mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
1380 lines
58 KiB
Python
1380 lines
58 KiB
Python
"""
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This module contains class to define a RPC communications
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"""
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import logging
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from abc import abstractmethod
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from datetime import date, datetime, timedelta, timezone
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from math import isnan
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from typing import Any, Dict, Generator, List, Optional, Sequence, Tuple, Union
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import psutil
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from dateutil.relativedelta import relativedelta
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from dateutil.tz import tzlocal
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from numpy import NAN, inf, int64, mean
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from pandas import DataFrame, NaT
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from sqlalchemy import func, select
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from freqtrade import __version__
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from freqtrade.configuration.timerange import TimeRange
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from freqtrade.constants import CANCEL_REASON, Config
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from freqtrade.data.history import load_data
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from freqtrade.data.metrics import calculate_expectancy, calculate_max_drawdown
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from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, SignalDirection,
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State, TradingMode)
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from freqtrade.exceptions import ExchangeError, PricingError
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
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from freqtrade.exchange.types import Tickers
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from freqtrade.loggers import bufferHandler
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from freqtrade.persistence import KeyStoreKeys, KeyValueStore, PairLocks, Trade
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from freqtrade.persistence.models import PairLock
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from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
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from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
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from freqtrade.rpc.rpc_types import RPCSendMsg
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from freqtrade.util import (decimals_per_coin, dt_humanize, dt_now, dt_ts_def, format_date,
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shorten_date)
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from freqtrade.wallets import PositionWallet, Wallet
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logger = logging.getLogger(__name__)
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class RPCException(Exception):
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"""
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Should be raised with a rpc-formatted message in an _rpc_* method
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if the required state is wrong, i.e.:
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raise RPCException('*Status:* `no active trade`')
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"""
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def __init__(self, message: str) -> None:
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super().__init__(self)
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self.message = message
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def __str__(self):
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return self.message
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def __json__(self):
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return {
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'msg': self.message
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}
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class RPCHandler:
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def __init__(self, rpc: 'RPC', config: Config) -> None:
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"""
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Initializes RPCHandlers
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:param rpc: instance of RPC Helper class
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:param config: Configuration object
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:return: None
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"""
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self._rpc = rpc
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self._config: Config = config
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@property
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def name(self) -> str:
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""" Returns the lowercase name of the implementation """
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return self.__class__.__name__.lower()
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@abstractmethod
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def cleanup(self) -> None:
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""" Cleanup pending module resources """
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@abstractmethod
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def send_msg(self, msg: RPCSendMsg) -> None:
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""" Sends a message to all registered rpc modules """
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class RPC:
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"""
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RPC class can be used to have extra feature, like bot data, and access to DB data
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"""
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# Bind _fiat_converter if needed
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_fiat_converter: Optional[CryptoToFiatConverter] = None
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def __init__(self, freqtrade) -> None:
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"""
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Initializes all enabled rpc modules
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:param freqtrade: Instance of a freqtrade bot
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:return: None
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"""
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self._freqtrade = freqtrade
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self._config: Config = freqtrade.config
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if self._config.get('fiat_display_currency'):
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self._fiat_converter = CryptoToFiatConverter()
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@staticmethod
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def _rpc_show_config(config, botstate: Union[State, str],
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strategy_version: Optional[str] = None) -> Dict[str, Any]:
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"""
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Return a dict of config options.
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Explicitly does NOT return the full config to avoid leakage of sensitive
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information via rpc.
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"""
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val = {
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'version': __version__,
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'strategy_version': strategy_version,
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'dry_run': config['dry_run'],
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'trading_mode': config.get('trading_mode', 'spot'),
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'short_allowed': config.get('trading_mode', 'spot') != 'spot',
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'stake_currency': config['stake_currency'],
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'stake_currency_decimals': decimals_per_coin(config['stake_currency']),
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'stake_amount': str(config['stake_amount']),
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'available_capital': config.get('available_capital'),
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'max_open_trades': (config.get('max_open_trades', 0)
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if config.get('max_open_trades', 0) != float('inf') else -1),
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'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
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'stoploss': config.get('stoploss'),
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'stoploss_on_exchange': config.get('order_types',
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{}).get('stoploss_on_exchange', False),
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'trailing_stop': config.get('trailing_stop'),
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'trailing_stop_positive': config.get('trailing_stop_positive'),
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'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
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'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
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'unfilledtimeout': config.get('unfilledtimeout'),
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'use_custom_stoploss': config.get('use_custom_stoploss'),
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'order_types': config.get('order_types'),
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'bot_name': config.get('bot_name', 'freqtrade'),
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'timeframe': config.get('timeframe'),
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'timeframe_ms': timeframe_to_msecs(config['timeframe']
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) if 'timeframe' in config else 0,
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'timeframe_min': timeframe_to_minutes(config['timeframe']
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) if 'timeframe' in config else 0,
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'exchange': config['exchange']['name'],
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'strategy': config['strategy'],
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'force_entry_enable': config.get('force_entry_enable', False),
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'exit_pricing': config.get('exit_pricing', {}),
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'entry_pricing': config.get('entry_pricing', {}),
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'state': str(botstate),
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'runmode': config['runmode'].value,
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'position_adjustment_enable': config.get('position_adjustment_enable', False),
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'max_entry_position_adjustment': (
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config.get('max_entry_position_adjustment', -1)
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if config.get('max_entry_position_adjustment') != float('inf')
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else -1)
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}
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return val
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def _rpc_trade_status(self, trade_ids: List[int] = []) -> List[Dict[str, Any]]:
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"""
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Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
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a remotely exposed function
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"""
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# Fetch open trades
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if trade_ids:
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trades: Sequence[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
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else:
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trades = Trade.get_open_trades()
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if not trades:
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raise RPCException('no active trade')
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else:
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results = []
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for trade in trades:
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current_profit_fiat: Optional[float] = None
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total_profit_fiat: Optional[float] = None
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# prepare open orders details
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oo_details: Optional[str] = ""
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oo_details_lst = [
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f'({oo.order_type} {oo.side} rem={oo.safe_remaining:.8f})'
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for oo in trade.open_orders
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if oo.ft_order_side not in ['stoploss']
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]
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oo_details = ', '.join(oo_details_lst)
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total_profit_abs = 0.0
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total_profit_ratio: Optional[float] = None
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# calculate profit and send message to user
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if trade.is_open:
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try:
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current_rate = self._freqtrade.exchange.get_rate(
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trade.pair, side='exit', is_short=trade.is_short, refresh=False)
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except (ExchangeError, PricingError):
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current_rate = NAN
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if len(trade.select_filled_orders(trade.entry_side)) > 0:
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current_profit = current_profit_abs = current_profit_fiat = NAN
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if not isnan(current_rate):
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prof = trade.calculate_profit(current_rate)
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current_profit = prof.profit_ratio
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current_profit_abs = prof.profit_abs
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total_profit_abs = prof.total_profit
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total_profit_ratio = prof.total_profit_ratio
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else:
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current_profit = current_profit_abs = current_profit_fiat = 0.0
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else:
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# Closed trade ...
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current_rate = trade.close_rate
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current_profit = trade.close_profit or 0.0
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current_profit_abs = trade.close_profit_abs or 0.0
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# Calculate fiat profit
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if not isnan(current_profit_abs) and self._fiat_converter:
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current_profit_fiat = self._fiat_converter.convert_amount(
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current_profit_abs,
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self._freqtrade.config['stake_currency'],
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self._freqtrade.config['fiat_display_currency']
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)
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total_profit_fiat = self._fiat_converter.convert_amount(
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total_profit_abs,
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self._freqtrade.config['stake_currency'],
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self._freqtrade.config['fiat_display_currency']
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)
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# Calculate guaranteed profit (in case of trailing stop)
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stop_entry = trade.calculate_profit(trade.stop_loss)
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stoploss_entry_dist = stop_entry.profit_abs
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stoploss_entry_dist_ratio = stop_entry.profit_ratio
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# calculate distance to stoploss
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stoploss_current_dist = trade.stop_loss - current_rate
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stoploss_current_dist_ratio = stoploss_current_dist / current_rate
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trade_dict = trade.to_json()
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trade_dict.update(dict(
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close_profit=trade.close_profit if not trade.is_open else None,
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current_rate=current_rate,
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profit_ratio=current_profit,
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profit_pct=round(current_profit * 100, 2),
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profit_abs=current_profit_abs,
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profit_fiat=current_profit_fiat,
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total_profit_abs=total_profit_abs,
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total_profit_fiat=total_profit_fiat,
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total_profit_ratio=total_profit_ratio,
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stoploss_current_dist=stoploss_current_dist,
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stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
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stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
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stoploss_entry_dist=stoploss_entry_dist,
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stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
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open_orders=oo_details
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))
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results.append(trade_dict)
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return results
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def _rpc_status_table(self, stake_currency: str,
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fiat_display_currency: str) -> Tuple[List, List, float]:
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trades: List[Trade] = Trade.get_open_trades()
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nonspot = self._config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT
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if not trades:
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raise RPCException('no active trade')
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else:
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trades_list = []
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fiat_profit_sum = NAN
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for trade in trades:
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# calculate profit and send message to user
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try:
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current_rate = self._freqtrade.exchange.get_rate(
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trade.pair, side='exit', is_short=trade.is_short, refresh=False)
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except (PricingError, ExchangeError):
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current_rate = NAN
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trade_profit = NAN
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profit_str = f'{NAN:.2%}'
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else:
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if trade.nr_of_successful_entries > 0:
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profit = trade.calculate_profit(current_rate)
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trade_profit = profit.profit_abs
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profit_str = f'{profit.profit_ratio:.2%}'
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else:
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trade_profit = 0.0
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profit_str = f'{0.0:.2f}'
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direction_str = ('S' if trade.is_short else 'L') if nonspot else ''
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if self._fiat_converter:
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fiat_profit = self._fiat_converter.convert_amount(
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trade_profit,
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stake_currency,
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fiat_display_currency
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)
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if not isnan(fiat_profit):
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profit_str += f" ({fiat_profit:.2f})"
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fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) \
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else fiat_profit_sum + fiat_profit
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active_attempt_side_symbols = [
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'*' if (oo and oo.ft_order_side == trade.entry_side) else '**'
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for oo in trade.open_orders
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]
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# exemple: '*.**.**' trying to enter, exit and exit with 3 different orders
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active_attempt_side_symbols_str = '.'.join(active_attempt_side_symbols)
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detail_trade = [
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f'{trade.id} {direction_str}',
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trade.pair + active_attempt_side_symbols_str,
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shorten_date(dt_humanize(trade.open_date, only_distance=True)),
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profit_str
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]
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if self._config.get('position_adjustment_enable', False):
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max_entry_str = ''
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if self._config.get('max_entry_position_adjustment', -1) > 0:
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max_entry_str = f"/{self._config['max_entry_position_adjustment'] + 1}"
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filled_entries = trade.nr_of_successful_entries
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detail_trade.append(f"{filled_entries}{max_entry_str}")
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trades_list.append(detail_trade)
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profitcol = "Profit"
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if self._fiat_converter:
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profitcol += " (" + fiat_display_currency + ")"
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columns = [
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'ID L/S' if nonspot else 'ID',
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'Pair',
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'Since',
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profitcol]
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if self._config.get('position_adjustment_enable', False):
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columns.append('# Entries')
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return trades_list, columns, fiat_profit_sum
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def _rpc_timeunit_profit(
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self, timescale: int,
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stake_currency: str, fiat_display_currency: str,
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timeunit: str = 'days') -> Dict[str, Any]:
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"""
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:param timeunit: Valid entries are 'days', 'weeks', 'months'
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"""
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start_date = datetime.now(timezone.utc).date()
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if timeunit == 'weeks':
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# weekly
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start_date = start_date - timedelta(days=start_date.weekday()) # Monday
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if timeunit == 'months':
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start_date = start_date.replace(day=1)
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def time_offset(step: int):
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if timeunit == 'months':
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return relativedelta(months=step)
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return timedelta(**{timeunit: step})
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if not (isinstance(timescale, int) and timescale > 0):
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raise RPCException('timescale must be an integer greater than 0')
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profit_units: Dict[date, Dict] = {}
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daily_stake = self._freqtrade.wallets.get_total_stake_amount()
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for day in range(0, timescale):
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profitday = start_date - time_offset(day)
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# Only query for necessary columns for performance reasons.
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trades = Trade.session.execute(
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select(Trade.close_profit_abs)
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.filter(Trade.is_open.is_(False),
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Trade.close_date >= profitday,
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Trade.close_date < (profitday + time_offset(1)))
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.order_by(Trade.close_date)
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).all()
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curdayprofit = sum(
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trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
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# Calculate this periods starting balance
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daily_stake = daily_stake - curdayprofit
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profit_units[profitday] = {
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'amount': curdayprofit,
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'daily_stake': daily_stake,
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'rel_profit': round(curdayprofit / daily_stake, 8) if daily_stake > 0 else 0,
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'trades': len(trades),
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}
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data = [
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{
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'date': key,
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'abs_profit': value["amount"],
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'starting_balance': value["daily_stake"],
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'rel_profit': value["rel_profit"],
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'fiat_value': self._fiat_converter.convert_amount(
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value['amount'],
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stake_currency,
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fiat_display_currency
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) if self._fiat_converter else 0,
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'trade_count': value["trades"],
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}
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for key, value in profit_units.items()
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]
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return {
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'stake_currency': stake_currency,
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'fiat_display_currency': fiat_display_currency,
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'data': data
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}
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def _rpc_trade_history(self, limit: int, offset: int = 0, order_by_id: bool = False) -> Dict:
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""" Returns the X last trades """
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order_by: Any = Trade.id if order_by_id else Trade.close_date.desc()
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if limit:
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trades = Trade.session.scalars(
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Trade.get_trades_query([Trade.is_open.is_(False)])
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.order_by(order_by)
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.limit(limit)
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.offset(offset))
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else:
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trades = Trade.session.scalars(
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Trade.get_trades_query([Trade.is_open.is_(False)])
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.order_by(Trade.close_date.desc()))
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output = [trade.to_json() for trade in trades]
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total_trades = Trade.session.scalar(
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select(func.count(Trade.id)).filter(Trade.is_open.is_(False)))
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return {
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"trades": output,
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"trades_count": len(output),
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"offset": offset,
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"total_trades": total_trades,
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}
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def _rpc_stats(self) -> Dict[str, Any]:
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"""
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Generate generic stats for trades in database
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"""
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def trade_win_loss(trade):
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if trade.close_profit > 0:
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return 'wins'
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elif trade.close_profit < 0:
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return 'losses'
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else:
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return 'draws'
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trades = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False)
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# Duration
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dur: Dict[str, List[float]] = {'wins': [], 'draws': [], 'losses': []}
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# Exit reason
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exit_reasons = {}
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for trade in trades:
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if trade.exit_reason not in exit_reasons:
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exit_reasons[trade.exit_reason] = {'wins': 0, 'losses': 0, 'draws': 0}
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exit_reasons[trade.exit_reason][trade_win_loss(trade)] += 1
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if trade.close_date is not None and trade.open_date is not None:
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trade_dur = (trade.close_date - trade.open_date).total_seconds()
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dur[trade_win_loss(trade)].append(trade_dur)
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wins_dur = sum(dur['wins']) / len(dur['wins']) if len(dur['wins']) > 0 else None
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draws_dur = sum(dur['draws']) / len(dur['draws']) if len(dur['draws']) > 0 else None
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losses_dur = sum(dur['losses']) / len(dur['losses']) if len(dur['losses']) > 0 else None
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durations = {'wins': wins_dur, 'draws': draws_dur, 'losses': losses_dur}
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return {'exit_reasons': exit_reasons, 'durations': durations}
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def _rpc_trade_statistics(
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self, stake_currency: str, fiat_display_currency: str,
|
|
start_date: datetime = datetime.fromtimestamp(0)) -> Dict[str, Any]:
|
|
""" Returns cumulative profit statistics """
|
|
trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
|
|
Trade.is_open.is_(True))
|
|
trades: Sequence[Trade] = Trade.session.scalars(Trade.get_trades_query(
|
|
trade_filter, include_orders=False).order_by(Trade.id)).all()
|
|
|
|
profit_all_coin = []
|
|
profit_all_ratio = []
|
|
profit_closed_coin = []
|
|
profit_closed_ratio = []
|
|
durations = []
|
|
winning_trades = 0
|
|
losing_trades = 0
|
|
winning_profit = 0.0
|
|
losing_profit = 0.0
|
|
|
|
for trade in trades:
|
|
current_rate: float = 0.0
|
|
|
|
if trade.close_date:
|
|
durations.append((trade.close_date - trade.open_date).total_seconds())
|
|
|
|
if not trade.is_open:
|
|
profit_ratio = trade.close_profit or 0.0
|
|
profit_abs = trade.close_profit_abs or 0.0
|
|
profit_closed_coin.append(profit_abs)
|
|
profit_closed_ratio.append(profit_ratio)
|
|
if profit_ratio >= 0:
|
|
winning_trades += 1
|
|
winning_profit += profit_abs
|
|
else:
|
|
losing_trades += 1
|
|
losing_profit += profit_abs
|
|
else:
|
|
# Get current rate
|
|
try:
|
|
current_rate = self._freqtrade.exchange.get_rate(
|
|
trade.pair, side='exit', is_short=trade.is_short, refresh=False)
|
|
except (PricingError, ExchangeError):
|
|
current_rate = NAN
|
|
if isnan(current_rate):
|
|
profit_ratio = NAN
|
|
profit_abs = NAN
|
|
else:
|
|
profit = trade.calculate_profit(trade.close_rate or current_rate)
|
|
|
|
profit_ratio = profit.profit_ratio
|
|
profit_abs = profit.total_profit
|
|
|
|
profit_all_coin.append(profit_abs)
|
|
profit_all_ratio.append(profit_ratio)
|
|
|
|
closed_trade_count = len([t for t in trades if not t.is_open])
|
|
|
|
best_pair = Trade.get_best_pair(start_date)
|
|
trading_volume = Trade.get_trading_volume(start_date)
|
|
|
|
# Prepare data to display
|
|
profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
|
|
profit_closed_ratio_mean = float(mean(profit_closed_ratio) if profit_closed_ratio else 0.0)
|
|
profit_closed_ratio_sum = sum(profit_closed_ratio) if profit_closed_ratio else 0.0
|
|
|
|
profit_closed_fiat = self._fiat_converter.convert_amount(
|
|
profit_closed_coin_sum,
|
|
stake_currency,
|
|
fiat_display_currency
|
|
) if self._fiat_converter else 0
|
|
|
|
profit_all_coin_sum = round(sum(profit_all_coin), 8)
|
|
profit_all_ratio_mean = float(mean(profit_all_ratio) if profit_all_ratio else 0.0)
|
|
# Doing the sum is not right - overall profit needs to be based on initial capital
|
|
profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
|
|
starting_balance = self._freqtrade.wallets.get_starting_balance()
|
|
profit_closed_ratio_fromstart = 0
|
|
profit_all_ratio_fromstart = 0
|
|
if starting_balance:
|
|
profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
|
|
profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
|
|
|
|
profit_factor = winning_profit / abs(losing_profit) if losing_profit else float('inf')
|
|
|
|
winrate = (winning_trades / closed_trade_count) if closed_trade_count > 0 else 0
|
|
|
|
trades_df = DataFrame([{'close_date': format_date(trade.close_date),
|
|
'close_date_dt': trade.close_date,
|
|
'profit_abs': trade.close_profit_abs}
|
|
for trade in trades if not trade.is_open and trade.close_date])
|
|
|
|
expectancy, expectancy_ratio = calculate_expectancy(trades_df)
|
|
|
|
max_drawdown_abs = 0.0
|
|
max_drawdown = 0.0
|
|
drawdown_start: Optional[datetime] = None
|
|
drawdown_end: Optional[datetime] = None
|
|
dd_high_val = dd_low_val = 0.0
|
|
if len(trades_df) > 0:
|
|
try:
|
|
(max_drawdown_abs, drawdown_start, drawdown_end, dd_high_val, dd_low_val,
|
|
max_drawdown) = calculate_max_drawdown(
|
|
trades_df, value_col='profit_abs', date_col='close_date_dt',
|
|
starting_balance=starting_balance)
|
|
except ValueError:
|
|
# ValueError if no losing trade.
|
|
pass
|
|
|
|
profit_all_fiat = self._fiat_converter.convert_amount(
|
|
profit_all_coin_sum,
|
|
stake_currency,
|
|
fiat_display_currency
|
|
) if self._fiat_converter else 0
|
|
|
|
first_date = trades[0].open_date_utc if trades else None
|
|
last_date = trades[-1].open_date_utc if trades else None
|
|
num = float(len(durations) or 1)
|
|
bot_start = KeyValueStore.get_datetime_value(KeyStoreKeys.BOT_START_TIME)
|
|
return {
|
|
'profit_closed_coin': profit_closed_coin_sum,
|
|
'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
|
|
'profit_closed_ratio_mean': profit_closed_ratio_mean,
|
|
'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
|
|
'profit_closed_ratio_sum': profit_closed_ratio_sum,
|
|
'profit_closed_ratio': profit_closed_ratio_fromstart,
|
|
'profit_closed_percent': round(profit_closed_ratio_fromstart * 100, 2),
|
|
'profit_closed_fiat': profit_closed_fiat,
|
|
'profit_all_coin': profit_all_coin_sum,
|
|
'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
|
|
'profit_all_ratio_mean': profit_all_ratio_mean,
|
|
'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
|
|
'profit_all_ratio_sum': profit_all_ratio_sum,
|
|
'profit_all_ratio': profit_all_ratio_fromstart,
|
|
'profit_all_percent': round(profit_all_ratio_fromstart * 100, 2),
|
|
'profit_all_fiat': profit_all_fiat,
|
|
'trade_count': len(trades),
|
|
'closed_trade_count': closed_trade_count,
|
|
'first_trade_date': format_date(first_date),
|
|
'first_trade_humanized': dt_humanize(first_date) if first_date else '',
|
|
'first_trade_timestamp': dt_ts_def(first_date, 0),
|
|
'latest_trade_date': format_date(last_date),
|
|
'latest_trade_humanized': dt_humanize(last_date) if last_date else '',
|
|
'latest_trade_timestamp': dt_ts_def(last_date, 0),
|
|
'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
|
|
'best_pair': best_pair[0] if best_pair else '',
|
|
'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0, # Deprecated
|
|
'best_pair_profit_ratio': best_pair[1] if best_pair else 0,
|
|
'winning_trades': winning_trades,
|
|
'losing_trades': losing_trades,
|
|
'profit_factor': profit_factor,
|
|
'winrate': winrate,
|
|
'expectancy': expectancy,
|
|
'expectancy_ratio': expectancy_ratio,
|
|
'max_drawdown': max_drawdown,
|
|
'max_drawdown_abs': max_drawdown_abs,
|
|
'max_drawdown_start': format_date(drawdown_start),
|
|
'max_drawdown_start_timestamp': dt_ts_def(drawdown_start),
|
|
'max_drawdown_end': format_date(drawdown_end),
|
|
'max_drawdown_end_timestamp': dt_ts_def(drawdown_end),
|
|
'drawdown_high': dd_high_val,
|
|
'drawdown_low': dd_low_val,
|
|
'trading_volume': trading_volume,
|
|
'bot_start_timestamp': dt_ts_def(bot_start, 0),
|
|
'bot_start_date': format_date(bot_start),
|
|
}
|
|
|
|
def __balance_get_est_stake(
|
|
self, coin: str, stake_currency: str, amount: float,
|
|
balance: Wallet, tickers) -> Tuple[float, float]:
|
|
est_stake = 0.0
|
|
est_bot_stake = 0.0
|
|
if coin == stake_currency:
|
|
est_stake = balance.total
|
|
if self._config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
|
|
# in Futures, "total" includes the locked stake, and therefore all positions
|
|
est_stake = balance.free
|
|
est_bot_stake = amount
|
|
else:
|
|
pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
|
|
rate: Optional[float] = tickers.get(pair, {}).get('last', None)
|
|
if rate:
|
|
if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
|
|
rate = 1.0 / rate
|
|
est_stake = rate * balance.total
|
|
est_bot_stake = rate * amount
|
|
|
|
return est_stake, est_bot_stake
|
|
|
|
def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
|
|
""" Returns current account balance per crypto """
|
|
currencies: List[Dict] = []
|
|
total = 0.0
|
|
total_bot = 0.0
|
|
try:
|
|
tickers: Tickers = self._freqtrade.exchange.get_tickers(cached=True)
|
|
except (ExchangeError):
|
|
raise RPCException('Error getting current tickers.')
|
|
|
|
open_trades: List[Trade] = Trade.get_open_trades()
|
|
open_assets: Dict[str, Trade] = {t.safe_base_currency: t for t in open_trades}
|
|
self._freqtrade.wallets.update(require_update=False)
|
|
starting_capital = self._freqtrade.wallets.get_starting_balance()
|
|
starting_cap_fiat = self._fiat_converter.convert_amount(
|
|
starting_capital, stake_currency, fiat_display_currency) if self._fiat_converter else 0
|
|
coin: str
|
|
balance: Wallet
|
|
for coin, balance in self._freqtrade.wallets.get_all_balances().items():
|
|
if not balance.total:
|
|
continue
|
|
|
|
trade = open_assets.get(coin, None)
|
|
is_bot_managed = coin == stake_currency or trade is not None
|
|
trade_amount = trade.amount if trade else 0
|
|
if coin == stake_currency:
|
|
trade_amount = self._freqtrade.wallets.get_available_stake_amount()
|
|
|
|
try:
|
|
est_stake, est_stake_bot = self.__balance_get_est_stake(
|
|
coin, stake_currency, trade_amount, balance, tickers)
|
|
except ValueError:
|
|
continue
|
|
|
|
total += est_stake
|
|
|
|
if is_bot_managed:
|
|
total_bot += est_stake_bot
|
|
currencies.append({
|
|
'currency': coin,
|
|
'free': balance.free,
|
|
'balance': balance.total,
|
|
'used': balance.used,
|
|
'bot_owned': trade_amount,
|
|
'est_stake': est_stake or 0,
|
|
'est_stake_bot': est_stake_bot if is_bot_managed else 0,
|
|
'stake': stake_currency,
|
|
'side': 'long',
|
|
'leverage': 1,
|
|
'position': 0,
|
|
'is_bot_managed': is_bot_managed,
|
|
'is_position': False,
|
|
})
|
|
symbol: str
|
|
position: PositionWallet
|
|
for symbol, position in self._freqtrade.wallets.get_all_positions().items():
|
|
total += position.collateral
|
|
total_bot += position.collateral
|
|
|
|
currencies.append({
|
|
'currency': symbol,
|
|
'free': 0,
|
|
'balance': 0,
|
|
'used': 0,
|
|
'position': position.position,
|
|
'est_stake': position.collateral,
|
|
'est_stake_bot': position.collateral,
|
|
'stake': stake_currency,
|
|
'leverage': position.leverage,
|
|
'side': position.side,
|
|
'is_bot_managed': True,
|
|
'is_position': True
|
|
})
|
|
|
|
value = self._fiat_converter.convert_amount(
|
|
total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
|
|
value_bot = self._fiat_converter.convert_amount(
|
|
total_bot, stake_currency, fiat_display_currency) if self._fiat_converter else 0
|
|
|
|
trade_count = len(Trade.get_trades_proxy())
|
|
starting_capital_ratio = (total_bot / starting_capital) - 1 if starting_capital else 0.0
|
|
starting_cap_fiat_ratio = (value_bot / starting_cap_fiat) - 1 if starting_cap_fiat else 0.0
|
|
|
|
return {
|
|
'currencies': currencies,
|
|
'total': total,
|
|
'total_bot': total_bot,
|
|
'symbol': fiat_display_currency,
|
|
'value': value,
|
|
'value_bot': value_bot,
|
|
'stake': stake_currency,
|
|
'starting_capital': starting_capital,
|
|
'starting_capital_ratio': starting_capital_ratio,
|
|
'starting_capital_pct': round(starting_capital_ratio * 100, 2),
|
|
'starting_capital_fiat': starting_cap_fiat,
|
|
'starting_capital_fiat_ratio': starting_cap_fiat_ratio,
|
|
'starting_capital_fiat_pct': round(starting_cap_fiat_ratio * 100, 2),
|
|
'trade_count': trade_count,
|
|
'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
|
|
}
|
|
|
|
def _rpc_start(self) -> Dict[str, str]:
|
|
""" Handler for start """
|
|
if self._freqtrade.state == State.RUNNING:
|
|
return {'status': 'already running'}
|
|
|
|
self._freqtrade.state = State.RUNNING
|
|
return {'status': 'starting trader ...'}
|
|
|
|
def _rpc_stop(self) -> Dict[str, str]:
|
|
""" Handler for stop """
|
|
if self._freqtrade.state == State.RUNNING:
|
|
self._freqtrade.state = State.STOPPED
|
|
return {'status': 'stopping trader ...'}
|
|
|
|
return {'status': 'already stopped'}
|
|
|
|
def _rpc_reload_config(self) -> Dict[str, str]:
|
|
""" Handler for reload_config. """
|
|
self._freqtrade.state = State.RELOAD_CONFIG
|
|
return {'status': 'Reloading config ...'}
|
|
|
|
def _rpc_stopentry(self) -> Dict[str, str]:
|
|
"""
|
|
Handler to stop buying, but handle open trades gracefully.
|
|
"""
|
|
if self._freqtrade.state == State.RUNNING:
|
|
# Set 'max_open_trades' to 0
|
|
self._freqtrade.config['max_open_trades'] = 0
|
|
self._freqtrade.strategy.max_open_trades = 0
|
|
|
|
return {'status': 'No more entries will occur from now. Run /reload_config to reset.'}
|
|
|
|
def _rpc_reload_trade_from_exchange(self, trade_id: int) -> Dict[str, str]:
|
|
"""
|
|
Handler for reload_trade_from_exchange.
|
|
Reloads a trade from it's orders, should manual interaction have happened.
|
|
"""
|
|
trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
|
|
if not trade:
|
|
raise RPCException(f"Could not find trade with id {trade_id}.")
|
|
|
|
self._freqtrade.handle_onexchange_order(trade)
|
|
return {'status': 'Reloaded from orders from exchange'}
|
|
|
|
def __exec_force_exit(self, trade: Trade, ordertype: Optional[str],
|
|
amount: Optional[float] = None) -> bool:
|
|
# Check if there is there are open orders
|
|
trade_entry_cancelation_registry = []
|
|
for oo in trade.open_orders:
|
|
trade_entry_cancelation_res = {'order_id': oo.order_id, 'cancel_state': False}
|
|
order = self._freqtrade.exchange.fetch_order(oo.order_id, trade.pair)
|
|
|
|
if order['side'] == trade.entry_side:
|
|
fully_canceled = self._freqtrade.handle_cancel_enter(
|
|
trade, order, oo, CANCEL_REASON['FORCE_EXIT'])
|
|
trade_entry_cancelation_res['cancel_state'] = fully_canceled
|
|
trade_entry_cancelation_registry.append(trade_entry_cancelation_res)
|
|
|
|
if order['side'] == trade.exit_side:
|
|
# Cancel order - so it is placed anew with a fresh price.
|
|
self._freqtrade.handle_cancel_exit(
|
|
trade, order, oo, CANCEL_REASON['FORCE_EXIT'])
|
|
|
|
if all(tocr['cancel_state'] is False for tocr in trade_entry_cancelation_registry):
|
|
if trade.has_open_orders:
|
|
# Order cancellation failed, so we can't exit.
|
|
return False
|
|
# Get current rate and execute sell
|
|
current_rate = self._freqtrade.exchange.get_rate(
|
|
trade.pair, side='exit', is_short=trade.is_short, refresh=True)
|
|
exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_EXIT)
|
|
order_type = ordertype or self._freqtrade.strategy.order_types.get(
|
|
"force_exit", self._freqtrade.strategy.order_types["exit"])
|
|
sub_amount: Optional[float] = None
|
|
if amount and amount < trade.amount:
|
|
# Partial exit ...
|
|
min_exit_stake = self._freqtrade.exchange.get_min_pair_stake_amount(
|
|
trade.pair, current_rate, trade.stop_loss_pct)
|
|
remaining = (trade.amount - amount) * current_rate
|
|
if remaining < min_exit_stake:
|
|
raise RPCException(f'Remaining amount of {remaining} would be too small.')
|
|
sub_amount = amount
|
|
|
|
self._freqtrade.execute_trade_exit(
|
|
trade, current_rate, exit_check, ordertype=order_type,
|
|
sub_trade_amt=sub_amount)
|
|
|
|
return True
|
|
return False
|
|
|
|
def _rpc_force_exit(self, trade_id: str, ordertype: Optional[str] = None, *,
|
|
amount: Optional[float] = None) -> Dict[str, str]:
|
|
"""
|
|
Handler for forceexit <id>.
|
|
Sells the given trade at current price
|
|
"""
|
|
|
|
if self._freqtrade.state != State.RUNNING:
|
|
raise RPCException('trader is not running')
|
|
|
|
with self._freqtrade._exit_lock:
|
|
if trade_id == 'all':
|
|
# Execute exit for all open orders
|
|
for trade in Trade.get_open_trades():
|
|
self.__exec_force_exit(trade, ordertype)
|
|
Trade.commit()
|
|
self._freqtrade.wallets.update()
|
|
return {'result': 'Created exit orders for all open trades.'}
|
|
|
|
# Query for trade
|
|
trade = Trade.get_trades(
|
|
trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
|
|
).first()
|
|
if not trade:
|
|
logger.warning('force_exit: Invalid argument received')
|
|
raise RPCException('invalid argument')
|
|
|
|
result = self.__exec_force_exit(trade, ordertype, amount)
|
|
Trade.commit()
|
|
self._freqtrade.wallets.update()
|
|
if not result:
|
|
raise RPCException('Failed to exit trade.')
|
|
return {'result': f'Created exit order for trade {trade_id}.'}
|
|
|
|
def _force_entry_validations(self, pair: str, order_side: SignalDirection):
|
|
if not self._freqtrade.config.get('force_entry_enable', False):
|
|
raise RPCException('Force_entry not enabled.')
|
|
|
|
if self._freqtrade.state != State.RUNNING:
|
|
raise RPCException('trader is not running')
|
|
|
|
if order_side == SignalDirection.SHORT and self._freqtrade.trading_mode == TradingMode.SPOT:
|
|
raise RPCException("Can't go short on Spot markets.")
|
|
|
|
if pair not in self._freqtrade.exchange.get_markets(tradable_only=True):
|
|
raise RPCException('Symbol does not exist or market is not active.')
|
|
# Check if pair quote currency equals to the stake currency.
|
|
stake_currency = self._freqtrade.config.get('stake_currency')
|
|
if not self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
|
|
raise RPCException(
|
|
f'Wrong pair selected. Only pairs with stake-currency {stake_currency} allowed.')
|
|
|
|
def _rpc_force_entry(self, pair: str, price: Optional[float], *,
|
|
order_type: Optional[str] = None,
|
|
order_side: SignalDirection = SignalDirection.LONG,
|
|
stake_amount: Optional[float] = None,
|
|
enter_tag: Optional[str] = 'force_entry',
|
|
leverage: Optional[float] = None) -> Optional[Trade]:
|
|
"""
|
|
Handler for forcebuy <asset> <price>
|
|
Buys a pair trade at the given or current price
|
|
"""
|
|
self._force_entry_validations(pair, order_side)
|
|
|
|
# check if valid pair
|
|
|
|
# check if pair already has an open pair
|
|
trade: Optional[Trade] = Trade.get_trades(
|
|
[Trade.is_open.is_(True), Trade.pair == pair]).first()
|
|
is_short = (order_side == SignalDirection.SHORT)
|
|
if trade:
|
|
is_short = trade.is_short
|
|
if not self._freqtrade.strategy.position_adjustment_enable:
|
|
raise RPCException(f"position for {pair} already open - id: {trade.id}")
|
|
if trade.has_open_orders:
|
|
raise RPCException(f"position for {pair} already open - id: {trade.id} "
|
|
f"and has open order {','.join(trade.open_orders_ids)}")
|
|
else:
|
|
if Trade.get_open_trade_count() >= self._config['max_open_trades']:
|
|
raise RPCException("Maximum number of trades is reached.")
|
|
|
|
if not stake_amount:
|
|
# gen stake amount
|
|
stake_amount = self._freqtrade.wallets.get_trade_stake_amount(
|
|
pair, self._config['max_open_trades'])
|
|
|
|
# execute buy
|
|
if not order_type:
|
|
order_type = self._freqtrade.strategy.order_types.get(
|
|
'force_entry', self._freqtrade.strategy.order_types['entry'])
|
|
with self._freqtrade._exit_lock:
|
|
if self._freqtrade.execute_entry(pair, stake_amount, price,
|
|
ordertype=order_type, trade=trade,
|
|
is_short=is_short,
|
|
enter_tag=enter_tag,
|
|
leverage_=leverage,
|
|
):
|
|
Trade.commit()
|
|
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
|
|
return trade
|
|
else:
|
|
raise RPCException(f'Failed to enter position for {pair}.')
|
|
|
|
def _rpc_cancel_open_order(self, trade_id: int):
|
|
if self._freqtrade.state != State.RUNNING:
|
|
raise RPCException('trader is not running')
|
|
with self._freqtrade._exit_lock:
|
|
# Query for trade
|
|
trade = Trade.get_trades(
|
|
trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
|
|
).first()
|
|
if not trade:
|
|
logger.warning('cancel_open_order: Invalid trade_id received.')
|
|
raise RPCException('Invalid trade_id.')
|
|
if not trade.has_open_orders:
|
|
logger.warning('cancel_open_order: No open order for trade_id.')
|
|
raise RPCException('No open order for trade_id.')
|
|
|
|
for open_order in trade.open_orders:
|
|
try:
|
|
order = self._freqtrade.exchange.fetch_order(open_order.order_id, trade.pair)
|
|
except ExchangeError as e:
|
|
logger.info(f"Cannot query order for {trade} due to {e}.", exc_info=True)
|
|
raise RPCException("Order not found.")
|
|
self._freqtrade.handle_cancel_order(
|
|
order, open_order, trade, CANCEL_REASON['USER_CANCEL'])
|
|
Trade.commit()
|
|
|
|
def _rpc_delete(self, trade_id: int) -> Dict[str, Union[str, int]]:
|
|
"""
|
|
Handler for delete <id>.
|
|
Delete the given trade and close eventually existing open orders.
|
|
"""
|
|
with self._freqtrade._exit_lock:
|
|
c_count = 0
|
|
trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
|
|
if not trade:
|
|
logger.warning('delete trade: Invalid argument received')
|
|
raise RPCException('invalid argument')
|
|
|
|
# Try cancelling regular order if that exists
|
|
for open_order in trade.open_orders:
|
|
try:
|
|
self._freqtrade.exchange.cancel_order(open_order.order_id, trade.pair)
|
|
c_count += 1
|
|
except (ExchangeError):
|
|
pass
|
|
|
|
# cancel stoploss on exchange orders ...
|
|
if (self._freqtrade.strategy.order_types.get('stoploss_on_exchange')
|
|
and trade.has_open_sl_orders):
|
|
|
|
for oslo in trade.open_sl_orders:
|
|
try:
|
|
self._freqtrade.exchange.cancel_stoploss_order(oslo.order_id, trade.pair)
|
|
c_count += 1
|
|
except (ExchangeError):
|
|
pass
|
|
|
|
trade.delete()
|
|
self._freqtrade.wallets.update()
|
|
return {
|
|
'result': 'success',
|
|
'trade_id': trade_id,
|
|
'result_msg': f'Deleted trade {trade_id}. Closed {c_count} open orders.',
|
|
'cancel_order_count': c_count,
|
|
}
|
|
|
|
def _rpc_list_custom_data(self, trade_id: int, key: Optional[str]) -> List[Dict[str, Any]]:
|
|
# Query for trade
|
|
trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
|
|
if trade is None:
|
|
return []
|
|
# Query custom_data
|
|
custom_data = []
|
|
if key:
|
|
data = trade.get_custom_data(key=key)
|
|
if data:
|
|
custom_data = [data]
|
|
else:
|
|
custom_data = trade.get_all_custom_data()
|
|
return [
|
|
{
|
|
'id': data_entry.id,
|
|
'ft_trade_id': data_entry.ft_trade_id,
|
|
'cd_key': data_entry.cd_key,
|
|
'cd_type': data_entry.cd_type,
|
|
'cd_value': data_entry.cd_value,
|
|
'created_at': data_entry.created_at,
|
|
'updated_at': data_entry.updated_at
|
|
}
|
|
for data_entry in custom_data
|
|
]
|
|
|
|
def _rpc_performance(self) -> List[Dict[str, Any]]:
|
|
"""
|
|
Handler for performance.
|
|
Shows a performance statistic from finished trades
|
|
"""
|
|
pair_rates = Trade.get_overall_performance()
|
|
|
|
return pair_rates
|
|
|
|
def _rpc_enter_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
|
|
"""
|
|
Handler for buy tag performance.
|
|
Shows a performance statistic from finished trades
|
|
"""
|
|
return Trade.get_enter_tag_performance(pair)
|
|
|
|
def _rpc_exit_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
|
|
"""
|
|
Handler for exit reason performance.
|
|
Shows a performance statistic from finished trades
|
|
"""
|
|
return Trade.get_exit_reason_performance(pair)
|
|
|
|
def _rpc_mix_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
|
|
"""
|
|
Handler for mix tag (enter_tag + exit_reason) performance.
|
|
Shows a performance statistic from finished trades
|
|
"""
|
|
mix_tags = Trade.get_mix_tag_performance(pair)
|
|
|
|
return mix_tags
|
|
|
|
def _rpc_count(self) -> Dict[str, float]:
|
|
""" Returns the number of trades running """
|
|
if self._freqtrade.state != State.RUNNING:
|
|
raise RPCException('trader is not running')
|
|
|
|
trades = Trade.get_open_trades()
|
|
return {
|
|
'current': len(trades),
|
|
'max': (int(self._freqtrade.config['max_open_trades'])
|
|
if self._freqtrade.config['max_open_trades'] != float('inf') else -1),
|
|
'total_stake': sum((trade.open_rate * trade.amount) for trade in trades)
|
|
}
|
|
|
|
def _rpc_locks(self) -> Dict[str, Any]:
|
|
""" Returns the current locks """
|
|
|
|
locks = PairLocks.get_pair_locks(None)
|
|
return {
|
|
'lock_count': len(locks),
|
|
'locks': [lock.to_json() for lock in locks]
|
|
}
|
|
|
|
def _rpc_delete_lock(self, lockid: Optional[int] = None,
|
|
pair: Optional[str] = None) -> Dict[str, Any]:
|
|
""" Delete specific lock(s) """
|
|
locks: Sequence[PairLock] = []
|
|
|
|
if pair:
|
|
locks = PairLocks.get_pair_locks(pair)
|
|
if lockid:
|
|
locks = PairLock.session.scalars(select(PairLock).filter(PairLock.id == lockid)).all()
|
|
|
|
for lock in locks:
|
|
lock.active = False
|
|
lock.lock_end_time = datetime.now(timezone.utc)
|
|
|
|
Trade.commit()
|
|
|
|
return self._rpc_locks()
|
|
|
|
def _rpc_whitelist(self) -> Dict:
|
|
""" Returns the currently active whitelist"""
|
|
res = {'method': self._freqtrade.pairlists.name_list,
|
|
'length': len(self._freqtrade.active_pair_whitelist),
|
|
'whitelist': self._freqtrade.active_pair_whitelist
|
|
}
|
|
return res
|
|
|
|
def _rpc_blacklist_delete(self, delete: List[str]) -> Dict:
|
|
""" Removes pairs from currently active blacklist """
|
|
errors = {}
|
|
for pair in delete:
|
|
if pair in self._freqtrade.pairlists.blacklist:
|
|
self._freqtrade.pairlists.blacklist.remove(pair)
|
|
else:
|
|
errors[pair] = {
|
|
'error_msg': f"Pair {pair} is not in the current blacklist."
|
|
}
|
|
resp = self._rpc_blacklist()
|
|
resp['errors'] = errors
|
|
return resp
|
|
|
|
def _rpc_blacklist(self, add: Optional[List[str]] = None) -> Dict:
|
|
""" Returns the currently active blacklist"""
|
|
errors = {}
|
|
if add:
|
|
for pair in add:
|
|
if pair not in self._freqtrade.pairlists.blacklist:
|
|
try:
|
|
expand_pairlist([pair], self._freqtrade.exchange.get_markets().keys())
|
|
self._freqtrade.pairlists.blacklist.append(pair)
|
|
|
|
except ValueError:
|
|
errors[pair] = {
|
|
'error_msg': f'Pair {pair} is not a valid wildcard.'}
|
|
else:
|
|
errors[pair] = {
|
|
'error_msg': f'Pair {pair} already in pairlist.'}
|
|
|
|
res = {'method': self._freqtrade.pairlists.name_list,
|
|
'length': len(self._freqtrade.pairlists.blacklist),
|
|
'blacklist': self._freqtrade.pairlists.blacklist,
|
|
'blacklist_expanded': self._freqtrade.pairlists.expanded_blacklist,
|
|
'errors': errors,
|
|
}
|
|
return res
|
|
|
|
@staticmethod
|
|
def _rpc_get_logs(limit: Optional[int]) -> Dict[str, Any]:
|
|
"""Returns the last X logs"""
|
|
if limit:
|
|
buffer = bufferHandler.buffer[-limit:]
|
|
else:
|
|
buffer = bufferHandler.buffer
|
|
records = [[format_date(datetime.fromtimestamp(r.created)),
|
|
r.created * 1000, r.name, r.levelname,
|
|
r.message + ('\n' + r.exc_text if r.exc_text else '')]
|
|
for r in buffer]
|
|
|
|
# Log format:
|
|
# [logtime-formatted, logepoch, logger-name, loglevel, message \n + exception]
|
|
# e.g. ["2020-08-27 11:35:01", 1598520901097.9397,
|
|
# "freqtrade.worker", "INFO", "Starting worker develop"]
|
|
|
|
return {'log_count': len(records), 'logs': records}
|
|
|
|
def _rpc_edge(self) -> List[Dict[str, Any]]:
|
|
""" Returns information related to Edge """
|
|
if not self._freqtrade.edge:
|
|
raise RPCException('Edge is not enabled.')
|
|
return self._freqtrade.edge.accepted_pairs()
|
|
|
|
@staticmethod
|
|
def _convert_dataframe_to_dict(strategy: str, pair: str, timeframe: str, dataframe: DataFrame,
|
|
last_analyzed: datetime) -> Dict[str, Any]:
|
|
has_content = len(dataframe) != 0
|
|
signals = {
|
|
'enter_long': 0,
|
|
'exit_long': 0,
|
|
'enter_short': 0,
|
|
'exit_short': 0,
|
|
}
|
|
if has_content:
|
|
|
|
dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].astype(int64) // 1000 // 1000
|
|
# Move signal close to separate column when signal for easy plotting
|
|
for sig_type in signals.keys():
|
|
if sig_type in dataframe.columns:
|
|
mask = (dataframe[sig_type] == 1)
|
|
signals[sig_type] = int(mask.sum())
|
|
dataframe.loc[mask, f'_{sig_type}_signal_close'] = dataframe.loc[mask, 'close']
|
|
|
|
# band-aid until this is fixed:
|
|
# https://github.com/pandas-dev/pandas/issues/45836
|
|
datetime_types = ['datetime', 'datetime64', 'datetime64[ns, UTC]']
|
|
date_columns = dataframe.select_dtypes(include=datetime_types)
|
|
for date_column in date_columns:
|
|
# replace NaT with `None`
|
|
dataframe[date_column] = dataframe[date_column].astype(object).replace({NaT: None})
|
|
|
|
dataframe = dataframe.replace({inf: None, -inf: None, NAN: None})
|
|
|
|
res = {
|
|
'pair': pair,
|
|
'timeframe': timeframe,
|
|
'timeframe_ms': timeframe_to_msecs(timeframe),
|
|
'strategy': strategy,
|
|
'columns': list(dataframe.columns),
|
|
'data': dataframe.values.tolist(),
|
|
'length': len(dataframe),
|
|
'buy_signals': signals['enter_long'], # Deprecated
|
|
'sell_signals': signals['exit_long'], # Deprecated
|
|
'enter_long_signals': signals['enter_long'],
|
|
'exit_long_signals': signals['exit_long'],
|
|
'enter_short_signals': signals['enter_short'],
|
|
'exit_short_signals': signals['exit_short'],
|
|
'last_analyzed': last_analyzed,
|
|
'last_analyzed_ts': int(last_analyzed.timestamp()),
|
|
'data_start': '',
|
|
'data_start_ts': 0,
|
|
'data_stop': '',
|
|
'data_stop_ts': 0,
|
|
}
|
|
if has_content:
|
|
res.update({
|
|
'data_start': str(dataframe.iloc[0]['date']),
|
|
'data_start_ts': int(dataframe.iloc[0]['__date_ts']),
|
|
'data_stop': str(dataframe.iloc[-1]['date']),
|
|
'data_stop_ts': int(dataframe.iloc[-1]['__date_ts']),
|
|
})
|
|
return res
|
|
|
|
def _rpc_analysed_dataframe(self, pair: str, timeframe: str,
|
|
limit: Optional[int]) -> Dict[str, Any]:
|
|
""" Analyzed dataframe in Dict form """
|
|
|
|
_data, last_analyzed = self.__rpc_analysed_dataframe_raw(pair, timeframe, limit)
|
|
return RPC._convert_dataframe_to_dict(self._freqtrade.config['strategy'],
|
|
pair, timeframe, _data, last_analyzed)
|
|
|
|
def __rpc_analysed_dataframe_raw(
|
|
self,
|
|
pair: str,
|
|
timeframe: str,
|
|
limit: Optional[int]
|
|
) -> Tuple[DataFrame, datetime]:
|
|
"""
|
|
Get the dataframe and last analyze from the dataprovider
|
|
|
|
:param pair: The pair to get
|
|
:param timeframe: The timeframe of data to get
|
|
:param limit: The amount of candles in the dataframe
|
|
"""
|
|
_data, last_analyzed = self._freqtrade.dataprovider.get_analyzed_dataframe(
|
|
pair, timeframe)
|
|
_data = _data.copy()
|
|
|
|
if limit:
|
|
_data = _data.iloc[-limit:]
|
|
|
|
return _data, last_analyzed
|
|
|
|
def _ws_all_analysed_dataframes(
|
|
self,
|
|
pairlist: List[str],
|
|
limit: Optional[int]
|
|
) -> Generator[Dict[str, Any], None, None]:
|
|
"""
|
|
Get the analysed dataframes of each pair in the pairlist.
|
|
If specified, only return the most recent `limit` candles for
|
|
each dataframe.
|
|
|
|
:param pairlist: A list of pairs to get
|
|
:param limit: If an integer, limits the size of dataframe
|
|
If a list of string date times, only returns those candles
|
|
:returns: A generator of dictionaries with the key, dataframe, and last analyzed timestamp
|
|
"""
|
|
timeframe = self._freqtrade.config['timeframe']
|
|
candle_type = self._freqtrade.config.get('candle_type_def', CandleType.SPOT)
|
|
|
|
for pair in pairlist:
|
|
dataframe, last_analyzed = self.__rpc_analysed_dataframe_raw(pair, timeframe, limit)
|
|
|
|
yield {
|
|
"key": (pair, timeframe, candle_type),
|
|
"df": dataframe,
|
|
"la": last_analyzed
|
|
}
|
|
|
|
def _ws_request_analyzed_df(
|
|
self,
|
|
limit: Optional[int] = None,
|
|
pair: Optional[str] = None
|
|
):
|
|
""" Historical Analyzed Dataframes for WebSocket """
|
|
pairlist = [pair] if pair else self._freqtrade.active_pair_whitelist
|
|
|
|
return self._ws_all_analysed_dataframes(pairlist, limit)
|
|
|
|
def _ws_request_whitelist(self):
|
|
""" Whitelist data for WebSocket """
|
|
return self._freqtrade.active_pair_whitelist
|
|
|
|
@staticmethod
|
|
def _rpc_analysed_history_full(config: Config, pair: str, timeframe: str,
|
|
exchange) -> Dict[str, Any]:
|
|
timerange_parsed = TimeRange.parse_timerange(config.get('timerange'))
|
|
|
|
from freqtrade.data.converter import trim_dataframe
|
|
from freqtrade.data.dataprovider import DataProvider
|
|
from freqtrade.resolvers.strategy_resolver import StrategyResolver
|
|
|
|
strategy = StrategyResolver.load_strategy(config)
|
|
startup_candles = strategy.startup_candle_count
|
|
|
|
_data = load_data(
|
|
datadir=config["datadir"],
|
|
pairs=[pair],
|
|
timeframe=timeframe,
|
|
timerange=timerange_parsed,
|
|
data_format=config['dataformat_ohlcv'],
|
|
candle_type=config.get('candle_type_def', CandleType.SPOT),
|
|
startup_candles=startup_candles,
|
|
)
|
|
if pair not in _data:
|
|
raise RPCException(
|
|
f"No data for {pair}, {timeframe} in {config.get('timerange')} found.")
|
|
|
|
strategy.dp = DataProvider(config, exchange=exchange, pairlists=None)
|
|
strategy.ft_bot_start()
|
|
|
|
df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})
|
|
df_analyzed = trim_dataframe(df_analyzed, timerange_parsed, startup_candles=startup_candles)
|
|
|
|
return RPC._convert_dataframe_to_dict(strategy.get_strategy_name(), pair, timeframe,
|
|
df_analyzed.copy(), dt_now())
|
|
|
|
def _rpc_plot_config(self) -> Dict[str, Any]:
|
|
if (self._freqtrade.strategy.plot_config and
|
|
'subplots' not in self._freqtrade.strategy.plot_config):
|
|
self._freqtrade.strategy.plot_config['subplots'] = {}
|
|
return self._freqtrade.strategy.plot_config
|
|
|
|
@staticmethod
|
|
def _rpc_plot_config_with_strategy(config: Config) -> Dict[str, Any]:
|
|
|
|
from freqtrade.resolvers.strategy_resolver import StrategyResolver
|
|
strategy = StrategyResolver.load_strategy(config)
|
|
|
|
if (strategy.plot_config and 'subplots' not in strategy.plot_config):
|
|
strategy.plot_config['subplots'] = {}
|
|
return strategy.plot_config
|
|
|
|
@staticmethod
|
|
def _rpc_sysinfo() -> Dict[str, Any]:
|
|
return {
|
|
"cpu_pct": psutil.cpu_percent(interval=1, percpu=True),
|
|
"ram_pct": psutil.virtual_memory().percent
|
|
}
|
|
|
|
def health(self) -> Dict[str, Optional[Union[str, int]]]:
|
|
last_p = self._freqtrade.last_process
|
|
if last_p is None:
|
|
return {
|
|
"last_process": None,
|
|
"last_process_loc": None,
|
|
"last_process_ts": None,
|
|
}
|
|
|
|
return {
|
|
"last_process": str(last_p),
|
|
"last_process_loc": format_date(last_p.astimezone(tzlocal())),
|
|
"last_process_ts": int(last_p.timestamp()),
|
|
}
|
|
|
|
def _update_market_direction(self, direction: MarketDirection) -> None:
|
|
self._freqtrade.strategy.market_direction = direction
|
|
|
|
def _get_market_direction(self) -> MarketDirection:
|
|
return self._freqtrade.strategy.market_direction
|