Skip to content

Commit

Permalink
Added startdate and merge function to stats module (#354)
Browse files Browse the repository at this point in the history 
* Added startdate and merge function to stats module

* Fix for coinbase pro

* Update to CHANGELOG.md

* recalculate to coinbase delta

* Update to README.md
  • Loading branch information
@hebawom
hebawom authored Jun 23, 2021
1 parent a0abb8d commit 0cef311
Show file tree
Hide file tree
Showing 5 changed files with 202 additions and 110 deletions.
8 changes: 8 additions & 0 deletions CHANGELOG.md
View file
Original file line number Diff line number Diff line change
Expand Up @@ -8,6 +8,14 @@ Upgrade version:
Upgrade library dependancies (if required):
- python3 -m pip install -r requirements.txt -U

## [2.38.0] - 2021-06-23

### Changed

-- Added statstartdate flag to ignore trades before a given date in stats function
-- Added statgroup flag to merge stats of multiple currency pairs
-- Fixed stats for coinbase pro

## [2.37.3] - 2021-06-22

### Changed
Expand Down
26 changes: 26 additions & 0 deletions README.md
View file
Original file line number Diff line number Diff line change
Expand Up @@ -455,6 +455,32 @@ Some of you may have been helping test the new code for a few months in the "bin

Please note you need to be using Python 3.9.x or greater. The previous bot version only required Python 3.x.

## Stats Module

To keep track of the bots performance over time you can run the stats module. e.g.

python3 pycryptobot.py --stats

This will analyse all the completed buy/sell trade pairs to give stats on todays trades, the trades over the last 7 days, the trades over the last 30 days, and all-time trades.

An optional flag of --statstartdate can be given to ignore all trades that happened before a specified date. The date must be of the format: yyyy-mm-dd. e.g.

python3 pycryptobot.py --stats --statstartdate 2021-6-01

To get the stats from all your bots, another optional flag of --statgroup can be used. This takes a list of markets and merges the results into one output. e.g.

python3 pycryptobot.py --stats --statgroup BTCGBP ETHGBP ADAGBP

or via the config.json file e.g.

"config": {
....
"stats": 1,
"statgroup": ["BTCGBP", "ETHGBP", "ADAGBP"],
....
}
Note: --statgroup only accepts a group of markets if the quote currency (in this example GBP) is the same.

## Upgrading the bots

I push updates regularly and it's best to always be running the latest code. In each bot directory make sure you run this regularly.
Expand Down
4 changes: 4 additions & 0 deletions models/PyCryptoBot.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -55,6 +55,8 @@ def parse_arguments():
parser.add_argument('--sellatresistance', action="store_true", help="sell at resistance or upper fibonacci band")
parser.add_argument('--autorestart', action="store_true", help="Auto restart the bot in case of exception")
parser.add_argument('--stats', action="store_true", help="display summary of completed trades")
parser.add_argument('--statgroup', nargs='+', help="add multiple currency pairs to merge stats")
parser.add_argument('--statstartdate', type=str, help="trades before this date are ignored in stats function e.g 2021-01-15")

# disable defaults
parser.add_argument('--disablebullonly', action="store_true", help="disable only buying in bull market")
Expand Down Expand Up @@ -164,6 +166,8 @@ def __init__(self, exchange='', filename='config.json'):
self.sellatresistance = False
self.autorestart = False
self.stats = False
self.statgroup = None
self.statstartdate = None

self.disablebullonly = False
self.disablebuynearhigh = False
Expand Down
268 changes: 159 additions & 109 deletions models/Stats.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -8,126 +8,176 @@ class Stats():
def __init__(self, app: PyCryptoBot=None, account: TradingAccount=None) -> None:
self.app = app
self.account = account
self.order_pairs = []
self.fiat_currency = None

def show(self):
if self.app.getStats():
# get completed live orders
self.app.setLive(1)
self.orders = self.account.getOrders(self.app.getMarket(), '', 'done')

# get buy/sell pairs (merge as necessary)
order_pairs = []
last_order = None
# pylint: disable=unused-variable
for index, row in self.orders.iterrows():
time = row['created_at'].to_pydatetime()
if row['action'] == 'buy':
if last_order in ['sell', None]:
last_order = 'buy'
order_pairs.append({'buy': {'time':time, 'size': row['size']}, 'sell': None})
def get_data(self, market):
# get completed live orders
self.app.setLive(1)
self.orders = self.account.getOrders(market, '', 'done')
self.app.setMarket(market)
if self.fiat_currency != None:
if self.app.getQuoteCurrency() != self.fiat_currency:
raise ValueError("all currency pairs in statgroup must use the same quote currency")
else:
self.fiat_currency = self.app.getQuoteCurrency()

# get buy/sell pairs (merge as necessary)
last_order = None
# pylint: disable=unused-variable
for index, row in self.orders.iterrows():
time = row['created_at'].to_pydatetime()
if row['action'] == 'buy':
if self.app.exchange == 'coinbasepro':
amount = row['filled'] * row['price']
if last_order in ['sell', None]:
last_order = 'buy'
if self.app.exchange == 'coinbasepro':
self.order_pairs.append({'buy': {'time':time, 'size': amount, 'buy_fees': row['fees']}, 'sell': None})
else:
last_order = 'buy'
order_pairs[-1]['buy']['size'] += row['size']
self.order_pairs.append({'buy': {'time':time, 'size': row['size']}, 'sell': None})
else:
if last_order == None: # first order is a sell (no pair)
continue
if last_order == 'buy':
last_order = 'sell'
order_pairs[-1]['sell'] = {'time':time, 'size': row['size']}
if self.app.exchange == 'coinbasepro':
self.order_pairs[-1]['buy']['size'] += amount
self.order_pairs[-1]['buy']['buy_fees'] += row['fees']
else:
order_pairs[-1]['sell']['size'] += row['size']
self.order_pairs[-1]['buy']['size'] += row['size']
else:
if self.app.exchange == 'coinbasepro':
amount = (row['filled'] * row['price'])
else:
amount = row['size']
if last_order == None: # first order is a sell (no pair)
continue
if last_order == 'buy':
last_order = 'sell'
if self.app.exchange == 'coinbasepro':
self.order_pairs[-1]['sell'] = {'time':time, 'size': amount, 'sell_fees': row['fees']}
else:
self.order_pairs[-1]['sell'] = {'time':time, 'size': amount}
else:
if self.app.exchange == 'coinbasepro':
self.order_pairs[-1]['sell']['size'] += amount
self.order_pairs[-1]['sell']['sell_fees'] += row['fees']
else:
self.order_pairs[-1]['sell']['size'] += amount
# remove open trade
if len(self.order_pairs) > 0:
if self.order_pairs[-1]['sell'] == None:
self.order_pairs = self.order_pairs[:-1]

# remove open trade
if len(order_pairs) > 0:
if order_pairs[-1]['sell'] == None:
order_pairs = order_pairs[:-1]
def show(self):
if self.app.getStats():
if self.app.statgroup:
for currency in self.app.statgroup:
self.get_data(currency)
else:
self.get_data(self.app.getMarket())
self.data_display()

# get % gains and delta
for pair in order_pairs:
def data_display(self):
# get % gains and delta
for pair in self.order_pairs:
if self.app.exchange == 'coinbasepro':
pair['delta'] = pair['sell']['size'] - (pair['buy']['size'] + pair['buy']['buy_fees'] + pair['sell']['sell_fees'])
pair['gain'] = (pair['delta'] / pair['buy']['size']) * 100
else:
pair['gain'] = ((pair['sell']['size'] - pair['buy']['size']) / pair['buy']['size']) * 100
pair['delta'] = pair['sell']['size'] - pair['buy']['size']

# get day/week/month/all time totals
totals = {'today': [], 'week': [], 'month': [], 'all_time': []}
today = datetime.today().date()
lastweek = today - timedelta(days=7)
lastmonth = today - timedelta(days=30)
if self.app.statstartdate:
try:
start = datetime.strptime(self.app.statstartdate, '%Y-%m-%d').date()
except:
raise ValueError("format of --statstartdate must be yyyy-mm-dd")
else:
start = None
for pair in self.order_pairs:
if start:
if pair['sell']['time'].date() < start:
continue
totals['all_time'].append(pair)
if pair['sell']['time'].date() == today:
totals['today'].append(pair)
if pair['sell']['time'].date() > lastweek:
totals['week'].append(pair)
if pair['sell']['time'].date() > lastmonth:
totals['month'].append(pair)

# prepare data for output
today_per = [x['gain'] for x in totals['today']]
week_per = [x['gain'] for x in totals['week']]
month_per = [x['gain'] for x in totals['month']]
all_time_per = [x['gain'] for x in totals['all_time']]
today_gain = [x['delta'] for x in totals['today']]
week_gain = [x['delta'] for x in totals['week']]
month_gain = [x['delta'] for x in totals['month']]
all_time_gain = [x['delta'] for x in totals['all_time']]

# get day/week/month/all time totals
totals = {'today': [], 'week': [], 'month': [], 'all_time': []}
today = datetime.today().date()
lastweek = today - timedelta(days=7)
lastmonth = today - timedelta(days=30)
for pair in order_pairs:
totals['all_time'].append(pair)
if pair['sell']['time'].date() == today:
totals['today'].append(pair)
if pair['sell']['time'].date() > lastweek:
totals['week'].append(pair)
if pair['sell']['time'].date() > lastmonth:
totals['month'].append(pair)

# prepare data for output
today_per = [x['gain'] for x in totals['today']]
week_per = [x['gain'] for x in totals['week']]
month_per = [x['gain'] for x in totals['month']]
all_time_per = [x['gain'] for x in totals['all_time']]
today_gain = [x['delta'] for x in totals['today']]
week_gain = [x['delta'] for x in totals['week']]
month_gain = [x['delta'] for x in totals['month']]
all_time_gain = [x['delta'] for x in totals['all_time']]

if len(today_per) > 0:
today_delta = [(x['sell']['time'] - x['buy']['time']).total_seconds() for x in totals['today']]
today_delta = timedelta(seconds=int(sum(today_delta) / len(today_delta)))
else: today_delta = '0:0:0'
if len(week_per) > 0:
week_delta = [(x['sell']['time'] - x['buy']['time']).total_seconds() for x in totals['week']]
week_delta = timedelta(seconds=int(sum(week_delta) / len(week_delta)))
else: week_delta = '0:0:0'
if len(month_per) > 0:
month_delta = [(x['sell']['time'] - x['buy']['time']).total_seconds() for x in totals['month']]
month_delta = timedelta(seconds=int(sum(month_delta) / len(month_delta)))
else: month_delta = '0:0:0'
if len(all_time_per) > 0:
all_time_delta = [(x['sell']['time'] - x['buy']['time']).total_seconds() for x in totals['all_time']]
all_time_delta = timedelta(seconds=int(sum(all_time_delta) / len(all_time_delta)))
else: all_time_delta = '0:0:0'
if len(today_per) > 0:
today_delta = [(x['sell']['time'] - x['buy']['time']).total_seconds() for x in totals['today']]
today_delta = timedelta(seconds=int(sum(today_delta) / len(today_delta)))
else: today_delta = '0:0:0'
if len(week_per) > 0:
week_delta = [(x['sell']['time'] - x['buy']['time']).total_seconds() for x in totals['week']]
week_delta = timedelta(seconds=int(sum(week_delta) / len(week_delta)))
else: week_delta = '0:0:0'
if len(month_per) > 0:
month_delta = [(x['sell']['time'] - x['buy']['time']).total_seconds() for x in totals['month']]
month_delta = timedelta(seconds=int(sum(month_delta) / len(month_delta)))
else: month_delta = '0:0:0'
if len(all_time_per) > 0:
all_time_delta = [(x['sell']['time'] - x['buy']['time']).total_seconds() for x in totals['all_time']]
all_time_delta = timedelta(seconds=int(sum(all_time_delta) / len(all_time_delta)))
else: all_time_delta = '0:0:0'

# popular currencies
symbol = self.app.getQuoteCurrency()
if symbol in ['USD', 'AUD', 'CAD', 'SGD', 'NZD']: symbol = '$'
if symbol == 'EUR': symbol = '€'
if symbol == 'GBP': symbol = '£'
# popular currencies
symbol = self.app.getQuoteCurrency()
if symbol in ['USD', 'AUD', 'CAD', 'SGD', 'NZD']: symbol = '$'
if symbol == 'EUR': symbol = '€'
if symbol == 'GBP': symbol = '£'

today_sum = symbol + ' {:.2f}'.format(round(sum(today_gain), 2)) if len(today_gain) > 0 else symbol + ' 0.00'
week_sum = symbol + ' {:.2f}'.format(round(sum(week_gain), 2)) if len(week_gain) > 0 else symbol + ' 0.00'
month_sum= symbol + ' {:.2f}'.format(round(sum(month_gain), 2)) if len(month_gain) > 0 else symbol + ' 0.00'
all_time_sum = symbol + ' {:.2f}'.format(round(sum(all_time_gain), 2)) if len(all_time_gain) > 0 else symbol + ' 0.00'
today_percent = str(round(sum(today_per), 4)) + '%' if len(today_per) > 0 else '0.0000%'
week_percent = str(round(sum(week_per), 4)) + '%' if len(week_per) > 0 else '0.0000%'
month_percent = str(round(sum(month_per), 4)) + '%' if len(month_per) > 0 else '0.0000%'
all_time_percent = str(round(sum(all_time_per), 4)) + '%' if len(all_time_per) > 0 else '0.0000%'
today_sum = symbol + ' {:.2f}'.format(round(sum(today_gain), 2)) if len(today_gain) > 0 else symbol + ' 0.00'
week_sum = symbol + ' {:.2f}'.format(round(sum(week_gain), 2)) if len(week_gain) > 0 else symbol + ' 0.00'
month_sum= symbol + ' {:.2f}'.format(round(sum(month_gain), 2)) if len(month_gain) > 0 else symbol + ' 0.00'
all_time_sum = symbol + ' {:.2f}'.format(round(sum(all_time_gain), 2)) if len(all_time_gain) > 0 else symbol + ' 0.00'
today_percent = str(round(sum(today_per), 4)) + '%' if len(today_per) > 0 else '0.0000%'
week_percent = str(round(sum(week_per), 4)) + '%' if len(week_per) > 0 else '0.0000%'
month_percent = str(round(sum(month_per), 4)) + '%' if len(month_per) > 0 else '0.0000%'
all_time_percent = str(round(sum(all_time_per), 4)) + '%' if len(all_time_per) > 0 else '0.0000%'

trades = 'Number of Completed Trades:'
gains = 'Percentage Gains:'
aver = 'Average Time Held (H:M:S):'
success = 'Total Profit/Loss:'
width = 30
trades = 'Number of Completed Trades:'
gains = 'Percentage Gains:'
aver = 'Average Time Held (H:M:S):'
success = 'Total Profit/Loss:'
width = 30
if self.app.statgroup: header = 'MERGE'
else: header = self.app.getMarket()

Logger.info(f'------------- TODAY : {self.app.getMarket()} --------------')
Logger.info(trades + ' ' * (width-len(trades)) + str(len(today_per)))
Logger.info(gains + ' ' * (width-len(gains)) + today_percent)
Logger.info(aver + ' ' * (width-len(aver)) + str(today_delta))
Logger.info(success + ' ' * (width-len(success)) + today_sum)
Logger.info(f'\n-------------- WEEK : {self.app.getMarket()} --------------')
Logger.info(trades + ' ' * (width-len(trades)) + str(len(week_per)))
Logger.info(gains + ' ' * (width-len(gains)) + week_percent)
Logger.info(aver + ' ' * (width-len(aver)) + str(week_delta))
Logger.info(success + ' ' * (width-len(success)) + week_sum)
Logger.info(f'\n------------- MONTH : {self.app.getMarket()} --------------')
Logger.info(trades + ' ' * (width-len(trades)) + str(len(month_per)))
Logger.info(gains + ' ' * (width-len(gains)) + month_percent)
Logger.info(aver + ' ' * (width-len(aver)) + str(month_delta))
Logger.info(success + ' ' * (width-len(success)) + month_sum)
Logger.info(f'\n------------ ALL TIME : {self.app.getMarket()} ------------')
Logger.info(trades + ' ' * (width-len(trades)) + str(len(all_time_per)))
Logger.info(gains + ' ' * (width-len(gains)) + all_time_percent)
Logger.info(aver + ' ' * (width-len(aver)) + str(all_time_delta))
Logger.info(success + ' ' * (width-len(success)) + all_time_sum)
Logger.info(f'------------- TODAY : {header} --------------')
Logger.info(trades + ' ' * (width-len(trades)) + str(len(today_per)))
Logger.info(gains + ' ' * (width-len(gains)) + today_percent)
Logger.info(aver + ' ' * (width-len(aver)) + str(today_delta))
Logger.info(success + ' ' * (width-len(success)) + today_sum)
Logger.info(f'\n-------------- WEEK : {header} --------------')
Logger.info(trades + ' ' * (width-len(trades)) + str(len(week_per)))
Logger.info(gains + ' ' * (width-len(gains)) + week_percent)
Logger.info(aver + ' ' * (width-len(aver)) + str(week_delta))
Logger.info(success + ' ' * (width-len(success)) + week_sum)
Logger.info(f'\n------------- MONTH : {header} --------------')
Logger.info(trades + ' ' * (width-len(trades)) + str(len(month_per)))
Logger.info(gains + ' ' * (width-len(gains)) + month_percent)
Logger.info(aver + ' ' * (width-len(aver)) + str(month_delta))
Logger.info(success + ' ' * (width-len(success)) + month_sum)
Logger.info(f'\n------------ ALL TIME : {header} ------------')
Logger.info(trades + ' ' * (width-len(trades)) + str(len(all_time_per)))
Logger.info(gains + ' ' * (width-len(gains)) + all_time_percent)
Logger.info(aver + ' ' * (width-len(aver)) + str(all_time_delta))
Logger.info(success + ' ' * (width-len(success)) + all_time_sum)

sys.exit()
sys.exit()
6 changes: 5 additions & 1 deletion models/config/default_parser.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -119,9 +119,13 @@ def defaultConfigParse(app, config):
if isinstance(config['stats'], int):
if bool(config['stats']):
app.stats = True
if 'statgroup' in config:
app.statgroup = config['statgroup']
if 'statstartdate' in config:
app.statstartdate = config['statstartdate']
else:
raise TypeError('stats must be of type int')

if 'sellatloss' in config:
if isinstance(config['sellatloss'], int):
if config['sellatloss'] in [ 0, 1 ]:
Expand Down

0 comments on commit 0cef311

Please sign in to comment.