Show positions formatting (#1072)

- Clean up `show-positions` CLI command output, so that it works better if the output is long

tests/cli/test_cli_show_positions_long.py

@@ -0,0 +1,28 @@
+"""Command show-positions with long output"""
+import os.path
+from contextlib import redirect_stdout
+from io import StringIO
+from pathlib import Path
+
+
+from tradeexecutor.cli.main import app
+
+def test_cli_show_positions_long(mocker):
+    """show-positions command work with long output of various output.
+    """
+    path = Path(os.path.dirname(__file__)) / "show-positions-long.json"
+
+    environment = {
+        "STATE_FILE": path.as_posix(),
+    }
+
+    mocker.patch.dict("os.environ", environment, clear=True)
+
+    f = StringIO()
+    with redirect_stdout(f):
+        app(["show-positions"], standalone_mode=False)
+
+    assert "Open positions" in f.getvalue()
+    assert "No frozen positions" in f.getvalue()
+
+

tradeexecutor/analysis/position.py

@@ -50,16 +50,35 @@ def display_positions(positions: Iterable[TradingPosition]) -> pd.DataFrame:
         items.append({
             "Flags": ", ".join(flags),
             "Ticker": p.pair.get_ticker(),
-            f"Size {p.pair.base.token_symbol}": p.get_quantity(),
-            "Profit": p.get_realised_profit_percent() * 100 if p.is_closed() else "",
-            "Opened at": _ftime(p.opened_at),
-            "Closed at": _ftime(p.closed_at),
-            "Notes": p.notes,
+            # f"Size": p.get_quantity(),
+            # "Profit": p.get_realised_profit_percent() * 100 if p.is_closed() else "",
+            "Opened": _ftime(p.opened_at),
+            "Closed": _ftime(p.closed_at),
+            "Notes": (p.notes or "")[0:20],
         })
 
         for t in p.trades.values():
             idx.append(p.position_id)
 
+            flags = []
+
+            flags.append("T")
+
+            if t.is_buy():
+                flags.append("B")
+
+            if t.is_sell():
+                flags.append("S")
+
+            if t.is_stop_loss():
+                flags.append("SL")
+
+            if t.is_repair_trade():
+                flags.append("R2")
+
+            if t.is_repaired():
+                flags.append("R1")
+
             text = []
             if t.notes:
                 text.append(t.notes)
@@ -69,12 +88,14 @@ def display_positions(positions: Iterable[TradingPosition]) -> pd.DataFrame:
                 text.append(revert_reason)
 
             items.append({
+                "Flags": ", ".join(flags),
+                "Ticker": "‎ ‎ ‎ ‎ ‎ ┗",
                 "Trade id": str(t.trade_id),  # Mixed NA/number column fix
-                "Price": t.executed_price,
-                f"Trade size": t.get_position_quantity(),
-                "Trade opened": _ftime(t.opened_at),
-                "Trade executed": _ftime(t.executed_at),
-                "Trade notes": "\n".join(text),
+                "Price": f"{t.executed_price:.6f}" if t.executed_price else "-",
+                f"Trade size": f"{t.get_position_quantity():,.2f}",
+                "Opened": _ftime(t.opened_at),
+                "Executed": _ftime(t.executed_at),
+                "Notes": "\n".join(text)[0:20],
             })
 
     df = pd.DataFrame(items, index=idx)

tradeexecutor/cli/commands/show_positions.py

@@ -17,10 +17,14 @@
 
 
 class PositionType(enum.Enum):
+    """What output we want from show-positions command."""
 
     #: Show only open positions
     open = "open"
 
+    #: Show only open positions
+    open_and_frozen = "open_and_frozen"
+
     #: Show all positions
     all = "all"
 
@@ -30,7 +34,7 @@ def show_positions(
     id: str = shared_options.id,
     state_file: Optional[Path] = shared_options.state_file,
     strategy_file: Optional[Path] = shared_options.optional_strategy_file,
-    position_type: PositionType = Option(PositionType.open.value, envvar="POSITION_TYPE", help="Which position types to display")
+    position_type: PositionType = Option(PositionType.open_and_frozen.value, envvar="POSITION_TYPE", help="Which position types to display")
 ):
     """Display trading positions from a state file.
 
@@ -54,21 +58,29 @@ def show_positions(
 
     print(f"Displaying positions and trades for state {state.name}")
     print(f"State last updated: {state.last_updated_at}")
-
-    if position_type == PositionType.open:
-        print("Open positions")
-        df = display_positions(state.portfolio.open_positions.values())
-        # https://pypi.org/project/tabulate/
-        # https://stackoverflow.com/a/31885295/315168
+    print(f"Position flags: F = frozen, R = contains repairs, UE = unexpected trades, SL = stop loss triggered, - = trade")
+    print(f"Trade flags: T = trade, B = buy, S = sell, SL = stop loss, R1 = repaired, R2 = repairing")
+
+    print("Open positions")
+    df = display_positions(state.portfolio.open_positions.values())
+    # https://pypi.org/project/tabulate/
+    # https://stackoverflow.com/a/31885295/315168
+    if len(df) > 0:
         print(tabulate(df, headers='keys', tablefmt='rounded_outline'))
-        print()
+    else:
+        print("No open positions")
+    print()
 
-    if position_type == PositionType.all:
+    if position_type in (PositionType.all, PositionType.open_and_frozen):
         print("Frozen positions")
         df = display_positions(state.portfolio.frozen_positions.values())
-        print(tabulate(df, headers='keys', tablefmt='rounded_outline'))
-
+        if len(df) > 0:
+            print(tabulate(df, headers='keys', tablefmt='rounded_outline'))
+        else:
+            print("No frozen positions")
         print()
+
+    if position_type == PositionType.all:
         print("Closed positions")
         df = display_positions(state.portfolio.closed_positions.values())
         print(tabulate(df, headers='keys', tablefmt='rounded_outline'))

tradeexecutor/strategy/pandas_trader/decision_trigger.py

@@ -350,13 +350,13 @@ def wait_for_universe_data_availability_jsonl(
             )
 
         # Avoid excessive logging output if > 10 pairs
-        last_timestamps_log = last_timestamps_log[0:400]
+        last_timestamps_log_str = str(last_timestamps_log)[0:400]
 
         logger.info("Timestamp wanted %s, Completed pairs: %d, Incompleted pairs: %d, last candles %s, diff is %s, sleeping %s",
                     wanted_timestamp,
                     len(completed_pairs),
                     len(incompleted_pairs),
-                    last_timestamps_log,
+                    last_timestamps_log_str,
                     diff,
                     poll_delay)