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generating sell/buy volumes in plotting.py itself

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adding nicer colors
This commit is contained in:
Felix Meier 2021-10-25 18:28:26 +02:00
parent 848d2d8785
commit 6f1604f72c
1 changed files with 39 additions and 9 deletions
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48
freqtrade/plot/plotting.py
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@ -16,6 +16,12 @@ from freqtrade.misc import pair_to_filename
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy import IStrategy
# ToDo:
# generate the buy/Sell data here and not in the strategy to make it independet
# show just the VolumeProfile for the displayed area
# idea: bind the y-axis of the volume profile to the x-axis of the candels and see if
# it is possible to groups and sum the (buy/sell)-volume together
# adding unit tests
logger = logging.getLogger(__name__)
@ -340,7 +346,26 @@ def add_areas(fig, row: int, data: pd.DataFrame, indicators) -> make_subplots:
return fig
def createVolumeProfileData(df: pd.DataFrame, bar_split: int = 50,
def generateBuySellVolumes(dataframe) -> pd.DataFrame:
candles = dataframe.copy()
candles['volume_buy'] = 0
candles['volume_sell'] = 0
for i in range(len(candles)):
candles['volume_buy'].iat[i] = candles['volume'].iat[i] * \
(candles['close'].iat[i]-candles['low'].iat[i]) / \
(candles['high'].iat[i]-candles['low'].iat[i])
candles['volume_sell'].iat[i] = candles['volume'].iat[i] * \
(candles['high'].iat[i]-candles['close'].iat[i]) / \
(candles['high'].iat[i]-candles['low'].iat[i])
return candles
def createVolumeProfileData(data: pd.DataFrame, bar_split: int = 50,
history_bars: int = None) -> pd.DataFrame:
"""
Generate the Volume Profile Date for the given dataframe
@ -349,6 +374,10 @@ def createVolumeProfileData(df: pd.DataFrame, bar_split: int = 50,
:param history_bars: how many history bars should be considered (default=all)
:return: DataFrame with Price/Trade Date
"""
df = data.copy()
df["volume_buy"] = generateBuySellVolumes(df)["volume_buy"]
df["volume_sell"] = generateBuySellVolumes(df)["volume_sell"]
df_vol = pd.DataFrame(columns=['price_lower', 'price_upper',
'price_avg', 'volume', 'volume_buy', 'volume_sell'])
@ -501,6 +530,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
# VolumeProfile
if showVolumeProfile.lower() == 'true':
volumeProfileData = createVolumeProfileData(
data, VolumeProfilePriceRangeSplices, VolumeProfileHistoryBars)
@ -508,16 +538,16 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
x=volumeProfileData['volume_buy'],
y=volumeProfileData['price_avg'],
name='VolumeProfile Buy',
marker_color='Green',
marker_line_color='Green',
marker_color='rgba(99, 146, 52, 0.6)',
marker_line_color='rgba(99, 146, 52, 0.6)',
orientation='h',
)
volume_sell = go.Bar(
x=volumeProfileData['volume_sell'],
y=volumeProfileData['price_avg'],
name='VolumeProfile Sell',
marker_color='Red',
marker_line_color='Red',
marker_color='rgba(208, 41, 41, 0.6)',
marker_line_color='rgba(208, 41, 41, 0.6)',
orientation='h',
)
@ -531,8 +561,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
x=data['date'],
y=data['volume'] * (data['high']-data['close']) / (data['high']-data['low']),
name='Volume Sell',
marker_color='Red',
marker_line_color='Red'
marker_color='rgba(208, 41, 41, 0.6)',
marker_line_color='rgba(208, 41, 41, 0.6)'
)
fig.add_trace(volume_red, 2, 1)
@ -541,8 +571,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
y=data['volume'] * (data['close']-data['low']) / (data['high']-data['low']),
name='Volume Buy',
marker_color='Green',
marker_line_color='Green'
marker_color='rgba(99, 146, 52, 0.6)',
marker_line_color='rgba(99, 146, 52, 0.6)'
)
fig.add_trace(volume_green, 2, 1)