adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Use add_profit in script

Browse Source
This commit is contained in:
Matthias 2019-06-30 10:25:48 +02:00
parent 5a11ffcad8
commit 0b517584aa
3 changed files with 10 additions and 22 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/plot/plotting.py
View File

@ -7,7 +7,7 @@ import pandas as pd
from freqtrade.arguments import Arguments from freqtrade.arguments import Arguments
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange
from freqtrade.data import history from freqtrade.data import history
from freqtrade.data.btanalysis import load_trades, create_cum_profit from freqtrade.data.btanalysis import load_trades
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)

12
freqtrade/tests/test_plotting.py
View File

@ -5,13 +5,13 @@ from unittest.mock import MagicMock
import plotly.graph_objs as go import plotly.graph_objs as go
from plotly import tools from plotly import tools
from freqtrade.arguments import TimeRange, Arguments from freqtrade.arguments import Arguments, TimeRange
from freqtrade.data import history from freqtrade.data import history
from freqtrade.data.btanalysis import load_backtest_data, create_cum_profit from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
from freqtrade.plot.plotting import (generate_candlestick_graph, from freqtrade.plot.plotting import (add_indicators, add_profit,
store_plot_file, add_profit, generate_candlestick_graph,
generate_plot_filename, add_indicators, generate_plot_filename, plot_trades,
plot_trades) store_plot_file)
from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.tests.conftest import log_has, log_has_re from freqtrade.tests.conftest import log_has, log_has_re

18
scripts/plot_profit.py
View File

@ -8,14 +8,13 @@ import logging
import sys import sys
from typing import Any, Dict, List from typing import Any, Dict, List
import pandas as pd
import plotly.graph_objs as go import plotly.graph_objs as go
from plotly import tools from plotly import tools
from freqtrade.arguments import ARGS_PLOT_PROFIT, Arguments from freqtrade.arguments import ARGS_PLOT_PROFIT, Arguments
from freqtrade.data.btanalysis import create_cum_profit, combine_tickers_with_mean from freqtrade.data.btanalysis import create_cum_profit, combine_tickers_with_mean
from freqtrade.optimize import setup_configuration from freqtrade.optimize import setup_configuration
from freqtrade.plot.plotting import FTPlots, store_plot_file from freqtrade.plot.plotting import FTPlots, store_plot_file, add_profit
from freqtrade.state import RunMode from freqtrade.state import RunMode
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -48,27 +47,16 @@ def plot_profit(config: Dict[str, Any]) -> None:
name='Avg close price', name='Avg close price',
) )
profit = go.Scattergl(
x=df_comb.index,
y=df_comb['cum_profit'],
name='Profit',
)
fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1]) fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
fig.append_trace(avgclose, 1, 1) fig.append_trace(avgclose, 1, 1)
fig.append_trace(profit, 2, 1) fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
for pair in plot.pairs: for pair in plot.pairs:
profit_col = f'cum_profit_{pair}' profit_col = f'cum_profit_{pair}'
df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col) df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col)
pair_profit = go.Scattergl( fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}")
x=df_comb.index,
y=df_comb[profit_col],
name=f"Profit {pair}",
)
fig.append_trace(pair_profit, 3, 1)
store_plot_file(fig, filename='freqtrade-profit-plot.html', auto_open=True) store_plot_file(fig, filename='freqtrade-profit-plot.html', auto_open=True)