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Merge pull request #6987 from freqtrade/profit_metrics

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Profit metrics
This commit is contained in:
Matthias
2022-06-18 17:20:20 +02:00
committed by GitHub
parent 53bfa7931d 0168343b76
commit bb61250bfe
11 changed files with 104 additions and 10 deletions
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14
tests/conftest_trades.py
View File

@@ -29,6 +29,7 @@ def mock_order_1(is_short: bool):
'average': 0.123,
'amount': 123.0,
'filled': 123.0,
'cost': 15.129,
'remaining': 0.0,
}
@@ -65,6 +66,7 @@ def mock_order_2(is_short: bool):
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'cost': 15.129,
'remaining': 0.0,
}
@@ -79,6 +81,7 @@ def mock_order_2_sell(is_short: bool):
'price': 0.128,
'amount': 123.0,
'filled': 123.0,
'cost': 15.129,
'remaining': 0.0,
}
@@ -126,6 +129,7 @@ def mock_order_3(is_short: bool):
'price': 0.05,
'amount': 123.0,
'filled': 123.0,
'cost': 15.129,
'remaining': 0.0,
}
@@ -141,6 +145,7 @@ def mock_order_3_sell(is_short: bool):
'average': 0.06,
'amount': 123.0,
'filled': 123.0,
'cost': 15.129,
'remaining': 0.0,
}
@@ -186,6 +191,7 @@ def mock_order_4(is_short: bool):
'price': 0.123,
'amount': 123.0,
'filled': 0.0,
'cost': 15.129,
'remaining': 123.0,
}
@@ -225,6 +231,7 @@ def mock_order_5(is_short: bool):
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'cost': 15.129,
'remaining': 0.0,
}
@@ -239,6 +246,7 @@ def mock_order_5_stoploss(is_short: bool):
'price': 0.123,
'amount': 123.0,
'filled': 0.0,
'cost': 0.0,
'remaining': 123.0,
}
@@ -281,6 +289,7 @@ def mock_order_6(is_short: bool):
'price': 0.15,
'amount': 2.0,
'filled': 2.0,
'cost': 0.3,
'remaining': 0.0,
}
@@ -295,6 +304,7 @@ def mock_order_6_sell(is_short: bool):
'price': 0.15 if is_short else 0.20,
'amount': 2.0,
'filled': 0.0,
'cost': 0.0,
'remaining': 2.0,
}
@@ -337,6 +347,7 @@ def short_order():
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'cost': 15.129,
'remaining': 0.0,
}
@@ -351,6 +362,7 @@ def exit_short_order():
'price': 0.128,
'amount': 123.0,
'filled': 123.0,
'cost': 15.744,
'remaining': 0.0,
}
@@ -424,6 +436,7 @@ def leverage_order():
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
'cost': 15.129,
'leverage': 5.0
}
@@ -439,6 +452,7 @@ def leverage_order_sell():
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
'cost': 15.744,
'leverage': 5.0
}

16
tests/rpc/test_rpc_apiserver.py
View File

@@ -724,7 +724,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_fiat': -83.19455985, 'profit_closed_ratio_mean': -0.0075,
'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2}
'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2,
'profit_factor': 0.0, 'trading_volume': 91.074,
}
),
(
False,
@@ -737,7 +739,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_fiat': 9.124559849999999, 'profit_closed_ratio_mean': 0.0075,
'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0}
'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0,
'profit_factor': None, 'trading_volume': 91.074,
}
),
(
None,
@@ -750,7 +754,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_fiat': -67.02260985, 'profit_closed_ratio_mean': 0.0025,
'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1}
'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1,
'profit_factor': 0.02775724835771106, 'trading_volume': 91.074,
}
)
])
def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected):
@@ -803,6 +809,10 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
'closed_trade_count': 2,
'winning_trades': expected['winning_trades'],
'losing_trades': expected['losing_trades'],
'profit_factor': expected['profit_factor'],
'max_drawdown': ANY,
'max_drawdown_abs': ANY,
'trading_volume': expected['trading_volume'],
}

6
tests/rpc/test_rpc_telegram.py
View File

@@ -704,11 +704,13 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f
assert '∙ `6.253 USD`' in msg_mock.call_args_list[-1][0][0]
assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0]
assert '*Max Drawdown:*' in msg_mock.call_args_list[-1][0][0]
assert '*Profit factor:*' in msg_mock.call_args_list[-1][0][0]
assert '*Trading volume:* `60 USDT`' in msg_mock.call_args_list[-1][0][0]
@pytest.mark.parametrize('is_short', [True, False])
def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, mocker, is_short) -> None:
def test_telegram_stats(default_conf, update, ticker, fee, mocker, is_short) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',

1
tests/test_persistence.py
View File

@@ -2269,6 +2269,7 @@ def test_Trade_object_idem():
'get_exit_reason_performance',
'get_enter_tag_performance',
'get_mix_tag_performance',
'get_trading_volume',
)