Move plot-functions to plotting module
This commit is contained in:
Matthias
parent
583d70ec9c
commit
68af6d4151
@ -1,5 +1,7 @@
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import logging
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from typing import List
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import pandas as pd
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logger = logging.getLogger(__name__)
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@ -11,3 +13,178 @@ try:
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except ImportError:
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logger.exception("Module plotly not found \n Please install using `pip install plotly`")
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exit()
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def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots:
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"""
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Generator 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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# TODO: Replace all Scatter with Scattergl for performance!!
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scattergl = go.Scatter(
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x=data['date'],
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y=data[indicator],
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mode='lines',
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name=indicator
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)
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fig.append_trace(scattergl, 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 plot_trades(fig, trades: pd.DataFrame):
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"""
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Plot trades to "fig"
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"""
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# Trades can be empty
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if trades is not None:
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trade_buys = go.Scatter(
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x=trades["open_time"],
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y=trades["open_rate"],
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mode='markers',
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name='trade_buy',
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marker=dict(
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symbol='square-open',
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size=11,
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line=dict(width=2),
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color='green'
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)
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)
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trade_sells = go.Scatter(
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x=trades["close_time"],
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y=trades["close_rate"],
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mode='markers',
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name='trade_sell',
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marker=dict(
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symbol='square-open',
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size=11,
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line=dict(width=2),
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color='red'
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)
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)
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fig.append_trace(trade_buys, 1, 1)
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fig.append_trace(trade_sells, 1, 1)
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return fig
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def generate_graph(
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pair: str,
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data: pd.DataFrame,
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trades: pd.DataFrame = None,
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indicators1: List[str] = [],
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indicators2: List[str] = [],
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) -> tools.make_subplots:
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"""
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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 are to our disposal for custom indicators
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:param pair: Pair to Display on the graph
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:param data: OHLCV DataFrame containing indicators and buy/sell signals
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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 indicators2: List containing Sub plot indicators
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:return: None
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"""
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# Define the graph
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fig = tools.make_subplots(
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rows=3,
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cols=1,
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shared_xaxes=True,
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row_width=[1, 1, 4],
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vertical_spacing=0.0001,
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)
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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']['yaxis2'].update(title='Volume')
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fig['layout']['yaxis3'].update(title='Other')
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fig['layout']['xaxis']['rangeslider'].update(visible=False)
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# Common information
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candles = go.Candlestick(
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x=data.date,
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open=data.open,
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high=data.high,
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low=data.low,
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close=data.close,
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name='Price'
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)
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fig.append_trace(candles, 1, 1)
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if 'buy' in data.columns:
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df_buy = data[data['buy'] == 1]
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buys = go.Scatter(
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x=df_buy.date,
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y=df_buy.close,
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mode='markers',
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name='buy',
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marker=dict(
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symbol='triangle-up-dot',
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size=9,
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line=dict(width=1),
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color='green',
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)
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)
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fig.append_trace(buys, 1, 1)
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if 'sell' in data.columns:
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df_sell = data[data['sell'] == 1]
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sells = go.Scatter(
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x=df_sell.date,
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y=df_sell.close,
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mode='markers',
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name='sell',
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marker=dict(
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symbol='triangle-down-dot',
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size=9,
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line=dict(width=1),
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color='red',
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)
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)
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fig.append_trace(sells, 1, 1)
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if 'bb_lowerband' in data and 'bb_upperband' in data:
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bb_lower = go.Scatter(
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x=data.date,
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y=data.bb_lowerband,
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name='BB lower',
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line={'color': 'rgba(255,255,255,0)'},
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)
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bb_upper = go.Scatter(
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x=data.date,
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y=data.bb_upperband,
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name='BB upper',
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fill="tonexty",
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fillcolor="rgba(0,176,246,0.2)",
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line={'color': 'rgba(255,255,255,0)'},
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)
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fig.append_trace(bb_lower, 1, 1)
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fig.append_trace(bb_upper, 1, 1)
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# Add indicators to main plot
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fig = generate_row(fig=fig, row=1, indicators=indicators1, data=data)
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fig = plot_trades(fig, trades)
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# Volume goes to row 2
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volume = go.Bar(
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x=data['date'],
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y=data['volume'],
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name='Volume'
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)
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fig.append_trace(volume, 2, 1)
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# Add indicators to seperate row
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fig = generate_row(fig=fig, row=3, indicators=indicators2, data=data)
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return fig
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@ -31,15 +31,14 @@ from pathlib import Path
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from typing import Any, Dict, List
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import pandas as pd
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import plotly.graph_objs as go
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import pytz
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from plotly import tools
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from plotly.offline import plot
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from freqtrade import persistence
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from freqtrade.arguments import Arguments, TimeRange
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from freqtrade.data import history
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from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data
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from freqtrade.plot.plotting import generate_graph
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from freqtrade.exchange import Exchange
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from freqtrade.optimize import setup_configuration
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from freqtrade.persistence import Trade
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@ -96,7 +95,10 @@ def generate_plot_file(fig, pair, ticker_interval, is_last) -> None:
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Path("user_data/plots").mkdir(parents=True, exist_ok=True)
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plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)), auto_open=False)
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plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)),
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auto_open=False,
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include_plotlyjs='https://cdn.plot.ly/plotly-1.47.4.min.js'
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)
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if is_last:
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plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')), auto_open=False)
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@ -186,162 +188,6 @@ def extract_trades_of_period(dataframe, trades) -> pd.DataFrame:
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return trades
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def generate_graph(
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pair: str,
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trades: pd.DataFrame,
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data: pd.DataFrame,
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indicators1: str,
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indicators2: str
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) -> tools.make_subplots:
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"""
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Generate the graph from the data generated by Backtesting or from DB
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:param pair: Pair to Display on the graph
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:param trades: All trades created
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:param data: Dataframe
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:indicators1: String Main plot indicators
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:indicators2: String Sub plot indicators
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:return: None
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"""
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# Define the graph
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fig = tools.make_subplots(
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rows=3,
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cols=1,
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shared_xaxes=True,
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row_width=[1, 1, 4],
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vertical_spacing=0.0001,
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)
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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']['yaxis2'].update(title='Volume')
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fig['layout']['yaxis3'].update(title='Other')
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fig['layout']['xaxis']['rangeslider'].update(visible=False)
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# Common information
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candles = go.Candlestick(
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x=data.date,
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open=data.open,
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high=data.high,
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low=data.low,
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close=data.close,
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name='Price'
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)
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df_buy = data[data['buy'] == 1]
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buys = go.Scattergl(
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x=df_buy.date,
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y=df_buy.close,
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mode='markers',
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name='buy',
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marker=dict(
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symbol='triangle-up-dot',
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size=9,
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line=dict(width=1),
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color='green',
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)
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)
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df_sell = data[data['sell'] == 1]
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sells = go.Scattergl(
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x=df_sell.date,
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y=df_sell.close,
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mode='markers',
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name='sell',
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marker=dict(
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symbol='triangle-down-dot',
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size=9,
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line=dict(width=1),
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color='red',
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)
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)
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trade_buys = go.Scattergl(
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x=trades["open_time"],
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y=trades["open_rate"],
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mode='markers',
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name='trade_buy',
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marker=dict(
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symbol='square-open',
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size=11,
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line=dict(width=2),
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color='green'
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)
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)
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trade_sells = go.Scattergl(
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x=trades["close_time"],
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y=trades["close_rate"],
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mode='markers',
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name='trade_sell',
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marker=dict(
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symbol='square-open',
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size=11,
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line=dict(width=2),
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color='red'
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)
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)
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# Row 1
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fig.append_trace(candles, 1, 1)
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if 'bb_lowerband' in data and 'bb_upperband' in data:
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bb_lower = go.Scatter(
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x=data.date,
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y=data.bb_lowerband,
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name='BB lower',
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line={'color': 'rgba(255,255,255,0)'},
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)
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bb_upper = go.Scatter(
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x=data.date,
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y=data.bb_upperband,
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name='BB upper',
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fill="tonexty",
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fillcolor="rgba(0,176,246,0.2)",
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line={'color': 'rgba(255,255,255,0)'},
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)
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fig.append_trace(bb_lower, 1, 1)
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fig.append_trace(bb_upper, 1, 1)
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fig = generate_row(fig=fig, row=1, raw_indicators=indicators1, data=data)
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fig.append_trace(buys, 1, 1)
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fig.append_trace(sells, 1, 1)
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fig.append_trace(trade_buys, 1, 1)
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fig.append_trace(trade_sells, 1, 1)
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# Row 2
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volume = go.Bar(
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x=data['date'],
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y=data['volume'],
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name='Volume'
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)
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fig.append_trace(volume, 2, 1)
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# Row 3
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fig = generate_row(fig=fig, row=3, raw_indicators=indicators2, data=data)
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return fig
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def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots:
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"""
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Generator all the indicator selected by the user for a specific row
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"""
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for indicator in raw_indicators.split(','):
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if indicator in data:
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scattergl = go.Scattergl(
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x=data['date'],
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y=data[indicator],
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name=indicator
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)
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fig.append_trace(scattergl, 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 plot_parse_args(args: List[str]) -> Namespace:
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"""
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Parse args passed to the script
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@ -411,10 +257,10 @@ def analyse_and_plot_pairs(args: Namespace):
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fig = generate_graph(
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pair=pair,
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trades=trades,
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data=dataframe,
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indicators1=args.indicators1,
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indicators2=args.indicators2
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trades=trades,
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indicators1=args.indicators1.split(","),
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indicators2=args.indicators2.split(",")
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)
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is_last = (False, True)[pair_counter == len(tickers)]
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