Fixed models and rpc performance functions, added skeletons for tests.
This commit is contained in:
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22dd2ca003
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b51f946ee0
@ -850,7 +850,8 @@ class Trade(_DECL_BASE, LocalTrade):
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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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response = [
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{
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'pair': pair,
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'profit': profit,
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@ -859,6 +860,8 @@ class Trade(_DECL_BASE, LocalTrade):
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}
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for pair, profit, profit_abs, count in pair_rates
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]
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[x.update({'profit': round(x['profit'] * 100, 2)}) for x in response]
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return response
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@staticmethod
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def get_buy_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
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@ -868,36 +871,31 @@ class Trade(_DECL_BASE, LocalTrade):
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NOTE: Not supported in Backtesting.
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"""
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filters = [Trade.is_open.is_(False)]
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if(pair is not None):
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tag_perf = Trade.query.with_entities(
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filters.append(Trade.pair == pair)
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buy_tag_perf = Trade.query.with_entities(
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Trade.buy_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(Trade.is_open.is_(False))\
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.filter(Trade.pair == pair) \
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.order_by(desc('profit_sum_abs')) \
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.all()
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else:
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tag_perf = Trade.query.with_entities(
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Trade.buy_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(Trade.is_open.is_(False))\
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).filter(*filters)\
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.group_by(Trade.buy_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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response = [
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{
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'buy_tag': buy_tag if buy_tag is not None else "Other",
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'profit': profit,
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'profit_abs': profit_abs,
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'count': count
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}
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for buy_tag, profit, profit_abs, count in tag_perf
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for buy_tag, profit, profit_abs, count in buy_tag_perf
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]
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[x.update({'profit': round(x['profit'] * 100, 2)}) for x in response]
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return response
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@staticmethod
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def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
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@ -906,36 +904,32 @@ class Trade(_DECL_BASE, LocalTrade):
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Can either be average for all pairs or a specific pair provided
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NOTE: Not supported in Backtesting.
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"""
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filters = [Trade.is_open.is_(False)]
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if(pair is not None):
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tag_perf = Trade.query.with_entities(
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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.sell_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(Trade.is_open.is_(False))\
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.filter(Trade.pair == pair) \
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.order_by(desc('profit_sum_abs')) \
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.all()
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else:
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tag_perf = Trade.query.with_entities(
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Trade.sell_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(Trade.is_open.is_(False))\
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).filter(*filters)\
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.group_by(Trade.sell_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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response = [
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{
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'sell_reason': sell_reason if sell_reason is not None else "Other",
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'profit': profit,
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'profit_abs': profit_abs,
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'count': count
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}
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for sell_reason, profit, profit_abs, count in tag_perf
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for sell_reason, profit, profit_abs, count in sell_tag_perf
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]
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[x.update({'profit': round(x['profit'] * 100, 2)}) for x in response]
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return response
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@staticmethod
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def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
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@ -944,34 +938,25 @@ class Trade(_DECL_BASE, LocalTrade):
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Can either be average for all pairs or a specific pair provided
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NOTE: Not supported in Backtesting.
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"""
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if(pair is not None):
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tag_perf = Trade.query.with_entities(
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Trade.id,
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Trade.buy_tag,
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Trade.sell_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(Trade.is_open.is_(False))\
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.filter(Trade.pair == pair) \
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.order_by(desc('profit_sum_abs')) \
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.all()
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else:
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tag_perf = Trade.query.with_entities(
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filters = [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.buy_tag,
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Trade.sell_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(Trade.is_open.is_(False))\
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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, buy_tag, sell_reason, profit, profit_abs, count in tag_perf:
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for id, buy_tag, sell_reason, profit, profit_abs, count in mix_tag_perf:
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buy_tag = buy_tag if buy_tag is not None else "Other"
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sell_reason = sell_reason if sell_reason is not None else "Other"
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@ -993,6 +978,7 @@ class Trade(_DECL_BASE, LocalTrade):
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'count': 1 + return_list[i]["count"]}
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i += 1
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[x.update({'profit': round(x['profit'] * 100, 2)}) for x in return_list]
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return return_list
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@staticmethod
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@ -685,8 +685,7 @@ class RPC:
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Shows a performance statistic from finished trades
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"""
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pair_rates = Trade.get_overall_performance()
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# Round and convert to %
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[x.update({'profit': round(x['profit'] * 100, 2)}) for x in pair_rates]
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return pair_rates
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def _rpc_buy_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
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@ -695,8 +694,7 @@ class RPC:
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Shows a performance statistic from finished trades
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"""
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buy_tags = Trade.get_buy_tag_performance(pair)
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# Round and convert to %
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[x.update({'profit': round(x['profit'] * 100, 2)}) for x in buy_tags]
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return buy_tags
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def _rpc_sell_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
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@ -705,8 +703,7 @@ class RPC:
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Shows a performance statistic from finished trades
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"""
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sell_reasons = Trade.get_sell_reason_performance(pair)
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# Round and convert to %
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[x.update({'profit': round(x['profit'] * 100, 2)}) for x in sell_reasons]
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return sell_reasons
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def _rpc_mix_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
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@ -715,8 +712,7 @@ class RPC:
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Shows a performance statistic from finished trades
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"""
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mix_tags = Trade.get_mix_tag_performance(pair)
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# Round and convert to %
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[x.update({'profit': round(x['profit'] * 100, 2)}) for x in mix_tags]
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return mix_tags
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def _rpc_count(self) -> Dict[str, float]:
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@ -827,6 +827,120 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
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assert res[0]['count'] == 1
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assert prec_satoshi(res[0]['profit'], 6.2)
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# TEST FOR TRADES WITH NO BUY TAG
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# TEST TRADE WITH ONE BUY_TAG AND OTHER TWO TRADES WITH THE SAME TAG
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# TEST THE SAME FOR A PAIR
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def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
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limit_sell_order, mocker) -> None:
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_balances=MagicMock(return_value=ticker),
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fetch_ticker=ticker,
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get_fee=fee,
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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patch_get_signal(freqtradebot)
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rpc = RPC(freqtradebot)
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# Create some test data
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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assert trade
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update(limit_sell_order)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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res = rpc._rpc_buy_tag_performance(None)
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assert len(res) == 1
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assert res[0]['pair'] == 'ETH/BTC'
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assert res[0]['count'] == 1
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assert prec_satoshi(res[0]['profit'], 6.2)
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# TEST FOR TRADES WITH NO SELL REASON
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# TEST TRADE WITH ONE SELL REASON AND OTHER TWO TRADES WITH THE SAME reason
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# TEST THE SAME FOR A PAIR
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def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
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limit_sell_order, mocker) -> None:
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_balances=MagicMock(return_value=ticker),
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fetch_ticker=ticker,
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get_fee=fee,
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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patch_get_signal(freqtradebot)
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rpc = RPC(freqtradebot)
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# Create some test data
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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assert trade
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update(limit_sell_order)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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res = rpc._rpc_sell_reason_performance(None)
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assert len(res) == 1
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assert res[0]['pair'] == 'ETH/BTC'
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assert res[0]['count'] == 1
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assert prec_satoshi(res[0]['profit'], 6.2)
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# TEST FOR TRADES WITH NO TAGS
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# TEST TRADE WITH ONE TAG MIX AND OTHER TWO TRADES WITH THE SAME TAG MIX
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# TEST THE SAME FOR A PAIR
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def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
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limit_sell_order, mocker) -> None:
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_balances=MagicMock(return_value=ticker),
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fetch_ticker=ticker,
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get_fee=fee,
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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patch_get_signal(freqtradebot)
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rpc = RPC(freqtradebot)
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# Create some test data
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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assert trade
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update(limit_sell_order)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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res = rpc._rpc_mix_tag_performance(None)
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assert len(res) == 1
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assert res[0]['pair'] == 'ETH/BTC'
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assert res[0]['count'] == 1
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assert prec_satoshi(res[0]['profit'], 6.2)
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def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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@ -978,6 +978,105 @@ def test_performance_handle(default_conf, update, ticker, fee,
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assert 'Performance' in msg_mock.call_args_list[0][0][0]
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assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
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# TEST FOR TRADES WITH NO BUY TAG
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# TEST TRADE WITH ONE BUY_TAG AND OTHER TWO TRADES WITH THE SAME TAG
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# TEST THE SAME FOR A PAIR
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def test_buy_tag_performance_handle(default_conf, update, ticker, fee,
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limit_buy_order, limit_sell_order, mocker) -> None:
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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get_fee=fee,
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)
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telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
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patch_get_signal(freqtradebot)
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# Create some test data
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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assert trade
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update(limit_sell_order)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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telegram._buy_tag_performance(update=update, context=MagicMock())
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assert msg_mock.call_count == 1
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assert 'Performance' in msg_mock.call_args_list[0][0][0]
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assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
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# TEST FOR TRADES WITH NO SELL REASON
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# TEST TRADE WITH ONE SELL REASON AND OTHER TWO TRADES WITH THE SAME reason
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# TEST THE SAME FOR A PAIR
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def test_sell_reason_performance_handle(default_conf, update, ticker, fee,
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limit_buy_order, limit_sell_order, mocker) -> None:
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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get_fee=fee,
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)
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telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
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patch_get_signal(freqtradebot)
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# Create some test data
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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assert trade
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update(limit_sell_order)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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telegram._sell_reason_performance(update=update, context=MagicMock())
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assert msg_mock.call_count == 1
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assert 'Performance' in msg_mock.call_args_list[0][0][0]
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assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
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# TEST FOR TRADES WITH NO TAGS
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# TEST TRADE WITH ONE TAG MIX AND OTHER TWO TRADES WITH THE SAME TAG MIX
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# TEST THE SAME FOR A PAIR
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def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
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limit_buy_order, limit_sell_order, mocker) -> None:
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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get_fee=fee,
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)
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telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
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patch_get_signal(freqtradebot)
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# Create some test data
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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assert trade
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update(limit_sell_order)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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telegram._mix_tag_performance(update=update, context=MagicMock())
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assert msg_mock.call_count == 1
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assert 'Performance' in msg_mock.call_args_list[0][0][0]
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assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
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def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
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mocker.patch.multiple(
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