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