Add documentation sample for parallel_trade_analysis

This commit is contained in:
Matthias
2019-10-30 14:12:41 +01:00
parent dd408aa5d6
commit 6928c685a8
2 changed files with 42 additions and 3 deletions

View File

@@ -68,9 +68,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"scrolled": true
},
"metadata": {},
"outputs": [],
"source": [
"# Load strategy using values set above\n",
@@ -169,6 +167,31 @@
"trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Analyze the loaded trades for trade parallelism\n",
"This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with `--disable-max-market-positions`.\n",
"\n",
"`parallel_trade_analysis()` returns a timeseries dataframe with an \"open_trades\" column, specifying the number of open trades for each candle."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from freqtrade.data.btanalysis import parallel_trade_analysis\n",
"\n",
"# Analyze the above\n",
"parallel_trades = parallel_trade_analysis(trades, '5m')\n",
"\n",
"\n",
"parallel_trades.plot()"
]
},
{
"cell_type": "markdown",
"metadata": {},