Add samples for plotting to jupyter documentation

This commit is contained in:
Matthias
2019-09-21 10:57:16 +02:00
parent 5234f8bf28
commit 359b0ba088
3 changed files with 172 additions and 53 deletions

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@@ -107,10 +107,111 @@
"source": [
"# Report results\n",
"print(f\"Generated {df['buy'].sum()} buy signals\")\n",
"data = df.set_index('date', drop=True)\n",
"data = df.set_index('date', drop=False)\n",
"data.tail()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Load existing objects into a Jupyter notebook\n",
"\n",
"The following cells assume that you have already generated data using the cli. \n",
"They will allow you to drill deeper into your results, and perform analysis which otherwise would make the output very difficult to digest due to information overload."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load backtest results to pandas dataframe\n",
"\n",
"Analyze a trades dataframe (also used below for plotting)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from freqtrade.data.btanalysis import load_backtest_data\n",
"\n",
"# Load backtest results\n",
"trades = load_backtest_data(user_data_dir / \"backtest_results/backtest-result.json\")\n",
"\n",
"# Show value-counts per pair\n",
"trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load live trading results into a pandas dataframe\n",
"\n",
"In case you did already some trading and want to analyze your performance"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from freqtrade.data.btanalysis import load_trades_from_db\n",
"\n",
"# Fetch trades from database\n",
"trades = load_trades_from_db(\"sqlite:///tradesv3.sqlite\")\n",
"\n",
"# Display results\n",
"trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Plot results\n",
"\n",
"Freqtrade offers interactive plotting capabilities based on plotly."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from freqtrade.plot.plotting import generate_candlestick_graph\n",
"# Limit graph period to keep plotly quick and reactive\n",
"\n",
"data_red = data['2019-06-01':'2019-06-10']\n",
"# Generate candlestick graph\n",
"graph = generate_candlestick_graph(pair=pair,\n",
" data=data_red,\n",
" trades=trades,\n",
" indicators1=['sma20', 'ema50', 'ema55'],\n",
" indicators2=['rsi', 'macd', 'macdsignal', 'macdhist']\n",
" )\n",
"\n",
"\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Show graph inline\n",
"# graph.show()\n",
"\n",
"# Render graph in a seperate window\n",
"graph.show(renderer=\"browser\")\n"
]
},
{
"cell_type": "markdown",
"metadata": {},