Don't double-loop to generate profits

This commit is contained in:
Matthias 2021-10-31 10:42:42 +01:00
parent 240923341b
commit dffe76f109
7 changed files with 35 additions and 38 deletions

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@ -202,10 +202,10 @@ class FreqtradeBot(LoggingMixin):
msg = { msg = {
'type': RPCMessageType.WARNING, 'type': RPCMessageType.WARNING,
'status': f"{len(open_trades)} open trades active.\n\n" 'status': f"{len(open_trades)} open trades active.\n\n"
f"Handle these trades manually on {self.exchange.name}, " f"Handle these trades manually on {self.exchange.name}, "
f"or '/start' the bot again and use '/stopbuy' " f"or '/start' the bot again and use '/stopbuy' "
f"to handle open trades gracefully. \n" f"to handle open trades gracefully. \n"
f"{'Trades are simulated.' if self.config['dry_run'] else ''}", f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
} }
self.rpc.send_msg(msg) self.rpc.send_msg(msg)

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@ -850,18 +850,17 @@ class Trade(_DECL_BASE, LocalTrade):
.group_by(Trade.pair) \ .group_by(Trade.pair) \
.order_by(desc('profit_sum_abs')) \ .order_by(desc('profit_sum_abs')) \
.all() .all()
return [
response = [
{ {
'pair': pair, 'pair': pair,
'profit': profit, 'profit_ratio': profit,
'profit': round(profit * 100, 2), # Compatibility mode
'profit_pct': round(profit * 100, 2),
'profit_abs': profit_abs, 'profit_abs': profit_abs,
'count': count 'count': count
} }
for pair, profit, profit_abs, count in pair_rates for pair, profit, profit_abs, count in pair_rates
] ]
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in response]
return response
@staticmethod @staticmethod
def get_buy_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]: def get_buy_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
@ -885,17 +884,16 @@ class Trade(_DECL_BASE, LocalTrade):
.order_by(desc('profit_sum_abs')) \ .order_by(desc('profit_sum_abs')) \
.all() .all()
response = [ return [
{ {
'buy_tag': buy_tag if buy_tag is not None else "Other", 'buy_tag': buy_tag if buy_tag is not None else "Other",
'profit': profit, 'profit_ratio': profit,
'profit_pct': round(profit * 100, 2),
'profit_abs': profit_abs, 'profit_abs': profit_abs,
'count': count 'count': count
} }
for buy_tag, profit, profit_abs, count in buy_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 @staticmethod
def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]: def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
@ -919,17 +917,16 @@ class Trade(_DECL_BASE, LocalTrade):
.order_by(desc('profit_sum_abs')) \ .order_by(desc('profit_sum_abs')) \
.all() .all()
response = [ return [
{ {
'sell_reason': sell_reason if sell_reason is not None else "Other", 'sell_reason': sell_reason if sell_reason is not None else "Other",
'profit': profit, 'profit_ratio': profit,
'profit_pct': round(profit * 100, 2),
'profit_abs': profit_abs, 'profit_abs': profit_abs,
'count': count 'count': count
} }
for sell_reason, profit, profit_abs, count in sell_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 @staticmethod
def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]: def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:

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@ -63,6 +63,8 @@ class Count(BaseModel):
class PerformanceEntry(BaseModel): class PerformanceEntry(BaseModel):
pair: str pair: str
profit: float profit: float
profit_ratio: float
profit_pct: float
profit_abs: float profit_abs: float
count: int count: int

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@ -161,8 +161,6 @@ class RPC:
current_rate = NAN current_rate = NAN
else: else:
current_rate = trade.close_rate current_rate = trade.close_rate
buy_tag = trade.buy_tag
current_profit = trade.calc_profit_ratio(current_rate) current_profit = trade.calc_profit_ratio(current_rate)
current_profit_abs = trade.calc_profit(current_rate) current_profit_abs = trade.calc_profit(current_rate)
current_profit_fiat: Optional[float] = None current_profit_fiat: Optional[float] = None
@ -193,7 +191,6 @@ class RPC:
profit_pct=round(current_profit * 100, 2), profit_pct=round(current_profit * 100, 2),
profit_abs=current_profit_abs, profit_abs=current_profit_abs,
profit_fiat=current_profit_fiat, profit_fiat=current_profit_fiat,
buy_tag=buy_tag,
stoploss_current_dist=stoploss_current_dist, stoploss_current_dist=stoploss_current_dist,
stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8), stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),

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@ -861,7 +861,7 @@ class Telegram(RPCHandler):
stat_line = ( stat_line = (
f"{i+1}.\t <code>{trade['pair']}\t" f"{i+1}.\t <code>{trade['pair']}\t"
f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} " f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
f"({trade['profit']:.2f}%) " f"({trade['profit_pct']:.2f}%) "
f"({trade['count']})</code>\n") f"({trade['count']})</code>\n")
if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH: if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
@ -896,7 +896,7 @@ class Telegram(RPCHandler):
stat_line = ( stat_line = (
f"{i+1}.\t <code>{trade['buy_tag']}\t" f"{i+1}.\t <code>{trade['buy_tag']}\t"
f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} " f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
f"({trade['profit']:.2f}%) " f"({trade['profit_pct']:.2f}%) "
f"({trade['count']})</code>\n") f"({trade['count']})</code>\n")
if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH: if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
@ -931,7 +931,7 @@ class Telegram(RPCHandler):
stat_line = ( stat_line = (
f"{i+1}.\t <code>{trade['sell_reason']}\t" f"{i+1}.\t <code>{trade['sell_reason']}\t"
f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} " f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
f"({trade['profit']:.2f}%) " f"({trade['profit_pct']:.2f}%) "
f"({trade['count']})</code>\n") f"({trade['count']})</code>\n")
if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH: if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
@ -1158,7 +1158,7 @@ class Telegram(RPCHandler):
" `pending sell orders are marked with a double asterisk (**)`\n" " `pending sell orders are marked with a double asterisk (**)`\n"
"*/buys <pair|none>:* `Shows the buy_tag performance`\n" "*/buys <pair|none>:* `Shows the buy_tag performance`\n"
"*/sells <pair|none>:* `Shows the sell reason performance`\n" "*/sells <pair|none>:* `Shows the sell reason performance`\n"
"*/mix_tag <pair|none>:* `Shows combined buy tag + sell reason performance`\n" "*/mix_tags <pair|none>:* `Shows combined buy tag + sell reason performance`\n"
"*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n" "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
"*/profit [<n>]:* `Lists cumulative profit from all finished trades, " "*/profit [<n>]:* `Lists cumulative profit from all finished trades, "
"over the last n days`\n" "over the last n days`\n"

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@ -822,11 +822,10 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
trade.is_open = False trade.is_open = False
res = rpc._rpc_performance() res = rpc._rpc_performance()
print(str(res))
assert len(res) == 1 assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC' assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2) assert prec_satoshi(res[0]['profit_pct'], 6.2)
def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee, def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
@ -861,7 +860,7 @@ def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert len(res) == 1 assert len(res) == 1
assert res[0]['buy_tag'] == 'Other' assert res[0]['buy_tag'] == 'Other'
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2) assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.buy_tag = "TEST_TAG" trade.buy_tag = "TEST_TAG"
res = rpc._rpc_buy_tag_performance(None) res = rpc._rpc_buy_tag_performance(None)
@ -869,7 +868,7 @@ def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert len(res) == 1 assert len(res) == 1
assert res[0]['buy_tag'] == 'TEST_TAG' assert res[0]['buy_tag'] == 'TEST_TAG'
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2) assert prec_satoshi(res[0]['profit_pct'], 6.2)
def test_buy_tag_performance_handle_2(mocker, default_conf, markets, fee): def test_buy_tag_performance_handle_2(mocker, default_conf, markets, fee):
@ -888,17 +887,17 @@ def test_buy_tag_performance_handle_2(mocker, default_conf, markets, fee):
assert len(res) == 2 assert len(res) == 2
assert res[0]['buy_tag'] == 'TEST1' assert res[0]['buy_tag'] == 'TEST1'
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 0.5) assert prec_satoshi(res[0]['profit_pct'], 0.5)
assert res[1]['buy_tag'] == 'Other' assert res[1]['buy_tag'] == 'Other'
assert res[1]['count'] == 1 assert res[1]['count'] == 1
assert prec_satoshi(res[1]['profit'], 1.0) assert prec_satoshi(res[1]['profit_pct'], 1.0)
# Test for a specific pair # Test for a specific pair
res = rpc._rpc_buy_tag_performance('ETC/BTC') res = rpc._rpc_buy_tag_performance('ETC/BTC')
assert len(res) == 1 assert len(res) == 1
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert res[0]['buy_tag'] == 'TEST1' assert res[0]['buy_tag'] == 'TEST1'
assert prec_satoshi(res[0]['profit'], 0.5) assert prec_satoshi(res[0]['profit_pct'], 0.5)
def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee, def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
@ -933,7 +932,7 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
assert len(res) == 1 assert len(res) == 1
assert res[0]['sell_reason'] == 'Other' assert res[0]['sell_reason'] == 'Other'
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2) assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.sell_reason = "TEST1" trade.sell_reason = "TEST1"
res = rpc._rpc_sell_reason_performance(None) res = rpc._rpc_sell_reason_performance(None)
@ -941,7 +940,7 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
assert len(res) == 1 assert len(res) == 1
assert res[0]['sell_reason'] == 'TEST1' assert res[0]['sell_reason'] == 'TEST1'
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2) assert prec_satoshi(res[0]['profit_pct'], 6.2)
def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee): def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee):
@ -960,17 +959,17 @@ def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee):
assert len(res) == 2 assert len(res) == 2
assert res[0]['sell_reason'] == 'sell_signal' assert res[0]['sell_reason'] == 'sell_signal'
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 0.5) assert prec_satoshi(res[0]['profit_pct'], 0.5)
assert res[1]['sell_reason'] == 'roi' assert res[1]['sell_reason'] == 'roi'
assert res[1]['count'] == 1 assert res[1]['count'] == 1
assert prec_satoshi(res[1]['profit'], 1.0) assert prec_satoshi(res[1]['profit_pct'], 1.0)
# Test for a specific pair # Test for a specific pair
res = rpc._rpc_sell_reason_performance('ETC/BTC') res = rpc._rpc_sell_reason_performance('ETC/BTC')
assert len(res) == 1 assert len(res) == 1
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert res[0]['sell_reason'] == 'sell_signal' assert res[0]['sell_reason'] == 'sell_signal'
assert prec_satoshi(res[0]['profit'], 0.5) assert prec_satoshi(res[0]['profit_pct'], 0.5)
def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee, def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,

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@ -812,8 +812,10 @@ def test_api_performance(botclient, fee):
rc = client_get(client, f"{BASE_URI}/performance") rc = client_get(client, f"{BASE_URI}/performance")
assert_response(rc) assert_response(rc)
assert len(rc.json()) == 2 assert len(rc.json()) == 2
assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_abs': 0.01872279}, assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_pct': 7.61,
{'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_abs': -0.1150375}] 'profit_ratio': 0.07609203, 'profit_abs': 0.01872279},
{'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_pct': -5.57,
'profit_ratio': -0.05570419, 'profit_abs': -0.1150375}]
def test_api_status(botclient, mocker, ticker, fee, markets): def test_api_status(botclient, mocker, ticker, fee, markets):