Merge pull request #1960 from freqtrade/plot_df_stripping

Plot datafame simplification
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Matthias 2019-06-24 06:15:54 +02:00 committed by GitHub
commit 1add8ecd0c
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6 changed files with 18 additions and 46 deletions

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@ -53,8 +53,7 @@ class FreqtradeBot(object):
self.rpc: RPCManager = RPCManager(self)
exchange_name = self.config.get('exchange', {}).get('name').title()
self.exchange = ExchangeResolver(exchange_name, self.config).exchange
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
self.wallets = Wallets(self.config, self.exchange)
self.dataprovider = DataProvider(self.config, self.exchange)

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@ -63,8 +63,7 @@ class Backtesting(object):
self.config['dry_run'] = True
self.strategylist: List[IStrategy] = []
exchange_name = self.config.get('exchange', {}).get('name').title()
self.exchange = ExchangeResolver(exchange_name, self.config).exchange
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
self.fee = self.exchange.get_fee()
if self.config.get('runmode') != RunMode.HYPEROPT:

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@ -22,6 +22,7 @@ class ExchangeResolver(IResolver):
Load the custom class from config parameter
:param config: configuration dictionary
"""
exchange_name = exchange_name.title()
try:
self.exchange = self._load_exchange(exchange_name, kwargs={'config': config})
except ImportError:

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@ -60,7 +60,7 @@ def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchang
patch_exchange(mocker, api_mock, id)
config["exchange"]["name"] = id
try:
exchange = ExchangeResolver(id.title(), config).exchange
exchange = ExchangeResolver(id, config).exchange
except ImportError:
exchange = Exchange(config)
return exchange

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@ -124,14 +124,14 @@ def test_exchange_resolver(default_conf, mocker, caplog):
caplog.record_tuples)
caplog.clear()
exchange = ExchangeResolver('Kraken', default_conf).exchange
exchange = ExchangeResolver('kraken', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Kraken)
assert not isinstance(exchange, Binance)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
exchange = ExchangeResolver('Binance', default_conf).exchange
exchange = ExchangeResolver('binance', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Binance)
assert not isinstance(exchange, Kraken)

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@ -31,7 +31,7 @@ from typing import Any, Dict, List
import pandas as pd
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.arguments import Arguments
from freqtrade.data import history
from freqtrade.data.btanalysis import load_trades, extract_trades_of_period
from freqtrade.optimize import setup_configuration
@ -43,38 +43,6 @@ from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange,
datadir: Path, refresh_pairs: bool, live: bool):
"""
Get tickers data for each pairs on live or local, option defined in args
:return: dictionary of tickers. output format: {'pair': tickersdata}
"""
ticker_interval = strategy.ticker_interval
tickers = history.load_data(
datadir=datadir,
pairs=pairs,
ticker_interval=ticker_interval,
refresh_pairs=refresh_pairs,
timerange=timerange,
exchange=exchange,
live=live,
)
# No ticker found, impossible to download, len mismatch
for pair, data in tickers.copy().items():
logger.debug("checking tickers data of pair: %s", pair)
logger.debug("data.empty: %s", data.empty)
logger.debug("len(data): %s", len(data))
if data.empty:
del tickers[pair]
logger.info(
'An issue occured while retreiving data of %s pair, please retry '
'using -l option for live or --refresh-pairs-cached', pair)
return tickers
def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame:
"""
Get tickers then Populate strategy indicators and signals, then return the full dataframe
@ -100,8 +68,7 @@ def analyse_and_plot_pairs(config: Dict[str, Any]):
-Generate plot files
:return: None
"""
exchange_name = config.get('exchange', {}).get('name').title()
exchange = ExchangeResolver(exchange_name, config).exchange
exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
strategy = StrategyResolver(config).strategy
if "pairs" in config:
@ -113,10 +80,16 @@ def analyse_and_plot_pairs(config: Dict[str, Any]):
timerange = Arguments.parse_timerange(config["timerange"])
ticker_interval = strategy.ticker_interval
tickers = get_tickers_data(strategy, exchange, pairs, timerange,
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config['ticker_interval'],
refresh_pairs=config.get('refresh_pairs', False),
live=config.get("live", False))
timerange=timerange,
exchange=exchange,
live=config.get("live", False),
)
pair_counter = 0
for pair, data in tickers.items():
pair_counter += 1