Merge branch 'improvedGraphing' into ObjectivyGraphImprovements

# Conflicts:
#	freqtrade/arguments.py

freqtrade/arguments.py

@@ -260,6 +260,77 @@ class Arguments(object):
             default=None
         )
 
+
+        self.parser.add_argument(
+            '--stop-loss',
+            help='Renders stop/loss information in the main chart',
+            dest='stoplossdisplay',
+            action='store_true',
+            default=False
+
+        )
+
+        self.parser.add_argument(
+            '--plot-rsi',
+            help='Renders a rsi chart of the given RSI dataframe name, for example --plot-rsi rsi',
+            dest='plotrsi',
+            nargs='+',
+            default=None
+
+        )
+
+        self.parser.add_argument(
+            '--plot-cci',
+            help='Renders a cci chart of the given CCI dataframe name, for example --plot-cci cci',
+            dest='plotcci',
+            nargs='+',
+
+            default=None
+        )
+
+        self.parser.add_argument(
+            '--plot-macd',
+            help='Renders a macd chart of the given '
+                 'dataframe name, for example --plot-macd macd',
+            dest='plotmacd',
+            default=None
+        )
+
+        self.parser.add_argument(
+            '--plot-dataframe',
+            help='Renders the specified dataframes',
+            dest='plotdataframe',
+            default=None,
+            nargs='+',
+            type=str
+        )
+
+        self.parser.add_argument(
+            '--plot-dataframe-marker',
+            help='Renders the specified dataframes as markers. '
+                 'Accepted values for a marker are either 100 or -100',
+            dest='plotdataframemarker',
+            default=None,
+            nargs='+',
+            type=str
+        )
+
+        self.parser.add_argument(
+            '--plot-volume',
+            help='plots the volume as a sub plot',
+            dest='plotvolume',
+            action='store_true'
+        )
+
+        self.parser.add_argument(
+            '--plot-max-ticks',
+            help='specify an upper limit of how many ticks we can display',
+            dest='plotticks',
+            default=750,
+            type=int
+        )
+
+
     def testdata_dl_options(self) -> None:
         """
         Parses given arguments for testdata download

freqtrade/rpc/telegram.py

@@ -357,8 +357,9 @@ class Telegram(RPC):
 
         message = tabulate({
             'current': [len(trades)],
-            'max': [self._config['max_open_trades']]
+            'max': [self._config['max_open_trades']],
-        }, headers=['current', 'max'], tablefmt='simple')
+            'total stake': [sum((trade.open_rate * trade.amount) for trade in trades)]
+        }, headers=['current', 'max', 'total stake'], tablefmt='simple')
         message = "<pre>{}</pre>".format(message)
         logger.debug(message)
         self.send_msg(message, parse_mode=ParseMode.HTML)

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -1013,9 +1013,12 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
     msg_mock.reset_mock()
     telegram._count(bot=MagicMock(), update=update)
 
-    msg = '<pre>  current    max\n---------  -----\n        1      {}</pre>'.format(
+    msg = '<pre>  current    max    total stake\n---------  -----  -------------\n' \
-        default_conf['max_open_trades']
+          '        1      {}          {}</pre>'\
-    )
+        .format(
+            default_conf['max_open_trades'],
+            default_conf['stake_amount']
+        )
     assert msg in msg_mock.call_args_list[0][0][0]
 
 

requirements.txt

@@ -1,6 +1,6 @@
 ccxt==1.11.149
 SQLAlchemy==1.2.7
-python-telegram-bot==10.0.2
+python-telegram-bot==10.1.0
 arrow==0.12.1
 cachetools==2.0.1
 requests==2.18.4

scripts/plot_dataframe.py

@@ -11,21 +11,21 @@ Optional Cli parameters
 --timerange: specify what timerange of data to use.
 -l / --live: Live, to download the latest ticker for the pair
 """
+import datetime
 import logging
 import sys
 from argparse import Namespace
-
 from typing import List
 
+import plotly.graph_objs as go
 from plotly import tools
 from plotly.offline import plot
-import plotly.graph_objs as go
 
-from freqtrade.arguments import Arguments
-from freqtrade.analyze import Analyze
-from freqtrade import exchange
 import freqtrade.optimize as optimize
-
+from freqtrade import exchange
+from freqtrade.analyze import Analyze
+from freqtrade.arguments import Arguments
+from freqtrade.configuration import Configuration
 
 <<<<<<< HEAD
 logger = logging.getLogger('freqtrade')
@@ -33,6 +33,203 @@ logger = logging.getLogger('freqtrade')
 logger = logging.getLogger(__name__)
 >>>>>>> bddf009a2b6d0e1a19cca558887ce972e99a6238
 
+def plot_dataframes_markers(data, fig, args):
+    """
+        plots additional dataframe markers in the main plot
+    :param data:
+    :param fig:
+    :param args:
+    :return:
+    """
+
+    if args.plotdataframemarker:
+        for x in args.plotdataframemarker:
+            filter = data[(data[x] == 100 ) | (data[x] == -100) ]
+            marker = go.Scatter(
+                x=filter.date,
+                y=filter.low * 0.99,
+                mode='markers',
+                name=x,
+                marker=dict(
+                    symbol='diamond-tall-open',
+                    size=10,
+                    line=dict(width=1)
+                )
+
+            )
+
+            fig.append_trace(marker, 1, 1)
+
+
+def plot_dataframes(data, fig, args):
+    """
+        plots additional dataframes in the main plot
+    :param data:
+    :param fig:
+    :param args:
+    :return:
+    """
+
+    if args.plotdataframe:
+        for x in args.plotdataframe:
+            chart = go.Scattergl(x=data['date'], y=data[x], name=x)
+            fig.append_trace(chart, 1, 1)
+
+
+def plot_volume_dataframe(data, fig, args, plotnumber):
+    """
+        adds the plotting of the volume
+    :param data:
+    :param fig:
+    :param args:
+    :return:
+    """
+
+    volume = go.Bar(x=data['date'], y=data['volume'], name='Volume')
+    fig.append_trace(volume, plotnumber, 1)
+
+
+def plot_macd_dataframe(data, fig, args, plotnumber):
+    """
+        adds the plotting of the MACD if specified
+    :param data:
+    :param fig:
+    :param args:
+    :return:
+    """
+
+    macd = go.Scattergl(x=data['date'], y=data[args.plotmacd], name='MACD')
+    macdsignal = go.Scattergl(x=data['date'], y=data[args.plotmacd + 'signal'], name='MACD signal')
+    fig.append_trace(macd, plotnumber, 1)
+    fig.append_trace(macdsignal, plotnumber, 1)
+
+
+def plot_rsi_dataframe(data, fig, args, plotnumber):
+    """
+
+        this function plots an additional RSI chart under the exiting charts
+    :param data:
+    :param fig:
+    :param args:
+    :return:
+    """
+    if args.plotrsi:
+        for x in args.plotrsi:
+            rsi = go.Scattergl(x=data['date'], y=data[x], name=x)
+            fig.append_trace(rsi, plotnumber, 1)
+
+
+def plot_cci_dataframe(data, fig, args, plotnumber):
+    """
+
+        this function plots an additional cci chart under the exiting charts
+    :param data:
+    :param fig:
+    :param args:
+    :return:
+    """
+    if args.plotcci:
+        for x in args.plotcci:
+            chart = go.Scattergl(x=data['date'], y=data[x], name=x)
+            fig.append_trace(chart, plotnumber, 1)
+
+
+
+def plot_stop_loss_trade(df_sell, fig, analyze, args):
+    """
+        plots the stop loss for the associated trades and buys
+        as well as the estimated profit ranges.
+
+        will be enabled if --stop-loss is provided
+        as argument
+
+    :param data:
+    :param trades:
+    :return:
+    """
+
+    if args.stoplossdisplay is False:
+        return
+
+    if 'associated_buy_price' not in df_sell:
+        return
+
+    stoploss = analyze.strategy.stoploss
+
+    for index, x in df_sell.iterrows():
+        if x['associated_buy_price'] > 0:
+            # draw stop loss
+            fig['layout']['shapes'].append(
+                {
+                    'fillcolor': 'red',
+                    'opacity': 0.1,
+                    'type': 'rect',
+                    'x0': x['associated_buy_date'],
+                    'x1': x['date'],
+                    'y0': x['associated_buy_price'],
+                    'y1': (x['associated_buy_price'] - abs(stoploss) * x['associated_buy_price']),
+                    'line': {'color': 'red'}
+                }
+            )
+
+            totalTime = 0
+            for time in analyze.strategy.minimal_roi:
+                t = int(time)
+                totalTime = t + totalTime
+
+                enddate = x['date']
+
+                date = x['associated_buy_date'] + datetime.timedelta(minutes=totalTime)
+
+                # draw profit range
+                fig['layout']['shapes'].append(
+                    {
+                        'fillcolor': 'green',
+                        'opacity': 0.1,
+                        'type': 'rect',
+                        'x0': date,
+                        'x1': enddate,
+                        'y0': x['associated_buy_price'],
+                        'y1': x['associated_buy_price'] + x['associated_buy_price'] * analyze.strategy.minimal_roi[
+                            time],
+                        'line': {'color': 'green'}
+                    }
+                )
+
+
+def find_profits(data):
+    """
+        finds the profits between sells and the associated buys. This does not take in account
+        ROI!
+    :param data:
+    :return:
+    """
+
+    # go over all the sells
+    # find all previous buys
+
+    df_sell = data[data['sell'] == 1]
+    df_sell['profit'] = 0
+    df_buys = data[data['buy'] == 1]
+    lastDate = data['date'].iloc[0]
+
+    for index, row in df_sell.iterrows():
+
+        buys = df_buys[(df_buys['date'] < row['date']) & (df_buys['date'] > lastDate)]
+
+        profit = None
+        if buys['date'].count() > 0:
+            buys = buys.tail()
+            profit = round(row['close'] / buys['close'].values[0] * 100 - 100, 2)
+            lastDate = row['date']
+
+            df_sell.loc[index, 'associated_buy_date'] = buys['date'].values[0]
+            df_sell.loc[index, 'associated_buy_price'] = buys['close'].values[0]
+
+        df_sell.loc[index, 'profit'] = profit
+
+    return df_sell
+
 
 def plot_analyzed_dataframe(args: Namespace) -> None:
     """
@@ -44,7 +241,9 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
 
     # Init strategy
     try:
-        analyze = Analyze({'strategy': args.strategy})
+        config = Configuration(args)
+
+        analyze = Analyze(config.get_config())
     except AttributeError:
         logger.critical(
             'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
@@ -73,9 +272,9 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
     dataframe = analyze.populate_buy_trend(dataframe)
     dataframe = analyze.populate_sell_trend(dataframe)
 
-    if len(dataframe.index) > 750:
+    if len(dataframe.index) > args.plotticks:
-        logger.warning('Ticker contained more than 750 candles, clipping.')
+        logger.warning('Ticker contained more than {} candles, clipping.'.format(args.plotticks))
-    data = dataframe.tail(750)
+    data = dataframe.tail(args.plotticks)
 
     candles = go.Candlestick(
         x=data.date,
@@ -87,30 +286,35 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
     )
 
     df_buy = data[data['buy'] == 1]
+
     buys = go.Scattergl(
         x=df_buy.date,
-        y=df_buy.close,
+        y=df_buy.close * 0.995,
         mode='markers',
         name='buy',
         marker=dict(
             symbol='triangle-up-dot',
-            size=9,
+            size=15,
             line=dict(width=1),
             color='green',
         )
     )
-    df_sell = data[data['sell'] == 1]
+    df_sell = find_profits(data)
-    sells = go.Scattergl(
+
+    sells = go.Scatter(
         x=df_sell.date,
-        y=df_sell.close,
+        y=df_sell.close * 1.01,
-        mode='markers',
+        mode='markers+text',
         name='sell',
+        text=df_sell.profit,
+        textposition='top right',
         marker=dict(
             symbol='triangle-down-dot',
-            size=9,
+            size=15,
             line=dict(width=1),
             color='red',
         )
+
     )
 
     bb_lower = go.Scatter(
@@ -127,31 +331,77 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
         fillcolor="rgba(0,176,246,0.2)",
         line={'color': "transparent"},
     )
-    macd = go.Scattergl(x=data['date'], y=data['macd'], name='MACD')
+    bb_middle = go.Scatter(
-    macdsignal = go.Scattergl(x=data['date'], y=data['macdsignal'], name='MACD signal')
+        x=data.date,
-    volume = go.Bar(x=data['date'], y=data['volume'], name='Volume')
+        y=data.bb_middleband,
+        name='BB middle',
+        fill="tonexty",
+        fillcolor="rgba(0,176,246,0.2)",
+        line={'color': "red"},
+    )
 
+    # ugly hack for now
+    rowWidth = [1]
+    if args.plotvolume:
+        rowWidth.append(1)
+    if args.plotmacd:
+        rowWidth.append(1)
+    if args.plotrsi:
+        rowWidth.append(1)
+    if args.plotcci:
+        rowWidth.append(1)
+
+    # standard layout signal + volume
     fig = tools.make_subplots(
-        rows=3,
+        rows=len(rowWidth),
         cols=1,
         shared_xaxes=True,
-        row_width=[1, 1, 4],
+        row_width=rowWidth,
         vertical_spacing=0.0001,
     )
 
+    # todo should be optional
     fig.append_trace(candles, 1, 1)
     fig.append_trace(bb_lower, 1, 1)
+    fig.append_trace(bb_middle, 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)
+    # append stop loss/profit
-    fig.append_trace(macdsignal, 3, 1)
+    plot_stop_loss_trade(df_sell, fig, analyze, args)
+
+    # plot other dataframes
+    plot_dataframes(data, fig, args)
+    plot_dataframes_markers(data, fig, args)
 
     fig['layout'].update(title=args.pair)
     fig['layout']['yaxis1'].update(title='Price')
-    fig['layout']['yaxis2'].update(title='Volume')
+
-    fig['layout']['yaxis3'].update(title='MACD')
+    subplots = 1
+
+    if args.plotvolume:
+        subplots = subplots + 1
+        plot_volume_dataframe(data, fig, args, subplots)
+        fig['layout']['yaxis' + str(subplots)].update(title='Volume')
+
+    if args.plotmacd:
+        subplots = subplots + 1
+        plot_macd_dataframe(data, fig, args, subplots)
+        fig['layout']['yaxis' + str(subplots)].update(title='MACD')
+
+    if args.plotrsi:
+        subplots = subplots + 1
+        plot_rsi_dataframe(data, fig, args, subplots)
+        fig['layout']['yaxis' + str(subplots)].update(title='RSI', range=[0, 100])
+
+    if args.plotcci:
+        subplots = subplots + 1
+        plot_cci_dataframe(data, fig, args, subplots)
+        fig['layout']['yaxis' + str(subplots)].update(title='CCI')
+
+    # updated all the
 
     plot(fig, filename='freqtrade-plot.html')