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Merge pull request #8912 from froggleston/rpc_expectancy

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Add expectancy to RPC calls and telegram
This commit is contained in:
Matthias
2023-07-19 20:21:09 +02:00
committed by GitHub
parent 49d6b0afb8 ab5b272868
commit bdb778cb9f
7 changed files with 66 additions and 5 deletions
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5
tests/rpc/test_rpc.py
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@@ -402,6 +402,8 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
assert res['first_trade_timestamp'] == 0
assert res['latest_trade_date'] == ''
assert res['latest_trade_timestamp'] == 0
assert res['expectancy'] == 0
assert res['expectancy_ratio'] == float('inf')
# Create some test data
create_mock_trades_usdt(fee)
@@ -413,6 +415,9 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
assert pytest.approx(stats['profit_all_coin']) == -77.45964918
assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
assert pytest.approx(stats['winrate']) == 0.666666667
assert pytest.approx(stats['expectancy']) == 0.913333333
assert pytest.approx(stats['expectancy_ratio']) == 0.223308883
assert stats['trade_count'] == 7
assert stats['first_trade_humanized'] == '2 days ago'
assert stats['latest_trade_humanized'] == '17 minutes ago'

13
tests/rpc/test_rpc_apiserver.py
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@@ -829,7 +829,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2,
'profit_factor': 0.0, 'trading_volume': 91.074,
'profit_factor': 0.0, 'winrate': 0.0, 'expectancy': -0.0033695635,
'expectancy_ratio': -1.0, 'trading_volume': 91.074,
}
),
(
@@ -844,7 +845,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0,
'profit_factor': None, 'trading_volume': 91.074,
'profit_factor': None, 'winrate': 1.0, 'expectancy': 0.0003695635,
'expectancy_ratio': None, 'trading_volume': 91.074,
}
),
(
@@ -859,7 +861,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1,
'profit_factor': 0.02775724835771106, 'trading_volume': 91.074,
'profit_factor': 0.02775724835771106, 'winrate': 0.5,
'expectancy': -0.0027145635000000003, 'expectancy_ratio': -0.48612137582114445,
'trading_volume': 91.074,
}
)
])
@@ -916,6 +920,9 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
'winning_trades': expected['winning_trades'],
'losing_trades': expected['losing_trades'],
'profit_factor': expected['profit_factor'],
'winrate': expected['winrate'],
'expectancy': expected['expectancy'],
'expectancy_ratio': expected['expectancy_ratio'],
'max_drawdown': ANY,
'max_drawdown_abs': ANY,
'trading_volume': expected['trading_volume'],

2
tests/rpc/test_rpc_telegram.py
View File

@@ -799,6 +799,8 @@ async def test_telegram_profit_handle(
assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0]
assert '*Max Drawdown:*' in msg_mock.call_args_list[-1][0][0]
assert '*Profit factor:*' in msg_mock.call_args_list[-1][0][0]
assert '*Winrate:*' in msg_mock.call_args_list[-1][0][0]
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]