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https://github.com/freqtrade/freqtrade.git
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Update statistics output
This commit is contained in:
Matthias
parent
7619fd08d6
commit
390e600f55
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@ -20,36 +20,60 @@ def direc(is_short: bool):
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def mock_order_usdt_1(is_short: bool):
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return {
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'id': f'1234_{direc(is_short)}',
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'symbol': 'ADA/USDT',
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'id': f'prod_entry_1_{direc(is_short)}',
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'symbol': 'LTC/USDT',
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'status': 'closed',
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'side': entry_side(is_short),
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'type': 'limit',
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'price': 2.0,
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'amount': 10.0,
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'filled': 10.0,
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'price': 10.0,
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'amount': 2.0,
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'filled': 2.0,
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'remaining': 0.0,
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}
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def mock_order_usdt_1_exit(is_short: bool):
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return {
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'id': f'prod_exit_1_{direc(is_short)}',
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'symbol': 'LTC/USDT',
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'status': 'closed',
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'side': exit_side(is_short),
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'type': 'limit',
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'price': 8.0,
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'amount': 2.0,
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'filled': 2.0,
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'remaining': 0.0,
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}
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def mock_trade_usdt_1(fee, is_short: bool):
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"""
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Simulate prod entry with open sell order
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"""
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trade = Trade(
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pair='ADA/USDT',
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pair='LTC/USDT',
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stake_amount=20.0,
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amount=10.0,
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amount_requested=10.0,
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amount=2.0,
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amount_requested=2.0,
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open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
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close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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is_open=True,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
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open_rate=2.0,
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is_open=False,
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open_rate=10.0,
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close_rate=8.0,
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close_profit=-0.2,
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close_profit_abs=-4.0,
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exchange='binance',
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open_order_id=f'1234_{direc(is_short)}',
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strategy='StrategyTestV2',
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strategy='SampleStrategy',
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open_order_id=f'prod_exit_1_{direc(is_short)}',
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'ADA/USDT', entry_side(is_short))
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o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'LTC/USDT', entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_usdt_1_exit(is_short),
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'LTC/USDT', exit_side(is_short))
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trade.orders.append(o)
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return trade
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@ -330,59 +354,35 @@ def mock_trade_usdt_6(fee, is_short: bool):
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def mock_order_usdt_7(is_short: bool):
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return {
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'id': f'prod_entry_7_{direc(is_short)}',
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'symbol': 'LTC/USDT',
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'id': f'1234_{direc(is_short)}',
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'symbol': 'ADA/USDT',
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'status': 'closed',
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'side': entry_side(is_short),
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'type': 'limit',
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'price': 10.0,
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'amount': 2.0,
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'filled': 2.0,
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'remaining': 0.0,
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}
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def mock_order_usdt_7_exit(is_short: bool):
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return {
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'id': f'prod_exit_7_{direc(is_short)}',
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'symbol': 'LTC/USDT',
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'status': 'closed',
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'side': exit_side(is_short),
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'type': 'limit',
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'price': 8.0,
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'amount': 2.0,
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'filled': 2.0,
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'price': 2.0,
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'amount': 10.0,
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'filled': 10.0,
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'remaining': 0.0,
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}
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def mock_trade_usdt_7(fee, is_short: bool):
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"""
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Simulate prod entry with open sell order
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"""
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trade = Trade(
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pair='LTC/USDT',
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pair='ADA/USDT',
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stake_amount=20.0,
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amount=2.0,
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amount_requested=2.0,
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open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
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close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
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amount=10.0,
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amount_requested=10.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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is_open=False,
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open_rate=10.0,
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close_rate=8.0,
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close_profit=-0.2,
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close_profit_abs=-4.0,
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is_open=True,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
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open_rate=2.0,
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exchange='binance',
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strategy='SampleStrategy',
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open_order_id=f'prod_exit_7_{direc(is_short)}',
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open_order_id=f'1234_{direc(is_short)}',
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strategy='StrategyTestV2',
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'LTC/USDT', entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_usdt_7_exit(is_short),
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'LTC/USDT', exit_side(is_short))
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o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'ADA/USDT', entry_side(is_short))
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trade.orders.append(o)
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return trade
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@ -407,13 +407,9 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
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assert stoploss_mock.call_count == 0
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def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
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limit_buy_order, limit_sell_order, mocker) -> None:
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mocker.patch.multiple(
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'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
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get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
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)
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mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
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def test_rpc_trade_statistics11(default_conf_usdt, ticker, fee,
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mocker) -> None:
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mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1)
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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@ -421,10 +417,9 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
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get_fee=fee,
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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patch_get_signal(freqtradebot)
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stake_currency = default_conf['stake_currency']
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fiat_display_currency = default_conf['fiat_display_currency']
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freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
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stake_currency = default_conf_usdt['stake_currency']
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fiat_display_currency = default_conf_usdt['fiat_display_currency']
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rpc = RPC(freqtradebot)
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rpc._fiat_converter = CryptoToFiatConverter()
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@ -437,62 +432,32 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
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assert res['latest_trade_timestamp'] == 0
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# Create some test data
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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# Simulate fulfilled LIMIT_BUY order for trade
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oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'sell')
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trade.update_trade(oobj)
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# Update the ticker with a market going up
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker_sell_up
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)
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oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
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trade.update_trade(oobj)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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# Simulate fulfilled LIMIT_BUY order for trade
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oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
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trade.update_trade(oobj)
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# Update the ticker with a market going up
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker_sell_up
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)
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oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
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trade.update_trade(oobj)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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create_mock_trades_usdt(fee)
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stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
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assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
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assert prec_satoshi(stats['profit_closed_percent_mean'], 6.2)
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assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
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assert prec_satoshi(stats['profit_all_coin'], 5.802e-05)
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assert prec_satoshi(stats['profit_all_percent_mean'], 2.89)
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assert prec_satoshi(stats['profit_all_fiat'], 0.8703)
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assert stats['trade_count'] == 2
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assert stats['first_trade_date'] == 'just now'
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assert stats['latest_trade_date'] == 'just now'
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assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
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assert stats['best_pair'] == 'ETH/BTC'
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assert prec_satoshi(stats['best_rate'], 6.2)
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assert pytest.approx(stats['profit_closed_coin']) == 9.83
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assert pytest.approx(stats['profit_closed_percent_mean']) == -1.67
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assert pytest.approx(stats['profit_closed_fiat']) == 10.813
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assert pytest.approx(stats['profit_all_coin']) == -77.45964918
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assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
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assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
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assert stats['trade_count'] == 7
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assert stats['first_trade_date'] == '2 days ago'
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assert stats['latest_trade_date'] == '17 minutes ago'
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assert stats['avg_duration'] in ('0:17:40')
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assert stats['best_pair'] == 'XRP/USDT'
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assert stats['best_rate'] == 10.0
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# Test non-available pair
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mocker.patch('freqtrade.exchange.Exchange.get_rate',
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MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
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MagicMock(side_effect=ExchangeError("Pair 'XRP/USDT' not available")))
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stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
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assert stats['trade_count'] == 2
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assert stats['first_trade_date'] == 'just now'
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assert stats['latest_trade_date'] == 'just now'
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assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
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assert stats['best_pair'] == 'ETH/BTC'
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assert prec_satoshi(stats['best_rate'], 6.2)
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assert stats['trade_count'] == 7
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assert stats['first_trade_date'] == '2 days ago'
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assert stats['latest_trade_date'] == '17 minutes ago'
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assert stats['avg_duration'] in ('0:17:40')
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assert stats['best_pair'] == 'XRP/USDT'
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assert stats['best_rate'] == 10.0
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assert isnan(stats['profit_all_coin'])
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