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Move static Trade functions to right class
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parent
1465af50d7
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@ -567,23 +567,6 @@ class LocalTrade():
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else:
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else:
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return None
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return None
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@staticmethod
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def get_trades(trade_filter=None) -> Query:
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"""
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Helper function to query Trades using filters.
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:param trade_filter: Optional filter to apply to trades
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Can be either a Filter object, or a List of filters
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e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])`
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e.g. `(trade_filter=Trade.id == trade_id)`
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:return: unsorted query object
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"""
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if trade_filter is not None:
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if not isinstance(trade_filter, list):
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trade_filter = [trade_filter]
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return Trade.query.filter(*trade_filter)
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else:
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return Trade.query
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@staticmethod
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@staticmethod
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def get_trades_proxy(*, pair: str = None, is_open: bool = None,
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def get_trades_proxy(*, pair: str = None, is_open: bool = None,
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open_date: datetime = None, close_date: datetime = None,
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open_date: datetime = None, close_date: datetime = None,
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@ -636,83 +619,7 @@ class LocalTrade():
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"""
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"""
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Query trades from persistence layer
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Query trades from persistence layer
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"""
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"""
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return Trade.get_trades(Trade.is_open.is_(True)).all()
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return Trade.get_trades_proxy(is_open=True)
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@staticmethod
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def get_open_order_trades():
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"""
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Returns all open trades
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"""
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return Trade.get_trades(Trade.open_order_id.isnot(None)).all()
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@staticmethod
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def get_open_trades_without_assigned_fees():
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"""
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Returns all open trades which don't have open fees set correctly
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"""
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return Trade.get_trades([Trade.fee_open_currency.is_(None),
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Trade.orders.any(),
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Trade.is_open.is_(True),
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]).all()
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@staticmethod
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def get_sold_trades_without_assigned_fees():
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"""
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Returns all closed trades which don't have fees set correctly
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"""
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return Trade.get_trades([Trade.fee_close_currency.is_(None),
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Trade.orders.any(),
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Trade.is_open.is_(False),
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]).all()
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@staticmethod
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def total_open_trades_stakes() -> float:
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"""
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Calculates total invested amount in open trades
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in stake currency
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"""
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if Trade.use_db:
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total_open_stake_amount = Trade.query.with_entities(
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func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
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else:
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total_open_stake_amount = sum(
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t.stake_amount for t in Trade.get_trades_proxy(is_open=True))
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return total_open_stake_amount or 0
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@staticmethod
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def get_overall_performance() -> List[Dict[str, Any]]:
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"""
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Returns List of dicts containing all Trades, including profit and trade count
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"""
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pair_rates = Trade.query.with_entities(
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Trade.pair,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.count(Trade.pair).label('count')
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).filter(Trade.is_open.is_(False))\
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.group_by(Trade.pair) \
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.order_by(desc('profit_sum')) \
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.all()
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return [
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{
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'pair': pair,
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'profit': rate,
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'count': count
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}
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for pair, rate, count in pair_rates
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]
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@staticmethod
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def get_best_pair():
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"""
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Get best pair with closed trade.
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:returns: Tuple containing (pair, profit_sum)
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"""
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best_pair = Trade.query.with_entities(
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Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
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).filter(Trade.is_open.is_(False)) \
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.group_by(Trade.pair) \
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.order_by(desc('profit_sum')).first()
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return best_pair
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@staticmethod
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@staticmethod
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def stoploss_reinitialization(desired_stoploss):
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def stoploss_reinitialization(desired_stoploss):
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@ -810,7 +717,7 @@ class Trade(_DECL_BASE, LocalTrade):
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open_date: datetime = None, close_date: datetime = None,
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open_date: datetime = None, close_date: datetime = None,
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) -> List['LocalTrade']:
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) -> List['LocalTrade']:
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"""
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"""
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Helper function to query Trades.
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Helper function to query Trades.j
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Returns a List of trades, filtered on the parameters given.
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Returns a List of trades, filtered on the parameters given.
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In live mode, converts the filter to a database query and returns all rows
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In live mode, converts the filter to a database query and returns all rows
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In Backtest mode, uses filters on Trade.trades to get the result.
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In Backtest mode, uses filters on Trade.trades to get the result.
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@ -835,6 +742,107 @@ class Trade(_DECL_BASE, LocalTrade):
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close_date=close_date
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close_date=close_date
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)
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)
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@staticmethod
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def get_trades(trade_filter=None) -> Query:
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"""
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Helper function to query Trades using filters.
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NOTE: Not supported in Backtesting.
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:param trade_filter: Optional filter to apply to trades
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Can be either a Filter object, or a List of filters
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e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])`
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e.g. `(trade_filter=Trade.id == trade_id)`
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:return: unsorted query object
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"""
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if not Trade.use_db:
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raise NotImplementedError('`Trade.get_trades()` not supported in backtesting mode.')
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if trade_filter is not None:
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if not isinstance(trade_filter, list):
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trade_filter = [trade_filter]
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return Trade.query.filter(*trade_filter)
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else:
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return Trade.query
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@staticmethod
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def get_open_order_trades():
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"""
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Returns all open trades
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NOTE: Not supported in Backtesting.
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"""
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return Trade.get_trades(Trade.open_order_id.isnot(None)).all()
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@staticmethod
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def get_open_trades_without_assigned_fees():
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"""
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Returns all open trades which don't have open fees set correctly
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NOTE: Not supported in Backtesting.
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"""
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return Trade.get_trades([Trade.fee_open_currency.is_(None),
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Trade.orders.any(),
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Trade.is_open.is_(True),
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]).all()
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@staticmethod
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def get_sold_trades_without_assigned_fees():
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"""
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Returns all closed trades which don't have fees set correctly
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NOTE: Not supported in Backtesting.
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"""
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return Trade.get_trades([Trade.fee_close_currency.is_(None),
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Trade.orders.any(),
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Trade.is_open.is_(False),
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]).all()
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@staticmethod
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def total_open_trades_stakes() -> float:
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"""
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Calculates total invested amount in open trades
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in stake currency
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"""
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if Trade.use_db:
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total_open_stake_amount = Trade.query.with_entities(
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func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
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else:
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total_open_stake_amount = sum(
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t.stake_amount for t in LocalTrade.get_trades_proxy(is_open=True))
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return total_open_stake_amount or 0
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@staticmethod
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def get_overall_performance() -> List[Dict[str, Any]]:
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"""
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Returns List of dicts containing all Trades, including profit and trade count
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NOTE: Not supported in Backtesting.
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"""
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pair_rates = Trade.query.with_entities(
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Trade.pair,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.count(Trade.pair).label('count')
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).filter(Trade.is_open.is_(False))\
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.group_by(Trade.pair) \
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.order_by(desc('profit_sum')) \
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.all()
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return [
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{
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'pair': pair,
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'profit': rate,
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'count': count
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}
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for pair, rate, count in pair_rates
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]
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@staticmethod
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def get_best_pair():
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"""
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Get best pair with closed trade.
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NOTE: Not supported in Backtesting.
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:returns: Tuple containing (pair, profit_sum)
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"""
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best_pair = Trade.query.with_entities(
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Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
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).filter(Trade.is_open.is_(False)) \
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.group_by(Trade.pair) \
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.order_by(desc('profit_sum')).first()
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return best_pair
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class PairLock(_DECL_BASE):
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class PairLock(_DECL_BASE):
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"""
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"""
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@ -774,11 +774,16 @@ def test_adjust_min_max_rates(fee):
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@pytest.mark.usefixtures("init_persistence")
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@pytest.mark.usefixtures("init_persistence")
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def test_get_open(fee):
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@pytest.mark.parametrize('use_db', [True, False])
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def test_get_open(fee, use_db):
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Trade.use_db = use_db
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Trade.reset_trades()
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create_mock_trades(fee)
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create_mock_trades(fee, use_db)
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assert len(Trade.get_open_trades()) == 4
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assert len(Trade.get_open_trades()) == 4
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Trade.use_db = True
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@pytest.mark.usefixtures("init_persistence")
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@pytest.mark.usefixtures("init_persistence")
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def test_to_json(default_conf, fee):
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def test_to_json(default_conf, fee):
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@ -1083,6 +1088,13 @@ def test_get_trades_proxy(fee, use_db):
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Trade.use_db = True
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Trade.use_db = True
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def test_get_trades_backtest():
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Trade.use_db = False
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with pytest.raises(NotImplementedError, match=r"`Trade.get_trades\(\)` not .*"):
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Trade.get_trades([])
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Trade.use_db = True
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@pytest.mark.usefixtures("init_persistence")
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@pytest.mark.usefixtures("init_persistence")
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def test_get_overall_performance(fee):
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def test_get_overall_performance(fee):
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@ -1216,11 +1228,24 @@ def test_Trade_object_idem():
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trade = vars(Trade)
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trade = vars(Trade)
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localtrade = vars(LocalTrade)
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localtrade = vars(LocalTrade)
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excludes = (
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'delete',
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'session',
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'query',
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'open_date',
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'get_best_pair',
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'get_overall_performance',
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'total_open_trades_stakes',
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'get_sold_trades_without_assigned_fees',
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'get_open_trades_without_assigned_fees',
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'get_open_order_trades',
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'get_trades',
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)
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# Parent (LocalTrade) should have the same attributes
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# Parent (LocalTrade) should have the same attributes
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for item in trade:
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for item in trade:
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# Exclude private attributes and open_date (as it's not assigned a default)
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# Exclude private attributes and open_date (as it's not assigned a default)
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if (not item.startswith('_')
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if (not item.startswith('_') and item not in excludes):
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and item not in ('delete', 'session', 'query', 'open_date')):
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assert item in localtrade
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assert item in localtrade
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# Fails if only a column is added without corresponding parent field
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# Fails if only a column is added without corresponding parent field
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