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73dccb0780
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2750643e07 | ||
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b92535deea | ||
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2fa0503993 |
@@ -388,8 +388,10 @@ def refresh_backtest_ohlcv_data(
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for timeframe in timeframes:
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# Get fast candles via parallel method on first loop through per timeframe
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# and candle type. Downloads all the pairs in the list and stores them.
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# Also skips if only 1 pair/timeframe combination is scheduled for download.
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if (
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not no_parallel_download
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and (len(pairs) + len(timeframes)) > 2
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and exchange.get_option("download_data_parallel_quick", True)
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and (
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((pair, timeframe, candle_type) not in fast_candles)
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@@ -474,7 +476,7 @@ def _download_all_pairs_history_parallel(
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:return: Candle pairs with timeframes
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"""
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candles: dict[PairWithTimeframe, DataFrame] = {}
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since = 0
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since: int | None = None
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if timerange:
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if timerange.starttype == "date":
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since = timerange.startts * 1000
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@@ -482,10 +484,12 @@ def _download_all_pairs_history_parallel(
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candle_limit = exchange.ohlcv_candle_limit(timeframe, candle_type)
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one_call_min_time_dt = dt_ts(date_minus_candles(timeframe, candle_limit))
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# check if we can get all candles in one go, if so then we can download them in parallel
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if since > one_call_min_time_dt:
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if since is None or since > one_call_min_time_dt:
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logger.info(
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f"Downloading parallel candles for {timeframe} for all pairs"
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f" since {format_ms_time(since)}"
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if since
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else "."
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)
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needed_pairs: ListPairsWithTimeframes = [
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(p, timeframe, candle_type) for p in [p for p in pairs]
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@@ -47,6 +47,7 @@ from freqtrade.util import (
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dt_ts,
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dt_ts_def,
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format_date,
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format_pct,
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shorten_date,
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)
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from freqtrade.wallets import PositionWallet, Wallet
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@@ -302,7 +303,7 @@ class RPC:
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fiat_total_profit_sum = nan
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for trade in self._rpc_trade_status():
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# Format profit as a string with the right sign
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profit = f"{trade['profit_ratio']:.2%}"
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profit = f"{format_pct(trade['profit_ratio'])}"
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fiat_profit = trade.get("profit_fiat", None)
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if fiat_profit is None or isnan(fiat_profit):
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fiat_profit = trade.get("profit_abs", 0.0)
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@@ -48,6 +48,7 @@ from freqtrade.util import (
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fmt_coin,
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fmt_coin2,
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format_date,
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format_pct,
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round_value,
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)
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@@ -481,7 +482,7 @@ class Telegram(RPCHandler):
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if is_final_exit:
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profit_prefix = "Sub "
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cp_extra = (
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f"*Final Profit:* `{msg['final_profit_ratio']:.2%} "
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f"*Final Profit:* `{format_pct(msg['final_profit_ratio'])} "
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f"({msg['cumulative_profit']:.8f} {msg['quote_currency']}{cp_fiat})`\n"
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)
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else:
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@@ -497,7 +498,7 @@ class Telegram(RPCHandler):
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f"{exit_wording} {msg['pair']} (#{msg['trade_id']})\n"
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f"{self._add_analyzed_candle(msg['pair'])}"
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f"*{f'{profit_prefix}Profit' if is_fill else f'Unrealized {profit_prefix}Profit'}:* "
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f"`{msg['profit_ratio']:.2%}{profit_extra}`\n"
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f"`{format_pct(msg['profit_ratio'])}{profit_extra}`\n"
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f"{cp_extra}"
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f"{enter_tag}"
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f"*Exit Reason:* `{msg['exit_reason']}`\n"
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@@ -677,7 +678,7 @@ class Telegram(RPCHandler):
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)
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lines.append(
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f"*Average {wording} Price:* {round_value(cur_entry_average, 8)} "
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f"({price_to_1st_entry:.2%} from 1st entry rate)"
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f"({format_pct(price_to_1st_entry)} from 1st entry rate)"
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)
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lines.append(f"*Order Filled:* {order['order_filled_date']}")
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@@ -800,21 +801,23 @@ class Telegram(RPCHandler):
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else ""
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),
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("*Unrealized Profit:* " if r["is_open"] else "*Close Profit: *")
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+ f"`{r['profit_ratio']:.2%}` `({r['profit_abs_r']})`",
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+ f"`{format_pct(r['profit_ratio'])}` `({r['profit_abs_r']})`",
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]
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)
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if r["is_open"]:
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if r.get("realized_profit"):
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lines.extend(
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[
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f"*Realized Profit:* `{r['realized_profit_ratio']:.2%} "
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f"({r['realized_profit_r']})`",
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(
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f"*Total Profit:* `{r['total_profit_ratio']:.2%} "
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if (
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r.get("realized_profit") is not None
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and r.get("realized_profit_ratio") is not None
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):
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lines.append(
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f"*Realized Profit:* `{format_pct(r['realized_profit_ratio'])} "
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f"({r['realized_profit_r']})`"
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)
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if r.get("total_profit_ratio") is not None:
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lines.append(
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f"*Total Profit:* `{format_pct(r['total_profit_ratio'])} "
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f"({r['total_profit_abs_r']})`"
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),
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]
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)
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# Append empty line to improve readability
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@@ -830,17 +833,17 @@ class Telegram(RPCHandler):
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# Adding initial stoploss only if it is different from stoploss
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lines.append(
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f"*Initial Stoploss:* `{r['initial_stop_loss_abs']:.8f}` "
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f"`({r['initial_stop_loss_ratio']:.2%})`"
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f"`({format_pct(r['initial_stop_loss_ratio'])})`"
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)
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# Adding stoploss and stoploss percentage only if it is not None
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lines.append(
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f"*Stoploss:* `{round_value(r['stop_loss_abs'], 8)}` "
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+ (f"`({r['stop_loss_ratio']:.2%})`" if r["stop_loss_ratio"] else "")
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+ (f"`({format_pct(r['stop_loss_ratio'])})`" if r["stop_loss_ratio"] else "")
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)
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lines.append(
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f"*Stoploss distance:* `{round_value(r['stoploss_current_dist'], 8)}` "
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f"`({r['stoploss_current_dist_ratio']:.2%})`"
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f"`({format_pct(r['stoploss_current_dist_ratio'])})`"
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)
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if open_orders := r.get("open_orders"):
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lines.append(
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@@ -951,7 +954,7 @@ class Telegram(RPCHandler):
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f"{period['date']:{val.dateformat}} ({period['trade_count']})",
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f"{fmt_coin(period['abs_profit'], stats['stake_currency'])}",
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f"{period['fiat_value']:.2f} {stats['fiat_display_currency']}",
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f"{period['rel_profit']:.2%}",
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f"{format_pct(period['rel_profit'])}",
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]
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for period in stats["data"]
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],
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@@ -1067,7 +1070,7 @@ class Telegram(RPCHandler):
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markdown_msg = (
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f"{closed_roi_label}\n"
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f"∙ `{fmt_coin(profit_closed_coin, stake_cur)} "
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f"({profit_closed_ratio_mean:.2%}) "
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f"({format_pct(profit_closed_ratio_mean)}) "
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f"({profit_closed_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
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f"{fiat_closed_trades}"
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)
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@@ -1080,7 +1083,7 @@ class Telegram(RPCHandler):
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markdown_msg += (
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f"{all_roi_label}\n"
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f"∙ `{fmt_coin(profit_all_coin, stake_cur)} "
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f"({profit_all_ratio_mean:.2%}) "
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f"({format_pct(profit_all_ratio_mean)}) "
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f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
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f"{fiat_all_trades}"
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f"*Total Trade Count:* `{trade_count}`\n"
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@@ -1089,7 +1092,7 @@ class Telegram(RPCHandler):
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f"`{first_trade_date}`\n"
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f"*Latest Trade opened:* `{latest_trade_date}`\n"
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f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`\n"
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f"*Winrate:* `{winrate:.2%}`\n"
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f"*Winrate:* `{format_pct(winrate)}`\n"
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f"*Expectancy (Ratio):* `{expectancy:.2f} ({expectancy_ratio:.2f})`"
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)
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@@ -1097,16 +1100,16 @@ class Telegram(RPCHandler):
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markdown_msg += (
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f"\n*Avg. Duration:* `{avg_duration}`\n"
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f"*Best Performing:* `{best_pair}: {best_pair_profit_abs} "
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f"({best_pair_profit_ratio:.2%})`\n"
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f"({format_pct(best_pair_profit_ratio)})`\n"
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f"*Trading volume:* `{fmt_coin(stats['trading_volume'], stake_cur)}`\n"
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f"*Profit factor:* `{stats['profit_factor']:.2f}`\n"
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f"*Max Drawdown:* `{stats['max_drawdown']:.2%} "
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f"*Max Drawdown:* `{format_pct(stats['max_drawdown'])} "
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f"({fmt_coin(stats['max_drawdown_abs'], stake_cur)})`\n"
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f" from `{stats['max_drawdown_start']} "
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f"({fmt_coin(stats['drawdown_high'], stake_cur)})`\n"
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f" to `{stats['max_drawdown_end']} "
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f"({fmt_coin(stats['drawdown_low'], stake_cur)})`\n"
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f"*Current Drawdown:* `{stats['current_drawdown']:.2%} "
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f"*Current Drawdown:* `{format_pct(stats['current_drawdown'])} "
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f"({fmt_coin(stats['current_drawdown_abs'], stake_cur)})`\n"
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f" from `{stats['current_drawdown_start']} "
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f"({fmt_coin(stats['current_drawdown_high'], stake_cur)})`\n"
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@@ -1559,7 +1562,7 @@ class Telegram(RPCHandler):
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dt_humanize_delta(dt_from_ts(trade["close_timestamp"])),
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f"{trade['pair']} (#{trade['trade_id']}"
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f"{(' ' + ('S' if trade['is_short'] else 'L')) if nonspot else ''})",
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f"{(trade['close_profit']):.2%} ({trade['close_profit_abs']})",
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f"{format_pct(trade['close_profit'])} ({trade['close_profit_abs']})",
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]
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for trade in trades["trades"]
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],
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@@ -1623,7 +1626,7 @@ class Telegram(RPCHandler):
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stat_line = (
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f"{i + 1}.\t <code>{trade['pair']}\t"
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f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
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f"({trade['profit_ratio']:.2%}) "
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f"({format_pct(trade['profit_ratio'])}) "
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f"({trade['count']})</code>\n"
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)
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@@ -1660,7 +1663,7 @@ class Telegram(RPCHandler):
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stat_line = (
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f"{i + 1}.\t `{trade['enter_tag']}\t"
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f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
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f"({trade['profit_ratio']:.2%}) "
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f"({format_pct(trade['profit_ratio'])}) "
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f"({trade['count']})`\n"
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)
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@@ -1697,7 +1700,7 @@ class Telegram(RPCHandler):
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stat_line = (
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f"{i + 1}.\t `{trade['exit_reason']}\t"
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f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
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f"({trade['profit_ratio']:.2%}) "
|
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f"({format_pct(trade['profit_ratio'])}) "
|
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f"({trade['count']})`\n"
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)
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@@ -1734,7 +1737,7 @@ class Telegram(RPCHandler):
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stat_line = (
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f"{i + 1}.\t `{trade['mix_tag']}\t"
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f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
|
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f"({trade['profit_ratio']:.2%}) "
|
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f"({format_pct(trade['profit_ratio'])}) "
|
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f"({trade['count']})`\n"
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)
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|
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@@ -18,6 +18,7 @@ from freqtrade.util.formatters import (
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fmt_coin,
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fmt_coin2,
|
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format_duration,
|
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format_pct,
|
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round_value,
|
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)
|
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from freqtrade.util.ft_precise import FtPrecise
|
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@@ -44,6 +45,7 @@ __all__ = [
|
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"format_date",
|
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"format_ms_time",
|
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"format_ms_time_det",
|
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"format_pct",
|
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"get_dry_run_wallet",
|
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"FtPrecise",
|
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"PeriodicCache",
|
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|
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@@ -1,5 +1,7 @@
|
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from datetime import timedelta
|
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|
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from numpy import isnan
|
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|
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from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN
|
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|
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|
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@@ -29,6 +31,8 @@ def round_value(value: float, decimals: int, keep_trailing_zeros=False) -> str:
|
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:param keep_trailing_zeros: Keep trailing zeros "222.200" vs. "222.2"
|
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:return: Rounded value as string
|
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"""
|
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if isnan(value):
|
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return "N/A"
|
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val = f"{value:.{decimals}f}"
|
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if not keep_trailing_zeros:
|
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val = strip_trailing_zeros(val)
|
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@@ -80,3 +84,15 @@ def format_duration(td: timedelta) -> str:
|
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h, r = divmod(td.seconds, 3600)
|
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m, _ = divmod(r, 60)
|
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return f"{d}d {h:02d}:{m:02d}"
|
||||
|
||||
|
||||
def format_pct(value: float | None) -> str:
|
||||
"""
|
||||
Format a float value as percentage string with 2 decimals
|
||||
None and NaN values are formatted as "N/A"
|
||||
:param value: Float value to format
|
||||
:return: Formatted percentage string
|
||||
"""
|
||||
if value is None or isnan(value):
|
||||
return "N/A"
|
||||
return f"{value:.2%}"
|
||||
|
||||
@@ -582,6 +582,23 @@ def test_refresh_backtest_ohlcv_data(
|
||||
assert log_has_re(r"Downloading pair ETH/BTC, funding_rate, interval 8h\.", caplog)
|
||||
assert log_has_re(r"Downloading pair ETH/BTC, mark, interval 4h\.", caplog)
|
||||
|
||||
# Test with only one pair - no parallel download should happen 1 pair/timeframe combination
|
||||
# doesn't justify parallelization
|
||||
parallel_mock.reset_mock()
|
||||
dl_mock.reset_mock()
|
||||
refresh_backtest_ohlcv_data(
|
||||
exchange=ex,
|
||||
pairs=[
|
||||
"ETH/BTC",
|
||||
],
|
||||
timeframes=["5m"],
|
||||
datadir=testdatadir,
|
||||
timerange=timerange,
|
||||
erase=False,
|
||||
trading_mode=trademode,
|
||||
)
|
||||
assert parallel_mock.call_count == 0
|
||||
|
||||
|
||||
def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
|
||||
dl_mock = mocker.patch(
|
||||
@@ -780,6 +797,7 @@ def test_download_all_pairs_history_parallel(mocker, default_conf_usdt):
|
||||
exchange.refresh_latest_ohlcv.reset_mock()
|
||||
|
||||
# Test without timerange
|
||||
# expected to call refresh_latest_ohlcv - as we can't know how much will be required.
|
||||
result3 = _download_all_pairs_history_parallel(
|
||||
exchange=exchange,
|
||||
pairs=pairs,
|
||||
@@ -787,8 +805,8 @@ def test_download_all_pairs_history_parallel(mocker, default_conf_usdt):
|
||||
candle_type=candle_type,
|
||||
timerange=None,
|
||||
)
|
||||
assert result3 == {}
|
||||
assert exchange.refresh_latest_ohlcv.call_count == 0
|
||||
assert result3 == expected
|
||||
assert exchange.refresh_latest_ohlcv.call_count == 1
|
||||
|
||||
|
||||
def test_download_pair_history_with_pair_candles(mocker, default_conf, tmp_path, caplog) -> None:
|
||||
|
||||
@@ -310,7 +310,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker, time_machine) -> No
|
||||
)
|
||||
assert "now" == result[0][2]
|
||||
assert "ETH/BTC" in result[0][1]
|
||||
assert "nan%" == result[0][3]
|
||||
assert "N/A" == result[0][3]
|
||||
assert isnan(fiat_profit_sum)
|
||||
|
||||
|
||||
|
||||
@@ -1,6 +1,13 @@
|
||||
from datetime import timedelta
|
||||
|
||||
from freqtrade.util import decimals_per_coin, fmt_coin, fmt_coin2, format_duration, round_value
|
||||
from freqtrade.util import (
|
||||
decimals_per_coin,
|
||||
fmt_coin,
|
||||
fmt_coin2,
|
||||
format_duration,
|
||||
format_pct,
|
||||
round_value,
|
||||
)
|
||||
|
||||
|
||||
def test_decimals_per_coin():
|
||||
@@ -25,6 +32,7 @@ def test_fmt_coin():
|
||||
assert fmt_coin(0.1274512123, "BTC", False) == "0.12745121"
|
||||
assert fmt_coin(0.1274512123, "ETH", False) == "0.12745"
|
||||
assert fmt_coin(222.2, "USDT", False, True) == "222.200"
|
||||
assert fmt_coin(float("nan"), "USDT", False, True) == "N/A"
|
||||
|
||||
|
||||
def test_fmt_coin2():
|
||||
@@ -35,6 +43,7 @@ def test_fmt_coin2():
|
||||
assert fmt_coin2(0.1274512123, "BTC") == "0.12745121 BTC"
|
||||
assert fmt_coin2(0.1274512123, "ETH") == "0.12745121 ETH"
|
||||
assert fmt_coin2(0.00001245, "PEPE") == "0.00001245 PEPE"
|
||||
assert fmt_coin2(float("nan"), "PEPE") == "N/A PEPE"
|
||||
|
||||
|
||||
def test_round_value():
|
||||
@@ -46,6 +55,8 @@ def test_round_value():
|
||||
assert round_value(0.1274512123, 5) == "0.12745"
|
||||
assert round_value(222.2, 3, True) == "222.200"
|
||||
assert round_value(222.2, 0, True) == "222"
|
||||
assert round_value(float("nan"), 0, True) == "N/A"
|
||||
assert round_value(float("nan"), 10, True) == "N/A"
|
||||
|
||||
|
||||
def test_format_duration():
|
||||
@@ -55,3 +66,13 @@ def test_format_duration():
|
||||
assert format_duration(timedelta(minutes=1445)) == "1d 00:05"
|
||||
assert format_duration(timedelta(minutes=11445)) == "7d 22:45"
|
||||
assert format_duration(timedelta(minutes=101445)) == "70d 10:45"
|
||||
|
||||
|
||||
def test_format_pct():
|
||||
assert format_pct(0.1234) == "12.34%"
|
||||
assert format_pct(0.1) == "10.00%"
|
||||
assert format_pct(0.0) == "0.00%"
|
||||
assert format_pct(-0.0567) == "-5.67%"
|
||||
assert format_pct(-1.5567) == "-155.67%"
|
||||
assert format_pct(None) == "N/A"
|
||||
assert format_pct(float("nan")) == "N/A"
|
||||
|
||||
Reference in New Issue
Block a user