Use FTPlots class in plot-scripts

This commit is contained in:
Matthias 2019-06-30 09:42:10 +02:00
parent 42ea0a19d2
commit 88545d882c
2 changed files with 14 additions and 68 deletions

View File

@ -14,19 +14,16 @@ Example of usage:
"""
import logging
import sys
from pathlib import Path
from typing import Any, Dict, List
import pandas as pd
from freqtrade.arguments import ARGS_PLOT_DATAFRAME, Arguments
from freqtrade.data import history
from freqtrade.data.btanalysis import extract_trades_of_period, load_trades
from freqtrade.data.btanalysis import extract_trades_of_period
from freqtrade.optimize import setup_configuration
from freqtrade.plot.plotting import (generate_candlestick_graph,
from freqtrade.plot.plotting import (FTPlots, generate_candlestick_graph,
store_plot_file,
generate_plot_filename)
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
@ -57,38 +54,17 @@ def analyse_and_plot_pairs(config: Dict[str, Any]):
-Generate plot files
:return: None
"""
exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
strategy = StrategyResolver(config).strategy
if "pairs" in config:
pairs = config["pairs"].split(',')
else:
pairs = config["exchange"]["pair_whitelist"]
# Set timerange to use
timerange = Arguments.parse_timerange(config["timerange"])
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config['ticker_interval'],
refresh_pairs=config.get('refresh_pairs', False),
timerange=timerange,
exchange=exchange,
live=config.get("live", False),
)
trades = load_trades(config)
plot = FTPlots(config)
pair_counter = 0
for pair, data in tickers.items():
for pair, data in plot.tickers.items():
pair_counter += 1
logger.info("analyse pair %s", pair)
tickers = {}
tickers[pair] = data
dataframe = generate_dataframe(strategy, tickers, pair)
dataframe = generate_dataframe(plot.strategy, tickers, pair)
trades_pair = trades.loc[trades['pair'] == pair]
trades_pair = plot.trades.loc[plot.trades['pair'] == pair]
trades_pair = extract_trades_of_period(dataframe, trades_pair)
fig = generate_candlestick_graph(

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@ -6,7 +6,6 @@ Use `python plot_profit.py --help` to display the command line arguments
"""
import logging
import sys
from pathlib import Path
from typing import Any, Dict, List
import pandas as pd
@ -14,11 +13,9 @@ import plotly.graph_objs as go
from plotly import tools
from freqtrade.arguments import ARGS_PLOT_PROFIT, Arguments
from freqtrade.data import history
from freqtrade.data.btanalysis import create_cum_profit, load_trades
from freqtrade.data.btanalysis import create_cum_profit
from freqtrade.optimize import setup_configuration
from freqtrade.plot.plotting import store_plot_file
from freqtrade.resolvers import ExchangeResolver
from freqtrade.plot.plotting import FTPlots, store_plot_file
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
@ -31,41 +28,16 @@ def plot_profit(config: Dict[str, Any]) -> None:
But should be somewhat proportional, and therefor useful
in helping out to find a good algorithm.
"""
plot = FTPlots(config)
exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
# Take pairs from the cli otherwise switch to the pair in the config file
if "pairs" in config:
pairs = config["pairs"].split(',')
else:
pairs = config["exchange"]["pair_whitelist"]
# We need to use the same pairs and the same ticker_interval
# as used in backtesting / trading
# to match the tickerdata against the results
timerange = Arguments.parse_timerange(config["timerange"])
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config['ticker_interval'],
refresh_pairs=config.get('refresh_pairs', False),
timerange=timerange,
exchange=exchange,
live=config.get("live", False),
)
# Load the profits results
trades = load_trades(config)
trades = trades[trades['pair'].isin(pairs)]
trades = plot.trades[plot.trades['pair'].isin(plot.pairs)]
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
# Combine close-values for all pairs, rename columns to "pair"
df_comb = pd.concat([tickers[pair].set_index('date').rename(
{'close': pair}, axis=1)[pair] for pair in tickers], axis=1)
df_comb = pd.concat([plot.tickers[pair].set_index('date').rename(
{'close': pair}, axis=1)[pair] for pair in plot.tickers], axis=1)
df_comb['mean'] = df_comb.mean(axis=1)
# Add combined cumulative profit
@ -89,7 +61,7 @@ def plot_profit(config: Dict[str, Any]) -> None:
fig.append_trace(avgclose, 1, 1)
fig.append_trace(profit, 2, 1)
for pair in pairs:
for pair in plot.pairs:
profit_col = f'cum_profit_{pair}'
df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col)
@ -100,9 +72,7 @@ def plot_profit(config: Dict[str, Any]) -> None:
)
fig.append_trace(pair_profit, 3, 1)
store_plot_file(fig,
filename='freqtrade-profit-plot.html',
auto_open=True)
store_plot_file(fig, filename='freqtrade-profit-plot.html', auto_open=True)
def plot_parse_args(args: List[str]) -> Dict[str, Any]: