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Merge pull request #838 from freqtrade/fix/plot-scripts

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Fix/Improve plot scripts
This commit is contained in:
Janne Sinivirta 2018-06-05 15:32:04 +03:00 committed by GitHub
commit 7d3eefa97a
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5 changed files with 186 additions and 78 deletions
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1
.gitignore vendored
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@ -8,6 +8,7 @@ logfile.txt
hyperopt_trials.pickle
user_data/
freqtrade-plot.html
freqtrade-profit-plot.html
# Byte-compiled / optimized / DLL files
__pycache__/

16
freqtrade/arguments.py
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@ -2,6 +2,7 @@
This module contains the argument manager class
"""
import os
import argparse
import logging
import re
@ -123,8 +124,8 @@ class Arguments(object):
)
parser.add_argument(
'-r', '--refresh-pairs-cached',
help='refresh the pairs files in tests/testdata with the latest data from the exchange. \
Use it if you want to run your backtesting with up-to-date data.',
help='refresh the pairs files in tests/testdata with the latest data from the '
'exchange. Use it if you want to run your backtesting with up-to-date data.',
action='store_true',
dest='refresh_pairs',
)
@ -140,11 +141,12 @@ class Arguments(object):
'--export-filename',
help='Save backtest results to this filename \
requires --export to be set as well\
Example --export-filename=backtest_today.json\
(default: %(default)s',
Example --export-filename=user_data/backtest_data/backtest_today.json\
(default: %(default)s)',
type=str,
default='backtest-result.json',
default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
dest='exportfilename',
metavar='PATH',
)
@staticmethod
@ -220,8 +222,8 @@ class Arguments(object):
self.hyperopt_options(hyperopt_cmd)
@staticmethod
def parse_timerange(text: Optional[str]) -> Optional[Tuple[Tuple,
Optional[int], Optional[int]]]:
def parse_timerange(text: Optional[str]) -> \
Optional[Tuple[Tuple, Optional[int], Optional[int]]]:
"""
Parse the value of the argument --timerange to determine what is the range desired
:param text: value from --timerange

214
scripts/plot_dataframe.py
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@ -5,28 +5,37 @@ Script to display when the bot will buy a specific pair
Mandatory Cli parameters:
-p / --pair: pair to examine
Optional Cli parameters
Option but recommended
-s / --strategy: strategy to use
Optional Cli parameters
-d / --datadir: path to pair backtest data
--timerange: specify what timerange of data to use.
-l / --live: Live, to download the latest ticker for the pair
-db / --db-url: Show trades stored in database
Indicators recommended
Row 1: sma, ema3, ema5, ema10, ema50
Row 3: macd, rsi, fisher_rsi, mfi, slowd, slowk, fastd, fastk
Example of usage:
> python3 scripts/plot_dataframe.py --pair BTC/EUR -d user_data/data/ --indicators1 sma,ema3
--indicators2 fastk,fastd
"""
import logging
import os
import sys
from argparse import Namespace
from typing import List
from typing import Dict, List, Any
from sqlalchemy import create_engine
from plotly import tools
from plotly.offline import plot
import plotly.graph_objs as go
from typing import Dict, List, Any
from sqlalchemy import create_engine
from freqtrade.arguments import Arguments
from freqtrade.analyze import Analyze
from freqtrade.optimize.backtesting import setup_configuration
from freqtrade import exchange
import freqtrade.optimize as optimize
from freqtrade import persistence
@ -35,17 +44,35 @@ from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
_CONF: Dict[str, Any] = {}
def plot_analyzed_dataframe(args: Namespace) -> None:
"""
Calls analyze() and plots the returned dataframe
:return: None
"""
pair = args.pair.replace('-', '_')
# Load the configuration
config = setup_configuration(args)
# Set the pair to audit
pair = args.pair
if pair is None:
logger.critical('Parameter --pair mandatory;. E.g --pair ETH/BTC')
exit()
if '/' not in pair:
logger.critical('--pair format must be XXX/YYY')
exit()
# Set timerange to use
timerange = Arguments.parse_timerange(args.timerange)
# Init strategy
# Load the strategy
try:
analyze = Analyze({'strategy': args.strategy})
analyze = Analyze(config)
exchange.init(config)
except AttributeError:
logger.critical(
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
@ -53,37 +80,76 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
)
exit()
tick_interval = analyze.strategy.ticker_interval
# Set the ticker to use
tick_interval = analyze.get_ticker_interval()
# Load pair tickers
tickers = {}
if args.live:
logger.info('Downloading pair.')
# Init Bittrex to use public API
exchange.init({'key': '', 'secret': ''})
tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
else:
tickers = optimize.load_data(
datadir=args.datadir,
pairs=[pair],
ticker_interval=tick_interval,
refresh_pairs=False,
refresh_pairs=config.get('refresh_pairs', False),
timerange=timerange
)
dataframes = analyze.tickerdata_to_dataframe(tickers)
dataframe = dataframes[pair]
dataframe = analyze.populate_buy_trend(dataframe)
dataframe = analyze.populate_sell_trend(dataframe)
# No ticker found, or impossible to download
if tickers == {}:
exit()
# Get trades already made from the DB
trades = []
if args.db_url:
engine = create_engine('sqlite:///' + args.db_url)
persistence.init(_CONF, engine)
trades = Trade.query.filter(Trade.pair.is_(pair)).all()
dataframes = analyze.tickerdata_to_dataframe(tickers)
dataframe = dataframes[pair]
dataframe = analyze.populate_buy_trend(dataframe)
dataframe = analyze.populate_sell_trend(dataframe)
if len(dataframe.index) > 750:
logger.warning('Ticker contained more than 750 candles, clipping.')
data = dataframe.tail(750)
fig = generate_graph(
pair=pair,
trades=trades,
data=dataframe.tail(750),
args=args
)
plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html'))
def generate_graph(pair, trades, data, args) -> tools.make_subplots:
"""
Generate the graph from the data generated by Backtesting or from DB
:param pair: Pair to Display on the graph
:param trades: All trades created
:param data: Dataframe
:param args: sys.argv that contrains the two params indicators1, and indicators2
:return: None
"""
# Define the graph
fig = tools.make_subplots(
rows=3,
cols=1,
shared_xaxes=True,
row_width=[1, 1, 4],
vertical_spacing=0.0001,
)
fig['layout'].update(title=pair)
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title='Volume')
fig['layout']['yaxis3'].update(title='Other')
# Common information
candles = go.Candlestick(
x=data.date,
open=data.open,
@ -145,49 +211,67 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
)
)
bb_lower = go.Scatter(
x=data.date,
y=data.bb_lowerband,
name='BB lower',
line={'color': "transparent"},
)
bb_upper = go.Scatter(
x=data.date,
y=data.bb_upperband,
name='BB upper',
fill="tonexty",
fillcolor="rgba(0,176,246,0.2)",
line={'color': "transparent"},
)
macd = go.Scattergl(x=data['date'], y=data['macd'], name='MACD')
macdsignal = go.Scattergl(x=data['date'], y=data['macdsignal'], name='MACD signal')
volume = go.Bar(x=data['date'], y=data['volume'], name='Volume')
fig = tools.make_subplots(
rows=3,
cols=1,
shared_xaxes=True,
row_width=[1, 1, 4],
vertical_spacing=0.0001,
)
# Row 1
fig.append_trace(candles, 1, 1)
fig.append_trace(bb_lower, 1, 1)
fig.append_trace(bb_upper, 1, 1)
if 'bb_lowerband' in data and 'bb_upperband' in data:
bb_lower = go.Scatter(
x=data.date,
y=data.bb_lowerband,
name='BB lower',
line={'color': "transparent"},
)
bb_upper = go.Scatter(
x=data.date,
y=data.bb_upperband,
name='BB upper',
fill="tonexty",
fillcolor="rgba(0,176,246,0.2)",
line={'color': "transparent"},
)
fig.append_trace(bb_lower, 1, 1)
fig.append_trace(bb_upper, 1, 1)
fig = generate_row(fig=fig, row=1, raw_indicators=args.indicators1, data=data)
fig.append_trace(buys, 1, 1)
fig.append_trace(sells, 1, 1)
fig.append_trace(volume, 2, 1)
fig.append_trace(macd, 3, 1)
fig.append_trace(macdsignal, 3, 1)
fig.append_trace(trade_buys, 1, 1)
fig.append_trace(trade_sells, 1, 1)
fig['layout'].update(title=args.pair)
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title='Volume')
fig['layout']['yaxis3'].update(title='MACD')
# Row 2
volume = go.Bar(
x=data['date'],
y=data['volume'],
name='Volume'
)
fig.append_trace(volume, 2, 1)
plot(fig, filename='freqtrade-plot.html')
# Row 3
fig = generate_row(fig=fig, row=3, raw_indicators=args.indicators2, data=data)
return fig
def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots:
"""
Generator all the indicator selected by the user for a specific row
"""
for indicator in raw_indicators.split(','):
if indicator in data:
scattergl = go.Scattergl(
x=data['date'],
y=data[indicator],
name=indicator
)
fig.append_trace(scattergl, row, 1)
else:
logger.info(
'Indicator "%s" ignored. Reason: This indicator is not found '
'in your strategy.',
indicator
)
return fig
def plot_parse_args(args: List[str]) -> Namespace:
@ -198,6 +282,24 @@ def plot_parse_args(args: List[str]) -> Namespace:
"""
arguments = Arguments(args, 'Graph dataframe')
arguments.scripts_options()
arguments.parser.add_argument(
'--indicators1',
help='Set indicators from your strategy you want in the first row of the graph. Separate '
'them with a coma. E.g: ema3,ema5 (default: %(default)s)',
type=str,
default='sma,ema3,ema5',
dest='indicators1',
)
arguments.parser.add_argument(
'--indicators2',
help='Set indicators from your strategy you want in the third row of the graph. Separate '
'them with a coma. E.g: fastd,fastk (default: %(default)s)',
type=str,
default='macd',
dest='indicators2',
)
arguments.common_args_parser()
arguments.optimizer_shared_options(arguments.parser)
arguments.backtesting_options(arguments.parser)

33
scripts/plot_profit.py
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@ -8,9 +8,12 @@ Mandatory Cli parameters:
Optional Cli parameters
-c / --config: specify configuration file
-s / --strategy: strategy to use
--timerange: specify what timerange of data to use.
-d / --datadir: path to pair backtest data
--timerange: specify what timerange of data to use
--export-filename: Specify where the backtest export is located.
"""
import logging
import os
import sys
import json
from argparse import Namespace
@ -90,7 +93,18 @@ def plot_profit(args: Namespace) -> None:
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
config.get('strategy')
)
exit()
exit(0)
# Load the profits results
try:
filename = args.exportfilename
with open(filename) as file:
data = json.load(file)
except FileNotFoundError:
logger.critical(
'File "backtest-result.json" not found. This script require backtesting '
'results to run.\nPlease run a backtesting with the parameter --export.')
exit(0)
# Take pairs from the cli otherwise switch to the pair in the config file
if args.pair:
@ -140,18 +154,7 @@ def plot_profit(args: Namespace) -> None:
num += 1
avgclose /= num
# Load the profits results
# And make an profits-growth array
try:
filename = 'backtest-result.json'
with open(filename) as file:
data = json.load(file)
except FileNotFoundError:
logger.critical('File "backtest-result.json" not found. This script require backtesting '
'results to run.\nPlease run a backtesting with the parameter --export.')
exit(0)
# make an profits-growth array
pg = make_profit_array(data, num_iterations, min_date, tick_interval, filter_pairs)
#
@ -184,7 +187,7 @@ def plot_profit(args: Namespace) -> None:
)
fig.append_trace(pair_profit, 3, 1)
plot(fig, filename='freqtrade-profit-plot.html')
plot(fig, filename=os.path.join('user_data', 'freqtrade-profit-plot.html'))
def define_index(min_date: int, max_date: int, interval: str) -> int:

0
user_data/backtest_data/.gitkeep Normal file
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