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

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

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

124
freqtrade/persistence/models.py
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