stable/scripts/plot_dataframe.py

#!/usr/bin/env python3
"""
Script to display when the bot will buy on specific pair(s)

Use `python plot_dataframe.py --help` to display the command line arguments

Indicators recommended
Row 1: sma, ema3, ema5, ema10, ema50
Row 3: macd, rsi, fisher_rsi, mfi, slowd, slowk, fastd, fastk

Example of usage:
> 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 pathlib import Path
from typing import Any, Dict, List

import pandas as pd

from freqtrade.arguments import ARGS_PLOT_DATAFRAME, Arguments
from freqtrade.data import history
from freqtrade.data.btanalysis import (extract_trades_of_period,
                                       load_backtest_data, load_trades_from_db)
from freqtrade.optimize import setup_configuration
from freqtrade.plot.plotting import generate_candlestick_graph, generate_plot_file
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.state import RunMode

logger = logging.getLogger(__name__)


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})

    return dataframe


def analyse_and_plot_pairs(config: Dict[str, Any]):
    """
    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
    """
    exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange

    strategy = StrategyResolver(config).strategy
    if "pairs" in config:
        pairs = config["pairs"].split(',')
    else:
        pairs = config["exchange"]["pair_whitelist"]

    # Set timerange to use
    timerange = Arguments.parse_timerange(config["timerange"])
    ticker_interval = strategy.ticker_interval

    tickers = history.load_data(
        datadir=Path(str(config.get("datadir"))),
        pairs=pairs,
        ticker_interval=config['ticker_interval'],
        refresh_pairs=config.get('refresh_pairs', False),
        timerange=timerange,
        exchange=exchange,
        live=config.get("live", False),
    )

    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)
        if config["trade_source"] == "DB":
            trades = load_trades_from_db(config["db_url"])
        elif config["trade_source"] == "file":
            trades = load_backtest_data(Path(config["exportfilename"]))

        trades = trades.loc[trades['pair'] == pair]
        trades = extract_trades_of_period(dataframe, trades)

        fig = generate_candlestick_graph(
            pair=pair,
            data=dataframe,
            trades=trades,
            indicators1=config["indicators1"].split(","),
            indicators2=config["indicators2"].split(",")
        )

        generate_plot_file(fig, pair, ticker_interval)

    logger.info('End of ploting process %s plots generated', pair_counter)


def plot_parse_args(args: List[str]) -> Dict[str, Any]:
    """
    Parse args passed to the script
    :param args: Cli arguments
    :return: args: Array with all arguments
    """
    arguments = Arguments(args, 'Graph dataframe')
    arguments.build_args(optionlist=ARGS_PLOT_DATAFRAME)

    parsed_args = arguments.parse_args()

    # Load the configuration
    config = setup_configuration(parsed_args, RunMode.OTHER)
    return config


def main(sysargv: List[str]) -> None:
    """
    This function will initiate the bot and start the trading loop.
    :return: None
    """
    logger.info('Starting Plot Dataframe')
    analyse_and_plot_pairs(
        plot_parse_args(sysargv)
    )
    exit()


if __name__ == '__main__':
    main(sys.argv[1:])