adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

make Plot_config the default approach

Browse Source
This commit is contained in:
Matthias 2020-01-04 11:13:45 +01:00
parent 5d5074ac9c
commit 5853b9904c
1 changed files with 56 additions and 72 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

128
freqtrade/plot/plotting.py
View File

@ -56,35 +56,7 @@ def init_plotscript(config):
}
def _add_indicators_list(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
"""
Generate all the indicator selected by the user for a specific row
:param fig: Plot figure to append to
:param row: row number for this plot
:param indicators: List of indicators present in the dataframe
:param data: candlestick DataFrame
"""
for indicator in indicators:
if indicator in data:
scatter = go.Scatter(
x=data['date'],
y=data[indicator].values,
mode='lines',
name=indicator
)
fig.add_trace(scatter, row, 1)
else:
logger.info(
'Indicator "%s" ignored. Reason: This indicator is not found '
'in your strategy.',
indicator
)
return fig
def _add_indicators_dict(fig, row, indicators: Dict[str, Dict],
data: pd.DataFrame) -> make_subplots:
def add_indicators(fig, row, indicators: Dict[str, Dict], data: pd.DataFrame) -> make_subplots:
"""
Generate all the indicators selected by the user for a specific row, based on the configuration
:param fig: Plot figure to append to
@ -94,7 +66,7 @@ def _add_indicators_dict(fig, row, indicators: Dict[str, Dict],
:param data: candlestick DataFrame
"""
for indicator, conf in indicators.items():
print(conf)
logger.debug(f"indicator {indicator} with config {conf}")
if indicator in data:
kwargs = {'x': data['date'],
'y': data[indicator].values,
@ -117,21 +89,6 @@ def _add_indicators_dict(fig, row, indicators: Dict[str, Dict],
return fig
def add_indicators(fig, row, indicators: IndicatorType, data: pd.DataFrame) -> make_subplots:
"""
Generate all the indicator selected by the user for a specific row
:param fig: Plot figure to append to
:param row: row number for this plot
:param indicators: List of indicators present in the dataframe, Or Dict of Indicators
with configuration options. Dict key must correspond to dataframe column.
:param data: candlestick DataFrame
"""
if isinstance(indicators, list):
return _add_indicators_list(fig, row, indicators, data)
else:
return _add_indicators_dict(fig, row, indicators, data)
def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
"""
Add profit-plot
@ -194,9 +151,39 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
return fig
def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None,
indicators1: IndicatorType = [],
indicators2: IndicatorType = [],) -> go.Figure:
def create_plotconfig(indicators1: List[str], indicators2: List[str], plot_config: Dict[str, Dict]) -> Dict[str, Dict]:
"""
Combines indicators 1 and indicators 2 into plot_config if necessary
:param indicators1: List containing Main plot indicators
:param indicators2: List containing Sub plot indicators
:param plot_config: Dict of Dicts containing advanced plot configuration
:return: plot_config - eventually with indicators 1 and 2
"""
if not plot_config:
# If no indicators and no plot-config given, use defaults.
if not indicators1:
indicators1 = ['sma', 'ema3', 'ema5']
if not indicators2:
indicators1 = ['macd', 'macdsignal']
# Create subplot configuration if plot_config is not available.
plot_config = {
'main_plot': {ind: {} for ind in indicators1},
'subplots': {'Other': {ind: {} for ind in indicators2}},
}
if 'main_plot' not in plot_config:
plot_config['main_plot'] = {}
if 'subplots' not in plot_config:
plot_config['subplots'] = {}
def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None, *,
indicators1: List[str] = [],
indicators2: List[str] = [],
plot_config: Dict[str, Dict] = {},
) -> go.Figure:
"""
Generate the graph from the data generated by Backtesting or from DB
Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
@ -205,21 +192,26 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
:param trades: All trades created
:param indicators1: List containing Main plot indicators
:param indicators2: List containing Sub plot indicators
:return: None
:param plot_config: Dict of Dicts containing advanced plot configuration
:return: Plotly figure
"""
plot_config = create_plotconfig(indicators1, indicators2)
rows = 2 + len(plot_config['subplots'])
row_widths = [1 for _ in plot_config['subplots']]
# Define the graph
fig = make_subplots(
rows=3,
rows=rows,
cols=1,
shared_xaxes=True,
row_width=[1, 1, 4],
row_width=row_widths + [1, 4],
vertical_spacing=0.0001,
)
fig['layout'].update(title=pair)
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title='Volume')
fig['layout']['yaxis3'].update(title='Other')
for i, name in enumerate(plot_config['subplots']):
fig['layout'][f'yaxis{3 + i}'].update(title=name)
fig['layout']['xaxis']['rangeslider'].update(visible=False)
# Common information
@ -289,12 +281,13 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
)
fig.add_trace(bb_lower, 1, 1)
fig.add_trace(bb_upper, 1, 1)
if 'bb_upperband' in indicators1 and 'bb_lowerband' in indicators1:
indicators1.remove('bb_upperband')
indicators1.remove('bb_lowerband')
if ('bb_upperband' in plot_config['main_plot']
and 'bb_lowerband' in plot_config['main_plot']):
del plot_config['main_plot']['bb_upperband']
del plot_config['main_plot']['bb_lowerband']
# Add indicators to main plot
fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data)
fig = add_indicators(fig=fig, row=1, indicators=plot_config['main_plot'], data=data)
fig = plot_trades(fig, trades)
@ -309,7 +302,10 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
fig.add_trace(volume, 2, 1)
# Add indicators to separate row
fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data)
for i, name in enumerate(plot_config['subplots']):
fig = add_indicators(fig=fig, row=3 + i,
indicators=plot_config['subplots'][name],
data=data)
return fig
@ -380,17 +376,6 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
logger.info(f"Stored plot as {_filename}")
def _get_plot_indicators(config, strategy):
if hasattr(strategy, 'plot_config'):
indicators1 = strategy.plot_config['main_plot']
indicators2 = strategy.plot_config['subplots']
else:
indicators1 = config.get("indicators1")
indicators2 = config.get("indicators2")
return indicators1, indicators2
def load_and_plot_trades(config: Dict[str, Any]):
"""
From configuration provided
@ -417,14 +402,13 @@ def load_and_plot_trades(config: Dict[str, Any]):
trades_pair = trades.loc[trades['pair'] == pair]
trades_pair = extract_trades_of_period(dataframe, trades_pair)
indicators1, indicators2 = _get_plot_indicators(config, strategy)
fig = generate_candlestick_graph(
pair=pair,
data=dataframe,
trades=trades_pair,
indicators1=indicators1,
indicators2=indicators2,
indicators1=config["indicators1"],
indicators2=config["indicators2"],
plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
)
store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),