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Merge pull request #1987 from freqtrade/plot_script_changes

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Plot script changes
This commit is contained in:
Matthias
2019-07-03 06:43:34 +02:00
committed by GitHub
parent 687381f42c b3644f7fa0
commit 0908863e07
9 changed files with 359 additions and 316 deletions
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61
freqtrade/tests/data/test_btanalysis.py
View File

@@ -1,14 +1,18 @@
from unittest.mock import MagicMock
from arrow import Arrow
import pytest
from arrow import Arrow
from pandas import DataFrame, to_datetime
from freqtrade.arguments import TimeRange
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
combine_tickers_with_mean,
create_cum_profit,
extract_trades_of_period,
load_backtest_data, load_trades_from_db)
from freqtrade.data.history import load_pair_history, make_testdata_path
load_backtest_data, load_trades,
load_trades_from_db)
from freqtrade.data.history import (load_data, load_pair_history,
make_testdata_path)
from freqtrade.tests.test_persistence import create_mock_trades
@@ -74,3 +78,52 @@ def test_extract_trades_of_period():
assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime
assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime
assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime
def test_load_trades(default_conf, mocker):
db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
default_conf['trade_source'] = "DB"
load_trades(default_conf)
assert db_mock.call_count == 1
assert bt_mock.call_count == 0
db_mock.reset_mock()
bt_mock.reset_mock()
default_conf['trade_source'] = "file"
default_conf['exportfilename'] = "testfile.json"
load_trades(default_conf)
assert db_mock.call_count == 0
assert bt_mock.call_count == 1
def test_combine_tickers_with_mean():
pairs = ["ETH/BTC", "XLM/BTC"]
tickers = load_data(datadir=None,
pairs=pairs,
ticker_interval='5m'
)
df = combine_tickers_with_mean(tickers)
assert isinstance(df, DataFrame)
assert "ETH/BTC" in df.columns
assert "XLM/BTC" in df.columns
assert "mean" in df.columns
def test_create_cum_profit():
filename = make_testdata_path(None) / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
timerange = Arguments.parse_timerange("20180110-20180112")
df = load_pair_history(pair="POWR/BTC", ticker_interval='5m',
datadir=None, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'],
"cum_profits")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005

21
freqtrade/tests/test_misc.py
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@@ -4,10 +4,9 @@ import datetime
from unittest.mock import MagicMock
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
file_dump_json, file_load_json, format_ms_time, shorten_date)
from freqtrade.data.history import load_tickerdata_file, pair_data_filename
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.data.history import pair_data_filename
from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json,
file_load_json, format_ms_time, shorten_date)
def test_shorten_date() -> None:
@@ -32,20 +31,6 @@ def test_datesarray_to_datetimearray(ticker_history_list):
assert date_len == 2
def test_common_datearray(default_conf) -> None:
strategy = DefaultStrategy(default_conf)
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", pair="UNITTEST/BTC",
fill_missing=True)}
dataframes = strategy.tickerdata_to_dataframe(tickerlist)
dates = common_datearray(dataframes)
assert dates.size == dataframes['UNITTEST/BTC']['date'].size
assert dates[0] == dataframes['UNITTEST/BTC']['date'][0]
assert dates[-1] == dataframes['UNITTEST/BTC']['date'].iloc[-1]
def test_file_dump_json(mocker) -> None:
file_open = mocker.patch('freqtrade.misc.open', MagicMock())
json_dump = mocker.patch('rapidjson.dump', MagicMock())

119
freqtrade/tests/test_plotting.py
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@@ -1,21 +1,24 @@
from copy import deepcopy
from unittest.mock import MagicMock
from plotly import tools
import plotly.graph_objs as go
from copy import deepcopy
from plotly import tools
from freqtrade.arguments import TimeRange
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.data import history
from freqtrade.data.btanalysis import load_backtest_data
from freqtrade.plot.plotting import (generate_graph, generate_plot_file,
generate_row, plot_trades)
from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
from freqtrade.plot.plotting import (add_indicators, add_profit,
generate_candlestick_graph,
generate_plot_filename,
generate_profit_graph, init_plotscript,
plot_trades, store_plot_file)
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.tests.conftest import log_has, log_has_re
def fig_generating_mock(fig, *args, **kwargs):
""" Return Fig - used to mock generate_row and plot_trades"""
""" Return Fig - used to mock add_indicators and plot_trades"""
return fig
@@ -34,7 +37,27 @@ def generage_empty_figure():
)
def test_generate_row(default_conf, caplog):
def test_init_plotscript(default_conf, mocker):
default_conf['timerange'] = "20180110-20180112"
default_conf['trade_source'] = "file"
default_conf['ticker_interval'] = "5m"
default_conf["datadir"] = history.make_testdata_path(None)
default_conf['exportfilename'] = str(
history.make_testdata_path(None) / "backtest-result_test.json")
ret = init_plotscript(default_conf)
assert "tickers" in ret
assert "trades" in ret
assert "pairs" in ret
assert "strategy" in ret
default_conf['pairs'] = "POWR/BTC,XLM/BTC"
ret = init_plotscript(default_conf)
assert "tickers" in ret
assert "POWR/BTC" in ret["tickers"]
assert "XLM/BTC" in ret["tickers"]
def test_add_indicators(default_conf, caplog):
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
@@ -49,20 +72,20 @@ def test_generate_row(default_conf, caplog):
fig = generage_empty_figure()
# Row 1
fig1 = generate_row(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
figure = fig1.layout.figure
ema10 = find_trace_in_fig_data(figure.data, "ema10")
assert isinstance(ema10, go.Scatter)
assert ema10.yaxis == "y"
fig2 = generate_row(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
figure = fig2.layout.figure
macd = find_trace_in_fig_data(figure.data, "macd")
assert isinstance(macd, go.Scatter)
assert macd.yaxis == "y3"
# No indicator found
fig3 = generate_row(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
assert fig == fig3
assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog.record_tuples)
@@ -95,8 +118,8 @@ def test_plot_trades(caplog):
assert trade_sell.marker.color == 'red'
def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, caplog):
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
@@ -110,8 +133,8 @@ def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
indicators1 = []
indicators2 = []
fig = generate_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
@@ -131,8 +154,8 @@ def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
assert log_has("No sell-signals found.", caplog.record_tuples)
def test_generate_graph_no_trades(default_conf, mocker):
row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
def test_generate_candlestick_graph_no_trades(default_conf, mocker):
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
@@ -147,8 +170,8 @@ def test_generate_graph_no_trades(default_conf, mocker):
indicators1 = []
indicators2 = []
fig = generate_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
@@ -178,12 +201,68 @@ def test_generate_graph_no_trades(default_conf, mocker):
assert trades_mock.call_count == 1
def test_generate_Plot_filename():
fn = generate_plot_filename("UNITTEST/BTC", "5m")
assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html"
def test_generate_plot_file(mocker, caplog):
fig = generage_empty_figure()
plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
generate_plot_file(fig, "UNITTEST/BTC", "5m")
store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html")
assert plot_mock.call_count == 1
assert plot_mock.call_args[0][0] == fig
assert (plot_mock.call_args_list[0][1]['filename']
== "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")
def test_add_profit():
filename = history.make_testdata_path(None) / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
timerange = Arguments.parse_timerange("20180110-20180112")
df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m',
datadir=None, timerange=timerange)
fig = generage_empty_figure()
cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'],
"cum_profits")
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")
assert isinstance(profits, go.Scattergl)
assert profits.yaxis == "y2"
def test_generate_profit_graph():
filename = history.make_testdata_path(None) / "backtest-result_test.json"
trades = load_backtest_data(filename)
timerange = Arguments.parse_timerange("20180110-20180112")
pairs = ["POWR/BTC", "XLM/BTC"]
tickers = history.load_data(datadir=None,
pairs=pairs,
ticker_interval='5m',
timerange=timerange
)
trades = trades[trades['pair'].isin(pairs)]
fig = generate_profit_graph(pairs, tickers, trades)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == "Profit plot"
figure = fig.layout.figure
assert len(figure.data) == 4
avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
assert isinstance(avgclose, go.Scattergl)
profit = find_trace_in_fig_data(figure.data, "Profit")
assert isinstance(profit, go.Scattergl)
for pair in pairs:
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
assert isinstance(profit_pair, go.Scattergl)