[pull] develop from freqtrade:develop

freqtrade/data/history/history_utils.py

@@ -388,8 +388,10 @@ def refresh_backtest_ohlcv_data(
             for timeframe in timeframes:
                 # Get fast candles via parallel method on first loop through per timeframe
                 # and candle type. Downloads all the pairs in the list and stores them.
+                # Also skips if only 1 pair/timeframe combination is scheduled for download.
                 if (
                     not no_parallel_download
+                    and (len(pairs) + len(timeframes)) > 2
                     and exchange.get_option("download_data_parallel_quick", True)
                     and (
                         ((pair, timeframe, candle_type) not in fast_candles)
@@ -474,18 +476,20 @@ def _download_all_pairs_history_parallel(
     :return: Candle pairs with timeframes
     """
     candles: dict[PairWithTimeframe, DataFrame] = {}
-    since = 0
+    since: int | None = None
     if timerange:
         if timerange.starttype == "date":
             since = timerange.startts * 1000
 
     candle_limit = exchange.ohlcv_candle_limit(timeframe, candle_type)
     one_call_min_time_dt = dt_ts(date_minus_candles(timeframe, candle_limit))
     # check if we can get all candles in one go, if so then we can download them in parallel
-    if since > one_call_min_time_dt:
+    if since is None or since > one_call_min_time_dt:
         logger.info(
-            f"Downloading parallel candles for {timeframe} for all pairs "
-            f"since {format_ms_time(since)}"
+            f"Downloading parallel candles for {timeframe} for all pairs"
+            f" since {format_ms_time(since)}"
+            if since
+            else "."
         )
         needed_pairs: ListPairsWithTimeframes = [
             (p, timeframe, candle_type) for p in [p for p in pairs]

freqtrade/rpc/rpc.py

@@ -47,6 +47,7 @@
     dt_ts,
     dt_ts_def,
     format_date,
+    format_pct,
     shorten_date,
 )
 from freqtrade.wallets import PositionWallet, Wallet
@@ -302,7 +303,7 @@ def _rpc_status_table(
         fiat_total_profit_sum = nan
         for trade in self._rpc_trade_status():
             # Format profit as a string with the right sign
-            profit = f"{trade['profit_ratio']:.2%}"
+            profit = f"{format_pct(trade['profit_ratio'])}"
             fiat_profit = trade.get("profit_fiat", None)
             if fiat_profit is None or isnan(fiat_profit):
                 fiat_profit = trade.get("profit_abs", 0.0)

freqtrade/rpc/telegram.py

@@ -48,6 +48,7 @@
     fmt_coin,
     fmt_coin2,
     format_date,
+    format_pct,
     round_value,
 )
 
@@ -481,7 +482,7 @@ def _format_exit_msg(self, msg: RPCExitMsg) -> str:
             if is_final_exit:
                 profit_prefix = "Sub "
                 cp_extra = (
-                    f"*Final Profit:* `{msg['final_profit_ratio']:.2%} "
+                    f"*Final Profit:* `{format_pct(msg['final_profit_ratio'])} "
                     f"({msg['cumulative_profit']:.8f} {msg['quote_currency']}{cp_fiat})`\n"
                 )
             else:
@@ -497,7 +498,7 @@ def _format_exit_msg(self, msg: RPCExitMsg) -> str:
             f"{exit_wording} {msg['pair']} (#{msg['trade_id']})\n"
             f"{self._add_analyzed_candle(msg['pair'])}"
             f"*{f'{profit_prefix}Profit' if is_fill else f'Unrealized {profit_prefix}Profit'}:* "
-            f"`{msg['profit_ratio']:.2%}{profit_extra}`\n"
+            f"`{format_pct(msg['profit_ratio'])}{profit_extra}`\n"
             f"{cp_extra}"
             f"{enter_tag}"
             f"*Exit Reason:* `{msg['exit_reason']}`\n"
@@ -677,7 +678,7 @@ def _prepare_order_details(self, filled_orders: list, quote_currency: str, is_op
                 )
                 lines.append(
                     f"*Average {wording} Price:* {round_value(cur_entry_average, 8)} "
-                    f"({price_to_1st_entry:.2%} from 1st entry rate)"
+                    f"({format_pct(price_to_1st_entry)} from 1st entry rate)"
                 )
                 lines.append(f"*Order Filled:* {order['order_filled_date']}")
 
@@ -800,21 +801,23 @@ async def _status_msg(self, update: Update, context: CallbackContext) -> None:
                         else ""
                     ),
                     ("*Unrealized Profit:* " if r["is_open"] else "*Close Profit: *")
-                    + f"`{r['profit_ratio']:.2%}` `({r['profit_abs_r']})`",
+                    + f"`{format_pct(r['profit_ratio'])}` `({r['profit_abs_r']})`",
                 ]
             )
 
             if r["is_open"]:
-                if r.get("realized_profit"):
-                    lines.extend(
-                        [
-                            f"*Realized Profit:* `{r['realized_profit_ratio']:.2%} "
-                            f"({r['realized_profit_r']})`",
-                            (
-                                f"*Total Profit:* `{r['total_profit_ratio']:.2%} "
-                                f"({r['total_profit_abs_r']})`"
-                            ),
-                        ]
+                if (
+                    r.get("realized_profit") is not None
+                    and r.get("realized_profit_ratio") is not None
+                ):
+                    lines.append(
+                        f"*Realized Profit:* `{format_pct(r['realized_profit_ratio'])} "
+                        f"({r['realized_profit_r']})`"
+                    )
+                if r.get("total_profit_ratio") is not None:
+                    lines.append(
+                        f"*Total Profit:* `{format_pct(r['total_profit_ratio'])} "
+                        f"({r['total_profit_abs_r']})`"
                     )
 
                 # Append empty line to improve readability
@@ -830,17 +833,17 @@ async def _status_msg(self, update: Update, context: CallbackContext) -> None:
                     # Adding initial stoploss only if it is different from stoploss
                     lines.append(
                         f"*Initial Stoploss:* `{r['initial_stop_loss_abs']:.8f}` "
-                        f"`({r['initial_stop_loss_ratio']:.2%})`"
+                        f"`({format_pct(r['initial_stop_loss_ratio'])})`"
                     )
 
                 # Adding stoploss and stoploss percentage only if it is not None
                 lines.append(
                     f"*Stoploss:* `{round_value(r['stop_loss_abs'], 8)}` "
-                    + (f"`({r['stop_loss_ratio']:.2%})`" if r["stop_loss_ratio"] else "")
+                    + (f"`({format_pct(r['stop_loss_ratio'])})`" if r["stop_loss_ratio"] else "")
                 )
                 lines.append(
                     f"*Stoploss distance:* `{round_value(r['stoploss_current_dist'], 8)}` "
-                    f"`({r['stoploss_current_dist_ratio']:.2%})`"
+                    f"`({format_pct(r['stoploss_current_dist_ratio'])})`"
                 )
                 if open_orders := r.get("open_orders"):
                     lines.append(
@@ -951,7 +954,7 @@ async def _timeunit_stats(self, update: Update, context: CallbackContext, unit:
                     f"{period['date']:{val.dateformat}} ({period['trade_count']})",
                     f"{fmt_coin(period['abs_profit'], stats['stake_currency'])}",
                     f"{period['fiat_value']:.2f} {stats['fiat_display_currency']}",
-                    f"{period['rel_profit']:.2%}",
+                    f"{format_pct(period['rel_profit'])}",
                 ]
                 for period in stats["data"]
             ],
@@ -1067,7 +1070,7 @@ def _format_profit_message(
             markdown_msg = (
                 f"{closed_roi_label}\n"
                 f"∙ `{fmt_coin(profit_closed_coin, stake_cur)} "
-                f"({profit_closed_ratio_mean:.2%}) "
+                f"({format_pct(profit_closed_ratio_mean)}) "
                 f"({profit_closed_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
                 f"{fiat_closed_trades}"
             )
@@ -1080,7 +1083,7 @@ def _format_profit_message(
         markdown_msg += (
             f"{all_roi_label}\n"
             f"∙ `{fmt_coin(profit_all_coin, stake_cur)} "
-            f"({profit_all_ratio_mean:.2%}) "
+            f"({format_pct(profit_all_ratio_mean)}) "
             f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
             f"{fiat_all_trades}"
             f"*Total Trade Count:* `{trade_count}`\n"
@@ -1089,24 +1092,24 @@ def _format_profit_message(
             f"`{first_trade_date}`\n"
             f"*Latest Trade opened:* `{latest_trade_date}`\n"
             f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`\n"
-            f"*Winrate:* `{winrate:.2%}`\n"
+            f"*Winrate:* `{format_pct(winrate)}`\n"
             f"*Expectancy (Ratio):* `{expectancy:.2f} ({expectancy_ratio:.2f})`"
         )
 
         if stats["closed_trade_count"] > 0:
             markdown_msg += (
                 f"\n*Avg. Duration:* `{avg_duration}`\n"
                 f"*Best Performing:* `{best_pair}: {best_pair_profit_abs} "
-                f"({best_pair_profit_ratio:.2%})`\n"
+                f"({format_pct(best_pair_profit_ratio)})`\n"
                 f"*Trading volume:* `{fmt_coin(stats['trading_volume'], stake_cur)}`\n"
                 f"*Profit factor:* `{stats['profit_factor']:.2f}`\n"
-                f"*Max Drawdown:* `{stats['max_drawdown']:.2%} "
+                f"*Max Drawdown:* `{format_pct(stats['max_drawdown'])} "
                 f"({fmt_coin(stats['max_drawdown_abs'], stake_cur)})`\n"
                 f"    from `{stats['max_drawdown_start']} "
                 f"({fmt_coin(stats['drawdown_high'], stake_cur)})`\n"
                 f"    to `{stats['max_drawdown_end']} "
                 f"({fmt_coin(stats['drawdown_low'], stake_cur)})`\n"
-                f"*Current Drawdown:* `{stats['current_drawdown']:.2%} "
+                f"*Current Drawdown:* `{format_pct(stats['current_drawdown'])} "
                 f"({fmt_coin(stats['current_drawdown_abs'], stake_cur)})`\n"
                 f"    from `{stats['current_drawdown_start']} "
                 f"({fmt_coin(stats['current_drawdown_high'], stake_cur)})`\n"
@@ -1559,7 +1562,7 @@ async def _trades(self, update: Update, context: CallbackContext) -> None:
                     dt_humanize_delta(dt_from_ts(trade["close_timestamp"])),
                     f"{trade['pair']} (#{trade['trade_id']}"
                     f"{(' ' + ('S' if trade['is_short'] else 'L')) if nonspot else ''})",
-                    f"{(trade['close_profit']):.2%} ({trade['close_profit_abs']})",
+                    f"{format_pct(trade['close_profit'])} ({trade['close_profit_abs']})",
                 ]
                 for trade in trades["trades"]
             ],
@@ -1623,7 +1626,7 @@ async def _performance(self, update: Update, context: CallbackContext) -> None:
             stat_line = (
                 f"{i + 1}.\t <code>{trade['pair']}\t"
                 f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
-                f"({trade['profit_ratio']:.2%}) "
+                f"({format_pct(trade['profit_ratio'])}) "
                 f"({trade['count']})</code>\n"
             )
 
@@ -1660,7 +1663,7 @@ async def _enter_tag_performance(self, update: Update, context: CallbackContext)
             stat_line = (
                 f"{i + 1}.\t `{trade['enter_tag']}\t"
                 f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
-                f"({trade['profit_ratio']:.2%}) "
+                f"({format_pct(trade['profit_ratio'])}) "
                 f"({trade['count']})`\n"
             )
 
@@ -1697,7 +1700,7 @@ async def _exit_reason_performance(self, update: Update, context: CallbackContex
             stat_line = (
                 f"{i + 1}.\t `{trade['exit_reason']}\t"
                 f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
-                f"({trade['profit_ratio']:.2%}) "
+                f"({format_pct(trade['profit_ratio'])}) "
                 f"({trade['count']})`\n"
             )
 
@@ -1734,7 +1737,7 @@ async def _mix_tag_performance(self, update: Update, context: CallbackContext) -
             stat_line = (
                 f"{i + 1}.\t `{trade['mix_tag']}\t"
                 f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
-                f"({trade['profit_ratio']:.2%}) "
+                f"({format_pct(trade['profit_ratio'])}) "
                 f"({trade['count']})`\n"
             )
 

freqtrade/util/__init__.py

@@ -18,6 +18,7 @@
     fmt_coin,
     fmt_coin2,
     format_duration,
+    format_pct,
     round_value,
 )
 from freqtrade.util.ft_precise import FtPrecise
@@ -44,6 +45,7 @@
     "format_date",
     "format_ms_time",
     "format_ms_time_det",
+    "format_pct",
     "get_dry_run_wallet",
     "FtPrecise",
     "PeriodicCache",

freqtrade/util/formatters.py

@@ -1,5 +1,7 @@
 from datetime import timedelta
 
+from numpy import isnan
+
 from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN
 
 
@@ -29,6 +31,8 @@ def round_value(value: float, decimals: int, keep_trailing_zeros=False) -> str:
     :param keep_trailing_zeros: Keep trailing zeros "222.200" vs. "222.2"
     :return: Rounded value as string
     """
+    if isnan(value):
+        return "N/A"
     val = f"{value:.{decimals}f}"
     if not keep_trailing_zeros:
         val = strip_trailing_zeros(val)
@@ -80,3 +84,15 @@ def format_duration(td: timedelta) -> str:
     h, r = divmod(td.seconds, 3600)
     m, _ = divmod(r, 60)
     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%}"

tests/data/test_history.py

@@ -582,6 +582,23 @@ def parallel_mock(pairs, timeframe, candle_type, **kwargs):
         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(
@@ -780,15 +797,16 @@ 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,
         timeframe=timeframe,
         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:

tests/rpc/test_rpc.py

@@ -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)
 
 

tests/util/test_formatters.py

@@ -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"