Merge pull request #1959 from freqtrade/split_btanalysis_load_trades

Split btanalysis load trades

freqtrade/arguments.py

@@ -516,3 +516,11 @@ class Arguments(object):
             default=750,
             type=int,
         )
+        parser.add_argument(
+            '--trade-source',
+            help='Specify the source for trades (Can be DB or file (backtest file)) '
+                 'Default: %(default)s',
+            dest='trade_source',
+            default="file",
+            choices=["DB", "file"]
+        )

freqtrade/configuration.py

@@ -358,7 +358,8 @@ class Configuration(object):
 
         self._args_to_config(config, argname='plot_limit',
                              logstring='Limiting plot to: {}')
-
+        self._args_to_config(config, argname='trade_source',
+                             logstring='Using trades from: {}')
         return config
 
     def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]:

freqtrade/data/btanalysis.py

@@ -73,37 +73,30 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int
     return df_final[df_final['pair'] > max_open_trades]
 
 
-def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame:
+def load_trades_from_db(db_url: str) -> pd.DataFrame:
     """
-    Load trades, either from a DB (using dburl) or via a backtest export file.
+    Load trades from a DB (using dburl)
     :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite)
-    :param exportfilename: Path to a file exported from backtesting
     :return: Dataframe containing Trades
     """
-    timeZone = pytz.UTC
-
     trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
+    persistence.init(db_url, clean_open_orders=False)
+    columns = ["pair", "profit", "open_time", "close_time",
+               "open_rate", "close_rate", "duration", "sell_reason",
+               "max_rate", "min_rate"]
 
-    if db_url:
-        persistence.init(db_url, clean_open_orders=False)
-        columns = ["pair", "profit", "open_time", "close_time",
-                   "open_rate", "close_rate", "duration"]
-
-        for x in Trade.query.all():
-            logger.info("date: {}".format(x.open_date))
-
-        trades = pd.DataFrame([(t.pair, t.calc_profit(),
-                                t.open_date.replace(tzinfo=timeZone),
-                                t.close_date.replace(tzinfo=timeZone) if t.close_date else None,
-                                t.open_rate, t.close_rate,
-                                t.close_date.timestamp() - t.open_date.timestamp()
-                                if t.close_date else None)
-                               for t in Trade.query.all()],
-                              columns=columns)
-
-    elif exportfilename:
-
-        trades = load_backtest_data(Path(exportfilename))
+    trades = pd.DataFrame([(t.pair, t.calc_profit(),
+                            t.open_date.replace(tzinfo=pytz.UTC),
+                            t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None,
+                            t.open_rate, t.close_rate,
+                            t.close_date.timestamp() - t.open_date.timestamp()
+                            if t.close_date else None,
+                            t.sell_reason,
+                            t.max_rate,
+                            t.min_rate,
+                            )
+                           for t in Trade.query.all()],
+                          columns=columns)
 
     return trades
 

freqtrade/plot/plotting.py

@@ -81,6 +81,8 @@ def plot_trades(fig, trades: pd.DataFrame):
         )
         fig.append_trace(trade_buys, 1, 1)
         fig.append_trace(trade_sells, 1, 1)
+    else:
+        logger.warning("No trades found.")
     return fig
 
 

freqtrade/tests/data/test_btanalysis.py

@@ -7,7 +7,7 @@ from pandas import DataFrame, to_datetime
 from freqtrade.arguments import TimeRange
 from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
                                        extract_trades_of_period,
-                                       load_backtest_data, load_trades)
+                                       load_backtest_data, load_trades_from_db)
 from freqtrade.data.history import load_pair_history, make_testdata_path
 from freqtrade.tests.test_persistence import create_mock_trades
 
@@ -28,14 +28,6 @@ def test_load_backtest_data():
         load_backtest_data(str("filename") + "nofile")
 
 
-def test_load_trades_file(default_conf, fee, mocker):
-    # Real testing of load_backtest_data is done in test_load_backtest_data
-    lbt = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
-    filename = make_testdata_path(None) / "backtest-result_test.json"
-    load_trades(db_url=None, exportfilename=filename)
-    assert lbt.call_count == 1
-
-
 @pytest.mark.usefixtures("init_persistence")
 def test_load_trades_db(default_conf, fee, mocker):
 
@@ -43,7 +35,7 @@ def test_load_trades_db(default_conf, fee, mocker):
     # remove init so it does not init again
     init_mock = mocker.patch('freqtrade.persistence.init', MagicMock())
 
-    trades = load_trades(db_url=default_conf['db_url'], exportfilename=None)
+    trades = load_trades_from_db(db_url=default_conf['db_url'])
     assert init_mock.call_count == 1
     assert len(trades) == 3
     assert isinstance(trades, DataFrame)

freqtrade/tests/test_plotting.py

@@ -67,11 +67,12 @@ def test_generate_row(default_conf, caplog):
     assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog.record_tuples)
 
 
-def test_plot_trades():
+def test_plot_trades(caplog):
     fig1 = generage_empty_figure()
     # nothing happens when no trades are available
     fig = plot_trades(fig1, None)
     assert fig == fig1
+    assert log_has("No trades found.", caplog.record_tuples)
     pair = "ADA/BTC"
     filename = history.make_testdata_path(None) / "backtest-result_test.json"
     trades = load_backtest_data(filename)