Update docs to include underwaterplot
This commit is contained in:
parent
fb06a673e0
commit
08ba5b0451
Binary file not shown.
Before Width: | Height: | Size: 121 KiB After Width: | Height: | Size: 143 KiB |
@ -284,6 +284,7 @@ The `plot-profit` subcommand shows an interactive graph with three plots:
|
|||||||
Note that this is not the real-world profit, but more of an estimate.
|
Note that this is not the real-world profit, but more of an estimate.
|
||||||
* Profit for each individual pair.
|
* Profit for each individual pair.
|
||||||
* Parallelism of trades.
|
* Parallelism of trades.
|
||||||
|
* Underwater (Periods of drawdown).
|
||||||
|
|
||||||
The first graph is good to get a grip of how the overall market progresses.
|
The first graph is good to get a grip of how the overall market progresses.
|
||||||
|
|
||||||
|
@ -197,6 +197,9 @@ def add_underwater(fig, row, trades: pd.DataFrame) -> make_subplots:
|
|||||||
x=underwater['date'],
|
x=underwater['date'],
|
||||||
y=underwater['drawdown'],
|
y=underwater['drawdown'],
|
||||||
name="Underwater Plot",
|
name="Underwater Plot",
|
||||||
|
fill='tozeroy',
|
||||||
|
fillcolor='#cc362b',
|
||||||
|
line={'color': '#cc362b'},
|
||||||
)
|
)
|
||||||
fig.add_trace(underwater, row, 1)
|
fig.add_trace(underwater, row, 1)
|
||||||
except ValueError:
|
except ValueError:
|
||||||
@ -211,10 +214,13 @@ def add_parallelism(fig, row, trades: pd.DataFrame, timeframe: str) -> make_subp
|
|||||||
try:
|
try:
|
||||||
result = analyze_trade_parallelism(trades, timeframe)
|
result = analyze_trade_parallelism(trades, timeframe)
|
||||||
|
|
||||||
drawdown = go.Bar(
|
drawdown = go.Scatter(
|
||||||
x=result.index,
|
x=result.index,
|
||||||
y=result['open_trades'],
|
y=result['open_trades'],
|
||||||
name="Parallel trades",
|
name="Parallel trades",
|
||||||
|
fill='tozeroy',
|
||||||
|
fillcolor='#242222',
|
||||||
|
line={'color': '#242222'},
|
||||||
)
|
)
|
||||||
fig.add_trace(drawdown, row, 1)
|
fig.add_trace(drawdown, row, 1)
|
||||||
except ValueError:
|
except ValueError:
|
||||||
@ -520,7 +526,6 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
|
|||||||
)
|
)
|
||||||
|
|
||||||
fig = make_subplots(rows=5, cols=1, shared_xaxes=True,
|
fig = make_subplots(rows=5, cols=1, shared_xaxes=True,
|
||||||
row_width=[1, 1, 1, 1, 1],
|
|
||||||
row_heights=[1, 1, 1, 0.5, 1],
|
row_heights=[1, 1, 1, 0.5, 1],
|
||||||
vertical_spacing=0.05,
|
vertical_spacing=0.05,
|
||||||
subplot_titles=[
|
subplot_titles=[
|
||||||
|
@ -346,7 +346,7 @@ def test_generate_profit_graph(testdatadir):
|
|||||||
drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 10.45%")
|
drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 10.45%")
|
||||||
assert isinstance(drawdown, go.Scatter)
|
assert isinstance(drawdown, go.Scatter)
|
||||||
parallel = find_trace_in_fig_data(figure.data, "Parallel trades")
|
parallel = find_trace_in_fig_data(figure.data, "Parallel trades")
|
||||||
assert isinstance(parallel, go.Bar)
|
assert isinstance(parallel, go.Scatter)
|
||||||
|
|
||||||
underwater = find_trace_in_fig_data(figure.data, "Underwater Plot")
|
underwater = find_trace_in_fig_data(figure.data, "Underwater Plot")
|
||||||
assert isinstance(underwater, go.Scatter)
|
assert isinstance(underwater, go.Scatter)
|
||||||
|
Loading…
Reference in New Issue
Block a user