adding some basic unittests
adding stackmode when VolumeProfile disabled
This commit is contained in:
Felix Meier
parent
6f1604f72c
commit
0d995038e1
@ -16,12 +16,13 @@ from freqtrade.misc import pair_to_filename
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from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
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from freqtrade.resolvers import ExchangeResolver, StrategyResolver
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from freqtrade.strategy import IStrategy
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# ToDo:
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# generate the buy/Sell data here and not in the strategy to make it independet
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# show just the VolumeProfile for the displayed area
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# idea: bind the y-axis of the volume profile to the x-axis of the candels and see if
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# it is possible to groups and sum the (buy/sell)-volume together
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# adding unit tests
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# Possible later improvement:
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# just show the volume profile for the zoomed-in area:
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# currently the volume profile is always based on all data in the plot
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# check if it is possible to bind the y-axis of the volume profile to the x-axis
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# of the candels and group by price-read and sum the (buy/sell)-volume together
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logger = logging.getLogger(__name__)
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@ -261,7 +262,14 @@ def create_plotconfig(indicators1: List[str], indicators2: List[str],
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:return: plot_config - eventually with indicators 1 and 2
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"""
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if plot_config:
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if plot_config and 'main_plot' not in plot_config and 'subplots' not in plot_config:
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# if just the volumeProfile config is set but main_plot and subplots are empty
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indicators1 = ['sma', 'ema3', 'ema5']
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plot_config['main_plot'] = {ind: {} for ind in indicators1}
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indicators2 = ['macd', 'macdsignal']
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plot_config['subplots'] = {'Other': {ind: {} for ind in indicators2}}
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elif plot_config:
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if indicators1:
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plot_config['main_plot'] = {ind: {} for ind in indicators1}
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if indicators2:
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@ -354,13 +362,13 @@ def generateBuySellVolumes(dataframe) -> pd.DataFrame:
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for i in range(len(candles)):
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candles['volume_buy'].iat[i] = candles['volume'].iat[i] * \
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(candles['close'].iat[i]-candles['low'].iat[i]) / \
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(candles['high'].iat[i]-candles['low'].iat[i])
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candles['volume_buy'].iat[i] = (candles['volume'].iat[i] *
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(candles['close'].iat[i]-candles['low'].iat[i]) /
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(candles['high'].iat[i]-candles['low'].iat[i])) if (candles['high'].iat[i]-candles['low'].iat[i]) > 0 else 0
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candles['volume_sell'].iat[i] = candles['volume'].iat[i] * \
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(candles['high'].iat[i]-candles['close'].iat[i]) / \
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(candles['high'].iat[i]-candles['low'].iat[i])
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candles['volume_sell'].iat[i] = (candles['volume'].iat[i] *
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(candles['high'].iat[i]-candles['close'].iat[i]) /
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(candles['high'].iat[i]-candles['low'].iat[i])) if (candles['high'].iat[i]-candles['low'].iat[i]) > 0 else 0
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return candles
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@ -574,7 +582,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
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marker_color='rgba(99, 146, 52, 0.6)',
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marker_line_color='rgba(99, 146, 52, 0.6)'
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)
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fig.add_trace(volume_green, 2, 1)
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fig.add_trace(volume_green, 2, 1,)
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fig.update_layout(barmode='stack')
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else: # show 'normal' gray volume plot
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# sub plot: Volume goes to row 2
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@ -13,9 +13,9 @@ from freqtrade.configuration import TimeRange
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from freqtrade.data import history
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from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
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from freqtrade.exceptions import OperationalException
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from freqtrade.plot.plotting import (add_areas, add_indicators, add_profit, create_plotconfig,
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from freqtrade.plot.plotting import (add_areas, add_indicators, add_profit, create_plotconfig, createVolumeProfileData,
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generate_candlestick_graph, generate_plot_filename,
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generate_profit_graph, init_plotscript, load_and_plot_trades,
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generate_profit_graph, generateBuySellVolumes, init_plotscript, load_and_plot_trades,
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plot_profit, plot_trades, store_plot_file)
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from freqtrade.resolvers import StrategyResolver
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from tests.conftest import get_args, log_has, log_has_re, patch_exchange
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@ -61,6 +61,33 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
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assert "ADA/BTC" in ret["ohlcv"]
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def test_generate_volumeProfile(default_conf, testdatadir):
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pair = "UNITTEST/BTC"
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timerange = TimeRange(None, 'line', 0, -1000)
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data = history.load_pair_history(pair=pair, timeframe='1m',
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datadir=testdatadir, timerange=timerange)
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strategy = StrategyResolver.load_strategy(default_conf)
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data = strategy.analyze_ticker(data, {'pair': pair})
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buysell_volumes = generateBuySellVolumes(data)
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assert buysell_volumes['volume_buy'].any()
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assert buysell_volumes['volume_sell'].any()
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volumeProfile = createVolumeProfileData(buysell_volumes, 50, 100)
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assert volumeProfile['price_lower'].any()
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assert volumeProfile['price_upper'].any()
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assert volumeProfile['price_avg'].any()
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assert volumeProfile['volume'].any()
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assert volumeProfile['volume_buy'].any()
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assert volumeProfile['volume_sell'].any()
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assert len(volumeProfile.index) == 50
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def test_add_indicators(default_conf, testdatadir, caplog):
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pair = "UNITTEST/BTC"
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timerange = TimeRange(None, 'line', 0, -1000)
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@ -274,6 +301,47 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
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assert trades_mock.call_count == 1
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def test_generate_candlestick_graph_withVolumeProfile(default_conf, mocker, testdatadir, caplog):
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row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
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MagicMock(side_effect=fig_generating_mock))
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trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
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MagicMock(side_effect=fig_generating_mock))
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pair = "UNITTEST/BTC"
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timerange = TimeRange(None, 'line', 0, -1000)
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data = history.load_pair_history(pair=pair, timeframe='1m',
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datadir=testdatadir, timerange=timerange)
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data['buy'] = 0
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data['sell'] = 0
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indicators1 = []
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indicators2 = []
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fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
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plot_config={'main_plot': {'sma': {}, 'ema200': {}},
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'subplots': {'Other': {'macdsignal': {}}},
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'volume': {'showBuySell': 'true', 'showVolumeProfile': 'true', 'VolumeProfileHistoryBars': 96, 'VolumeProfilePriceRangeSplices': 60}})
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assert isinstance(fig, go.Figure)
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assert fig.layout.title.text == pair
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figure = fig.layout.figure
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assert len(figure.data) == 5
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# Candlesticks are plotted first
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candles = find_trace_in_fig_data(figure.data, "Price")
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assert isinstance(candles, go.Candlestick)
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assert isinstance(find_trace_in_fig_data(figure.data, "Volume Sell"), go.Bar)
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assert isinstance(find_trace_in_fig_data(figure.data, "Volume Buy"), go.Bar)
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assert isinstance(find_trace_in_fig_data(figure.data, "VolumeProfile Sell"), go.Bar)
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assert isinstance(find_trace_in_fig_data(figure.data, "VolumeProfile Buy"), go.Bar)
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assert row_mock.call_count == 2
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assert trades_mock.call_count == 1
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assert log_has("No buy-signals found.", caplog)
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assert log_has("No sell-signals found.", caplog)
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def test_generate_Plot_filename():
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fn = generate_plot_filename("UNITTEST/BTC", "5m")
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assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html"
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@ -469,6 +537,7 @@ def test_plot_profit(default_conf, mocker, testdatadir):
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([], [], {},
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{'main_plot': {'sma': {}, 'ema3': {}, 'ema5': {}},
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'subplots': {'Other': {'macd': {}, 'macdsignal': {}}}}),
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# use indicators
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(['sma', 'ema3'], ['macd'], {},
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{'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}),
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@ -496,6 +565,25 @@ def test_plot_profit(default_conf, mocker, testdatadir):
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{'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
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{'main_plot': {'sma': {}}, 'subplots': {'Other': {'macd': {}, 'macd_signal': {}}}}
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),
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# No indicators, use plot_conf with just volume profile
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([], [],
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{
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'volume': {'showBuySell': 'true', 'showVolumeProfile': 'true', 'VolumeProfileHistoryBars': 96, 'VolumeProfilePriceRangeSplices': 100},
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},
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{'main_plot': {'sma': {}, 'ema3': {}, 'ema5': {}},
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'subplots': {'Other': {'macd': {}, 'macdsignal': {}}},
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'volume': {'showBuySell': 'true', 'showVolumeProfile': 'true', 'VolumeProfileHistoryBars': 96, 'VolumeProfilePriceRangeSplices': 100}},
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),
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# No indicators, use full plot_conf with volume profile
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([], [],
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{'main_plot': {'sma': {}, 'ema200': {}},
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'subplots': {'Other': {'macdsignal': {}}},
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'volume': {'showBuySell': 'true', 'showVolumeProfile': 'true', 'VolumeProfileHistoryBars': 9, 'VolumeProfilePriceRangeSplices': 111}},
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{'main_plot': {'sma': {}, 'ema200': {}},
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'subplots': {'Other': {'macdsignal': {}}},
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'volume': {'showBuySell': 'true', 'showVolumeProfile': 'true', 'VolumeProfileHistoryBars': 9, 'VolumeProfilePriceRangeSplices': 111}},
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)
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])
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def test_create_plotconfig(ind1, ind2, plot_conf, exp):
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