Fixed models and rpc performance functions, added skeletons for tests.

This commit is contained in:
theluxaz 2021-10-25 23:43:22 +03:00
parent 22dd2ca003
commit b51f946ee0
4 changed files with 272 additions and 77 deletions

View File

@ -850,7 +850,8 @@ class Trade(_DECL_BASE, LocalTrade):
.group_by(Trade.pair) \
.order_by(desc('profit_sum_abs')) \
.all()
return [
response = [
{
'pair': pair,
'profit': profit,
@ -859,6 +860,8 @@ class Trade(_DECL_BASE, LocalTrade):
}
for pair, profit, profit_abs, count in pair_rates
]
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in response]
return response
@staticmethod
def get_buy_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
@ -868,36 +871,31 @@ class Trade(_DECL_BASE, LocalTrade):
NOTE: Not supported in Backtesting.
"""
filters = [Trade.is_open.is_(False)]
if(pair is not None):
tag_perf = Trade.query.with_entities(
Trade.buy_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(Trade.is_open.is_(False))\
.filter(Trade.pair == pair) \
.order_by(desc('profit_sum_abs')) \
.all()
else:
tag_perf = Trade.query.with_entities(
Trade.buy_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(Trade.is_open.is_(False))\
.group_by(Trade.buy_tag) \
.order_by(desc('profit_sum_abs')) \
.all()
filters.append(Trade.pair == pair)
return [
buy_tag_perf = Trade.query.with_entities(
Trade.buy_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.buy_tag) \
.order_by(desc('profit_sum_abs')) \
.all()
response = [
{
'buy_tag': buy_tag if buy_tag is not None else "Other",
'profit': profit,
'profit_abs': profit_abs,
'count': count
}
for buy_tag, profit, profit_abs, count in tag_perf
for buy_tag, profit, profit_abs, count in buy_tag_perf
]
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in response]
return response
@staticmethod
def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
@ -906,36 +904,32 @@ class Trade(_DECL_BASE, LocalTrade):
Can either be average for all pairs or a specific pair provided
NOTE: Not supported in Backtesting.
"""
if(pair is not None):
tag_perf = Trade.query.with_entities(
Trade.sell_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(Trade.is_open.is_(False))\
.filter(Trade.pair == pair) \
.order_by(desc('profit_sum_abs')) \
.all()
else:
tag_perf = Trade.query.with_entities(
Trade.sell_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(Trade.is_open.is_(False))\
.group_by(Trade.sell_reason) \
.order_by(desc('profit_sum_abs')) \
.all()
return [
filters = [Trade.is_open.is_(False)]
if(pair is not None):
filters.append(Trade.pair == pair)
sell_tag_perf = Trade.query.with_entities(
Trade.sell_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.sell_reason) \
.order_by(desc('profit_sum_abs')) \
.all()
response = [
{
'sell_reason': sell_reason if sell_reason is not None else "Other",
'profit': profit,
'profit_abs': profit_abs,
'count': count
}
for sell_reason, profit, profit_abs, count in tag_perf
for sell_reason, profit, profit_abs, count in sell_tag_perf
]
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in response]
return response
@staticmethod
def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
@ -944,34 +938,25 @@ class Trade(_DECL_BASE, LocalTrade):
Can either be average for all pairs or a specific pair provided
NOTE: Not supported in Backtesting.
"""
if(pair is not None):
tag_perf = Trade.query.with_entities(
Trade.id,
Trade.buy_tag,
Trade.sell_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(Trade.is_open.is_(False))\
.filter(Trade.pair == pair) \
.order_by(desc('profit_sum_abs')) \
.all()
else:
tag_perf = Trade.query.with_entities(
Trade.id,
Trade.buy_tag,
Trade.sell_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(Trade.is_open.is_(False))\
.group_by(Trade.id) \
.order_by(desc('profit_sum_abs')) \
.all()
filters = [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.buy_tag,
Trade.sell_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, buy_tag, sell_reason, profit, profit_abs, count in tag_perf:
for id, buy_tag, sell_reason, profit, profit_abs, count in mix_tag_perf:
buy_tag = buy_tag if buy_tag is not None else "Other"
sell_reason = sell_reason if sell_reason is not None else "Other"
@ -993,6 +978,7 @@ class Trade(_DECL_BASE, LocalTrade):
'count': 1 + return_list[i]["count"]}
i += 1
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in return_list]
return return_list
@staticmethod

View File

@ -685,8 +685,7 @@ class RPC:
Shows a performance statistic from finished trades
"""
pair_rates = Trade.get_overall_performance()
# Round and convert to %
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in pair_rates]
return pair_rates
def _rpc_buy_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
@ -695,8 +694,7 @@ class RPC:
Shows a performance statistic from finished trades
"""
buy_tags = Trade.get_buy_tag_performance(pair)
# Round and convert to %
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in buy_tags]
return buy_tags
def _rpc_sell_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
@ -705,8 +703,7 @@ class RPC:
Shows a performance statistic from finished trades
"""
sell_reasons = Trade.get_sell_reason_performance(pair)
# Round and convert to %
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in sell_reasons]
return sell_reasons
def _rpc_mix_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
@ -715,8 +712,7 @@ class RPC:
Shows a performance statistic from finished trades
"""
mix_tags = Trade.get_mix_tag_performance(pair)
# Round and convert to %
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in mix_tags]
return mix_tags
def _rpc_count(self) -> Dict[str, float]:

View File

@ -827,6 +827,120 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
# TEST FOR TRADES WITH NO BUY TAG
# TEST TRADE WITH ONE BUY_TAG AND OTHER TWO TRADES WITH THE SAME TAG
# TEST THE SAME FOR A PAIR
def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
fetch_ticker=ticker,
get_fee=fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_buy_tag_performance(None)
assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
# TEST FOR TRADES WITH NO SELL REASON
# TEST TRADE WITH ONE SELL REASON AND OTHER TWO TRADES WITH THE SAME reason
# TEST THE SAME FOR A PAIR
def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
fetch_ticker=ticker,
get_fee=fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_sell_reason_performance(None)
assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
# TEST FOR TRADES WITH NO TAGS
# TEST TRADE WITH ONE TAG MIX AND OTHER TWO TRADES WITH THE SAME TAG MIX
# TEST THE SAME FOR A PAIR
def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
fetch_ticker=ticker,
get_fee=fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_mix_tag_performance(None)
assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())

View File

@ -978,6 +978,105 @@ def test_performance_handle(default_conf, update, ticker, fee,
assert 'Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
# TEST FOR TRADES WITH NO BUY TAG
# TEST TRADE WITH ONE BUY_TAG AND OTHER TWO TRADES WITH THE SAME TAG
# TEST THE SAME FOR A PAIR
def test_buy_tag_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
telegram._buy_tag_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
# TEST FOR TRADES WITH NO SELL REASON
# TEST TRADE WITH ONE SELL REASON AND OTHER TWO TRADES WITH THE SAME reason
# TEST THE SAME FOR A PAIR
def test_sell_reason_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
telegram._sell_reason_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
# TEST FOR TRADES WITH NO TAGS
# TEST TRADE WITH ONE TAG MIX AND OTHER TWO TRADES WITH THE SAME TAG MIX
# TEST THE SAME FOR A PAIR
def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
telegram._mix_tag_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
mocker.patch.multiple(