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Merge pull request #6360 from stash86/pos_adjust

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Hide some lines for /status when a trade is closed
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Matthias 2022-02-06 17:08:37 +01:00 committed by GitHub
commit fe33b86308
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2 changed files with 57 additions and 25 deletions
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54
freqtrade/rpc/telegram.py
View File

@ -370,7 +370,7 @@ class Telegram(RPCHandler):
else:
return "\N{CROSS MARK}"
def _prepare_buy_details(self, filled_orders, base_currency):
def _prepare_buy_details(self, filled_orders, base_currency, is_open):
"""
Prepare details of trade with buy adjustment enabled
"""
@ -400,8 +400,9 @@ class Telegram(RPCHandler):
hours, remainder = divmod(dur_buys.seconds, 3600)
minutes, seconds = divmod(remainder, 60)
lines.append("*Buy #{}:* at {:.2%} avg profit".format(x+1, minus_on_buy))
lines.append("({})".format(current_buy_datetime
.humanize(granularity=["day", "hour", "minute"])))
if is_open:
lines.append("({})".format(current_buy_datetime
.humanize(granularity=["day", "hour", "minute"])))
lines.append("*Buy Amount:* {} ({:.8f} {})"
.format(cur_buy_amount, order["cost"], base_currency))
lines.append("*Average Buy Price:* {} ({:.2%} from 1st buy rate)"
@ -435,13 +436,15 @@ class Telegram(RPCHandler):
results = self._rpc._rpc_trade_status(trade_ids=trade_ids)
position_adjust = self._config.get('position_adjustment_enable', False)
max_entries = self._config.get('max_entry_position_adjustment', -1)
messages = []
for r in results:
r['open_date_hum'] = arrow.get(r['open_date']).humanize()
r['num_entries'] = len(r['filled_entry_orders'])
r['sell_reason'] = r.get('sell_reason', "")
lines = [
"*Trade ID:* `{trade_id}` `(since {open_date_hum})`",
"*Trade ID:* `{trade_id}`" +
("` (since {open_date_hum})`" if r['is_open'] else ""),
"*Current Pair:* {pair}",
"*Amount:* `{amount} ({stake_amount} {base_currency})`",
"*Buy Tag:* `{buy_tag}`" if r['buy_tag'] else "",
@ -449,39 +452,40 @@ class Telegram(RPCHandler):
]
if position_adjust:
lines.append("*Number of Buy(s):* `{num_entries}`")
max_buy_str = (f"/{max_entries + 1}" if (max_entries > 0) else "")
lines.append("*Number of Buy(s):* `{num_entries}`" + max_buy_str)
lines.extend([
"*Open Rate:* `{open_rate:.8f}`",
"*Close Rate:* `{close_rate:.8f}`" if r['close_rate'] else "",
"*Open Date:* `{open_date}`",
"*Close Date:* `{close_date}`" if r['close_date'] else "",
"*Current Rate:* `{current_rate:.8f}`",
"*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
("*Current Profit:* " if r['is_open'] else "*Close Profit: *")
+ "`{profit_ratio:.2%}`",
])
if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
and r['initial_stop_loss_ratio'] is not None):
# Adding initial stoploss only if it is different from stoploss
lines.append("*Initial Stoploss:* `{initial_stop_loss_abs:.8f}` "
"`({initial_stop_loss_ratio:.2%})`")
if r['is_open']:
if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
and r['initial_stop_loss_ratio'] is not None):
# Adding initial stoploss only if it is different from stoploss
lines.append("*Initial Stoploss:* `{initial_stop_loss_abs:.8f}` "
"`({initial_stop_loss_ratio:.2%})`")
# Adding stoploss and stoploss percentage only if it is not None
lines.append("*Stoploss:* `{stop_loss_abs:.8f}` " +
("`({stop_loss_ratio:.2%})`" if r['stop_loss_ratio'] else ""))
lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` "
"`({stoploss_current_dist_ratio:.2%})`")
if r['open_order']:
if r['sell_order_status']:
lines.append("*Open Order:* `{open_order}` - `{sell_order_status}`")
else:
lines.append("*Open Order:* `{open_order}`")
# Adding stoploss and stoploss percentage only if it is not None
lines.append("*Stoploss:* `{stop_loss_abs:.8f}` " +
("`({stop_loss_ratio:.2%})`" if r['stop_loss_ratio'] else ""))
lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` "
"`({stoploss_current_dist_ratio:.2%})`")
if r['open_order']:
if r['sell_order_status']:
lines.append("*Open Order:* `{open_order}` - `{sell_order_status}`")
else:
lines.append("*Open Order:* `{open_order}`")
if len(r['filled_entry_orders']) > 1:
lines_detail = self._prepare_buy_details(
r['filled_entry_orders'], r['base_currency'])
lines.extend(lines_detail)
lines_detail = self._prepare_buy_details(
r['filled_entry_orders'], r['base_currency'], r['is_open'])
lines.extend((lines_detail if (len(r['filled_entry_orders']) > 1) else ""))
# Filter empty lines using list-comprehension
messages.append("\n".join([line for line in lines if line]).format(**r))

28
tests/rpc/test_rpc_telegram.py
View File

@ -263,6 +263,34 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None:
assert re.search(r'Number of Buy.*2', msg)
assert re.search(r'Average Buy Price', msg)
assert re.search(r'Order filled at', msg)
assert re.search(r'Close Date:', msg) is None
assert re.search(r'Close Profit:', msg) is None
@pytest.mark.usefixtures("init_persistence")
def test_telegram_status_closed_trade(default_conf, update, mocker, fee) -> None:
update.message.chat.id = "123"
default_conf['telegram']['enabled'] = False
default_conf['telegram']['chat_id'] = "123"
default_conf['position_adjustment_enable'] = True
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_order=MagicMock(return_value=None),
get_rate=MagicMock(return_value=0.22),
)
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
create_mock_trades(fee)
trades = Trade.get_trades([Trade.is_open.is_(False)])
trade = trades[0]
context = MagicMock()
context.args = [str(trade.id)]
telegram._status(update=update, context=context)
assert msg_mock.call_count == 1
msg = msg_mock.call_args_list[0][0][0]
assert re.search(r'Close Date:', msg)
assert re.search(r'Close Profit:', msg)
def test_status_handle(default_conf, update, ticker, fee, mocker) -> None: