pair,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)
.group_by(Trade.pair)
.order_by(desc('profit_sum_abs'))
).all()
return [
{
'pair': pair,
@@ -1456,15 +1477,16 @@ class Trade(ModelBase, LocalTrade):
if (pair is not None):
filters.append(Trade.pair == pair)
enter_tag_perf = Trade.query.with_entities(
Trade.enter_tag,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)\
.group_by(Trade.enter_tag) \
.order_by(desc('profit_sum_abs')) \
.all()
enter_tag_perf = Trade._session.execute(
select(
Trade.enter_tag,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)
.group_by(Trade.enter_tag)
.order_by(desc('profit_sum_abs'))
).all()
return [
{
@@ -1488,16 +1510,16 @@ class Trade(ModelBase, LocalTrade):
filters: List = [Trade.is_open.is_(False)]
if (pair is not None):
filters.append(Trade.pair == pair)
sell_tag_perf = Trade.query.with_entities(
Trade.exit_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)\
.group_by(Trade.exit_reason) \
.order_by(desc('profit_sum_abs')) \
.all()
sell_tag_perf = Trade._session.execute(
select(
Trade.exit_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)
.group_by(Trade.exit_reason)
.order_by(desc('profit_sum_abs'))
).all()
return [
{
@@ -1521,18 +1543,18 @@ class Trade(ModelBase, LocalTrade):
filters: List = [Trade.is_open.is_(False)]
if (pair is not None):
filters.append(Trade.pair == pair)
mix_tag_perf = Trade.query.with_entities(
Trade.id,
Trade.enter_tag,
Trade.exit_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)\
.group_by(Trade.id) \
.order_by(desc('profit_sum_abs')) \
.all()
mix_tag_perf = Trade._session.execute(
select(
Trade.id,
Trade.enter_tag,
Trade.exit_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)
.group_by(Trade.id)
.order_by(desc('profit_sum_abs'))
).all()
return_list: List[Dict] = []
for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
@@ -1568,11 +1590,15 @@ class Trade(ModelBase, LocalTrade):
NOTE: Not supported in Backtesting.
:returns: Tuple containing (pair, profit_sum)
"""
best_pair = Trade.query.with_entities(
Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date)) \
.group_by(Trade.pair) \
.order_by(desc('profit_sum')).first()
best_pair = Trade._session.execute(
select(
Trade.pair,
func.sum(Trade.close_profit).label('profit_sum')
).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))
.group_by(Trade.pair)
.order_by(desc('profit_sum'))
).first()
return best_pair
@staticmethod

39
freqtrade/rpc/rpc.py
View File

@@ -5,7 +5,7 @@ import logging
from abc import abstractmethod
from datetime import date, datetime, timedelta, timezone
from math import isnan
from typing import Any, Dict, Generator, List, Optional, Tuple, Union
from typing import Any, Dict, Generator, List, Optional, Sequence, Tuple, Union
import arrow
import psutil
@@ -13,6 +13,7 @@ from dateutil.relativedelta import relativedelta
from dateutil.tz import tzlocal
from numpy import NAN, inf, int64, mean
from pandas import DataFrame, NaT
from sqlalchemy import func, select
from freqtrade import __version__
from freqtrade.configuration.timerange import TimeRange
@@ -339,11 +340,18 @@ class RPC:
for day in range(0, timescale):
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 + time_offset(1))
).order_by(Trade.close_date).all()
trades = Trade._session.execute(
select(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()
# 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()
curdayprofit = sum(
trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
@@ -381,14 +389,19 @@ class RPC:
""" Returns the X last trades """
order_by: Any = Trade.id if order_by_id else Trade.close_date.desc()
if limit:
trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
order_by).limit(limit).offset(offset)
trades = Trade._session.execute(
Trade.get_trades_query([Trade.is_open.is_(False)])
.order_by(order_by)
.limit(limit)
.offset(offset))
else:
trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
Trade.close_date.desc())
trades = Trade._session.execute(
Trade.get_trades_query([Trade.is_open.is_(False)])
.order_by(Trade.close_date.desc()))
output = [trade.to_json() for trade in trades]
total_trades = Trade.get_trades([Trade.is_open.is_(False)]).count()
total_trades = Trade._session.scalar(
select(func.count(Trade.id)).filter(Trade.is_open.is_(False)))
return {
"trades": output,
@@ -436,8 +449,8 @@ 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, include_orders=False).order_by(Trade.id).all()
trades: Sequence[Trade] = Trade._session.execute(Trade.get_trades_query(
trade_filter, include_orders=False).order_by(Trade.id)).all()
profit_all_coin = []
profit_all_ratio = []

8
tests/persistence/test_persistence.py
View File

@@ -1793,17 +1793,17 @@ def test_get_trades_proxy(fee, use_db, is_short):
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('is_short', [True, False])
def test_get_trades__query(fee, is_short):
query = Trade.get_trades([])
query = Trade.get_trades_query([])
# without orders there should be no join issued.
query1 = Trade.get_trades([], include_orders=False)
query1 = Trade.get_trades_query([], include_orders=False)
# Empty "with-options -> default - selectin"
assert query._with_options == ()
assert query1._with_options != ()
create_mock_trades(fee, is_short)
query = Trade.get_trades([])
query1 = Trade.get_trades([], include_orders=False)
query = Trade.get_trades_query([])
query1 = Trade.get_trades_query([], include_orders=False)
assert query._with_options == ()
assert query1._with_options != ()