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added logic for is_short and tests

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This commit is contained in:
aezo.teo 2021-11-14 16:52:38 +08:00
parent 30fbe0c79c
commit 8df334515f
3 changed files with 37 additions and 27 deletions
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8
freqtrade/rpc/rpc.py
View File

@ -356,6 +356,7 @@ class RPC:
durations = [] durations = []
winning_trades = 0 winning_trades = 0
losing_trades = 0 losing_trades = 0
short_trades = 0
for trade in trades: for trade in trades:
current_rate: float = 0.0 current_rate: float = 0.0
@ -376,8 +377,9 @@ class RPC:
else: else:
# Get current rate # Get current rate
try: try:
closing_side = "buy" if trade.is_short else "sell"
current_rate = self._freqtrade.exchange.get_rate( current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell") trade.pair, refresh=False, side=closing_side)
except (PricingError, ExchangeError): except (PricingError, ExchangeError):
current_rate = NAN current_rate = NAN
profit_ratio = trade.calc_profit_ratio(rate=current_rate) profit_ratio = trade.calc_profit_ratio(rate=current_rate)
@ -387,6 +389,9 @@ class RPC:
) )
profit_all_ratio.append(profit_ratio) profit_all_ratio.append(profit_ratio)
if trade.is_short:
short_trades += 1
best_pair = Trade.get_best_pair(start_date) best_pair = Trade.get_best_pair(start_date)
# Prepare data to display # Prepare data to display
@ -446,6 +451,7 @@ class RPC:
'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0], 'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
'best_pair': best_pair[0] if best_pair else '', 'best_pair': best_pair[0] if best_pair else '',
'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0, 'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0,
'short_trades': short_trades,
'winning_trades': winning_trades, 'winning_trades': winning_trades,
'losing_trades': losing_trades, 'losing_trades': losing_trades,
} }

1
tests/conftest_trades.py
View File

@ -317,6 +317,7 @@ def mock_trade_6(fee, is_short: bool):
buy_tag='TEST2', buy_tag='TEST2',
open_order_id=f"prod_sell_{direc(is_short)}_6", open_order_id=f"prod_sell_{direc(is_short)}_6",
timeframe=5, timeframe=5,
is_short=is_short
) )
o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', enter_side(is_short)) o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', enter_side(is_short))
trade.orders.append(o) trade.orders.append(o)

55
tests/rpc/test_rpc_apiserver.py
View File

@ -571,7 +571,7 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
assert rc.json()['trades_count'] == 0 assert rc.json()['trades_count'] == 0
assert rc.json()['total_trades'] == 0 assert rc.json()['total_trades'] == 0
create_mock_trades(fee, is_short) create_mock_trades(fee, is_short=is_short)
Trade.query.session.flush() Trade.query.session.flush()
rc = client_get(client, f"{BASE_URI}/trades") rc = client_get(client, f"{BASE_URI}/trades")
@ -579,6 +579,7 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
assert len(rc.json()['trades']) == 2 assert len(rc.json()['trades']) == 2
assert rc.json()['trades_count'] == 2 assert rc.json()['trades_count'] == 2
assert rc.json()['total_trades'] == 2 assert rc.json()['total_trades'] == 2
assert rc.json()['trades'][0]['is_short'] == is_short
rc = client_get(client, f"{BASE_URI}/trades?limit=1") rc = client_get(client, f"{BASE_URI}/trades?limit=1")
assert_response(rc) assert_response(rc)
assert len(rc.json()['trades']) == 1 assert len(rc.json()['trades']) == 1
@ -601,10 +602,10 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets, is_short):
create_mock_trades(fee, is_short=is_short) create_mock_trades(fee, is_short=is_short)
Trade.query.session.flush() Trade.query.session.flush()
rc = client_get(client, f"{BASE_URI}/trade/3") rc = client_get(client, f"{BASE_URI}/trade/3")
assert_response(rc) assert_response(rc)
assert rc.json()['trade_id'] == 3 assert rc.json()['trade_id'] == 3
assert rc.json()['is_short'] == is_short
@pytest.mark.parametrize('is_short', [True, False]) @pytest.mark.parametrize('is_short', [True, False])
@ -623,7 +624,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
# Error - trade won't exist yet. # Error - trade won't exist yet.
assert_response(rc, 502) assert_response(rc, 502)
create_mock_trades(fee, False) create_mock_trades(fee, is_short=is_short)
ftbot.strategy.order_types['stoploss_on_exchange'] = True ftbot.strategy.order_types['stoploss_on_exchange'] = True
trades = Trade.query.all() trades = Trade.query.all()
@ -698,8 +699,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
assert rc.json() == {"error": "Error querying /api/v1/edge: Edge is not enabled."} assert rc.json() == {"error": "Error querying /api/v1/edge: Edge is not enabled."}
# TODO-lev: @pytest.mark.parametrize('is_short', [True, False]) @pytest.mark.parametrize('is_short', [True, False])
def test_api_profit(botclient, mocker, ticker, fee, markets): def test_api_profit(botclient, mocker, ticker, fee, markets, is_short):
ftbot, client = botclient ftbot, client = botclient
patch_get_signal(ftbot) patch_get_signal(ftbot)
mocker.patch.multiple( mocker.patch.multiple(
@ -714,38 +715,40 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
assert_response(rc, 200) assert_response(rc, 200)
assert rc.json()['trade_count'] == 0 assert rc.json()['trade_count'] == 0
create_mock_trades(fee, False) create_mock_trades(fee, is_short=is_short)
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
rc = client_get(client, f"{BASE_URI}/profit") rc = client_get(client, f"{BASE_URI}/profit")
assert_response(rc) assert_response(rc)
# raise ValueError(rc.json())
assert rc.json() == {'avg_duration': ANY, assert rc.json() == {'avg_duration': ANY,
'best_pair': 'XRP/BTC', 'best_pair': 'ETC/BTC' if is_short else 'XRP/BTC',
'best_rate': 1.0, 'best_rate': -0.5 if is_short else 1.0,
'first_trade_date': ANY, 'first_trade_date': ANY,
'first_trade_timestamp': ANY, 'first_trade_timestamp': ANY,
'latest_trade_date': '5 minutes ago', 'latest_trade_date': '5 minutes ago',
'latest_trade_timestamp': ANY, 'latest_trade_timestamp': ANY,
'profit_all_coin': -44.0631579, 'profit_all_coin': 43.61269123 if is_short else -44.0631579,
'profit_all_fiat': -543959.6842755, 'profit_all_fiat': 538398.67323435 if is_short else -543959.6842755,
'profit_all_percent_mean': -66.41, 'profit_all_percent_mean': 66.41 if is_short else -66.41,
'profit_all_ratio_mean': -0.6641100666666667, 'profit_all_ratio_mean': 0.664109545 if is_short else -0.6641100666666667,
'profit_all_percent_sum': -398.47, 'profit_all_percent_sum': 398.47 if is_short else -398.47,
'profit_all_ratio_sum': -3.9846604, 'profit_all_ratio_sum': 3.98465727 if is_short else -3.9846604,
'profit_all_percent': -4.41, 'profit_all_percent': 4.36 if is_short else -4.41,
'profit_all_ratio': -0.044063014216106644, 'profit_all_ratio': 0.043612222872799825 if is_short else -0.044063014216106644,
'profit_closed_coin': 0.00073913, 'profit_closed_coin': -0.00673913 if is_short else 0.00073913,
'profit_closed_fiat': 9.124559849999999, 'profit_closed_fiat': -83.19455985 if is_short else 9.124559849999999,
'profit_closed_ratio_mean': 0.0075, 'profit_closed_ratio_mean': -0.0075 if is_short else 0.0075,
'profit_closed_percent_mean': 0.75, 'profit_closed_percent_mean': -0.75 if is_short else 0.75,
'profit_closed_ratio_sum': 0.015, 'profit_closed_ratio_sum': -0.015 if is_short else 0.015,
'profit_closed_percent_sum': 1.5, 'profit_closed_percent_sum': -1.5 if is_short else 1.5,
'profit_closed_ratio': 7.391275897987988e-07, 'profit_closed_ratio': -6.739057628404269e-06 if is_short else 7.391275897987988e-07,
'profit_closed_percent': 0.0, 'profit_closed_percent': -0.0 if is_short else 0.0,
'trade_count': 6, 'trade_count': 6,
'closed_trade_count': 2, 'closed_trade_count': 2,
'winning_trades': 2, 'short_trades': 6 if is_short else 0,
'losing_trades': 0, 'winning_trades': 0 if is_short else 2,
'losing_trades': 2 if is_short else 0,
} }