Remove combined load-method since it's confusing

docs/plotting.md

@@ -58,7 +58,7 @@ Timerange doesn't work with live data.
 To plot trades stored in a database use `--db-url` argument:
 
 ``` bash
-python3 scripts/plot_dataframe.py --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH
+python3 scripts/plot_dataframe.py --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
 ```
 
 To plot trades from a backtesting result, use `--export-filename <filename>`

freqtrade/data/btanalysis.py

@@ -82,40 +82,25 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
     persistence.init(db_url, clean_open_orders=False)
     columns = ["pair", "profit", "open_time", "close_time",
-               "open_rate", "close_rate", "duration"]
+               "open_rate", "close_rate", "duration", "sell_reason",
-
+               "max_rate", "min_rate"]
-    for x in Trade.query.all():
-        logger.info("date: {}".format(x.open_date))
 
     trades = pd.DataFrame([(t.pair, t.calc_profit(),
                             t.open_date.replace(tzinfo=pytz.UTC),
                             t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None,
                             t.open_rate, t.close_rate,
                             t.close_date.timestamp() - t.open_date.timestamp()
-                                if t.close_date else None)
+                            if t.close_date else None,
+                            t.sell_reason,
+                            t.max_rate,
+                            t.min_rate,
+                            )
                            for t in Trade.query.all()],
                           columns=columns)
 
     return trades
 
 
-def load_trades(exportfilename: str = None, db_url: str = None) -> pd.DataFrame:
-    """
-    Load trades, either from a DB (using dburl) or via a backtest export file.
-    :param exportfilename: Path to a file exported from backtesting
-    :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite)
-    :returns: Dataframe containing Trades
-    """
-
-    trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
-    if exportfilename:
-        trades = load_backtest_data(Path(exportfilename))
-    elif db_url:
-        trades = load_trades_from_db(db_url)
-
-    return trades
-
-
 def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:
     """
     Compare trades and backtested pair DataFrames to get trades performed on backtested period

freqtrade/tests/data/test_btanalysis.py

@@ -7,7 +7,7 @@ from pandas import DataFrame, to_datetime
 from freqtrade.arguments import TimeRange
 from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
                                        extract_trades_of_period,
-                                       load_backtest_data, load_trades)
+                                       load_backtest_data, load_trades_from_db)
 from freqtrade.data.history import load_pair_history, make_testdata_path
 from freqtrade.tests.test_persistence import create_mock_trades
 
@@ -28,14 +28,6 @@ def test_load_backtest_data():
         load_backtest_data(str("filename") + "nofile")
 
 
-def test_load_trades_file(default_conf, fee, mocker):
-    # Real testing of load_backtest_data is done in test_load_backtest_data
-    lbt = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
-    filename = make_testdata_path(None) / "backtest-result_test.json"
-    load_trades(db_url=None, exportfilename=filename)
-    assert lbt.call_count == 1
-
-
 @pytest.mark.usefixtures("init_persistence")
 def test_load_trades_db(default_conf, fee, mocker):
 
@@ -43,7 +35,7 @@ def test_load_trades_db(default_conf, fee, mocker):
     # remove init so it does not init again
     init_mock = mocker.patch('freqtrade.persistence.init', MagicMock())
 
-    trades = load_trades(db_url=default_conf['db_url'], exportfilename=None)
+    trades = load_trades_from_db(db_url=default_conf['db_url'])
     assert init_mock.call_count == 1
     assert len(trades) == 3
     assert isinstance(trades, DataFrame)