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feat(telegram): Add /profit long and /profit short commands

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This commit enhances the /profit Telegram command to allow filtering by trade direction.

- The `_profit` handler in `telegram.py` now parses 'long'/'short' arguments and passes the direction to the RPC layer.
- The `_rpc_trade_statistics` method in `rpc.py` is updated to filter trades based on the provided direction. It has also been refactored for lower complexity.
- The `/help` command documentation is updated to reflect the new functionality.
- Corresponding unit tests in `test_rpc_telegram.py` are updated and extended to cover the new cases.
This commit is contained in:
qqqqqf
2025-07-12 08:41:39 +08:00
parent ccbc48b590
commit 97f30cf13d
3 changed files with 83 additions and 48 deletions
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76
freqtrade/rpc/rpc.py
View File

@@ -502,20 +502,17 @@ class RPC:
durations = {"wins": wins_dur, "draws": draws_dur, "losses": losses_dur}
return {"exit_reasons": exit_reasons, "durations": durations}
def _rpc_trade_statistics(
self, stake_currency: str, fiat_display_currency: str, start_date: datetime | None = None
def _process_trade_stats(
self,
trades: Sequence[Trade],
stake_currency: str,
fiat_display_currency: str,
start_date: datetime,
) -> dict[str, Any]:
"""Returns cumulative profit statistics"""
start_date = datetime.fromtimestamp(0) if start_date is None else start_date
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()
"""
Processes a list of trades and returns the statistics.
Helper for _rpc_trade_statistics.
"""
profit_all_coin = []
profit_all_ratio = []
profit_closed_coin = []
@@ -544,9 +541,7 @@ class RPC:
losing_trades += 1
losing_profit += profit_abs
else:
# Get current rate
if len(trade.select_filled_orders(trade.entry_side)) == 0:
# Skip trades with no filled orders
continue
try:
current_rate = self._freqtrade.exchange.get_rate(
@@ -558,7 +553,6 @@ class RPC:
profit_abs = nan
else:
_profit = trade.calculate_profit(trade.close_rate or current_rate)
profit_ratio = _profit.profit_ratio
profit_abs = _profit.total_profit
@@ -566,15 +560,11 @@ class RPC:
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_ratio_mean = float(mean(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
@@ -582,22 +572,17 @@ class RPC:
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
profit_all_ratio_mean = float(mean(profit_all_ratio) if profit_all_ratio else 0.0)
starting_balance = self._freqtrade.wallets.get_starting_balance()
profit_closed_ratio_fromstart = 0.0
profit_all_ratio_fromstart = 0.0
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(
[
{
@@ -609,9 +594,7 @@ class RPC:
if not trade.is_open and trade.close_date
]
)
expectancy, expectancy_ratio = calculate_expectancy(trades_df)
drawdown = DrawDownResult()
if len(trades_df) > 0:
try:
@@ -622,9 +605,7 @@ class RPC:
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
@@ -632,7 +613,6 @@ class RPC:
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)
@@ -664,7 +644,7 @@ class RPC:
"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_rate": round(best_pair[1] * 100, 2) if best_pair else 0,
"best_pair_profit_ratio": best_pair[1] if best_pair else 0,
"best_pair_profit_abs": best_pair[2] if best_pair else 0,
"winning_trades": winning_trades,
@@ -691,6 +671,36 @@ class RPC:
"bot_start_date": format_date(bot_start),
}
def _rpc_trade_statistics(
self,
stake_currency: str,
fiat_display_currency: str,
start_date: datetime | None = None,
direction: str | None = None,
) -> dict[str, Any]:
"""Returns cumulative profit statistics"""
start_date_filter = datetime.fromtimestamp(0) if start_date is None else start_date
trade_filter = (
Trade.is_open.is_(False) & (Trade.close_date >= start_date_filter)
) | Trade.is_open.is_(True)
if direction:
if direction == 'long':
trade_filter &= Trade.is_short.is_(False)
elif direction == 'short':
trade_filter &= Trade.is_short.is_(True)
trades: Sequence[Trade] = Trade.session.scalars(
Trade.get_trades_query(trade_filter, include_orders=False).order_by(Trade.id)
).all()
return self._process_trade_stats(
trades, stake_currency, fiat_display_currency, start_date_filter
)
def __balance_get_est_stake(
self, coin: str, stake_currency: str, amount: float, balance: Wallet
) -> tuple[float, float]:

22
freqtrade/rpc/telegram.py
View File

@@ -1009,6 +1009,12 @@ class Telegram(RPCHandler):
start_date = datetime.fromtimestamp(0)
timescale = None
direction: str | None = None
args = list(context.args) if context.args else []
if args and isinstance(args[0], str) and args[0].lower() in ('long', 'short'):
direction = args[0].lower()
args.pop(0)
if args:
try:
if context.args:
timescale = int(context.args[0]) - 1
@@ -1017,7 +1023,9 @@ class Telegram(RPCHandler):
except (TypeError, ValueError, IndexError):
pass
stats = self._rpc._rpc_trade_statistics(stake_cur, fiat_disp_cur, start_date)
stats = self._rpc._rpc_trade_statistics(
stake_cur, fiat_disp_cur, start_date,direction=direction
)
profit_closed_coin = stats["profit_closed_coin"]
profit_closed_ratio_mean = stats["profit_closed_ratio_mean"]
profit_closed_percent = stats["profit_closed_percent"]
@@ -1045,8 +1053,11 @@ class Telegram(RPCHandler):
fiat_closed_trades = (
f"∙ `{fmt_coin(profit_closed_fiat, fiat_disp_cur)}`\n" if fiat_disp_cur else ""
)
direction_str = f"{direction.capitalize()} " if direction else ""
markdown_msg = (
"*ROI:* Closed trades\n"
f"*ROI ({direction_str}Trades):* Closed trades\n"
f"∙ `{fmt_coin(profit_closed_coin, stake_cur)} "
f"({profit_closed_ratio_mean:.2%}) "
f"({profit_closed_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
@@ -1057,8 +1068,9 @@ class Telegram(RPCHandler):
fiat_all_trades = (
f"∙ `{fmt_coin(profit_all_fiat, fiat_disp_cur)}`\n" if fiat_disp_cur else ""
)
direction_str_all = f"{direction.capitalize()} " if direction else ""
markdown_msg += (
f"*ROI:* All trades\n"
f"*ROI ({direction_str_all}Trades):* All trades\n"
f"∙ `{fmt_coin(profit_all_coin, stake_cur)} "
f"({profit_all_ratio_mean:.2%}) "
f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
@@ -1867,8 +1879,8 @@ class Telegram(RPCHandler):
"*/exits <pair|none>:* `Shows the exit reason performance`\n"
"*/mix_tags <pair|none>:* `Shows combined entry tag + exit reason performance`\n"
"*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
"*/profit [<n>]:* `Lists cumulative profit from all finished trades, "
"over the last n days`\n"
"*/profit [long|short] [<n>]:* `Show profit from finished trades (last n days).`\n "
"`Optional filter: long or short.`\n"
"*/performance:* `Show performance of each finished trade grouped by pair`\n"
"*/daily <n>:* `Shows profit or loss per day, over the last n days`\n"
"*/weekly <n>:* `Shows statistics per week, over the last n weeks`\n"

19
tests/rpc/test_rpc_telegram.py
View File

@@ -921,7 +921,7 @@ async def test_telegram_profit_handle(
await telegram._profit(update=update, context=context)
assert msg_mock.call_count == 1
assert "No closed trade" in msg_mock.call_args_list[-1][0][0]
assert "*ROI:* All trades" in msg_mock.call_args_list[-1][0][0]
assert "*ROI (Trades):* All trades" in msg_mock.call_args_list[-1][0][0]
mocker.patch("freqtrade.wallets.Wallets.get_starting_balance", return_value=1000)
assert (
"∙ `0.298 USDT (0.50%) (0.03 \N{GREEK CAPITAL LETTER SIGMA}%)`"
@@ -946,13 +946,13 @@ async def test_telegram_profit_handle(
context.args = [3]
await telegram._profit(update=update, context=context)
assert msg_mock.call_count == 1
assert "*ROI:* Closed trades" in msg_mock.call_args_list[-1][0][0]
assert "*ROI (Trades):* Closed trades" in msg_mock.call_args_list[-1][0][0]
assert (
"∙ `5.685 USDT (9.45%) (0.57 \N{GREEK CAPITAL LETTER SIGMA}%)`"
in msg_mock.call_args_list[-1][0][0]
)
assert "∙ `6.253 USD`" in msg_mock.call_args_list[-1][0][0]
assert "*ROI:* All trades" in msg_mock.call_args_list[-1][0][0]
assert "*ROI (Trades):* All trades" in msg_mock.call_args_list[-1][0][0]
assert (
"∙ `5.685 USDT (9.45%) (0.57 \N{GREEK CAPITAL LETTER SIGMA}%)`"
in msg_mock.call_args_list[-1][0][0]
@@ -966,6 +966,19 @@ async def test_telegram_profit_handle(
assert "*Expectancy (Ratio):*" in msg_mock.call_args_list[-1][0][0]
assert "*Trading volume:* `126 USDT`" in msg_mock.call_args_list[-1][0][0]
msg_mock.reset_mock()
# Test /profit long
context.args = ["long"]
await telegram._profit(update=update, context=context)
assert msg_mock.call_count == 1
assert "*ROI (Long Trades):* All trades" in msg_mock.call_args_list[-1][0][0]
msg_mock.reset_mock()
# Test /profit short
context.args = ["short"]
await telegram._profit(update=update, context=context)
assert msg_mock.call_count == 1
assert "No trades yet." in msg_mock.call_args_list[-1][0][0]
@pytest.mark.parametrize("is_short", [True, False])
async def test_telegram_stats(default_conf, update, ticker, fee, mocker, is_short) -> None: