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trim trades to the available ohlcv data before plotting profits

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This commit is contained in:
orehunt 2020-04-06 15:49:59 +02:00
parent 4e907e2304
commit 20abb379aa
2 changed files with 13 additions and 3 deletions
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13
freqtrade/data/btanalysis.py
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@ -151,13 +151,20 @@ def load_trades(source: str, db_url: str, exportfilename: Path,
return load_backtest_data(exportfilename)
def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:
def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame,
date_index=False) -> pd.DataFrame:
"""
Compare trades and backtested pair DataFrames to get trades performed on backtested period
:return: the DataFrame of a trades of period
"""
trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
(trades['close_time'] <= dataframe.iloc[-1]['date'])]
if date_index:
trades_start = dataframe.index[0]
trades_stop = dataframe.index[-1]
else:
trades_start = dataframe.iloc[0]['date']
trades_stop = dataframe.iloc[-1]['date']
trades = trades.loc[(trades['open_time'] >= trades_start) &
(trades['close_time'] <= trades_stop)]
return trades

3
freqtrade/plot/plotting.py
View File

@ -385,6 +385,9 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
# Combine close-values for all pairs, rename columns to "pair"
df_comb = combine_dataframes_with_mean(data, "close")
# Trim trades to available OHLCV data
trades = extract_trades_of_period(df_comb, trades, date_index=True)
# Add combined cumulative profit
df_comb = create_cum_profit(df_comb, trades, 'cum_profit', timeframe)