feat: Add more comprehensive Relative % to performance list

closes #11236
This commit is contained in:
Matthias
2025-01-18 16:41:14 +01:00
parent 5d3a056ae5
commit 6bca604bf9

View File

@@ -1934,17 +1934,43 @@ class Trade(ModelBase, LocalTrade):
start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
filters.append(Trade.close_date >= start_date)
pair_rates = Trade.session.execute(
pair_costs = (
select(
Trade.pair,
func.sum(Order.filled * Order.average).label("cost_per_pair"),
)
.join(Order, Trade.id == Order.ft_trade_id)
.filter(
*filters,
)
# Order.filled.gt > 0
.group_by(Trade.pair)
.cte("pair_costs")
)
trades_grouped = (
select(
Trade.pair,
func.sum(Trade.close_profit).label("profit_sum"),
func.sum(Trade.close_profit_abs).label("profit_sum_abs"),
func.count(Trade.pair).label("count"),
)
.filter(*filters)
.group_by(Trade.pair)
.cte("trades_grouped")
)
q = (
select(
trades_grouped.c.pair,
(trades_grouped.c.profit_sum_abs / pair_costs.c.cost_per_pair).label(
"profit_ratio"
),
trades_grouped.c.profit_sum_abs,
trades_grouped.c.count,
# pair_costs.c.cost_per_pair,
)
.join(pair_costs, trades_grouped.c.pair == pair_costs.c.pair)
.order_by(desc("profit_sum_abs"))
).all()
)
pair_rates = Trade.session.execute(q).all()
return [
{