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Update data-analysis documentation to properly initialize configuration

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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
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27
freqtrade/templates/strategy_analysis_example.ipynb
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@@ -23,18 +23,19 @@
"outputs": [],
"source": [
"from pathlib import Path\n",
"from freqtrade.configuration import Configuration\n",
"\n",
"# Customize these according to your needs.\n",
"\n",
"# Initialize empty configuration object\n",
"config = Configuration.from_files([])\n",
"# Optionally, Use existing configuration file\n",
"# config = Configuration.from_files([\"config.json\"])\n",
"\n",
"# Define some constants\n",
"timeframe = \"5m\"\n",
"config[\"ticker_interval\"] = \"5m\"\n",
"# Name of the strategy class\n",
"strategy_name = 'SampleStrategy'\n",
"# Path to user data\n",
"user_data_dir = Path('user_data')\n",
"# Location of the strategy\n",
"strategy_location = user_data_dir / 'strategies'\n",
"# Location of the data\n",
"data_location = Path(user_data_dir, 'data', 'binance')\n",
"config[\"strategy\"] = \"SampleStrategy\"\n",
"# Pair to analyze - Only use one pair here\n",
"pair = \"BTC_USDT\""
]
@@ -48,8 +49,8 @@
"# Load data using values set above\n",
"from freqtrade.data.history import load_pair_history\n",
"\n",
"candles = load_pair_history(datadir=data_location,\n",
" timeframe=timeframe,\n",
"candles = load_pair_history(datadir=config[\"data_dir\"],\n",
" timeframe=config[\"ticker_interval\"],\n",
" pair=pair)\n",
"\n",
"# Confirm success\n",
@@ -73,9 +74,7 @@
"source": [
"# Load strategy using values set above\n",
"from freqtrade.resolvers import StrategyResolver\n",
"strategy = StrategyResolver.load_strategy({'strategy': strategy_name,\n",
" 'user_data_dir': user_data_dir,\n",
" 'strategy_path': strategy_location})\n",
"strategy = StrategyResolver.load_strategy(config)\n",
"\n",
"# Generate buy/sell signals using strategy\n",
"df = strategy.analyze_ticker(candles, {'pair': pair})\n",
@@ -137,7 +136,7 @@
"from freqtrade.data.btanalysis import load_backtest_data\n",
"\n",
"# Load backtest results\n",
"trades = load_backtest_data(user_data_dir / \"backtest_results/backtest-result.json\")\n",
"trades = load_backtest_data(config[\"user_data_dir\"] / \"backtest_results/backtest-result.json\")\n",
"\n",
"# Show value-counts per pair\n",
"trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"