From 1c75bfdddde8a7c59ee3fa0cec5fdfc87acf9bff Mon Sep 17 00:00:00 2001 From: Gerald Lonlas Date: Sun, 3 Jun 2018 18:41:28 -0700 Subject: [PATCH] Add more indicators --- scripts/plot_dataframe.py | 167 +++++++++++++++++++++++++++++--------- 1 file changed, 127 insertions(+), 40 deletions(-) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 94e72d2dd..247f530d2 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -33,6 +33,20 @@ logger = logging.getLogger(__name__) _CONF: Dict[str, Any] = {} +# Update the global variable TO_DISPLAY to select which indicator you want to display +TO_DISPLAY = { + 'sma': False, # On Row 1 + 'ema': True, # On Row 1 + + 'macd': True, # On Row 3 + 'rsi': False, # On Row 3 + 'fisher_rsi': False, # On Row 3 + 'mfi': False, # On Row 3 + 'slow': False, # On Row 3 + 'fast': False # On Row 3 +} + + def plot_analyzed_dataframe(args: Namespace) -> None: """ Calls analyze() and plots the returned dataframe @@ -88,7 +102,6 @@ def plot_analyzed_dataframe(args: Namespace) -> None: persistence.init(_CONF, engine) trades = Trade.query.filter(Trade.pair.is_(pair)).all() - dataframes = analyze.tickerdata_to_dataframe(tickers) dataframe = dataframes[pair] dataframe = analyze.populate_buy_trend(dataframe) @@ -97,15 +110,35 @@ def plot_analyzed_dataframe(args: Namespace) -> None: if len(dataframe.index) > 750: logger.warning('Ticker contained more than 750 candles, clipping.') - generate_graph( + fig = generate_graph( pair=pair, trades=trades, data=dataframe.tail(750) ) + plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html')) -def generate_graph(pair, trades, data): +def generate_graph(pair, trades, data) -> None: + """ + Generate the graph from the data generated by Backtesting or from DB + :param pair: Pair to Display on the graph + :param trades: All trades created + :param data: Dataframe + :return: None + """ + + # Define the graph + fig = tools.make_subplots( + rows=3, + cols=1, + shared_xaxes=True, + row_width=[1, 1, 4], + vertical_spacing=0.0001, + ) + fig['layout'].update(title=pair) + + # Common information candles = go.Candlestick( x=data.date, open=data.open, @@ -167,51 +200,105 @@ def generate_graph(pair, trades, data): ) ) - bb_lower = go.Scatter( - x=data.date, - y=data.bb_lowerband, - name='BB lower', - line={'color': "transparent"}, - ) - bb_upper = go.Scatter( - x=data.date, - y=data.bb_upperband, - name='BB upper', - fill="tonexty", - fillcolor="rgba(0,176,246,0.2)", - line={'color': "transparent"}, - ) - macd = go.Scattergl(x=data['date'], y=data['macd'], name='MACD') - macdsignal = go.Scattergl(x=data['date'], y=data['macdsignal'], name='MACD signal') - volume = go.Bar(x=data['date'], y=data['volume'], name='Volume') - - fig = tools.make_subplots( - rows=3, - cols=1, - shared_xaxes=True, - row_width=[1, 1, 4], - vertical_spacing=0.0001, - ) - # Row 1 - fig.append_trace(candles, 1, 1) - fig.append_trace(bb_lower, 1, 1) - fig.append_trace(bb_upper, 1, 1) + + if 'bb_lowerband' in data and 'bb_upperband' in data: + bb_lower = go.Scatter( + x=data.date, + y=data.bb_lowerband, + name='BB lower', + line={'color': "transparent"}, + ) + bb_upper = go.Scatter( + x=data.date, + y=data.bb_upperband, + name='BB upper', + fill="tonexty", + fillcolor="rgba(0,176,246,0.2)", + line={'color': "transparent"}, + ) + fig.append_trace(bb_lower, 1, 1) + fig.append_trace(bb_upper, 1, 1) + + if TO_DISPLAY['sma'] and 'sma' in data: + sma = generate_scattergl(index='sma', name='SMA', data=data) + fig.append_trace(sma, 1, 1) + + if TO_DISPLAY['ema'] and 'ema10' in data and 'ema50' in data: + ema10 = generate_scattergl(index='ema10', name='EMA10', data=data) + ema50 = generate_scattergl(index='ema50', name='EMA50', data=data) + fig.append_trace(ema10, 1, 1) + fig.append_trace(ema50, 1, 1) + fig.append_trace(buys, 1, 1) fig.append_trace(sells, 1, 1) - fig.append_trace(volume, 2, 1) - fig.append_trace(macd, 3, 1) - fig.append_trace(macdsignal, 3, 1) fig.append_trace(trade_buys, 1, 1) fig.append_trace(trade_sells, 1, 1) - - fig['layout'].update(title=pair) fig['layout']['yaxis1'].update(title='Price') - fig['layout']['yaxis2'].update(title='Volume') - fig['layout']['yaxis3'].update(title='MACD') - plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html')) + # Row 2 + volume = go.Bar( + x=data['date'], + y=data['volume'], + name='Volume' + ) + fig.append_trace(volume, 2, 1) + fig['layout']['yaxis2'].update(title='Volume') + + # Row 3 (On Row 3, we can only display one indicator) + if TO_DISPLAY['macd'] and 'macd' in data and 'macdsignal' in data: + macd = generate_scattergl(index='macd', name='MACD', data=data) + macdsignal = generate_scattergl(index='macdsignal', name='MACD Signal', data=data) + fig.append_trace(macd, 3, 1) + fig.append_trace(macdsignal, 3, 1) + fig['layout']['yaxis3'].update(title='MACD') + + elif TO_DISPLAY['fast'] and 'fastd' in data and 'fastk' in data: + fastd = generate_scattergl(index='fastd', name='fastd', data=data) + fastk = generate_scattergl(index='fastk', name='fastk', data=data) + fig.append_trace(fastd, 3, 1) + fig.append_trace(fastk, 3, 1) + fig['layout']['yaxis3'].update(title='Stoch Fast') + + elif TO_DISPLAY['slow'] and 'slowd' in data and 'slowk' in data: + slowd = generate_scattergl(index='slowd', name='slowd', data=data) + slowk = generate_scattergl(index='slowk', name='slowk', data=data) + fig.append_trace(slowd, 3, 1) + fig.append_trace(slowk, 3, 1) + fig['layout']['yaxis3'].update(title='Stoch Slow') + + elif TO_DISPLAY['rsi'] and 'rsi' in data: + rsi = generate_scattergl(index='rsi', name='RSI', data=data) + fig.append_trace(rsi, 3, 1) + fig['layout']['yaxis3'].update(title='RSI') + + elif TO_DISPLAY['mfi'] and 'mfi' in data: + mfi = generate_scattergl(index='mfi', name='MFI', data=data) + fig.append_trace(mfi, 3, 1) + fig['layout']['yaxis3'].update(title='MFI') + + elif TO_DISPLAY['fisher_rsi'] and 'fisher_rsi' in data: + fisher_rsi = generate_scattergl(index='fisher_rsi', name='Fisher RSI', data=data) + fig.append_trace(fisher_rsi, 3, 1) + fig['layout']['yaxis3'].update(title='Fisher RSI') + + return fig + + +def generate_scattergl(index, name, data) -> go.Scattergl: + """ + Generate a Scattergl element + :param index: code of the Indicator to generate + :param name: Name that will be display in the graph legend + :param data: Dataframe + :return: Scattergl + """ + return go.Scattergl( + x=data['date'], + y=data[index], + name=name + ) def plot_parse_args(args: List[str]) -> Namespace: