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Calculate relative profit based on assumed starting balance

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This commit is contained in:
Matthias 2021-07-14 20:55:11 +02:00
parent f5c47767cb
commit c9c7f84e8c
4 changed files with 34 additions and 8 deletions
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4
freqtrade/rpc/api_server/api_schemas.py
View File

@ -67,12 +67,16 @@ class Profit(BaseModel):
profit_closed_ratio_mean: float
profit_closed_percent_sum: float
profit_closed_ratio_sum: float
profit_closed_percent: float
profit_closed_ratio: float
profit_closed_fiat: float
profit_all_coin: float
profit_all_percent_mean: float
profit_all_ratio_mean: float
profit_all_percent_sum: float
profit_all_ratio_sum: float
profit_all_percent: float
profit_all_ratio: float
profit_all_fiat: float
trade_count: int
closed_trade_count: int

17
freqtrade/rpc/rpc.py
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@ -397,7 +397,12 @@ class RPC:
profit_all_coin_sum = round(sum(profit_all_coin), 8)
profit_all_ratio_mean = float(mean(profit_all_ratio) if profit_all_ratio else 0.0)
# Doing the sum is not right - overall profit needs to be based on initial capital
profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
starting_balance = self._freqtrade.wallets.get_starting_balance()
profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
profit_all_fiat = self._fiat_converter.convert_amount(
profit_all_coin_sum,
stake_currency,
@ -411,14 +416,18 @@ class RPC:
'profit_closed_coin': profit_closed_coin_sum,
'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
'profit_closed_ratio_mean': profit_closed_ratio_mean,
'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
'profit_closed_ratio_sum': profit_closed_ratio_sum,
'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2), # Deprecated
'profit_closed_ratio_sum': profit_closed_ratio_sum, # Deprecated
'profit_closed_ratio': profit_closed_ratio_fromstart,
'profit_closed_percent': round(profit_closed_ratio_fromstart * 100, 2),
'profit_closed_fiat': profit_closed_fiat,
'profit_all_coin': profit_all_coin_sum,
'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
'profit_all_ratio_mean': profit_all_ratio_mean,
'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
'profit_all_ratio_sum': profit_all_ratio_sum,
'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2), # Deprecated
'profit_all_ratio_sum': profit_all_ratio_sum, # Deprecated
'profit_all_ratio': profit_all_ratio_fromstart,
'profit_all_percent': round(profit_all_ratio_fromstart * 100, 2),
'profit_all_fiat': profit_all_fiat,
'trade_count': len(trades),
'closed_trade_count': len([t for t in trades if not t.is_open]),

8
freqtrade/rpc/telegram.py
View File

@ -494,11 +494,11 @@ class Telegram(RPCHandler):
start_date)
profit_closed_coin = stats['profit_closed_coin']
profit_closed_percent_mean = stats['profit_closed_percent_mean']
profit_closed_percent_sum = stats['profit_closed_percent_sum']
profit_closed_percent = stats['profit_closed_percent']
profit_closed_fiat = stats['profit_closed_fiat']
profit_all_coin = stats['profit_all_coin']
profit_all_percent_mean = stats['profit_all_percent_mean']
profit_all_percent_sum = stats['profit_all_percent_sum']
profit_all_percent = stats['profit_all_percent']
profit_all_fiat = stats['profit_all_fiat']
trade_count = stats['trade_count']
first_trade_date = stats['first_trade_date']
@ -514,7 +514,7 @@ class Telegram(RPCHandler):
markdown_msg = ("*ROI:* Closed trades\n"
f"∙ `{round_coin_value(profit_closed_coin, stake_cur)} "
f"({profit_closed_percent_mean:.2f}%) "
f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"({profit_closed_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"∙ `{round_coin_value(profit_closed_fiat, fiat_disp_cur)}`\n")
else:
markdown_msg = "`No closed trade` \n"
@ -523,7 +523,7 @@ class Telegram(RPCHandler):
f"*ROI:* All trades\n"
f"∙ `{round_coin_value(profit_all_coin, stake_cur)} "
f"({profit_all_percent_mean:.2f}%) "
f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
f"*Total Trade Count:* `{trade_count}`\n"
f"*{'First Trade opened' if not timescale else 'Showing Profit since'}:* "

13
freqtrade/wallets.py
View File

@ -129,6 +129,19 @@ class Wallets:
def get_all_balances(self) -> Dict[str, Any]:
return self._wallets
def get_starting_balance(self) -> float:
"""
Retrieves starting balance - based on either available capital,
or by using current balance subtracting
"""
if "available_capital" in self._config:
return self._config['available_capital']
else:
tot_profit = Trade.get_total_closed_profit()
open_stakes = Trade.total_open_trades_stakes()
available_balance = self.get_free(self._config['stake_currency'])
return available_balance - tot_profit + open_stakes
def get_total_stake_amount(self):
"""
Return the total currently available balance in stake currency, including tied up stake and