def get_portfolio_current_value():
simulated_value = 0
real_value = 0
has_real_trader = False
has_simulated_trader = False
for exchange_manager in interfaces.get_exchange_managers():
if trading_api.is_trader_existing_and_enabled(exchange_manager):
current_value = trading_api.get_current_portfolio_value(
exchange_manager)
# current_value might be 0 if no trades have been made / canceled => use origin value
if current_value == 0:
current_value = trading_api.get_origin_portfolio_value(
exchange_manager)
if trading_api.is_trader_simulated(exchange_manager):
simulated_value += current_value
has_simulated_trader = True
else:
real_value += current_value
has_real_trader = True
return has_real_trader, has_simulated_trader, real_value, simulated_value
def _log_global_report(self, exchange_manager):
_, profitability, _, market_average_profitability, _ = trading_api.get_profitability_stats(
exchange_manager)
reference_market = trading_api.get_reference_market(
self.backtesting_config)
end_portfolio = trading_api.get_portfolio(exchange_manager)
end_portfolio_value = trading_api.get_current_portfolio_value(
exchange_manager)
starting_portfolio = trading_api.get_origin_portfolio(exchange_manager)
starting_portfolio_value = trading_api.get_origin_portfolio_value(
exchange_manager)
self.logger.info(
f"[End portfolio] value {round(end_portfolio_value, 5)} {reference_market} "
f"Holdings: {pretty_printer.global_portfolio_pretty_print(end_portfolio, ' | ')}"
)
self.logger.info(
f"[Starting portfolio] value {round(starting_portfolio_value, 5)} {reference_market} "
f"Holdings: {pretty_printer.global_portfolio_pretty_print(starting_portfolio, ' | ')}"
)
self.logger.info(
f"Global market profitability (vs {reference_market}) : "
f"{market_average_profitability}% | Octobot : {profitability}%")
self.logger.info(
f"Simulation lasted "
f"{round(backtesting_api.get_backtesting_duration(self.octobot_backtesting.backtesting), 3)} sec"
)
def get_global_profitability():
simulated_global_profitability = 0
real_global_profitability = 0
simulated_no_trade_profitability = 0
real_no_trade_profitability = 0
simulated_full_origin_value = 0
real_full_origin_value = 0
market_average_profitability = None
has_real_trader = False
has_simulated_trader = False
for exchange_manager in interfaces.get_exchange_managers():
if trading_api.is_trader_existing_and_enabled(exchange_manager):
current_value, _, _, market_average_profitability, initial_portfolio_current_profitability = \
trading_api.get_profitability_stats(exchange_manager)
if trading_api.is_trader_simulated(exchange_manager):
simulated_full_origin_value += trading_api.get_origin_portfolio_value(
exchange_manager)
simulated_global_profitability += current_value
simulated_no_trade_profitability += initial_portfolio_current_profitability
has_simulated_trader = True
else:
real_full_origin_value += trading_api.get_origin_portfolio_value(
exchange_manager)
real_global_profitability += current_value
real_no_trade_profitability += initial_portfolio_current_profitability
has_real_trader = True
simulated_percent_profitability = simulated_global_profitability * 100 / simulated_full_origin_value \
if simulated_full_origin_value > 0 else 0
real_percent_profitability = real_global_profitability * 100 / real_full_origin_value \
if real_full_origin_value > 0 else 0
return has_real_trader, has_simulated_trader, \
real_global_profitability, simulated_global_profitability, \
real_percent_profitability, simulated_percent_profitability, \
real_no_trade_profitability, simulated_no_trade_profitability, \
market_average_profitability
def _get_real_portfolio_value(self):
if self.has_real_trader:
total_value = 0
for exchange_manager in self.exchange_managers:
current_value = trading_api.get_current_portfolio_value(
exchange_manager)
# current_value might be 0 if no trades have been made / canceled => use origin value
if current_value == 0:
current_value = trading_api.get_origin_portfolio_value(
exchange_manager)
total_value += current_value
return float(total_value)
else:
return 0