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feat: update get_trading_volume interface to allow filtering for more props

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Matthias
2025-07-17 20:23:59 +02:00
parent 2b05a49671
commit a5ac8a95a7
2 changed files with 19 additions and 12 deletions
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12
freqtrade/persistence/trade_model.py
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@@ -2106,16 +2106,18 @@ class Trade(ModelBase, LocalTrade):
return best_pair
@staticmethod
def get_trading_volume(start_date: datetime | None = None) -> float:
def get_trading_volume(trade_filter: list | None = None) -> float:
"""
Get Trade volume based on Orders
NOTE: Not supported in Backtesting.
:returns: Tuple containing (pair, profit_sum)
"""
filters = [Order.status == "closed"]
if start_date:
filters.append(Order.order_filled_date >= start_date)
if not trade_filter:
trade_filter = []
trade_filter.append(Order.status == "closed")
trading_volume = Trade.session.execute(
select(func.sum(Order.cost).label("volume")).filter(*filters)
select(func.sum(Order.cost).label("volume"))
.join(Order._trade_live)
.filter(*trade_filter)
).scalar_one()
return trading_volume or 0.0

19
freqtrade/rpc/rpc.py
View File

@@ -34,7 +34,7 @@ from freqtrade.exchange import Exchange, timeframe_to_minutes, timeframe_to_msec
from freqtrade.exchange.exchange_utils import price_to_precision
from freqtrade.ft_types import AnnotationType
from freqtrade.loggers import bufferHandler
from freqtrade.persistence import CustomDataWrapper, KeyValueStore, PairLocks, Trade
from freqtrade.persistence import CustomDataWrapper, KeyValueStore, Order, PairLocks, Trade
from freqtrade.persistence.models import PairLock, custom_data_rpc_wrapper
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -585,11 +585,14 @@ class RPC:
Trade.is_open.is_(False) & (Trade.close_date >= start_date)
) | Trade.is_open.is_(True)
if direction:
if direction == "long":
trade_filter = trade_filter & Trade.is_short.is_(False)
elif direction == "short":
trade_filter = trade_filter & Trade.is_short.is_(True)
if direction == "long":
dir_filter = Trade.is_short.is_(False)
trade_filter = trade_filter & dir_filter
elif direction == "short":
dir_filter = Trade.is_short.is_(True)
trade_filter = trade_filter & dir_filter
else:
dir_filter = True
trades: Sequence[Trade] = Trade.session.scalars(
Trade.get_trades_query(trade_filter, include_orders=False).order_by(Trade.id)
@@ -610,7 +613,9 @@ class RPC:
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)
trading_volume = Trade.get_trading_volume(
[Order.order_filled_date >= start_date, dir_filter]
)
# Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8)