Update data-analysis documentation to properly initialize configuration

This commit is contained in:
Matthias
2020-02-11 20:45:53 +01:00
parent 64fb8e28ec
commit 7be9f0067e
2 changed files with 26 additions and 28 deletions

View File

@@ -7,18 +7,19 @@ Debugging a strategy can be time-consuming. FreqTrade offers helper functions to
```python
from pathlib import Path
from freqtrade.configuration import Configuration
# Customize these according to your needs.
# Initialize empty configuration object
config = Configuration.from_files([])
# Optionally, Use existing configuration file
# config = Configuration.from_files(["config.json"])
# Define some constants
timeframe = "5m"
config["ticker_interval"] = "5m"
# Name of the strategy class
strategy_name = 'SampleStrategy'
# Path to user data
user_data_dir = Path('user_data')
# Location of the strategy
strategy_location = user_data_dir / 'strategies'
# Location of the data
data_location = Path(user_data_dir, 'data', 'binance')
config["strategy"] = "SampleStrategy"
# Pair to analyze - Only use one pair here
pair = "BTC_USDT"
```
@@ -28,8 +29,8 @@ pair = "BTC_USDT"
# Load data using values set above
from freqtrade.data.history import load_pair_history
candles = load_pair_history(datadir=data_location,
timeframe=timeframe,
candles = load_pair_history(datadir=config["data_dir"],
timeframe=config["ticker_interval"],
pair=pair)
# Confirm success
@@ -44,9 +45,7 @@ candles.head()
```python
# Load strategy using values set above
from freqtrade.resolvers import StrategyResolver
strategy = StrategyResolver.load_strategy({'strategy': strategy_name,
'user_data_dir': user_data_dir,
'strategy_path': strategy_location})
strategy = StrategyResolver.load_strategy(config)
# Generate buy/sell signals using strategy
df = strategy.analyze_ticker(candles, {'pair': pair})
@@ -86,7 +85,7 @@ Analyze a trades dataframe (also used below for plotting)
from freqtrade.data.btanalysis import load_backtest_data
# Load backtest results
trades = load_backtest_data(user_data_dir / "backtest_results/backtest-result.json")
trades = load_backtest_data(config["user_data_dir"] / "backtest_results/backtest-result.json")
# Show value-counts per pair
trades.groupby("pair")["sell_reason"].value_counts()