Jupyter notebook snippet: Plotting daily profit / equity line
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@ -188,6 +188,47 @@
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"trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
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"trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
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]
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Plotting daily profit / equity line"
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]
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"cell_type": "code",
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"execution_count": 6,
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"metadata": {},
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"outputs": [],
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"source": [
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"# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)\n",
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"\n",
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"from freqtrade.configuration import Configuration\n",
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"from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
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"import plotly.express as px\n",
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"import pandas as pd\n",
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"\n",
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"# strategy = 'SampleStrategy'\n",
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"# config = Configuration.from_files([\"user_data/config.json\"])\n",
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"# backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n",
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"\n",
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"stats = load_backtest_stats(backtest_dir)\n",
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"strategy_stats = stats['strategy'][strategy]\n",
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"\n",
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"equity = 0\n",
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"equity_daily = []\n",
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"for dp in strategy_stats['daily_profit']:\n",
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" equity_daily.append(equity)\n",
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" equity += float(dp)\n",
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"\n",
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"dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
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"\n",
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"df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})\n",
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"\n",
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"fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
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"fig.show()\n"
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]
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},
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{
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"cell_type": "markdown",
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"cell_type": "markdown",
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"metadata": {},
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"metadata": {},
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@ -329,7 +370,7 @@
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"name": "python",
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"name": "python",
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"nbconvert_exporter": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"pygments_lexer": "ipython3",
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"version": "3.7.4"
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"version": "3.8.5"
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},
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},
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"mimetype": "text/x-python",
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"mimetype": "text/x-python",
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"name": "python",
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"name": "python",
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