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Merge pull request #2527 from freqtrade/fix/openorder_plotprofit 

plot-profit script fails in certain conditions
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hroff-1902 2019-11-13 22:58:44 +03:00 committed by GitHub
parent f4d18034d9 38243c52fd
commit 904a9c5dc7
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2 changed files with 15 additions and 9 deletions
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10
freqtrade/data/history.py
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@ -50,16 +50,20 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
return tickerlist[start_index:stop_index]
def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame:
def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date') -> DataFrame:
"""
Trim dataframe based on given timerange
:param df: Dataframe to trim
:param timerange: timerange (use start and end date if available)
:param: df_date_col: Column in the dataframe to use as Date column
:return: trimmed dataframe
"""
if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
df = df.loc[df['date'] >= start, :]
df = df.loc[df[df_date_col] >= start, :]
if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
df = df.loc[df['date'] <= stop, :]
df = df.loc[df[df_date_col] <= stop, :]
return df

14
freqtrade/plot/plotting.py
View File

@ -47,7 +47,7 @@ def init_plotscript(config):
db_url=config.get('db_url'),
exportfilename=config.get('exportfilename'),
)
trades = history.trim_dataframe(trades, timerange, 'open_time')
return {"tickers": tickers,
"trades": trades,
"pairs": pairs,
@ -377,12 +377,14 @@ def plot_profit(config: Dict[str, Any]) -> None:
in helping out to find a good algorithm.
"""
plot_elements = init_plotscript(config)
trades = load_trades(config['trade_source'],
db_url=str(config.get('db_url')),
exportfilename=str(config.get('exportfilename')),
)
trades = plot_elements['trades']
# Filter trades to relevant pairs
trades = trades[trades['pair'].isin(plot_elements["pairs"])]
# Remove open pairs - we don't know the profit yet so can't calculate profit for these.
# Also, If only one open pair is left, then the profit-generation would fail.
trades = trades[(trades['pair'].isin(plot_elements["pairs"]))
& (~trades['close_time'].isnull())
]
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"],