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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 return best_pair
@staticmethod @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 Get Trade volume based on Orders
NOTE: Not supported in Backtesting. NOTE: Not supported in Backtesting.
:returns: Tuple containing (pair, profit_sum) :returns: Tuple containing (pair, profit_sum)
""" """
filters = [Order.status == "closed"] if not trade_filter:
if start_date: trade_filter = []
filters.append(Order.order_filled_date >= start_date) trade_filter.append(Order.status == "closed")
trading_volume = Trade.session.execute( 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() ).scalar_one()
return trading_volume or 0.0 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.exchange.exchange_utils import price_to_precision
from freqtrade.ft_types import AnnotationType from freqtrade.ft_types import AnnotationType
from freqtrade.loggers import bufferHandler 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.persistence.models import PairLock, custom_data_rpc_wrapper
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter 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_(False) & (Trade.close_date >= start_date)
) | Trade.is_open.is_(True) ) | Trade.is_open.is_(True)
if direction: if direction == "long":
if direction == "long": dir_filter = Trade.is_short.is_(False)
trade_filter = trade_filter & Trade.is_short.is_(False) trade_filter = trade_filter & dir_filter
elif direction == "short": elif direction == "short":
trade_filter = trade_filter & Trade.is_short.is_(True) dir_filter = Trade.is_short.is_(True)
trade_filter = trade_filter & dir_filter
else:
dir_filter = True
trades: Sequence[Trade] = Trade.session.scalars( trades: Sequence[Trade] = Trade.session.scalars(
Trade.get_trades_query(trade_filter, include_orders=False).order_by(Trade.id) 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]) closed_trade_count = len([t for t in trades if not t.is_open])
best_pair = Trade.get_best_pair(start_date) 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 # Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8) profit_closed_coin_sum = round(sum(profit_closed_coin), 8)