Merge pull request #1698 from mishaker/edge_rpc

Edge RPC

docs/telegram-usage.md

@@ -30,6 +30,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/daily <n>` | 7 | Shows profit or loss per day, over the last n days
 | `/whitelist` | | Show the current whitelist
 | `/blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
+| `/edge` | | Show validated pairs by Edge if it is enabled.
 | `/help` | | Show help message
 | `/version` | | Show version
 
@@ -179,6 +180,21 @@ Use `/reload_conf` to reset the blacklist.
 > Using blacklist `StaticPairList` with 2 pairs  
 >`DODGE/BTC`, `HOT/BTC`.
 
+### /edge
+
+Shows pairs validated by Edge along with their corresponding winrate, expectancy and stoploss values.
+
+> **Edge only validated following pairs:**
+```
+Pair        Winrate    Expectancy    Stoploss
+--------  ---------  ------------  ----------
+DOCK/ETH   0.522727      0.881821       -0.03
+PHX/ETH    0.677419      0.560488       -0.03
+HOT/ETH    0.733333      0.490492       -0.03
+HC/ETH     0.588235      0.280988       -0.02
+ARDR/ETH   0.366667      0.143059       -0.01
+```
+
 ### /version
 
 > **Version:** `0.14.3`

freqtrade/rpc/rpc.py

@@ -475,3 +475,18 @@ class RPC(object):
                'blacklist': self._freqtrade.pairlists.blacklist,
                }
         return res
+
+    def _rpc_edge(self) -> List[Dict[str, Any]]:
+        """ Returns information related to Edge """
+        if not self._freqtrade.edge:
+            raise RPCException(f'Edge is not enabled.')
+
+        return [
+            {
+                'Pair': k,
+                'Winrate': v.winrate,
+                'Expectancy': v.expectancy,
+                'Stoploss': v.stoploss,
+            }
+            for k, v in self._freqtrade.edge._cached_pairs.items()
+        ]

freqtrade/rpc/telegram.py

@@ -94,6 +94,7 @@ class Telegram(RPC):
             CommandHandler('stopbuy', self._stopbuy),
             CommandHandler('whitelist', self._whitelist),
             CommandHandler('blacklist', self._blacklist, pass_args=True),
+            CommandHandler('edge', self._edge),
             CommandHandler('help', self._help),
             CommandHandler('version', self._version),
         ]
@@ -489,6 +490,21 @@ class Telegram(RPC):
         except RPCException as e:
             self._send_msg(str(e), bot=bot)
 
+    @authorized_only
+    def _edge(self, bot: Bot, update: Update) -> None:
+        """
+        Handler for /edge
+        Shows information related to Edge
+        """
+        try:
+            edge_pairs = self._rpc_edge()
+            print(edge_pairs)
+            edge_pairs_tab = tabulate(edge_pairs, headers='keys', tablefmt='simple')
+            message = f'<b>Edge only validated following pairs:</b>\n<pre>{edge_pairs_tab}</pre>'
+            self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
+        except RPCException as e:
+            self._send_msg(str(e), bot=bot)
+
     @authorized_only
     def _help(self, bot: Bot, update: Update) -> None:
         """
@@ -518,6 +534,7 @@ class Telegram(RPC):
                   "*/whitelist:* `Show current whitelist` \n" \
                   "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \
                   "to the blacklist.` \n" \
+                  "*/edge:* `Shows validated pairs by Edge if it is enabeld` \n" \
                   "*/help:* `This help message`\n" \
                   "*/version:* `Show version`"
 

freqtrade/tests/rpc/test_rpc.py

@@ -2,19 +2,20 @@
 # pragma pylint: disable=invalid-sequence-index, invalid-name, too-many-arguments
 
 from datetime import datetime
-from unittest.mock import MagicMock, ANY, PropertyMock
+from unittest.mock import ANY, MagicMock, PropertyMock
 
 import pytest
 from numpy import isnan
 
-from freqtrade import TemporaryError, DependencyException
+from freqtrade import DependencyException, TemporaryError
+from freqtrade.edge import PairInfo
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 from freqtrade.state import State
-from freqtrade.tests.test_freqtradebot import patch_get_signal
 from freqtrade.tests.conftest import patch_coinmarketcap, patch_exchange
+from freqtrade.tests.test_freqtradebot import patch_get_signal
 
 
 # Functions for recurrent object patching
@@ -713,3 +714,34 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
     assert len(ret['blacklist']) == 3
     assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
     assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']
+
+
+def test_rpc_edge_disabled(mocker, default_conf) -> None:
+    patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    freqtradebot = FreqtradeBot(default_conf)
+    rpc = RPC(freqtradebot)
+    with pytest.raises(RPCException, match=r'Edge is not enabled.'):
+        rpc._rpc_edge()
+
+
+def test_rpc_edge_enabled(mocker, edge_conf) -> None:
+    patch_coinmarketcap(mocker)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={
+            'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
+        }
+    ))
+    freqtradebot = FreqtradeBot(edge_conf)
+
+    rpc = RPC(freqtradebot)
+    ret = rpc._rpc_edge()
+
+    assert len(ret) == 1
+    assert ret[0]['Pair'] == 'E/F'
+    assert ret[0]['Winrate'] == 0.66
+    assert ret[0]['Expectancy'] == 1.71
+    assert ret[0]['Stoploss'] == -0.02

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -13,16 +13,16 @@ from telegram import Chat, Message, Update
 from telegram.error import NetworkError
 
 from freqtrade import __version__
+from freqtrade.edge import PairInfo
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCMessageType
 from freqtrade.rpc.telegram import Telegram, authorized_only
-from freqtrade.strategy.interface import SellType
 from freqtrade.state import State
+from freqtrade.strategy.interface import SellType
 from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has,
-                                      patch_exchange)
+                                      patch_coinmarketcap, patch_exchange)
 from freqtrade.tests.test_freqtradebot import patch_get_signal
-from freqtrade.tests.conftest import patch_coinmarketcap
 
 
 class DummyCls(Telegram):
@@ -74,7 +74,7 @@ def test_init(default_conf, mocker, caplog) -> None:
     message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \
                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " \
                   "['performance'], ['daily'], ['count'], ['reload_conf'], " \
-                  "['stopbuy'], ['whitelist'], ['blacklist'], ['help'], ['version']]"
+                  "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]"
 
     assert log_has(message_str, caplog.record_tuples)
 
@@ -1099,6 +1099,48 @@ def test_blacklist_static(default_conf, update, mocker) -> None:
     assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC"]
 
 
+def test_edge_disabled(default_conf, update, mocker) -> None:
+    patch_coinmarketcap(mocker)
+    msg_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+
+    telegram = Telegram(freqtradebot)
+
+    telegram._edge(bot=MagicMock(), update=update)
+    assert msg_mock.call_count == 1
+    assert "Edge is not enabled." in msg_mock.call_args_list[0][0][0]
+
+
+def test_edge_enabled(edge_conf, update, mocker) -> None:
+    patch_coinmarketcap(mocker)
+    msg_mock = MagicMock()
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={
+            'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+        }
+    ))
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, edge_conf)
+
+    telegram = Telegram(freqtradebot)
+
+    telegram._edge(bot=MagicMock(), update=update)
+    assert msg_mock.call_count == 1
+    assert '<b>Edge only validated following pairs:</b>\n<pre>' in msg_mock.call_args_list[0][0][0]
+    assert 'Pair      Winrate    Expectancy    Stoploss' in msg_mock.call_args_list[0][0][0]
+
+
 def test_help_handle(default_conf, update, mocker) -> None:
     patch_coinmarketcap(mocker)
     msg_mock = MagicMock()