stable/scripts/plot_dataframe.py

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#!/usr/bin/env python3
"""
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Script to display when the bot will buy on specific pair(s)
Mandatory Cli parameters:
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-p / --pairs: pair(s) to examine
Option but recommended
-s / --strategy: strategy to use
Optional Cli parameters
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-d / --datadir: path to pair(s) backtest data
--timerange: specify what timerange of data to use.
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-l / --live: Live, to download the latest ticker for the pair(s)
-db / --db-url: Show trades stored in database
Indicators recommended
Row 1: sma, ema3, ema5, ema10, ema50
Row 3: macd, rsi, fisher_rsi, mfi, slowd, slowk, fastd, fastk
Example of usage:
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> python3 scripts/plot_dataframe.py --pairs BTC/EUR,XRP/BTC -d user_data/data/
--indicators1 sma,ema3 --indicators2 fastk,fastd
"""
import logging
import sys
from argparse import Namespace
from pathlib import Path
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from typing import Any, Dict, List
import pandas as pd
from freqtrade.arguments import Arguments, TimeRange
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from freqtrade.data import history
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from freqtrade.data.btanalysis import load_trades
from freqtrade.exchange import Exchange
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from freqtrade.optimize import setup_configuration
from freqtrade.plot.plotting import (extract_trades_of_period, generate_graph,
generate_plot_file)
from freqtrade.resolvers import StrategyResolver
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from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
_CONF: Dict[str, Any] = {}
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def get_trading_env(args: Namespace):
"""
Initalize freqtrade Exchange and Strategy, split pairs recieved in parameter
:return: Strategy
"""
global _CONF
# Load the configuration
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_CONF.update(setup_configuration(args, RunMode.BACKTEST))
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pairs = args.pairs.split(',')
if pairs is None:
logger.critical('Parameter --pairs mandatory;. E.g --pairs ETH/BTC,XRP/BTC')
exit()
# Load the strategy
try:
strategy = StrategyResolver(_CONF).strategy
exchange = Exchange(_CONF)
except AttributeError:
logger.critical(
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
args.strategy
)
exit()
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return [strategy, exchange, pairs]
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def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, live: bool):
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"""
Get tickers data for each pairs on live or local, option defined in args
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:return: dictionary of tickers. output format: {'pair': tickersdata}
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"""
ticker_interval = strategy.ticker_interval
tickers = history.load_data(
datadir=Path(str(_CONF.get("datadir"))),
pairs=pairs,
ticker_interval=ticker_interval,
refresh_pairs=_CONF.get('refresh_pairs', False),
timerange=timerange,
exchange=Exchange(_CONF),
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live=live,
)
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# No ticker found, impossible to download, len mismatch
for pair, data in tickers.copy().items():
logger.debug("checking tickers data of pair: %s", pair)
logger.debug("data.empty: %s", data.empty)
logger.debug("len(data): %s", len(data))
if data.empty:
del tickers[pair]
logger.info(
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'An issue occured while retreiving data of %s pair, please retry '
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'using -l option for live or --refresh-pairs-cached', pair)
return tickers
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def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame:
"""
Get tickers then Populate strategy indicators and signals, then return the full dataframe
:return: the DataFrame of a pair
"""
dataframes = strategy.tickerdata_to_dataframe(tickers)
dataframe = dataframes[pair]
dataframe = strategy.advise_buy(dataframe, {'pair': pair})
dataframe = strategy.advise_sell(dataframe, {'pair': pair})
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return dataframe
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def analyse_and_plot_pairs(args: Namespace):
"""
From arguments provided in cli:
-Initialise backtest env
-Get tickers data
-Generate Dafaframes populated with indicators and signals
-Load trades excecuted on same periods
-Generate Plotly plot objects
-Generate plot files
:return: None
"""
strategy, exchange, pairs = get_trading_env(args)
# Set timerange to use
timerange = Arguments.parse_timerange(args.timerange)
ticker_interval = strategy.ticker_interval
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tickers = get_tickers_data(strategy, exchange, pairs, timerange, args.live)
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pair_counter = 0
for pair, data in tickers.items():
pair_counter += 1
logger.info("analyse pair %s", pair)
tickers = {}
tickers[pair] = data
dataframe = generate_dataframe(strategy, tickers, pair)
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trades = load_trades(db_url=args.db_url,
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exportfilename=args.exportfilename)
trades = trades.loc[trades['pair'] == pair]
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trades = extract_trades_of_period(dataframe, trades)
fig = generate_graph(
pair=pair,
data=dataframe,
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trades=trades,
indicators1=args.indicators1.split(","),
indicators2=args.indicators2.split(",")
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)
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generate_plot_file(fig, pair, ticker_interval)
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logger.info('End of ploting process %s plots generated', pair_counter)
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def plot_parse_args(args: List[str]) -> Namespace:
"""
Parse args passed to the script
:param args: Cli arguments
:return: args: Array with all arguments
"""
arguments = Arguments(args, 'Graph dataframe')
arguments.scripts_options()
arguments.parser.add_argument(
'--indicators1',
help='Set indicators from your strategy you want in the first row of the graph. Separate '
'them with a coma. E.g: ema3,ema5 (default: %(default)s)',
type=str,
default='sma,ema3,ema5',
dest='indicators1',
)
arguments.parser.add_argument(
'--indicators2',
help='Set indicators from your strategy you want in the third row of the graph. Separate '
'them with a coma. E.g: fastd,fastk (default: %(default)s)',
type=str,
default='macd,macdsignal',
dest='indicators2',
)
arguments.parser.add_argument(
'--plot-limit',
help='Specify tick limit for plotting - too high values cause huge files - '
'Default: %(default)s',
dest='plot_limit',
default=750,
type=int,
)
arguments.common_args_parser()
arguments.optimizer_shared_options(arguments.parser)
arguments.backtesting_options(arguments.parser)
return arguments.parse_args()
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def main(sysargv: List[str]) -> None:
"""
This function will initiate the bot and start the trading loop.
:return: None
"""
logger.info('Starting Plot Dataframe')
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analyse_and_plot_pairs(
plot_parse_args(sysargv)
)
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exit()
if __name__ == '__main__':
main(sys.argv[1:])