diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 357bcb937..b5611c8aa 100644 --- a/freqtrade/arguments.py +++ b/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 diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 81749d778..086c408ac 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -357,8 +357,9 @@ class Telegram(RPC): message = tabulate({ 'current': [len(trades)], - 'max': [self._config['max_open_trades']] - }, headers=['current', 'max'], tablefmt='simple') + 'max': [self._config['max_open_trades']], + 'total stake': [sum((trade.open_rate * trade.amount) for trade in trades)] + }, headers=['current', 'max', 'total stake'], tablefmt='simple') message = "
{}".format(message)
logger.debug(message)
self.send_msg(message, parse_mode=ParseMode.HTML)
diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py
index b534dfeb5..38e9c8b8a 100644
--- a/freqtrade/tests/rpc/test_rpc_telegram.py
+++ b/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 = ' current max\n--------- -----\n 1 {}'.format(
- default_conf['max_open_trades']
- )
+ msg = ' current max total stake\n--------- ----- -------------\n' \
+ ' 1 {} {}'\
+ .format(
+ default_conf['max_open_trades'],
+ default_conf['stake_amount']
+ )
assert msg in msg_mock.call_args_list[0][0][0]
diff --git a/requirements.txt b/requirements.txt
index 887624cb6..7fdefb98c 100644
--- a/requirements.txt
+++ b/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
diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py
index 5e533a030..b9d503f40 100755
--- a/scripts/plot_dataframe.py
+++ b/scripts/plot_dataframe.py
@@ -11,27 +11,220 @@ 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')
-=======
-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 +237,9 @@ 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 +268,9 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
dataframe = analyze.populate_buy_trend(dataframe)
dataframe = analyze.populate_sell_trend(dataframe)
- if len(dataframe.index) > 750:
- logger.warning('Ticker contained more than 750 candles, clipping.')
- data = dataframe.tail(750)
+ if len(dataframe.index) > args.plotticks:
+ logger.warning('Ticker contained more than {} candles, clipping.'.format(args.plotticks))
+ data = dataframe.tail(args.plotticks)
candles = go.Candlestick(
x=data.date,
@@ -87,30 +282,35 @@ 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]
- sells = go.Scattergl(
+ df_sell = find_profits(data)
+
+ sells = go.Scatter(
x=df_sell.date,
- y=df_sell.close,
- mode='markers',
+ y=df_sell.close * 1.01,
+ 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 +327,77 @@ 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')
- macdsignal = go.Scattergl(x=data['date'], y=data['macdsignal'], name='MACD signal')
- volume = go.Bar(x=data['date'], y=data['volume'], name='Volume')
+ bb_middle = go.Scatter(
+ x=data.date,
+ 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)
- fig.append_trace(macdsignal, 3, 1)
+
+ # append stop loss/profit
+ 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')