Move plot-functions to plotting module

freqtrade/plot/plotting.py

@@ -1,5 +1,7 @@
 import logging
 
+from typing import List
+import pandas as pd
 
 logger = logging.getLogger(__name__)
 
@@ -11,3 +13,178 @@ try:
 except ImportError:
     logger.exception("Module plotly not found \n Please install using `pip install plotly`")
     exit()
+
+
+def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots:
+    """
+    Generator 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:
+            # TODO: Replace all Scatter with Scattergl for performance!!
+            scattergl = go.Scatter(
+                x=data['date'],
+                y=data[indicator],
+                mode='lines',
+                name=indicator
+            )
+            fig.append_trace(scattergl, row, 1)
+        else:
+            logger.info(
+                'Indicator "%s" ignored. Reason: This indicator is not found '
+                'in your strategy.',
+                indicator
+            )
+
+    return fig
+
+
+def plot_trades(fig, trades: pd.DataFrame):
+    """
+    Plot trades to "fig"
+    """
+    # Trades can be empty
+    if trades is not None:
+        trade_buys = go.Scatter(
+            x=trades["open_time"],
+            y=trades["open_rate"],
+            mode='markers',
+            name='trade_buy',
+            marker=dict(
+                symbol='square-open',
+                size=11,
+                line=dict(width=2),
+                color='green'
+            )
+        )
+        trade_sells = go.Scatter(
+            x=trades["close_time"],
+            y=trades["close_rate"],
+            mode='markers',
+            name='trade_sell',
+            marker=dict(
+                symbol='square-open',
+                size=11,
+                line=dict(width=2),
+                color='red'
+            )
+        )
+        fig.append_trace(trade_buys, 1, 1)
+        fig.append_trace(trade_sells, 1, 1)
+    return fig
+
+
+def generate_graph(
+    pair: str,
+    data: pd.DataFrame,
+    trades: pd.DataFrame = None,
+    indicators1: List[str] = [],
+    indicators2: List[str] = [],
+) -> tools.make_subplots:
+    """
+    Generate the graph from the data generated by Backtesting or from DB
+    Volume will always be ploted in row2, so Row 1 and are to our disposal for custom indicators
+    :param pair: Pair to Display on the graph
+    :param data: OHLCV DataFrame containing indicators and buy/sell signals
+    :param trades: All trades created
+    :param indicators1: List containing Main plot indicators
+    :param indicators2: List containing Sub plot indicators
+    :return: None
+    """
+
+    # Define the graph
+    fig = tools.make_subplots(
+        rows=3,
+        cols=1,
+        shared_xaxes=True,
+        row_width=[1, 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')
+    fig['layout']['xaxis']['rangeslider'].update(visible=False)
+
+    # Common information
+    candles = go.Candlestick(
+        x=data.date,
+        open=data.open,
+        high=data.high,
+        low=data.low,
+        close=data.close,
+        name='Price'
+    )
+    fig.append_trace(candles, 1, 1)
+
+    if 'buy' in data.columns:
+        df_buy = data[data['buy'] == 1]
+        buys = go.Scatter(
+            x=df_buy.date,
+            y=df_buy.close,
+            mode='markers',
+            name='buy',
+            marker=dict(
+                symbol='triangle-up-dot',
+                size=9,
+                line=dict(width=1),
+                color='green',
+            )
+        )
+        fig.append_trace(buys, 1, 1)
+
+    if 'sell' in data.columns:
+        df_sell = data[data['sell'] == 1]
+        sells = go.Scatter(
+            x=df_sell.date,
+            y=df_sell.close,
+            mode='markers',
+            name='sell',
+            marker=dict(
+                symbol='triangle-down-dot',
+                size=9,
+                line=dict(width=1),
+                color='red',
+            )
+        )
+        fig.append_trace(sells, 1, 1)
+
+    if 'bb_lowerband' in data and 'bb_upperband' in data:
+        bb_lower = go.Scatter(
+            x=data.date,
+            y=data.bb_lowerband,
+            name='BB lower',
+            line={'color': 'rgba(255,255,255,0)'},
+        )
+        bb_upper = go.Scatter(
+            x=data.date,
+            y=data.bb_upperband,
+            name='BB upper',
+            fill="tonexty",
+            fillcolor="rgba(0,176,246,0.2)",
+            line={'color': 'rgba(255,255,255,0)'},
+        )
+        fig.append_trace(bb_lower, 1, 1)
+        fig.append_trace(bb_upper, 1, 1)
+
+    # Add indicators to main plot
+    fig = generate_row(fig=fig, row=1, indicators=indicators1, data=data)
+
+    fig = plot_trades(fig, trades)
+
+    # Volume goes to row 2
+    volume = go.Bar(
+        x=data['date'],
+        y=data['volume'],
+        name='Volume'
+    )
+    fig.append_trace(volume, 2, 1)
+
+    # Add indicators to seperate row
+    fig = generate_row(fig=fig, row=3, indicators=indicators2, data=data)
+
+    return fig

scripts/plot_dataframe.py

@@ -31,15 +31,14 @@ from pathlib import Path
 from typing import Any, Dict, List
 
 import pandas as pd
-import plotly.graph_objs as go
 import pytz
-from plotly import tools
 from plotly.offline import plot
 
 from freqtrade import persistence
 from freqtrade.arguments import Arguments, TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data
+from freqtrade.plot.plotting import generate_graph
 from freqtrade.exchange import Exchange
 from freqtrade.optimize import setup_configuration
 from freqtrade.persistence import Trade
@@ -96,7 +95,10 @@ def generate_plot_file(fig, pair, ticker_interval, is_last) -> None:
 
     Path("user_data/plots").mkdir(parents=True, exist_ok=True)
 
-    plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)), auto_open=False)
+    plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)),
+         auto_open=False,
+          include_plotlyjs='https://cdn.plot.ly/plotly-1.47.4.min.js'
+          )
     if is_last:
         plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')), auto_open=False)
 
@@ -186,162 +188,6 @@ def extract_trades_of_period(dataframe, trades) -> pd.DataFrame:
     return trades
 
 
-def generate_graph(
-                    pair: str,
-                    trades: pd.DataFrame,
-                    data: pd.DataFrame,
-                    indicators1: str,
-                    indicators2: str
-                ) -> tools.make_subplots:
-    """
-    Generate the graph from the data generated by Backtesting or from DB
-    :param pair: Pair to Display on the graph
-    :param trades: All trades created
-    :param data: Dataframe
-    :indicators1: String Main plot indicators
-    :indicators2: String Sub plot indicators
-    :return: None
-    """
-
-    # Define the graph
-    fig = tools.make_subplots(
-        rows=3,
-        cols=1,
-        shared_xaxes=True,
-        row_width=[1, 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')
-    fig['layout']['xaxis']['rangeslider'].update(visible=False)
-
-    # Common information
-    candles = go.Candlestick(
-        x=data.date,
-        open=data.open,
-        high=data.high,
-        low=data.low,
-        close=data.close,
-        name='Price'
-    )
-
-    df_buy = data[data['buy'] == 1]
-    buys = go.Scattergl(
-        x=df_buy.date,
-        y=df_buy.close,
-        mode='markers',
-        name='buy',
-        marker=dict(
-            symbol='triangle-up-dot',
-            size=9,
-            line=dict(width=1),
-            color='green',
-        )
-    )
-    df_sell = data[data['sell'] == 1]
-    sells = go.Scattergl(
-        x=df_sell.date,
-        y=df_sell.close,
-        mode='markers',
-        name='sell',
-        marker=dict(
-            symbol='triangle-down-dot',
-            size=9,
-            line=dict(width=1),
-            color='red',
-        )
-    )
-
-    trade_buys = go.Scattergl(
-        x=trades["open_time"],
-        y=trades["open_rate"],
-        mode='markers',
-        name='trade_buy',
-        marker=dict(
-            symbol='square-open',
-            size=11,
-            line=dict(width=2),
-            color='green'
-        )
-    )
-    trade_sells = go.Scattergl(
-        x=trades["close_time"],
-        y=trades["close_rate"],
-        mode='markers',
-        name='trade_sell',
-        marker=dict(
-            symbol='square-open',
-            size=11,
-            line=dict(width=2),
-            color='red'
-        )
-    )
-
-    # Row 1
-    fig.append_trace(candles, 1, 1)
-
-    if 'bb_lowerband' in data and 'bb_upperband' in data:
-        bb_lower = go.Scatter(
-            x=data.date,
-            y=data.bb_lowerband,
-            name='BB lower',
-            line={'color': 'rgba(255,255,255,0)'},
-        )
-        bb_upper = go.Scatter(
-            x=data.date,
-            y=data.bb_upperband,
-            name='BB upper',
-            fill="tonexty",
-            fillcolor="rgba(0,176,246,0.2)",
-            line={'color': 'rgba(255,255,255,0)'},
-        )
-        fig.append_trace(bb_lower, 1, 1)
-        fig.append_trace(bb_upper, 1, 1)
-
-    fig = generate_row(fig=fig, row=1, raw_indicators=indicators1, data=data)
-    fig.append_trace(buys, 1, 1)
-    fig.append_trace(sells, 1, 1)
-    fig.append_trace(trade_buys, 1, 1)
-    fig.append_trace(trade_sells, 1, 1)
-
-    # Row 2
-    volume = go.Bar(
-        x=data['date'],
-        y=data['volume'],
-        name='Volume'
-    )
-    fig.append_trace(volume, 2, 1)
-
-    # Row 3
-    fig = generate_row(fig=fig, row=3, raw_indicators=indicators2, data=data)
-
-    return fig
-
-
-def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots:
-    """
-    Generator all the indicator selected by the user for a specific row
-    """
-    for indicator in raw_indicators.split(','):
-        if indicator in data:
-            scattergl = go.Scattergl(
-                x=data['date'],
-                y=data[indicator],
-                name=indicator
-            )
-            fig.append_trace(scattergl, row, 1)
-        else:
-            logger.info(
-                'Indicator "%s" ignored. Reason: This indicator is not found '
-                'in your strategy.',
-                indicator
-            )
-
-    return fig
-
-
 def plot_parse_args(args: List[str]) -> Namespace:
     """
     Parse args passed to the script
@@ -411,10 +257,10 @@ def analyse_and_plot_pairs(args: Namespace):
 
         fig = generate_graph(
             pair=pair,
-            trades=trades,
             data=dataframe,
-            indicators1=args.indicators1,
+            trades=trades,
-            indicators2=args.indicators2
+            indicators1=args.indicators1.split(","),
+            indicators2=args.indicators2.split(",")
         )
 
         is_last = (False, True)[pair_counter == len(tickers)]