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Use timeframe_to_prev_date to move trade-date to candle

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This commit is contained in:
Matthias 2020-04-05 14:35:53 +02:00
parent 45fb4d25ab
commit 4e907e2304
1 changed files with 6 additions and 4 deletions
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10
freqtrade/plot/plotting.py
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@ -10,6 +10,7 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown,
create_cum_profit,
extract_trades_of_period, load_trades)
from freqtrade.data.converter import trim_dataframe
from freqtrade.exchange import timeframe_to_prev_date
from freqtrade.data.history import load_data
from freqtrade.misc import pair_to_filename
from freqtrade.resolvers import StrategyResolver
@ -122,7 +123,8 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_sub
return fig
def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> make_subplots:
def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame,
timeframe: str) -> make_subplots:
"""
Add scatter points indicating max drawdown
"""
@ -132,8 +134,8 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> m
drawdown = go.Scatter(
x=[highdate, lowdate],
y=[
df_comb.loc[df_comb.index == highdate, 'cum_profit'],
df_comb.loc[df_comb.index == lowdate, 'cum_profit'],
df_comb.loc[timeframe_to_prev_date(timeframe, highdate), 'cum_profit'],
df_comb.loc[timeframe_to_prev_date(timeframe, lowdate), 'cum_profit'],
],
mode='markers',
name=f"Max drawdown {max_drawdown:.2f}%",
@ -405,7 +407,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
fig.add_trace(avgclose, 1, 1)
fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
fig = add_max_drawdown(fig, 2, trades, df_comb)
fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe)
for pair in pairs:
profit_col = f'cum_profit_{pair}'