Move performance-calculation to persistence
This commit is contained in:
parent
669a6cf119
commit
f20f5cebbe
@ -8,17 +8,15 @@ from typing import Any, Dict, List, Optional
|
||||
|
||||
import arrow
|
||||
from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
|
||||
create_engine, inspect)
|
||||
create_engine, desc, func, inspect)
|
||||
from sqlalchemy.exc import NoSuchModuleError
|
||||
from sqlalchemy.ext.declarative import declarative_base
|
||||
from sqlalchemy.orm.scoping import scoped_session
|
||||
from sqlalchemy.orm.session import sessionmaker
|
||||
from sqlalchemy import func
|
||||
from sqlalchemy.pool import StaticPool
|
||||
|
||||
from freqtrade import OperationalException
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
@ -404,6 +402,25 @@ class Trade(_DECL_BASE):
|
||||
.scalar()
|
||||
return total_open_stake_amount or 0
|
||||
|
||||
@staticmethod
|
||||
def get_overall_performance() -> Dict:
|
||||
pair_rates = Trade.session.query(
|
||||
Trade.pair,
|
||||
func.sum(Trade.close_profit).label('profit_sum'),
|
||||
func.count(Trade.pair).label('count')
|
||||
).filter(Trade.is_open.is_(False))\
|
||||
.group_by(Trade.pair) \
|
||||
.order_by(desc('profit_sum')) \
|
||||
.all()
|
||||
return [
|
||||
{
|
||||
'pair': pair,
|
||||
'profit': round(rate * 100, 2),
|
||||
'count': count
|
||||
}
|
||||
for pair, rate, count in pair_rates
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def get_open_trades() -> List[Any]:
|
||||
"""
|
||||
|
@ -442,18 +442,7 @@ class RPC:
|
||||
Handler for performance.
|
||||
Shows a performance statistic from finished trades
|
||||
"""
|
||||
|
||||
pair_rates = Trade.session.query(Trade.pair,
|
||||
sql.func.sum(Trade.close_profit).label('profit_sum'),
|
||||
sql.func.count(Trade.pair).label('count')) \
|
||||
.filter(Trade.is_open.is_(False)) \
|
||||
.group_by(Trade.pair) \
|
||||
.order_by(sql.text('profit_sum DESC')) \
|
||||
.all()
|
||||
return [
|
||||
{'pair': pair, 'profit': round(rate * 100, 2), 'count': count}
|
||||
for pair, rate, count in pair_rates
|
||||
]
|
||||
return Trade.get_overall_performance()
|
||||
|
||||
def _rpc_count(self) -> Dict[str, float]:
|
||||
""" Returns the number of trades running """
|
||||
|
@ -35,6 +35,8 @@ def create_mock_trades(fee):
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
open_rate=0.123,
|
||||
close_rate=0.128,
|
||||
close_profit=0.005,
|
||||
exchange='bittrex',
|
||||
is_open=False,
|
||||
open_order_id='dry_run_sell_12345'
|
||||
@ -835,3 +837,25 @@ def test_stoploss_reinitialization(default_conf, fee):
|
||||
assert trade_adj.stop_loss_pct == -0.04
|
||||
assert trade_adj.initial_stop_loss == 0.96
|
||||
assert trade_adj.initial_stop_loss_pct == -0.04
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_total_open_trades_stakes(fee):
|
||||
|
||||
res = Trade.total_open_trades_stakes()
|
||||
assert res == 0
|
||||
create_mock_trades(fee)
|
||||
res = Trade.total_open_trades_stakes()
|
||||
assert res == 0.002
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_get_overall_performance(fee):
|
||||
|
||||
create_mock_trades(fee)
|
||||
res = Trade.get_overall_performance()
|
||||
|
||||
assert len(res) == 1
|
||||
assert 'pair' in res[0]
|
||||
assert 'profit' in res[0]
|
||||
assert 'count' in res[0]
|
||||
|
Loading…
Reference in New Issue
Block a user