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No percent where ratio is to be used

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This commit is contained in:
hroff-1902 2020-02-28 12:36:39 +03:00
parent 866c51acc5
commit e411717de9
9 changed files with 40 additions and 39 deletions
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12
freqtrade/edge/edge_positioning.py
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@ -246,7 +246,8 @@ class Edge:
# we set stake amount to an arbitrary amount. # we set stake amount to an arbitrary amount.
# as it doesn't change the calculation. # as it doesn't change the calculation.
# all returned values are relative. they are percentages. # all returned values are relative.
# they are defined as ratios.
stake = 0.015 stake = 0.015
fee = self.fee fee = self.fee
open_fee = fee / 2 open_fee = fee / 2
@ -269,8 +270,8 @@ class Edge:
result['sell_fee'] = result['sell_sum'] * close_fee result['sell_fee'] = result['sell_sum'] * close_fee
result['sell_take'] = result['sell_sum'] - result['sell_fee'] result['sell_take'] = result['sell_sum'] - result['sell_fee']
# profit_percent # profit_ratio
result['profit_percent'] = (result['sell_take'] - result['buy_spend']) / result['buy_spend'] result['profit_ratio'] = (result['sell_take'] - result['buy_spend']) / result['buy_spend']
# Absolute profit # Absolute profit
result['profit_abs'] = result['sell_take'] - result['buy_spend'] result['profit_abs'] = result['sell_take'] - result['buy_spend']
@ -399,9 +400,8 @@ class Edge:
# trade opens in reality on the next candle # trade opens in reality on the next candle
open_trade_index += 1 open_trade_index += 1
stop_price_percentage = stoploss + 1
open_price = ohlc_columns[open_trade_index, 0] open_price = ohlc_columns[open_trade_index, 0]
stop_price = (open_price * stop_price_percentage) stop_price = (open_price * (stoploss + 1))
# Searching for the index where stoploss is hit # Searching for the index where stoploss is hit
stop_index = utf1st.find_1st( stop_index = utf1st.find_1st(
@ -441,7 +441,7 @@ class Edge:
trade = {'pair': pair, trade = {'pair': pair,
'stoploss': stoploss, 'stoploss': stoploss,
'profit_percent': '', 'profit_ratio': '',
'profit_abs': '', 'profit_abs': '',
'open_time': date_column[open_trade_index], 'open_time': date_column[open_trade_index],
'close_time': date_column[exit_index], 'close_time': date_column[exit_index],

12
freqtrade/freqtradebot.py
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@ -1034,8 +1034,8 @@ class FreqtradeBot:
profit_trade = trade.calc_profit(rate=profit_rate) profit_trade = trade.calc_profit(rate=profit_rate)
# Use cached ticker here - it was updated seconds ago. # Use cached ticker here - it was updated seconds ago.
current_rate = self.get_sell_rate(trade.pair, False) current_rate = self.get_sell_rate(trade.pair, False)
profit_percent = trade.calc_profit_ratio(profit_rate) profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_percent > 0 else "loss" gain = "profit" if profit_ratio > 0 else "loss"
msg = { msg = {
'type': RPCMessageType.SELL_NOTIFICATION, 'type': RPCMessageType.SELL_NOTIFICATION,
@ -1048,7 +1048,7 @@ class FreqtradeBot:
'open_rate': trade.open_rate, 'open_rate': trade.open_rate,
'current_rate': current_rate, 'current_rate': current_rate,
'profit_amount': profit_trade, 'profit_amount': profit_trade,
'profit_percent': profit_percent, 'profit_ratio': profit_ratio,
'sell_reason': trade.sell_reason, 'sell_reason': trade.sell_reason,
'open_date': trade.open_date, 'open_date': trade.open_date,
'close_date': trade.close_date or datetime.utcnow(), 'close_date': trade.close_date or datetime.utcnow(),
@ -1071,8 +1071,8 @@ class FreqtradeBot:
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit_trade = trade.calc_profit(rate=profit_rate) profit_trade = trade.calc_profit(rate=profit_rate)
current_rate = self.get_sell_rate(trade.pair, False) current_rate = self.get_sell_rate(trade.pair, False)
profit_percent = trade.calc_profit_ratio(profit_rate) profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_percent > 0 else "loss" gain = "profit" if profit_ratio > 0 else "loss"
msg = { msg = {
'type': RPCMessageType.SELL_CANCEL_NOTIFICATION, 'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
@ -1085,7 +1085,7 @@ class FreqtradeBot:
'open_rate': trade.open_rate, 'open_rate': trade.open_rate,
'current_rate': current_rate, 'current_rate': current_rate,
'profit_amount': profit_trade, 'profit_amount': profit_trade,
'profit_percent': profit_percent, 'profit_ratio': profit_ratio,
'sell_reason': trade.sell_reason, 'sell_reason': trade.sell_reason,
'open_date': trade.open_date, 'open_date': trade.open_date,
'close_date': trade.close_date, 'close_date': trade.close_date,

4
freqtrade/persistence.py
View File

@ -405,8 +405,8 @@ class Trade(_DECL_BASE):
rate=(rate or self.close_rate), rate=(rate or self.close_rate),
fee=(fee or self.fee_close) fee=(fee or self.fee_close)
) )
profit_percent = (close_trade_price / self.open_trade_price) - 1 profit_ratio = (close_trade_price / self.open_trade_price) - 1
return float(f"{profit_percent:.8f}") return float(f"{profit_ratio:.8f}")
@staticmethod @staticmethod
def get_trades(trade_filter=None) -> Query: def get_trades(trade_filter=None) -> Query:

20
freqtrade/rpc/rpc.py
View File

@ -155,9 +155,9 @@ class RPC:
current_rate = self._freqtrade.get_sell_rate(trade.pair, False) current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException: except DependencyException:
current_rate = NAN current_rate = NAN
trade_perc = (100 * trade.calc_profit_ratio(current_rate)) trade_percent = (100 * trade.calc_profit_ratio(current_rate))
trade_profit = trade.calc_profit(current_rate) trade_profit = trade.calc_profit(current_rate)
profit_str = f'{trade_perc:.2f}%' profit_str = f'{trade_percent:.2f}%'
if self._fiat_converter: if self._fiat_converter:
fiat_profit = self._fiat_converter.convert_amount( fiat_profit = self._fiat_converter.convert_amount(
trade_profit, trade_profit,
@ -232,9 +232,9 @@ class RPC:
trades = Trade.get_trades().order_by(Trade.id).all() trades = Trade.get_trades().order_by(Trade.id).all()
profit_all_coin = [] profit_all_coin = []
profit_all_perc = [] profit_all_ratio = []
profit_closed_coin = [] profit_closed_coin = []
profit_closed_perc = [] profit_closed_ratio = []
durations = [] durations = []
for trade in trades: for trade in trades:
@ -246,21 +246,21 @@ class RPC:
durations.append((trade.close_date - trade.open_date).total_seconds()) durations.append((trade.close_date - trade.open_date).total_seconds())
if not trade.is_open: if not trade.is_open:
profit_percent = trade.calc_profit_ratio() profit_ratio = trade.calc_profit_ratio()
profit_closed_coin.append(trade.calc_profit()) profit_closed_coin.append(trade.calc_profit())
profit_closed_perc.append(profit_percent) profit_closed_ratio.append(profit_ratio)
else: else:
# Get current rate # Get current rate
try: try:
current_rate = self._freqtrade.get_sell_rate(trade.pair, False) current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException: except DependencyException:
current_rate = NAN current_rate = NAN
profit_percent = trade.calc_profit_ratio(rate=current_rate) profit_ratio = trade.calc_profit_ratio(rate=current_rate)
profit_all_coin.append( profit_all_coin.append(
trade.calc_profit(rate=trade.close_rate or current_rate) trade.calc_profit(rate=trade.close_rate or current_rate)
) )
profit_all_perc.append(profit_percent) profit_all_ratio.append(profit_ratio)
best_pair = Trade.get_best_pair() best_pair = Trade.get_best_pair()
@ -271,7 +271,7 @@ class RPC:
# Prepare data to display # Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8) profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
profit_closed_percent = (round(mean(profit_closed_perc) * 100, 2) if profit_closed_perc profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio
else 0.0) else 0.0)
profit_closed_fiat = self._fiat_converter.convert_amount( profit_closed_fiat = self._fiat_converter.convert_amount(
profit_closed_coin_sum, profit_closed_coin_sum,
@ -280,7 +280,7 @@ class RPC:
) if self._fiat_converter else 0 ) if self._fiat_converter else 0
profit_all_coin_sum = round(sum(profit_all_coin), 8) profit_all_coin_sum = round(sum(profit_all_coin), 8)
profit_all_percent = round(mean(profit_all_perc) * 100, 2) if profit_all_perc else 0.0 profit_all_percent = round(mean(profit_all_ratio) * 100, 2) if profit_all_ratio else 0.0
profit_all_fiat = self._fiat_converter.convert_amount( profit_all_fiat = self._fiat_converter.convert_amount(
profit_all_coin_sum, profit_all_coin_sum,
stake_currency, stake_currency,

2
freqtrade/rpc/telegram.py
View File

@ -148,7 +148,7 @@ class Telegram(RPC):
elif msg['type'] == RPCMessageType.SELL_NOTIFICATION: elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
msg['amount'] = round(msg['amount'], 8) msg['amount'] = round(msg['amount'], 8)
msg['profit_percent'] = round(msg['profit_percent'] * 100, 2) msg['profit_percent'] = round(msg['profit_ratio'] * 100, 2)
msg['duration'] = msg['close_date'].replace( msg['duration'] = msg['close_date'].replace(
microsecond=0) - msg['open_date'].replace(microsecond=0) microsecond=0) - msg['open_date'].replace(microsecond=0)
msg['duration_min'] = msg['duration'].total_seconds() / 60 msg['duration_min'] = msg['duration'].total_seconds() / 60

7
freqtrade/strategy/interface.py
View File

@ -364,7 +364,7 @@ class IStrategy(ABC):
""" """
Based on current profit of the trade and configured (trailing) stoploss, Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not decides to sell or not
:param current_profit: current profit in percent :param current_profit: current profit as ratio
""" """
stop_loss_value = force_stoploss if force_stoploss else self.stoploss stop_loss_value = force_stoploss if force_stoploss else self.stoploss
@ -427,8 +427,9 @@ class IStrategy(ABC):
def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool: def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
""" """
Based on trade duration, current price and ROI configuration, decides whether bot should Based on trade duration, current profit of the trade and ROI configuration,
sell. Requires current_profit to be in percent!! decides whether bot should sell.
:param current_profit: current profit as ratio
:return: True if bot should sell at current rate :return: True if bot should sell at current rate
""" """
# Check if time matches and current rate is above threshold # Check if time matches and current rate is above threshold

2
tests/edge/test_edge.py
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@ -158,7 +158,7 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
assert len(trades) == len(data.trades) assert len(trades) == len(data.trades)
if not results.empty: if not results.empty:
assert round(results["profit_percent"].sum(), 3) == round(data.profit_perc, 3) assert round(results["profit_ratio"].sum(), 3) == round(data.profit_perc, 3)
for c, trade in enumerate(data.trades): for c, trade in enumerate(data.trades):
res = results.iloc[c] res = results.iloc[c]

12
tests/rpc/test_rpc_telegram.py
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@ -726,7 +726,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
'open_rate': 1.099e-05, 'open_rate': 1.099e-05,
'current_rate': 1.172e-05, 'current_rate': 1.172e-05,
'profit_amount': 6.126e-05, 'profit_amount': 6.126e-05,
'profit_percent': 0.0611052, 'profit_ratio': 0.0611052,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': SellType.FORCE_SELL.value, 'sell_reason': SellType.FORCE_SELL.value,
@ -785,7 +785,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
'open_rate': 1.099e-05, 'open_rate': 1.099e-05,
'current_rate': 1.044e-05, 'current_rate': 1.044e-05,
'profit_amount': -5.492e-05, 'profit_amount': -5.492e-05,
'profit_percent': -0.05478342, 'profit_ratio': -0.05478342,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': SellType.FORCE_SELL.value, 'sell_reason': SellType.FORCE_SELL.value,
@ -833,7 +833,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'open_rate': 1.099e-05, 'open_rate': 1.099e-05,
'current_rate': 1.098e-05, 'current_rate': 1.098e-05,
'profit_amount': -5.91e-06, 'profit_amount': -5.91e-06,
'profit_percent': -0.00589291, 'profit_ratio': -0.00589291,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': SellType.FORCE_SELL.value, 'sell_reason': SellType.FORCE_SELL.value,
@ -1253,7 +1253,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'open_rate': 7.5e-05, 'open_rate': 7.5e-05,
'current_rate': 3.201e-05, 'current_rate': 3.201e-05,
'profit_amount': -0.05746268, 'profit_amount': -0.05746268,
'profit_percent': -0.57405275, 'profit_ratio': -0.57405275,
'stake_currency': 'ETH', 'stake_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value, 'sell_reason': SellType.STOP_LOSS.value,
@ -1282,7 +1282,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'open_rate': 7.5e-05, 'open_rate': 7.5e-05,
'current_rate': 3.201e-05, 'current_rate': 3.201e-05,
'profit_amount': -0.05746268, 'profit_amount': -0.05746268,
'profit_percent': -0.57405275, 'profit_ratio': -0.57405275,
'stake_currency': 'ETH', 'stake_currency': 'ETH',
'sell_reason': SellType.STOP_LOSS.value, 'sell_reason': SellType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30), 'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
@ -1448,7 +1448,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
'open_rate': 7.5e-05, 'open_rate': 7.5e-05,
'current_rate': 3.201e-05, 'current_rate': 3.201e-05,
'profit_amount': -0.05746268, 'profit_amount': -0.05746268,
'profit_percent': -0.57405275, 'profit_ratio': -0.57405275,
'stake_currency': 'ETH', 'stake_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value, 'sell_reason': SellType.STOP_LOSS.value,

8
tests/test_freqtradebot.py
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@ -2297,7 +2297,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
'open_rate': 1.099e-05, 'open_rate': 1.099e-05,
'current_rate': 1.172e-05, 'current_rate': 1.172e-05,
'profit_amount': 6.126e-05, 'profit_amount': 6.126e-05,
'profit_percent': 0.0611052, 'profit_ratio': 0.0611052,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value, 'sell_reason': SellType.ROI.value,
@ -2346,7 +2346,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
'open_rate': 1.099e-05, 'open_rate': 1.099e-05,
'current_rate': 1.044e-05, 'current_rate': 1.044e-05,
'profit_amount': -5.492e-05, 'profit_amount': -5.492e-05,
'profit_percent': -0.05478342, 'profit_ratio': -0.05478342,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value, 'sell_reason': SellType.STOP_LOSS.value,
@ -2402,7 +2402,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
'open_rate': 1.099e-05, 'open_rate': 1.099e-05,
'current_rate': 1.044e-05, 'current_rate': 1.044e-05,
'profit_amount': -1.498e-05, 'profit_amount': -1.498e-05,
'profit_percent': -0.01493766, 'profit_ratio': -0.01493766,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value, 'sell_reason': SellType.STOP_LOSS.value,
@ -2602,7 +2602,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
'open_rate': 1.099e-05, 'open_rate': 1.099e-05,
'current_rate': 1.172e-05, 'current_rate': 1.172e-05,
'profit_amount': 6.126e-05, 'profit_amount': 6.126e-05,
'profit_percent': 0.0611052, 'profit_ratio': 0.0611052,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value, 'sell_reason': SellType.ROI.value,