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{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Strategy debugging example"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Change directory\n",
"# Define all paths relative to the project root shown in the cell output\n",
"import os\n",
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"from pathlib import Path\n",
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"try:\n",
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"\tos.chdir(Path(os.getcwd(), '../..'))\n",
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"\tprint(os.getcwd())\n",
"except:\n",
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"\tpass"
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]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Import requirements and define variables used in the script"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Imports\n",
"from pathlib import Path\n",
"from freqtrade.data.history import load_pair_history\n",
"from freqtrade.resolvers import StrategyResolver\n",
"from freqtrade.data.btanalysis import load_backtest_data\n",
"from freqtrade.data.btanalysis import load_trades_from_db\n",
"\n",
"# Define some constants\n",
"ticker_interval = \"1m\"\n",
"# Name of the strategy class\n",
"strategy_name = 'NewStrategy'\n",
"# Path to user data\n",
"user_data_dir = 'user_data'\n",
"# Location of the strategy\n",
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"strategy_location = Path(user_data_dir, 'strategies')\n",
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"# Location of the data\n",
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"data_location = Path(user_data_dir, 'data', 'binance')\n",
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"# Pair to analyze \n",
"# Only use one pair here\n",
"pair = \"BTC_USDT\""
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load exchange data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Load data using values set above\n",
"bt_data = load_pair_history(datadir=Path(data_location),\n",
" ticker_interval=ticker_interval,\n",
" pair=pair)\n",
"\n",
"# Confirm success\n",
"print(\"Loaded \" + str(len(bt_data)) + f\" rows of data for {pair} from {data_location}\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load and run strategy \n",
"\n",
"* Rerun each time the strategy file is changed\n",
"* Display the trade details. Note that using `data.head()` would also work, however most indicators have some \"startup\" data at the top of the dataframe.\n",
"\n",
"Some possible problems:\n",
"\n",
"* Columns with NaN values at the end of the dataframe\n",
"* Columns used in `crossed*()` functions with completely different units"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Load strategy using values set above\n",
"strategy = StrategyResolver({'strategy': strategy_name,\n",
" 'user_data_dir': user_data_dir,\n",
" 'strategy_path': strategy_location}).strategy\n",
"\n",
"# Run strategy (just like in backtesting)\n",
"df = strategy.analyze_ticker(bt_data, {'pair': pair})\n",
"\n",
"# Report results\n",
"print(f\"Generated {df['buy'].sum()} buy signals\")\n",
"data = df.set_index('date', drop=True)\n",
"data.tail()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load backtest results into a pandas dataframe"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Load backtest results\n",
"df = load_backtest_data(\"user_data/backtest_data/backtest-result.json\")\n",
"\n",
"# Show value-counts per pair\n",
"df.groupby(\"pair\")[\"sell_reason\"].value_counts()\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load live trading results into a pandas dataframe"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Fetch trades from database\n",
"df = load_trades_from_db(\"sqlite:///tradesv3.sqlite\")\n",
"\n",
"# Display results\n",
"df.groupby(\"pair\")[\"sell_reason\"].value_counts()"
]
}
],
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