Merge pull request #9407 from stash86/bt-metrics

add entries, exits, and mix_tags API endpoints

docs/rest-api.md

@@ -141,6 +141,9 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `logs` | Shows last log messages.
 | `status` | Lists all open trades.
 | `count` | Displays number of trades used and available.
+| `entries [pair]` | Shows profit statistics for each enter tags for given pair (or all pairs if pair isn't given). Pair is optional.
+| `exits [pair]` | Shows profit statistics for each exit reasons for given pair (or all pairs if pair isn't given). Pair is optional.
+| `mix_tags [pair]` | Shows profit statistics for each combinations of enter tag + exit reasons for given pair (or all pairs if pair isn't given). Pair is optional.
 | `locks` | Displays currently locked pairs.
 | `delete_lock <lock_id>` | Deletes (disables) the lock by id.
 | `profit` | Display a summary of your profit/loss from close trades and some stats about your performance.

freqtrade/rpc/api_server/api_schemas.py

@@ -95,6 +95,30 @@ class Count(BaseModel):
     total_stake: float
 
 
+class Entry(BaseModel):
+    enter_tag: str
+    profit_ratio: float
+    profit_pct: float
+    profit_abs: float
+    count: int
+
+
+class Exit(BaseModel):
+    exit_reason: str
+    profit_ratio: float
+    profit_pct: float
+    profit_abs: float
+    count: int
+
+
+class MixTag(BaseModel):
+    mix_tag: str
+    profit: float
+    profit_pct: float
+    profit_abs: float
+    count: int
+
+
 class PerformanceEntry(BaseModel):
     pair: str
     profit: float

freqtrade/rpc/api_server/api_v1.py

@@ -12,15 +12,15 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.rpc import RPC
 from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, BlacklistPayload,
                                                   BlacklistResponse, Count, DailyWeeklyMonthly,
-                                                  DeleteLockRequest, DeleteTrade,
+                                                  DeleteLockRequest, DeleteTrade, Entry,
-                                                  ExchangeListResponse, ForceEnterPayload,
+                                                  ExchangeListResponse, Exit, ForceEnterPayload,
                                                   ForceEnterResponse, ForceExitPayload,
                                                   FreqAIModelListResponse, Health, Locks, Logs,
-                                                  OpenTradeSchema, PairHistory, PerformanceEntry,
+                                                  MixTag, OpenTradeSchema, PairHistory,
-                                                  Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
+                                                  PerformanceEntry, Ping, PlotConfig, Profit,
-                                                  Stats, StatusMsg, StrategyListResponse,
+                                                  ResultMsg, ShowConfig, Stats, StatusMsg,
-                                                  StrategyResponse, SysInfo, Version,
+                                                  StrategyListResponse, StrategyResponse, SysInfo,
-                                                  WhitelistResponse)
+                                                  Version, WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_exchange, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -52,7 +52,8 @@ logger = logging.getLogger(__name__)
 # 2.31: new /backtest/history/ delete endpoint
 # 2.32: new /backtest/history/ patch endpoint
 # 2.33: Additional weekly/monthly metrics
-API_VERSION = 2.33
+# 2.34: new entries/exits/mix_tags endpoints
+API_VERSION = 2.34
 
 # Public API, requires no auth.
 router_public = APIRouter()
@@ -83,6 +84,21 @@ def count(rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_count()
 
 
+@router.get('/entries', response_model=List[Entry], tags=['info'])
+def entries(pair: Optional[str] = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_enter_tag_performance(pair)
+
+
+@router.get('/exits', response_model=List[Exit], tags=['info'])
+def exits(pair: Optional[str] = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_exit_reason_performance(pair)
+
+
+@router.get('/mix_tags', response_model=List[MixTag], tags=['info'])
+def mix_tags(pair: Optional[str] = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_mix_tag_performance(pair)
+
+
 @router.get('/performance', response_model=List[PerformanceEntry], tags=['info'])
 def performance(rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_performance()

scripts/rest_client.py

@@ -112,6 +112,30 @@ class FtRestClient:
         """
         return self._get("count")
 
+    def entries(self, pair=None):
+        """Returns List of dicts containing all Trades, based on buy tag performance
+        Can either be average for all pairs or a specific pair provided
+
+        :return: json object
+        """
+        return self._get("entries", params={"pair": pair} if pair else None)
+
+    def exits(self, pair=None):
+        """Returns List of dicts containing all Trades, based on exit reason performance
+        Can either be average for all pairs or a specific pair provided
+
+        :return: json object
+        """
+        return self._get("exits", params={"pair": pair} if pair else None)
+
+    def mix_tags(self, pair=None):
+        """Returns List of dicts containing all Trades, based on entry_tag + exit_reason performance
+        Can either be average for all pairs or a specific pair provided
+
+        :return: json object
+        """
+        return self._get("mix_tags", params={"pair": pair} if pair else None)
+
     def locks(self):
         """Return current locks
 

tests/rpc/test_rpc_apiserver.py

@@ -1063,6 +1063,63 @@ def test_api_performance(botclient, fee):
                           'profit_ratio': -0.05570419, 'profit_abs': -0.1150375}]
 
 
+def test_api_entries(botclient, fee):
+    ftbot, client = botclient
+    patch_get_signal(ftbot)
+    # Empty
+    rc = client_get(client, f"{BASE_URI}/entries")
+    assert_response(rc)
+    assert len(rc.json()) == 0
+
+    create_mock_trades(fee)
+    rc = client_get(client, f"{BASE_URI}/entries")
+    assert_response(rc)
+    response = rc.json()
+    assert len(response) == 2
+    resp = response[0]
+    assert resp['enter_tag'] == 'TEST1'
+    assert resp['count'] == 1
+    assert resp['profit_pct'] == 0.5
+
+
+def test_api_exits(botclient, fee):
+    ftbot, client = botclient
+    patch_get_signal(ftbot)
+    # Empty
+    rc = client_get(client, f"{BASE_URI}/exits")
+    assert_response(rc)
+    assert len(rc.json()) == 0
+
+    create_mock_trades(fee)
+    rc = client_get(client, f"{BASE_URI}/exits")
+    assert_response(rc)
+    response = rc.json()
+    assert len(response) == 2
+    resp = response[0]
+    assert resp['exit_reason'] == 'sell_signal'
+    assert resp['count'] == 1
+    assert resp['profit_pct'] == 0.5
+
+
+def test_api_mix_tag(botclient, fee):
+    ftbot, client = botclient
+    patch_get_signal(ftbot)
+    # Empty
+    rc = client_get(client, f"{BASE_URI}/mix_tags")
+    assert_response(rc)
+    assert len(rc.json()) == 0
+
+    create_mock_trades(fee)
+    rc = client_get(client, f"{BASE_URI}/mix_tags")
+    assert_response(rc)
+    response = rc.json()
+    assert len(response) == 2
+    resp = response[0]
+    assert resp['mix_tag'] == 'TEST1 sell_signal'
+    assert resp['count'] == 1
+    assert resp['profit_pct'] == 0.5
+
+
 @pytest.mark.parametrize(
     'is_short,current_rate,open_trade_value',
     [(True, 1.098e-05, 15.0911775),