Merge pull request #13019 from freqtrade/feat/capture_wallets

Capture wallet balance

tests/rpc/test_rpc_apiserver.py

@@ -7,8 +7,10 @@ import logging
 import time
 from copy import deepcopy
 from datetime import UTC, datetime, timedelta
+from io import BytesIO
 from pathlib import Path
 from unittest.mock import ANY, MagicMock, PropertyMock, patch
+from zipfile import ZipFile
 
 import pandas as pd
 import pytest
@@ -1434,6 +1436,41 @@ def test_api_stats(botclient, mocker, ticker, fee, markets, is_short):
     assert "draws" in rc.json()["durations"]
 
 
+@pytest.mark.parametrize("is_short", [True, False])
+def test_api_historic_balance(botclient, mocker, ticker, fee, markets, is_short):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
+    mocker.patch.multiple(
+        EXMS,
+        get_balances=MagicMock(return_value=ticker),
+        fetch_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets),
+    )
+
+    rc = client_get(client, f"{BASE_URI}/historic_balance")
+    assert_response(rc, 200)
+    resp = rc.json()
+    assert "columns" in resp
+    assert "data" in resp
+    assert "length" in resp
+    assert "capture_start_ts" in resp
+    assert resp["length"] == 0
+
+    ftbot.wallets.record_wallet_state()
+
+    rc = client_get(client, f"{BASE_URI}/historic_balance")
+    assert_response(rc, 200)
+    resp1 = rc.json()
+    assert "columns" in resp1
+    assert "data" in resp1
+    assert "length" in resp1
+    assert "capture_start_ts" in resp1
+    assert resp1["length"] == 1
+    assert "__date_ts" in resp1["columns"]
+    assert "total_quote" in resp1["columns"]
+
+
 def test_api_performance(botclient, fee):
     ftbot, client = botclient
     patch_get_signal(ftbot)
@@ -3275,7 +3312,7 @@ def test_api_patch_backtest_history_entry(botclient, tmp_path: Path):
     assert fileres[CURRENT_TEST_STRATEGY]["notes"] == "FooBar"
 
 
-def test_api_patch_backtest_market_change(botclient, tmp_path: Path):
+def test_api_backtest_market_change(botclient, tmp_path: Path):
     ftbot, client = botclient
 
     # Create a temporary directory and file
@@ -3313,6 +3350,55 @@ def test_api_patch_backtest_market_change(botclient, tmp_path: Path):
     ]
 
 
+def test_api_backtest_wallets(botclient, tmp_path: Path):
+    ftbot, client = botclient
+
+    # Create a temporary directory and file
+    bt_results_base = tmp_path / "backtest_results"
+    bt_results_base.mkdir()
+    zip_file = bt_results_base / "backtest_15.zip"
+    with ZipFile(zip_file, "w") as zipf:
+        wallet_df = pd.DataFrame(
+            {
+                "date": [
+                    "2018-01-01T00:00:00Z",
+                    "2018-01-01T00:00:00Z",
+                    "2018-01-01T00:05:00Z",
+                    "2018-01-01T00:05:00Z",
+                ],
+                "currency": ["ETH", "BTC", "ETH", "BTC"],
+                "rate": [2000, 60_000, 2001, 60_001],
+                "balance": [0.5, 0.25, 0.5, 0.25],
+            }
+        )
+        wallet_df["date"] = pd.to_datetime(wallet_df["date"])
+        wallet_buf = BytesIO()
+        wallet_df.reset_index().to_feather(wallet_buf, compression_level=9, compression="lz4")
+        wallet_buf.seek(0)
+        zipf.writestr("backtest_15_SampleStrategy_wallet.feather", wallet_buf.read())
+
+    # Wrong basedirectory
+    rc = client_get(client, f"{BASE_URI}/backtest/history/randomFile.json/SampleStrategy/wallet")
+    assert_response(rc, 503)
+
+    ftbot.config["user_data_dir"] = tmp_path
+    ftbot.config["runmode"] = RunMode.WEBSERVER
+
+    # Nonexisting file - fails "is_file_in_dir" check
+    rc = client_get(client, f"{BASE_URI}/backtest/history/randomFile.json/SampleStrategy/wallet")
+    assert_response(rc, 400)
+
+    rc = client_get(client, f"{BASE_URI}/backtest/history/backtest_15/SampleStrategy/wallet")
+    assert_response(rc, 200)
+    result = rc.json()
+    assert result["length"] == 2
+    assert result["columns"] == ["date", "__date_ts", "total_quote"]
+    assert result["data"] == [
+        ["2018-01-01T00:00:00Z", 1514764800000, 16000.0],
+        ["2018-01-01T00:05:00Z", 1514765100000, 16000.75],
+    ]
+
+
 def test_health(botclient):
     _ftbot, client = botclient