adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

remove usage of .query from regular models

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

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 = []