Use FTPlots class in plot-scripts
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@ -14,19 +14,16 @@ Example of usage:
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"""
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import logging
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import sys
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from pathlib import Path
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from typing import Any, Dict, List
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import pandas as pd
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from freqtrade.arguments import ARGS_PLOT_DATAFRAME, Arguments
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from freqtrade.data import history
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from freqtrade.data.btanalysis import extract_trades_of_period, load_trades
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from freqtrade.data.btanalysis import extract_trades_of_period
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from freqtrade.optimize import setup_configuration
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from freqtrade.plot.plotting import (generate_candlestick_graph,
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from freqtrade.plot.plotting import (FTPlots, generate_candlestick_graph,
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store_plot_file,
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generate_plot_filename)
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from freqtrade.resolvers import ExchangeResolver, StrategyResolver
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from freqtrade.state import RunMode
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logger = logging.getLogger(__name__)
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@ -57,38 +54,17 @@ def analyse_and_plot_pairs(config: Dict[str, Any]):
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-Generate plot files
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:return: None
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"""
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exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
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strategy = StrategyResolver(config).strategy
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if "pairs" in config:
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pairs = config["pairs"].split(',')
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else:
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pairs = config["exchange"]["pair_whitelist"]
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# Set timerange to use
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timerange = Arguments.parse_timerange(config["timerange"])
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tickers = history.load_data(
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datadir=Path(str(config.get("datadir"))),
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pairs=pairs,
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ticker_interval=config['ticker_interval'],
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refresh_pairs=config.get('refresh_pairs', False),
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timerange=timerange,
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exchange=exchange,
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live=config.get("live", False),
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)
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trades = load_trades(config)
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plot = FTPlots(config)
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pair_counter = 0
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for pair, data in tickers.items():
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for pair, data in plot.tickers.items():
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pair_counter += 1
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logger.info("analyse pair %s", pair)
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tickers = {}
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tickers[pair] = data
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dataframe = generate_dataframe(strategy, tickers, pair)
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dataframe = generate_dataframe(plot.strategy, tickers, pair)
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trades_pair = trades.loc[trades['pair'] == pair]
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trades_pair = plot.trades.loc[plot.trades['pair'] == pair]
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trades_pair = extract_trades_of_period(dataframe, trades_pair)
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fig = generate_candlestick_graph(
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@ -6,7 +6,6 @@ Use `python plot_profit.py --help` to display the command line arguments
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"""
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import logging
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import sys
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from pathlib import Path
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from typing import Any, Dict, List
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import pandas as pd
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@ -14,11 +13,9 @@ import plotly.graph_objs as go
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from plotly import tools
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from freqtrade.arguments import ARGS_PLOT_PROFIT, Arguments
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from freqtrade.data import history
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from freqtrade.data.btanalysis import create_cum_profit, load_trades
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from freqtrade.data.btanalysis import create_cum_profit
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from freqtrade.optimize import setup_configuration
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from freqtrade.plot.plotting import store_plot_file
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from freqtrade.resolvers import ExchangeResolver
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from freqtrade.plot.plotting import FTPlots, store_plot_file
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from freqtrade.state import RunMode
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logger = logging.getLogger(__name__)
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@ -31,41 +28,16 @@ def plot_profit(config: Dict[str, Any]) -> None:
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But should be somewhat proportional, and therefor useful
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in helping out to find a good algorithm.
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"""
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plot = FTPlots(config)
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exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
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# Take pairs from the cli otherwise switch to the pair in the config file
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if "pairs" in config:
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pairs = config["pairs"].split(',')
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else:
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pairs = config["exchange"]["pair_whitelist"]
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# We need to use the same pairs and the same ticker_interval
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# as used in backtesting / trading
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# to match the tickerdata against the results
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timerange = Arguments.parse_timerange(config["timerange"])
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tickers = history.load_data(
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datadir=Path(str(config.get("datadir"))),
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pairs=pairs,
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ticker_interval=config['ticker_interval'],
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refresh_pairs=config.get('refresh_pairs', False),
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timerange=timerange,
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exchange=exchange,
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live=config.get("live", False),
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)
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# Load the profits results
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trades = load_trades(config)
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trades = trades[trades['pair'].isin(pairs)]
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trades = plot.trades[plot.trades['pair'].isin(plot.pairs)]
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# Create an average close price of all the pairs that were involved.
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# this could be useful to gauge the overall market trend
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# Combine close-values for all pairs, rename columns to "pair"
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df_comb = pd.concat([tickers[pair].set_index('date').rename(
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{'close': pair}, axis=1)[pair] for pair in tickers], axis=1)
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df_comb = pd.concat([plot.tickers[pair].set_index('date').rename(
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{'close': pair}, axis=1)[pair] for pair in plot.tickers], axis=1)
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df_comb['mean'] = df_comb.mean(axis=1)
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# Add combined cumulative profit
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@ -89,7 +61,7 @@ def plot_profit(config: Dict[str, Any]) -> None:
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fig.append_trace(avgclose, 1, 1)
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fig.append_trace(profit, 2, 1)
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for pair in pairs:
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for pair in plot.pairs:
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profit_col = f'cum_profit_{pair}'
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df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col)
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@ -100,9 +72,7 @@ def plot_profit(config: Dict[str, Any]) -> None:
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)
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fig.append_trace(pair_profit, 3, 1)
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store_plot_file(fig,
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filename='freqtrade-profit-plot.html',
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auto_open=True)
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store_plot_file(fig, filename='freqtrade-profit-plot.html', auto_open=True)
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def plot_parse_args(args: List[str]) -> Dict[str, Any]:
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