remove usage of .query from regular models
This commit is contained in:
Matthias
parent
47ab285252
commit
b469addffb
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@ -7,7 +7,8 @@ from datetime import datetime, timedelta, timezone
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from math import isclose
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from typing import Any, ClassVar, Dict, List, Optional, cast
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from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func
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from sqlalchemy import (Enum, Float, ForeignKey, Integer, Result, Select, String, UniqueConstraint,
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desc, func, select)
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from sqlalchemy.orm import (Mapped, Query, QueryPropertyDescriptor, lazyload, mapped_column,
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relationship)
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@ -1153,7 +1154,9 @@ class LocalTrade():
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get open trade count
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"""
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if Trade.use_db:
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return Trade.query.filter(Trade.is_open.is_(True)).count()
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return Trade._session.scalar(
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select(func.count(Trade.id)).filter(Trade.is_open.is_(True))
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)
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else:
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return LocalTrade.bt_open_open_trade_count
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@ -1287,18 +1290,18 @@ class Trade(ModelBase, LocalTrade):
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def delete(self) -> None:
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for order in self.orders:
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Order.query.session.delete(order)
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Order._session.delete(order)
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Trade.query.session.delete(self)
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Trade._session.delete(self)
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Trade.commit()
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@staticmethod
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def commit():
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Trade.query.session.commit()
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Trade._session.commit()
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@staticmethod
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def rollback():
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Trade.query.session.rollback()
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Trade._session.rollback()
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@staticmethod
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def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None,
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@ -1332,7 +1335,7 @@ class Trade(ModelBase, LocalTrade):
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)
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@staticmethod
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def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']:
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def get_trades_query(trade_filter=None, include_orders: bool = True) -> Select['Trade']:
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"""
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Helper function to query Trades using filters.
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NOTE: Not supported in Backtesting.
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@ -1347,15 +1350,28 @@ class Trade(ModelBase, LocalTrade):
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if trade_filter is not None:
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if not isinstance(trade_filter, list):
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trade_filter = [trade_filter]
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this_query = Trade.query.filter(*trade_filter)
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this_query = select(Trade).filter(*trade_filter)
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else:
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this_query = Trade.query
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this_query = select(Trade)
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if not include_orders:
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# Don't load order relations
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# Consider using noload or raiseload instead of lazyload
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this_query = this_query.options(lazyload(Trade.orders))
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return this_query
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@staticmethod
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def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']:
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"""
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Helper function to query Trades using filters.
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NOTE: Not supported in Backtesting.
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:param trade_filter: Optional filter to apply to trades
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Can be either a Filter object, or a List of filters
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e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])`
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e.g. `(trade_filter=Trade.id == trade_id)`
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:return: unsorted query object
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"""
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return Trade._session.execute(Trade.get_trades_query(trade_filter, include_orders))
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@staticmethod
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def get_open_order_trades() -> List['Trade']:
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"""
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@ -1392,8 +1408,9 @@ class Trade(ModelBase, LocalTrade):
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Retrieves total realized profit
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"""
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if Trade.use_db:
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total_profit = Trade.query.with_entities(
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func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar()
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total_profit = Trade._session.scalar(
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select(func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False))
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)
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else:
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total_profit = sum(
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t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
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@ -1406,8 +1423,9 @@ class Trade(ModelBase, LocalTrade):
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in stake currency
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"""
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if Trade.use_db:
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total_open_stake_amount = Trade.query.with_entities(
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func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
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total_open_stake_amount = Trade._session.scalar(
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select(func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True))
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)
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else:
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total_open_stake_amount = sum(
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t.stake_amount for t in LocalTrade.get_trades_proxy(is_open=True))
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@ -1423,15 +1441,18 @@ class Trade(ModelBase, LocalTrade):
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if minutes:
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start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
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filters.append(Trade.close_date >= start_date)
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pair_rates = Trade.query.with_entities(
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Trade.pair,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
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func.count(Trade.pair).label('count')
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).filter(*filters)\
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.group_by(Trade.pair) \
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.order_by(desc('profit_sum_abs')) \
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.all()
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pair_rates = Trade._session.execute(
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select(
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Trade.pair,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
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func.count(Trade.pair).label('count')
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).filter(*filters)
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.group_by(Trade.pair)
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.order_by(desc('profit_sum_abs'))
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).all()
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return [
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{
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'pair': pair,
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@ -1456,15 +1477,16 @@ class Trade(ModelBase, LocalTrade):
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if (pair is not None):
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filters.append(Trade.pair == pair)
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enter_tag_perf = Trade.query.with_entities(
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Trade.enter_tag,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
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func.count(Trade.pair).label('count')
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).filter(*filters)\
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.group_by(Trade.enter_tag) \
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.order_by(desc('profit_sum_abs')) \
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.all()
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enter_tag_perf = Trade._session.execute(
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select(
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Trade.enter_tag,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
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func.count(Trade.pair).label('count')
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).filter(*filters)
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.group_by(Trade.enter_tag)
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.order_by(desc('profit_sum_abs'))
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).all()
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return [
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{
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@ -1488,16 +1510,16 @@ class Trade(ModelBase, LocalTrade):
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filters: List = [Trade.is_open.is_(False)]
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if (pair is not None):
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filters.append(Trade.pair == pair)
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sell_tag_perf = Trade.query.with_entities(
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Trade.exit_reason,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
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func.count(Trade.pair).label('count')
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).filter(*filters)\
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.group_by(Trade.exit_reason) \
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.order_by(desc('profit_sum_abs')) \
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.all()
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sell_tag_perf = Trade._session.execute(
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select(
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Trade.exit_reason,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
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func.count(Trade.pair).label('count')
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).filter(*filters)
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.group_by(Trade.exit_reason)
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.order_by(desc('profit_sum_abs'))
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).all()
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return [
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{
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@ -1521,18 +1543,18 @@ class Trade(ModelBase, LocalTrade):
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filters: List = [Trade.is_open.is_(False)]
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if (pair is not None):
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filters.append(Trade.pair == pair)
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mix_tag_perf = Trade.query.with_entities(
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Trade.id,
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Trade.enter_tag,
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Trade.exit_reason,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
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func.count(Trade.pair).label('count')
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).filter(*filters)\
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.group_by(Trade.id) \
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.order_by(desc('profit_sum_abs')) \
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.all()
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mix_tag_perf = Trade._session.execute(
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select(
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Trade.id,
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Trade.enter_tag,
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Trade.exit_reason,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
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func.count(Trade.pair).label('count')
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).filter(*filters)
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.group_by(Trade.id)
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.order_by(desc('profit_sum_abs'))
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).all()
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return_list: List[Dict] = []
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for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
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@ -1568,11 +1590,15 @@ class Trade(ModelBase, LocalTrade):
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NOTE: Not supported in Backtesting.
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:returns: Tuple containing (pair, profit_sum)
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"""
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best_pair = Trade.query.with_entities(
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Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
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).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date)) \
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.group_by(Trade.pair) \
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.order_by(desc('profit_sum')).first()
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best_pair = Trade._session.execute(
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select(
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Trade.pair,
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func.sum(Trade.close_profit).label('profit_sum')
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).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))
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.group_by(Trade.pair)
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.order_by(desc('profit_sum'))
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).first()
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return best_pair
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@staticmethod
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@ -5,7 +5,7 @@ import logging
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from abc import abstractmethod
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from datetime import date, datetime, timedelta, timezone
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from math import isnan
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from typing import Any, Dict, Generator, List, Optional, Tuple, Union
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from typing import Any, Dict, Generator, List, Optional, Sequence, Tuple, Union
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import arrow
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import psutil
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@ -13,6 +13,7 @@ from dateutil.relativedelta import relativedelta
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from dateutil.tz import tzlocal
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from numpy import NAN, inf, int64, mean
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from pandas import DataFrame, NaT
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from sqlalchemy import func, select
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from freqtrade import __version__
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from freqtrade.configuration.timerange import TimeRange
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@ -339,11 +340,18 @@ class RPC:
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for day in range(0, timescale):
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profitday = start_date - time_offset(day)
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# Only query for necessary columns for performance reasons.
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trades = Trade.query.session.query(Trade.close_profit_abs).filter(
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Trade.is_open.is_(False),
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Trade.close_date >= profitday,
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Trade.close_date < (profitday + time_offset(1))
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).order_by(Trade.close_date).all()
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trades = Trade._session.execute(
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select(Trade.close_profit_abs)
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.filter(Trade.is_open.is_(False),
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Trade.close_date >= profitday,
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Trade.close_date < (profitday + time_offset(1)))
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.order_by(Trade.close_date)
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).all()
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# trades = Trade.query.session.query(Trade.close_profit_abs).filter(
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# Trade.is_open.is_(False),
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# Trade.close_date >= profitday,
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# Trade.close_date < (profitday + time_offset(1))
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# ).order_by(Trade.close_date).all()
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curdayprofit = sum(
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trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
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@ -381,14 +389,19 @@ class RPC:
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""" Returns the X last trades """
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order_by: Any = Trade.id if order_by_id else Trade.close_date.desc()
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if limit:
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trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
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order_by).limit(limit).offset(offset)
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trades = Trade._session.execute(
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Trade.get_trades_query([Trade.is_open.is_(False)])
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.order_by(order_by)
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.limit(limit)
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.offset(offset))
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else:
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trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
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Trade.close_date.desc())
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trades = Trade._session.execute(
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Trade.get_trades_query([Trade.is_open.is_(False)])
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.order_by(Trade.close_date.desc()))
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output = [trade.to_json() for trade in trades]
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total_trades = Trade.get_trades([Trade.is_open.is_(False)]).count()
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total_trades = Trade._session.scalar(
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select(func.count(Trade.id)).filter(Trade.is_open.is_(False)))
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return {
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"trades": output,
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@ -436,8 +449,8 @@ class RPC:
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""" Returns cumulative profit statistics """
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trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
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Trade.is_open.is_(True))
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trades: List[Trade] = Trade.get_trades(
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trade_filter, include_orders=False).order_by(Trade.id).all()
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trades: Sequence[Trade] = Trade._session.execute(Trade.get_trades_query(
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trade_filter, include_orders=False).order_by(Trade.id)).all()
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profit_all_coin = []
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profit_all_ratio = []
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@ -1793,17 +1793,17 @@ def test_get_trades_proxy(fee, use_db, is_short):
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@pytest.mark.usefixtures("init_persistence")
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@pytest.mark.parametrize('is_short', [True, False])
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def test_get_trades__query(fee, is_short):
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query = Trade.get_trades([])
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query = Trade.get_trades_query([])
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# without orders there should be no join issued.
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query1 = Trade.get_trades([], include_orders=False)
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query1 = Trade.get_trades_query([], include_orders=False)
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# Empty "with-options -> default - selectin"
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assert query._with_options == ()
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assert query1._with_options != ()
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create_mock_trades(fee, is_short)
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query = Trade.get_trades([])
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query1 = Trade.get_trades([], include_orders=False)
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query = Trade.get_trades_query([])
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query1 = Trade.get_trades_query([], include_orders=False)
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assert query._with_options == ()
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assert query1._with_options != ()
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