From 167483f7771c87767501e63279e701491426c829 Mon Sep 17 00:00:00 2001 From: kryofly Date: Fri, 12 Jan 2018 19:18:31 +0100 Subject: [PATCH] plot profit: filter multiple pairs, misc fixes --- docs/plotting.md | 2 +- freqtrade/misc.py | 2 +- scripts/plot_profit.py | 75 ++++++++++++++++++++---------------------- 3 files changed, 37 insertions(+), 42 deletions(-) diff --git a/docs/plotting.md b/docs/plotting.md index f0df496ac..598443e12 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -11,7 +11,7 @@ script/plot_dataframe.py [-h] [-p pair] Example ``` -python script/plot_dataframe.py -p BTC_ETH +python script/plot_dataframe.py -p BTC_ETH,BTC_LTC ``` The -p pair argument, can be used to specify what diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 92fe39ef2..97e885e01 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -111,7 +111,7 @@ def common_args_parser(description: str): metavar='PATH', ) parser.add_argument( - '-dd', '--datadir', + '--datadir', help='path to backtest data (default freqdata/tests/testdata', dest='datadir', default=os.path.join('freqtrade', 'tests', 'testdata'), diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index ad8346455..a61335318 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -14,40 +14,27 @@ import freqtrade.analyze as analyze def plot_parse_args(args ): parser = misc.common_args_parser('Graph utility') - # FIX: perhaps delete those backtesting options that are not feasible + # FIX: perhaps delete those backtesting options that are not feasible (shows up in -h) misc.backtesting_options(parser) - # TODO: Make the pair argument take a comma separated list parser.add_argument( '-p', '--pair', - help = 'Show profits for only this pair', + help = 'Show profits for only this pairs. Pairs are comma-separated.', dest = 'pair', default = None ) - return parser.parse_args(args) -def make_profit_array(data, filter_pair): - xmin = 0 - xmax = 0 - - # pair profit-% time duration - # ['BTC_XMR', 0.00537847, 5057, 1] - for trade in data: - pair = trade[0] - profit = trade[1] - x = trade[2] - dur = trade[3] - xmax = max(xmax, x + dur) - - pg = np.zeros(xmax) - +# data:: [ pair, profit-%, time, duration] +# data:: ['BTC_XMR', 0.00537847, 5057, 1] +def make_profit_array(data, px, filter_pairs=[]): + pg = np.zeros(px) # Go through the trades # and make an total profit # array for trade in data: pair = trade[0] - if filter_pair and pair != filter_pair: + if filter_pairs and pair not in filter_pairs: continue profit = trade[1] tim = trade[2] @@ -78,13 +65,14 @@ def plot_profit(args) -> None: # and same timeperiod as used in backtesting # to match the tickerdata against the profits-results - filter_pair = args.pair + filter_pairs = args.pair config = misc.load_config(args.config) pairs = config['exchange']['pair_whitelist'] - if filter_pair: - print('Filtering out pair %s' % filter_pair) - pairs = list(filter(lambda pair: pair == filter_pair, pairs)) + if filter_pairs: + filter_pairs = filter_pairs.split(',') + pairs = list(set(pairs) & set(filter_pairs)) + print('Filter, keep pairs %s' % pairs) tickers = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval, @@ -99,23 +87,28 @@ def plot_profit(args) -> None: # But we dont have the date information in the # backtesting results, this is needed to match the dates # For now, assume the dataframes are aligned. + max_x = 0 + for pair, pair_data in dataframes.items(): + n = len(pair_data['close']) + max_x = max(max_x, n) + # if max_x != n: + # raise Exception('Please rerun script. Input data has different lengths %s' + # %('Different pair length: %s <=> %s' %(max_x, n))) + print('max_x: %s' %(max_x)) # We are essentially saying: # array <- sum dataframes[*]['close'] / num_items dataframes # FIX: there should be some onliner numpy/panda for this - - first = True - avgclose = None + avgclose = np.zeros(max_x) num = 0 for pair, pair_data in dataframes.items(): - close = pair_data['close'] - print('Pair %s has length %s' %(pair, len(close))) - num += 1 - if first: - first = False - avgclose = np.copy(close) - else: - avgclose += close + close = pair_data['close'] + maxprice = max(close) # Normalize price to [0,1] + print('Pair %s has length %s' %(pair, len(close))) + for x in range(0, len(close)): + avgclose[x] += close[x] / maxprice + # avgclose += close + num += 1 avgclose /= num # Load the profits results @@ -124,7 +117,7 @@ def plot_profit(args) -> None: filename = 'backtest-result.json' with open(filename) as file: data = json.load(file) - pg = make_profit_array(data, filter_pair) + pg = make_profit_array(data, max_x, filter_pairs) # # Plot the pairs average close prices, and total profit growth @@ -134,17 +127,19 @@ def plot_profit(args) -> None: fig.suptitle('total profit') ax1.plot(avgclose, label='avgclose') ax2.plot(pg, label='profit') - ax1.legend() - ax2.legend() + ax1.legend(loc='upper left') + ax2.legend(loc='upper left') # FIX if we have one line pair in paris # then skip the plotting of the third graph, # or change what we plot # In third graph, we plot each profit separately for pair in pairs: - pg = make_profit_array(data, pair) + pg = make_profit_array(data, max_x, pair) ax3.plot(pg, label=pair) - ax3.legend() + ax3.legend(loc='upper left') + # black background to easier see multiple colors + ax3.set_facecolor('black') # Fine-tune figure; make subplots close to each other and hide x ticks for # all but bottom plot.