Merge pull request #454 from gcarq/replace_matplotlib

Replace matplotlib with Plotly
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Samuel Husso 2018-01-28 12:59:10 +02:00 committed by GitHub
commit 3b11459a38
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4 changed files with 130 additions and 71 deletions

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@ -5,21 +5,34 @@ This page explains how to plot prices, indicator, profits.
- [Plot price and indicators](#plot-price-and-indicators)
- [Plot profit](#plot-profit)
## Installation
Plotting scripts use Plotly library. Install/upgrade it with:
```
pip install --upgrade plotly
```
At least version 2.3.0 is required.
## Plot price and indicators
Usage for the price plotter:
script/plot_dataframe.py [-h] [-p pair]
```
script/plot_dataframe.py [-h] [-p pair] [--live]
```
Example
```
python script/plot_dataframe.py -p BTC_ETH,BTC_LTC
python script/plot_dataframe.py -p BTC_ETH
```
The -p pair argument, can be used to specify what
The `-p` pair argument, can be used to specify what
pair you would like to plot.
**Advanced use**
To plot the current live price use the --live flag:
To plot the current live price use the `--live` flag:
```
python scripts/plot_dataframe.py -p BTC_ETH --live
```
@ -51,19 +64,14 @@ The third graph can be useful to spot outliers, events in pairs
that makes profit spikes.
Usage for the profit plotter:
script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num]
The -p pair argument, can be used to plot a single pair
```
script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num]
```
The `-p` pair argument, can be used to plot a single pair
Example
```
python python scripts/plot_profit.py --datadir ../freqtrade/freqtrade/tests/testdata-20171221/ -p BTC_LTC
```
**When it goes wrong**
*** Linux: Can't display**
If you are inside an python environment, you might want to set the
DISPLAY variable as so:
$ DISPLAY=:0 python scripts/plot_dataframe.py

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@ -22,5 +22,4 @@ tabulate==0.8.2
pymarketcap==3.3.153
# Required for plotting data
#matplotlib==2.1.0
#PYQT5==5.9
#plotly==2.3.0

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@ -3,14 +3,16 @@
import sys
import logging
import argparse
import os
import matplotlib
# matplotlib.use("Qt5Agg")
import matplotlib.dates as mdates
import matplotlib.pyplot as plt
from pandas import DataFrame
import talib.abstract as ta
import plotly
from plotly import tools
from plotly.offline import plot
import plotly.graph_objs as go
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade import exchange, analyze
from freqtrade.misc import common_args_parser
@ -36,8 +38,7 @@ def plot_analyzed_dataframe(args) -> None:
:param pair: pair as str
:return: None
"""
pair = args.pair
pairs = [pair]
pair = args.pair.replace('-', '_')
timerange = misc.parse_timerange(args.timerange)
# Init strategy
@ -52,7 +53,7 @@ def plot_analyzed_dataframe(args) -> None:
exchange._API = exchange.Bittrex({'key': '', 'secret': ''})
tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
else:
tickers = optimize.load_data(args.datadir, pairs=pairs,
tickers = optimize.load_data(args.datadir, pairs=[pair],
ticker_interval=tick_interval,
refresh_pairs=False,
timerange=timerange)
@ -62,38 +63,84 @@ def plot_analyzed_dataframe(args) -> None:
dataframe = analyze.populate_sell_trend(dataframe)
dates = misc.datesarray_to_datetimearray(dataframe['date'])
# Two subplots sharing x axis
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
fig.suptitle(pair + " " + str(tick_interval), fontsize=14, fontweight='bold')
if (len(dataframe.index) > 750):
logger.warn('Ticker contained more than 750 candles, clipping.')
df = dataframe.tail(750)
ax1.plot(dates, dataframe['close'], label='close')
# ax1.plot(dates, dataframe['sell'], 'ro', label='sell')
ax1.plot(dates, dataframe['sma'], '--', label='SMA')
ax1.plot(dates, dataframe['tema'], ':', label='TEMA')
ax1.plot(dates, dataframe['blower'], '-.', label='BB low')
ax1.plot(dates, dataframe['close'] * dataframe['buy'], 'bo', label='buy')
ax1.plot(dates, dataframe['close'] * dataframe['sell'], 'ro', label='sell')
candles = go.Candlestick(x=df.date,
open=df.open,
high=df.high,
low=df.low,
close=df.close,
name='Price')
ax1.legend()
df_buy = df[df['buy'] == 1]
buys = go.Scattergl(
x=df_buy.date,
y=df_buy.close,
mode='markers',
name='buy',
marker=dict(symbol='x-dot')
)
df_sell = df[df['sell'] == 1]
sells = go.Scattergl(
x=df_sell.date,
y=df_sell.close,
mode='markers',
name='sell',
marker=dict(symbol='diamond')
)
ax2.plot(dates, dataframe['adx'], label='ADX')
ax2.plot(dates, dataframe['mfi'], label='MFI')
# ax2.plot(dates, [25] * len(dataframe.index.values))
ax2.legend()
bb_lower = go.Scatter(
x=df.date,
y=df.bb_lowerband,
name='BB lower',
line={'color': "transparent"},
)
bb_upper = go.Scatter(
x=df.date,
y=df.bb_upperband,
name='BB upper',
fill="tonexty",
fillcolor="rgba(0,176,246,0.2)",
line={'color': "transparent"},
)
ax3.plot(dates, dataframe['fastk'], label='k')
ax3.plot(dates, dataframe['fastd'], label='d')
ax3.plot(dates, [20] * len(dataframe.index.values))
ax3.legend()
xfmt = mdates.DateFormatter('%d-%m-%y %H:%M') # Dont let matplotlib autoformat date
ax3.xaxis.set_major_formatter(xfmt)
macd = go.Scattergl(
x=df['date'],
y=df['macd'],
name='MACD'
)
macdsignal = go.Scattergl(
x=df['date'],
y=df['macdsignal'],
name='MACD signal'
)
volume = go.Bar(
x=df['date'],
y=df['volume'],
name='Volume'
)
fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 4])
fig.append_trace(candles, 1, 1)
fig.append_trace(bb_lower, 1, 1)
fig.append_trace(bb_upper, 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['layout'].update(title=args.pair)
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title='Volume')
fig['layout']['yaxis3'].update(title='MACD')
plot(fig, filename='freqtrade-plot.html')
# Fine-tune figure; make subplots close to each other and hide x ticks for
# all but bottom plot.
fig.subplots_adjust(hspace=0)
fig.autofmt_xdate() # Rotate the dates
plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False)
plt.show()
if __name__ == '__main__':
args = plot_parse_args(sys.argv[1:])

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@ -2,10 +2,13 @@
import sys
import json
import matplotlib.pyplot as plt
import matplotlib.dates as mdates
import numpy as np
import plotly
from plotly import tools
from plotly.offline import plot
import plotly.graph_objs as go
import freqtrade.optimize as optimize
import freqtrade.misc as misc
import freqtrade.exchange as exchange
@ -122,30 +125,32 @@ def plot_profit(args) -> None:
# Plot the pairs average close prices, and total profit growth
#
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
fig.suptitle('total profit')
avgclose = go.Scattergl(
x=dates,
y=avgclose,
name='Avg close price',
)
profit = go.Scattergl(
x=dates,
y=pg,
name='Profit',
)
ax1.plot(dates, avgclose, label='avgclose')
ax2.plot(dates, pg, label='profit')
ax1.legend(loc='upper left')
ax2.legend(loc='upper left')
fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
fig.append_trace(avgclose, 1, 1)
fig.append_trace(profit, 2, 1)
# FIX if we have one line pair in paris
# then skip the plotting of the third graph,
# or change what we plot
# In third graph, we plot each profit separately
for pair in pairs:
pg = make_profit_array(data, max_x, pair)
ax3.plot(dates, pg, label=pair)
ax3.legend(loc='upper left')
# black background to easier see multiple colors
ax3.set_facecolor('black')
xfmt = mdates.DateFormatter('%d-%m-%y %H:%M') # Dont let matplotlib autoformat date
ax3.xaxis.set_major_formatter(xfmt)
pair_profit = go.Scattergl(
x=dates,
y=pg,
name=pair,
)
fig.append_trace(pair_profit, 3, 1)
fig.subplots_adjust(hspace=0)
fig.autofmt_xdate() # Rotate the dates
plt.show()
plot(fig, filename='freqtrade-profit-plot.html')
if __name__ == '__main__':