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Add more indicators

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This commit is contained in:
Gerald Lonlas 2018-06-03 18:41:28 -07:00
parent 64504e6777
commit 1c75bfdddd
1 changed files with 127 additions and 40 deletions
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135
scripts/plot_dataframe.py
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@ -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,
@ -167,6 +200,10 @@ def generate_graph(pair, trades, data):
)
)
# Row 1
fig.append_trace(candles, 1, 1)
if 'bb_lowerband' in data and 'bb_upperband' in data:
bb_lower = go.Scatter(
x=data.date,
y=data.bb_lowerband,
@ -181,37 +218,87 @@ def generate_graph(pair, trades, data):
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 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')
# 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')
plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html'))
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: