Improve telegram /profit command (#188)

This commit is contained in:
Gérald LONLAS 2017-12-15 08:19:00 -08:00 committed by Michael Egger
parent 9f907d5b5e
commit e00f02b603
2 changed files with 22 additions and 10 deletions

View File

@ -4,6 +4,7 @@ from datetime import timedelta, date
from typing import Callable, Any
import arrow
from decimal import Decimal
from pandas import DataFrame
from sqlalchemy import and_, func, text, between
from tabulate import tabulate
@ -258,23 +259,31 @@ def _profit(bot: Bot, update: Update) -> None:
"""
trades = Trade.query.order_by(Trade.id).all()
profit_amounts = []
profits = []
profit_all_btc = []
profit_all = []
profit_btc_closed = []
profit_closed = []
durations = []
for trade in trades:
current_rate = None
if not trade.open_rate:
continue
if trade.close_date:
durations.append((trade.close_date - trade.open_date).total_seconds())
if trade.close_profit:
if not trade.is_open:
profit = trade.close_profit
profit_btc_closed.append(Decimal(trade.close_rate) - Decimal(trade.open_rate))
profit_closed.append(profit)
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid']
profit = trade.calc_profit(current_rate)
profit_amounts.append(profit * trade.stake_amount)
profits.append(profit)
profit_all_btc.append(Decimal(trade.close_rate or current_rate) - Decimal(trade.open_rate))
profit_all.append(profit)
best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
.filter(Trade.is_open.is_(False)) \
@ -288,15 +297,18 @@ def _profit(bot: Bot, update: Update) -> None:
bp_pair, bp_rate = best_pair
markdown_msg = """
*ROI:* `{profit_btc:.8f} ({profit:.2f}%)`
*Trade Count:* `{trade_count}`
*ROI Trade closed:* `{profit_closed_btc:.8f} BTC ({profit_closed:.2f}%)`
*ROI All trades:* `{profit_all_btc:.8f} BTC ({profit_all:.2f}%)`
*Total Trade Count:* `{trade_count}`
*First Trade opened:* `{first_trade_date}`
*Latest Trade opened:* `{latest_trade_date}`
*Avg. Duration:* `{avg_duration}`
*Best Performing:* `{best_pair}: {best_rate:.2f}%`
""".format(
profit_btc=round(sum(profit_amounts), 8),
profit=round(sum(profits) * 100, 2),
profit_closed_btc=round(sum(profit_btc_closed), 8),
profit_closed=round(sum(profit_closed) * 100, 2),
profit_all_btc=round(sum(profit_all_btc), 8),
profit_all=round(sum(profit_all) * 100, 2),
trade_count=len(trades),
first_trade_date=arrow.get(trades[0].open_date).humanize(),
latest_trade_date=arrow.get(trades[-1].open_date).humanize(),

View File

@ -189,7 +189,7 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell
_profit(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1
assert '*ROI:* `1.50701325 (10.05%)`' in msg_mock.call_args_list[-1][0][0]
assert '*ROI All trades:* `0.00765279 BTC (10.05%)`' in msg_mock.call_args_list[-1][0][0]
assert 'Best Performing:* `BTC_ETH: 10.05%`' in msg_mock.call_args_list[-1][0][0]