stable/tests/test_plotting.py

444 lines
16 KiB
Python
Raw Normal View History

2019-06-10 18:17:23 +00:00
from copy import deepcopy
2019-07-21 13:49:52 +00:00
from pathlib import Path
2019-06-10 18:17:23 +00:00
from unittest.mock import MagicMock
2020-03-03 19:18:38 +00:00
import pandas as pd
import plotly.graph_objects as go
2019-09-03 05:05:48 +00:00
import pytest
from plotly.subplots import make_subplots
2019-06-10 18:17:23 +00:00
2020-03-03 19:18:38 +00:00
from freqtrade.commands import start_plot_dataframe, start_plot_profit
from freqtrade.configuration import TimeRange
2019-06-10 18:17:23 +00:00
from freqtrade.data import history
2019-06-30 08:25:48 +00:00
from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
from freqtrade.exceptions import OperationalException
2020-09-28 17:43:15 +00:00
from freqtrade.plot.plotting import (add_indicators, add_profit, create_plotconfig,
generate_candlestick_graph, generate_plot_filename,
generate_profit_graph, init_plotscript, load_and_plot_trades,
plot_profit, plot_trades, store_plot_file)
from freqtrade.resolvers import StrategyResolver
from tests.conftest import get_args, log_has, log_has_re, patch_exchange
2019-06-10 18:17:23 +00:00
2019-06-16 08:32:12 +00:00
2019-06-10 18:17:23 +00:00
def fig_generating_mock(fig, *args, **kwargs):
2019-06-30 07:44:50 +00:00
""" Return Fig - used to mock add_indicators and plot_trades"""
2019-06-10 18:17:23 +00:00
return fig
2019-06-11 04:45:36 +00:00
def find_trace_in_fig_data(data, search_string: str):
2019-07-14 18:14:35 +00:00
matches = (d for d in data if d.name == search_string)
2019-06-11 04:45:36 +00:00
return next(matches)
2019-09-05 20:00:16 +00:00
def generate_empty_figure():
return make_subplots(
2019-06-16 08:32:12 +00:00
rows=3,
cols=1,
shared_xaxes=True,
row_width=[1, 1, 4],
vertical_spacing=0.0001,
)
2019-06-16 12:03:55 +00:00
2019-09-07 18:56:03 +00:00
def test_init_plotscript(default_conf, mocker, testdatadir):
2019-06-30 11:01:12 +00:00
default_conf['timerange'] = "20180110-20180112"
default_conf['trade_source'] = "file"
2020-06-01 18:47:27 +00:00
default_conf['timeframe'] = "5m"
2019-09-07 18:56:03 +00:00
default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
2019-06-30 11:01:12 +00:00
ret = init_plotscript(default_conf)
assert "ohlcv" in ret
2019-06-30 11:01:12 +00:00
assert "trades" in ret
assert "pairs" in ret
default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"]
2019-06-30 11:01:12 +00:00
ret = init_plotscript(default_conf)
assert "ohlcv" in ret
assert "TRX/BTC" in ret["ohlcv"]
assert "ADA/BTC" in ret["ohlcv"]
2019-06-30 11:01:12 +00:00
2019-09-07 18:56:03 +00:00
def test_add_indicators(default_conf, testdatadir, caplog):
2019-06-16 08:32:12 +00:00
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, timeframe='1m',
2019-09-07 18:56:03 +00:00
datadir=testdatadir, timerange=timerange)
indicators1 = {"ema10": {}}
indicators2 = {"macd": {"color": "red"}}
2019-06-16 08:32:12 +00:00
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
2019-06-16 08:32:12 +00:00
# Generate buy/sell signals and indicators
data = strategy.analyze_ticker(data, {'pair': pair})
2019-09-05 20:00:16 +00:00
fig = generate_empty_figure()
2019-06-16 08:32:12 +00:00
# Row 1
2019-06-30 07:44:50 +00:00
fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
2019-06-16 08:32:12 +00:00
figure = fig1.layout.figure
ema10 = find_trace_in_fig_data(figure.data, "ema10")
assert isinstance(ema10, go.Scatter)
assert ema10.yaxis == "y"
2019-06-30 07:44:50 +00:00
fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
2019-06-16 08:32:12 +00:00
figure = fig2.layout.figure
macd = find_trace_in_fig_data(figure.data, "macd")
assert isinstance(macd, go.Scatter)
assert macd.yaxis == "y3"
assert macd.line.color == "red"
2019-06-16 08:32:12 +00:00
# No indicator found
fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators={'no_indicator': {}}, data=data)
2019-06-16 08:32:12 +00:00
assert fig == fig3
2019-08-11 18:17:39 +00:00
assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
2019-06-10 18:17:23 +00:00
2019-09-07 18:56:03 +00:00
def test_plot_trades(testdatadir, caplog):
2019-09-06 22:59:42 +00:00
fig1 = generate_empty_figure()
2019-06-16 08:32:12 +00:00
# nothing happens when no trades are available
fig = plot_trades(fig1, None)
assert fig == fig1
2019-08-11 18:17:39 +00:00
assert log_has("No trades found.", caplog)
2019-06-16 17:53:48 +00:00
pair = "ADA/BTC"
2019-09-07 18:56:03 +00:00
filename = testdatadir / "backtest-result_test.json"
2019-06-16 17:53:48 +00:00
trades = load_backtest_data(filename)
trades = trades.loc[trades['pair'] == pair]
2019-06-16 08:32:12 +00:00
2019-06-16 17:53:48 +00:00
fig = plot_trades(fig, trades)
figure = fig1.layout.figure
# Check buys - color, should be in first graph, ...
trade_buy = find_trace_in_fig_data(figure.data, 'Trade buy')
2019-06-16 17:53:48 +00:00
assert isinstance(trade_buy, go.Scatter)
assert trade_buy.yaxis == 'y'
assert len(trades) == len(trade_buy.x)
assert trade_buy.marker.color == 'cyan'
assert trade_buy.marker.symbol == 'circle-open'
assert trade_buy.text[0] == '4.0%, roi, 15 min'
2019-06-16 17:53:48 +00:00
trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
2019-06-16 17:53:48 +00:00
assert isinstance(trade_sell, go.Scatter)
assert trade_sell.yaxis == 'y'
2020-06-07 13:17:35 +00:00
assert len(trades.loc[trades['profit_percent'] > 0]) == len(trade_sell.x)
assert trade_sell.marker.color == 'green'
assert trade_sell.marker.symbol == 'square-open'
assert trade_sell.text[0] == '4.0%, roi, 15 min'
trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
assert isinstance(trade_sell_loss, go.Scatter)
assert trade_sell_loss.yaxis == 'y'
2020-06-07 13:17:35 +00:00
assert len(trades.loc[trades['profit_percent'] <= 0]) == len(trade_sell_loss.x)
assert trade_sell_loss.marker.color == 'red'
assert trade_sell_loss.marker.symbol == 'square-open'
assert trade_sell_loss.text[5] == '-10.4%, stop_loss, 720 min'
2019-06-10 18:17:23 +00:00
2019-09-07 18:56:03 +00:00
def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):
2019-06-30 07:44:50 +00:00
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
2019-06-10 18:17:23 +00:00
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
2019-06-11 04:45:36 +00:00
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, timeframe='1m',
2019-09-07 18:56:03 +00:00
datadir=testdatadir, timerange=timerange)
2019-06-11 04:45:36 +00:00
data['buy'] = 0
data['sell'] = 0
indicators1 = []
indicators2 = []
fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
2019-06-11 04:45:36 +00:00
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
assert len(figure.data) == 2
# Candlesticks are plotted first
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
2019-08-11 18:17:39 +00:00
assert log_has("No buy-signals found.", caplog)
assert log_has("No sell-signals found.", caplog)
2019-06-11 04:45:36 +00:00
2019-09-07 18:56:03 +00:00
def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
2019-06-30 07:44:50 +00:00
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
2019-06-11 04:45:36 +00:00
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
pair = 'UNITTEST/BTC'
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, timeframe='1m',
2019-09-07 18:56:03 +00:00
datadir=testdatadir, timerange=timerange)
2019-06-10 18:17:23 +00:00
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
2019-06-11 04:45:36 +00:00
# Generate buy/sell signals and indicators
data = strategy.analyze_ticker(data, {'pair': pair})
2019-06-11 04:45:36 +00:00
2019-06-10 18:17:23 +00:00
indicators1 = []
indicators2 = []
fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
2019-06-10 18:17:23 +00:00
assert isinstance(fig, go.Figure)
2019-06-11 04:45:36 +00:00
assert fig.layout.title.text == pair
2019-06-10 18:17:23 +00:00
figure = fig.layout.figure
2019-06-11 04:45:36 +00:00
assert len(figure.data) == 6
2019-06-10 18:17:23 +00:00
# Candlesticks are plotted first
2019-06-11 04:45:36 +00:00
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
buy = find_trace_in_fig_data(figure.data, "buy")
assert isinstance(buy, go.Scatter)
# All buy-signals should be plotted
assert int(data.buy.sum()) == len(buy.x)
sell = find_trace_in_fig_data(figure.data, "sell")
assert isinstance(sell, go.Scatter)
# All buy-signals should be plotted
assert int(data.sell.sum()) == len(sell.x)
2019-06-10 18:17:23 +00:00
2019-10-05 08:32:42 +00:00
assert find_trace_in_fig_data(figure.data, "Bollinger Band")
2019-06-10 18:17:23 +00:00
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
2019-06-16 12:03:55 +00:00
def test_generate_Plot_filename():
fn = generate_plot_filename("UNITTEST/BTC", "5m")
assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html"
2019-06-16 12:03:55 +00:00
def test_generate_plot_file(mocker, caplog):
2019-09-05 20:00:16 +00:00
fig = generate_empty_figure()
2019-06-16 12:03:55 +00:00
plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
2019-07-21 13:49:52 +00:00
store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html",
directory=Path("user_data/plot"))
2019-06-16 12:03:55 +00:00
expected_fn = str(Path("user_data/plot/freqtrade-plot-UNITTEST_BTC-5m.html"))
2019-06-16 12:03:55 +00:00
assert plot_mock.call_count == 1
assert plot_mock.call_args[0][0] == fig
assert (plot_mock.call_args_list[0][1]['filename']
== expected_fn)
assert log_has(f"Stored plot as {expected_fn}",
2019-08-11 18:17:39 +00:00
caplog)
2019-06-30 08:24:10 +00:00
2019-09-07 18:56:03 +00:00
def test_add_profit(testdatadir):
filename = testdatadir / "backtest-result_test.json"
2019-06-30 08:24:10 +00:00
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
2019-06-30 08:24:10 +00:00
df = history.load_pair_history(pair="TRX/BTC", timeframe='5m',
2019-09-07 18:56:03 +00:00
datadir=testdatadir, timerange=timerange)
2019-09-06 22:59:42 +00:00
fig = generate_empty_figure()
2019-06-30 08:24:10 +00:00
cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'TRX/BTC'],
"cum_profits", timeframe="5m")
2019-06-30 08:24:10 +00:00
fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
figure = fig1.layout.figure
profits = find_trace_in_fig_data(figure.data, "Profits")
2019-10-05 08:32:42 +00:00
assert isinstance(profits, go.Scatter)
2019-06-30 08:24:10 +00:00
assert profits.yaxis == "y2"
2019-06-30 08:47:55 +00:00
2019-09-07 18:56:03 +00:00
def test_generate_profit_graph(testdatadir):
filename = testdatadir / "backtest-result_test.json"
2019-06-30 08:47:55 +00:00
trades = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
2020-04-05 12:43:01 +00:00
pairs = ["TRX/BTC", "XLM/BTC"]
2020-06-26 07:21:28 +00:00
trades = trades[trades['close_date'] < pd.Timestamp('2018-01-12', tz='UTC')]
2019-06-30 08:47:55 +00:00
data = history.load_data(datadir=testdatadir,
pairs=pairs,
timeframe='5m',
timerange=timerange)
2019-06-30 08:47:55 +00:00
trades = trades[trades['pair'].isin(pairs)]
fig = generate_profit_graph(pairs, data, trades, timeframe="5m")
2019-06-30 08:47:55 +00:00
assert isinstance(fig, go.Figure)
2019-08-24 13:21:16 +00:00
assert fig.layout.title.text == "Freqtrade Profit plot"
2019-08-24 12:49:35 +00:00
assert fig.layout.yaxis.title.text == "Price"
assert fig.layout.yaxis2.title.text == "Profit"
assert fig.layout.yaxis3.title.text == "Profit"
2019-06-30 08:47:55 +00:00
figure = fig.layout.figure
2020-03-03 19:18:38 +00:00
assert len(figure.data) == 5
2019-06-30 08:47:55 +00:00
avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
2019-10-05 08:32:42 +00:00
assert isinstance(avgclose, go.Scatter)
2019-06-30 08:47:55 +00:00
profit = find_trace_in_fig_data(figure.data, "Profit")
2019-10-05 08:32:42 +00:00
assert isinstance(profit, go.Scatter)
2020-04-05 12:43:01 +00:00
profit = find_trace_in_fig_data(figure.data, "Max drawdown 10.45%")
2020-03-03 19:18:38 +00:00
assert isinstance(profit, go.Scatter)
2019-06-30 08:47:55 +00:00
for pair in pairs:
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
2019-10-05 08:32:42 +00:00
assert isinstance(profit_pair, go.Scatter)
def test_start_plot_dataframe(mocker):
2019-09-06 22:59:42 +00:00
aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock())
args = [
"plot-dataframe",
"--config", "config.json.example",
"--pairs", "ETH/BTC"
]
start_plot_dataframe(get_args(args))
assert aup.call_count == 1
called_config = aup.call_args_list[0][0][0]
assert "pairs" in called_config
assert called_config['pairs'] == ["ETH/BTC"]
2019-08-22 14:43:28 +00:00
2019-09-06 22:59:42 +00:00
def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
patch_exchange(mocker)
2019-08-22 14:43:28 +00:00
default_conf['trade_source'] = 'file'
2019-09-07 18:56:03 +00:00
default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
default_conf['indicators1'] = ["sma5", "ema10"]
default_conf['indicators2'] = ["macd"]
2019-08-22 14:43:28 +00:00
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
candle_mock = MagicMock()
store_mock = MagicMock()
mocker.patch.multiple(
"freqtrade.plot.plotting",
generate_candlestick_graph=candle_mock,
store_plot_file=store_mock
)
2019-09-06 22:59:42 +00:00
load_and_plot_trades(default_conf)
2019-08-22 14:43:28 +00:00
# Both mocks should be called once per pair
assert candle_mock.call_count == 2
assert store_mock.call_count == 2
assert candle_mock.call_args_list[0][1]['indicators1'] == ['sma5', 'ema10']
assert candle_mock.call_args_list[0][1]['indicators2'] == ['macd']
assert log_has("End of plotting process. 2 plots generated", caplog)
2019-08-22 14:51:09 +00:00
2019-08-24 13:35:43 +00:00
def test_start_plot_profit(mocker):
2019-08-22 14:51:09 +00:00
aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
args = [
"plot-profit",
"--config", "config.json.example",
2019-08-22 14:51:09 +00:00
"--pairs", "ETH/BTC"
]
start_plot_profit(get_args(args))
assert aup.call_count == 1
called_config = aup.call_args_list[0][0][0]
assert "pairs" in called_config
assert called_config['pairs'] == ["ETH/BTC"]
2019-08-22 15:02:22 +00:00
2019-09-03 05:05:48 +00:00
def test_start_plot_profit_error(mocker):
2019-09-03 05:05:48 +00:00
args = [
2020-08-26 18:52:09 +00:00
'plot-profit',
'--pairs', 'ETH/BTC'
2019-09-03 05:05:48 +00:00
]
argsp = get_args(args)
# Make sure we use no config. Details: #2241
# not resetting config causes random failures if config.json exists
2020-08-26 18:52:09 +00:00
argsp['config'] = []
2019-09-03 05:05:48 +00:00
with pytest.raises(OperationalException):
start_plot_profit(argsp)
2019-09-03 05:05:48 +00:00
2019-09-07 18:56:03 +00:00
def test_plot_profit(default_conf, mocker, testdatadir, caplog):
2019-08-22 15:02:22 +00:00
default_conf['trade_source'] = 'file'
2020-08-26 18:52:09 +00:00
default_conf['datadir'] = testdatadir
default_conf['exportfilename'] = testdatadir / 'backtest-result_test_nofile.json'
default_conf['pairs'] = ['ETH/BTC', 'LTC/BTC']
2019-08-22 15:02:22 +00:00
profit_mock = MagicMock()
store_mock = MagicMock()
mocker.patch.multiple(
"freqtrade.plot.plotting",
generate_profit_graph=profit_mock,
store_plot_file=store_mock
)
with pytest.raises(OperationalException,
match=r"No trades found, cannot generate Profit-plot.*"):
plot_profit(default_conf)
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
2019-08-22 15:02:22 +00:00
plot_profit(default_conf)
# Plot-profit generates one combined plot
assert profit_mock.call_count == 1
assert store_mock.call_count == 1
assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
assert store_mock.call_args_list[0][1]['auto_open'] is True
@pytest.mark.parametrize("ind1,ind2,plot_conf,exp", [
2020-01-05 18:50:38 +00:00
# No indicators, use plot_conf
([], [], {},
{'main_plot': {'sma': {}, 'ema3': {}, 'ema5': {}},
'subplots': {'Other': {'macd': {}, 'macdsignal': {}}}}),
2020-01-05 18:50:38 +00:00
# use indicators
(['sma', 'ema3'], ['macd'], {},
2020-01-05 18:50:38 +00:00
{'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}),
# only main_plot - adds empty subplots
([], [], {'main_plot': {'sma': {}}},
{'main_plot': {'sma': {}}, 'subplots': {}}),
2020-01-05 18:50:38 +00:00
# Main and subplots
([], [], {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
{'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}),
# no main_plot, adds empty main_plot
([], [], {'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
{'main_plot': {}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}),
2020-01-05 18:50:38 +00:00
# indicator 1 / 2 should have prevelance
(['sma', 'ema3'], ['macd'],
{'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
{'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}
),
# indicator 1 - overrides plot_config main_plot
(['sma', 'ema3'], [],
{'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
{'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}
),
# indicator 2 - overrides plot_config subplots
([], ['macd', 'macd_signal'],
{'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
{'main_plot': {'sma': {}}, 'subplots': {'Other': {'macd': {}, 'macd_signal': {}}}}
),
])
def test_create_plotconfig(ind1, ind2, plot_conf, exp):
res = create_plotconfig(ind1, ind2, plot_conf)
assert 'main_plot' in res
assert 'subplots' in res
assert isinstance(res['main_plot'], dict)
assert isinstance(res['subplots'], dict)
assert res == exp