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sell_reason -> exit_reason

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This commit is contained in:
Sam Germain
2022-01-04 22:52:52 -06:00
parent c899eabe1d
commit f5805543ed
43 changed files with 324 additions and 324 deletions
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6
freqtrade/persistence/migrations.py
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@@ -45,7 +45,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null')
max_rate = get_column_def(cols, 'max_rate', '0.0')
min_rate = get_column_def(cols, 'min_rate', 'null')
sell_reason = get_column_def(cols, 'sell_reason', 'null')
exit_reason = get_column_def(cols, 'exit_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null')
enter_tag = get_column_def(cols, 'buy_tag', get_column_def(cols, 'enter_tag', 'null'))
@@ -98,7 +98,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, exit_order_status, strategy, enter_tag,
max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag,
timeframe, open_trade_value, close_profit_abs,
trading_mode, leverage, isolated_liq, is_short,
interest_rate, funding_fees
@@ -114,7 +114,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
{initial_stop_loss} initial_stop_loss,
{initial_stop_loss_pct} initial_stop_loss_pct,
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{max_rate} max_rate, {min_rate} min_rate, {exit_reason} exit_reason,
{exit_order_status} exit_order_status,
{strategy} strategy, {enter_tag} enter_tag, {timeframe} timeframe,
{open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,

30
freqtrade/persistence/models.py
View File

@@ -261,7 +261,7 @@ class LocalTrade():
max_rate: float = 0.0
# Lowest price reached
min_rate: float = 0.0
sell_reason: str = ''
exit_reason: str = ''
exit_order_status: str = ''
strategy: str = ''
enter_tag: Optional[str] = None
@@ -435,7 +435,7 @@ class LocalTrade():
'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
'profit_abs': self.close_profit_abs,
'sell_reason': self.sell_reason,
'exit_reason': self.exit_reason,
'exit_order_status': self.exit_order_status,
'stop_loss_abs': self.stop_loss,
'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
@@ -575,7 +575,7 @@ class LocalTrade():
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
self.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
self.exit_reason = SellType.STOPLOSS_ON_EXCHANGE.value
if self.is_open:
logger.info(f'{order_type.upper()} is hit for {self}.')
self.close(safe_value_fallback(order, 'average', 'price'))
@@ -936,7 +936,7 @@ class Trade(_DECL_BASE, LocalTrade):
max_rate = Column(Float, nullable=True, default=0.0)
# Lowest price reached
min_rate = Column(Float, nullable=True)
sell_reason = Column(String(100), nullable=True)
exit_reason = Column(String(100), nullable=True)
exit_order_status = Column(String(100), nullable=True)
strategy = Column(String(100), nullable=True)
enter_tag = Column(String(100), nullable=True)
@@ -1143,7 +1143,7 @@ class Trade(_DECL_BASE, LocalTrade):
]
@staticmethod
def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
def get_exit_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Returns List of dicts containing all Trades, based on sell reason performance
Can either be average for all pairs or a specific pair provided
@@ -1155,30 +1155,30 @@ class Trade(_DECL_BASE, LocalTrade):
filters.append(Trade.pair == pair)
sell_tag_perf = Trade.query.with_entities(
Trade.sell_reason,
Trade.exit_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)\
.group_by(Trade.sell_reason) \
.group_by(Trade.exit_reason) \
.order_by(desc('profit_sum_abs')) \
.all()
return [
{
'sell_reason': sell_reason if sell_reason is not None else "Other",
'exit_reason': exit_reason if exit_reason is not None else "Other",
'profit_ratio': profit,
'profit_pct': round(profit * 100, 2),
'profit_abs': profit_abs,
'count': count
}
for sell_reason, profit, profit_abs, count in sell_tag_perf
for exit_reason, profit, profit_abs, count in sell_tag_perf
]
@staticmethod
def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Returns List of dicts containing all Trades, based on buy_tag + sell_reason performance
Returns List of dicts containing all Trades, based on buy_tag + exit_reason performance
Can either be average for all pairs or a specific pair provided
NOTE: Not supported in Backtesting.
"""
@@ -1190,7 +1190,7 @@ class Trade(_DECL_BASE, LocalTrade):
mix_tag_perf = Trade.query.with_entities(
Trade.id,
Trade.enter_tag,
Trade.sell_reason,
Trade.exit_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
@@ -1200,12 +1200,12 @@ class Trade(_DECL_BASE, LocalTrade):
.all()
return_list: List[Dict] = []
for id, enter_tag, sell_reason, profit, profit_abs, count in mix_tag_perf:
for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
enter_tag = enter_tag if enter_tag is not None else "Other"
sell_reason = sell_reason if sell_reason is not None else "Other"
exit_reason = exit_reason if exit_reason is not None else "Other"
if(sell_reason is not None and enter_tag is not None):
mix_tag = enter_tag + " " + sell_reason
if(exit_reason is not None and enter_tag is not None):
mix_tag = enter_tag + " " + exit_reason
i = 0
if not any(item["mix_tag"] == mix_tag for item in return_list):
return_list.append({'mix_tag': mix_tag,