diff --git a/Jupyter/profit_multistrat_plot.ipynb b/Jupyter/profit_multistrat_plot.ipynb
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index 000000000..9fb5f3e75
--- /dev/null
+++ b/Jupyter/profit_multistrat_plot.ipynb
@@ -0,0 +1,4960 @@
+{
+ "cells": [
+ {
+ "cell_type": "code",
+ "execution_count": 1,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "from freqtrade.arguments import Arguments\n",
+ "from freqtrade.configuration import Configuration\n",
+ "from freqtrade.analyze import Analyze\n",
+ "from freqtrade import constants"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 2,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "from argparse import Namespace"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 3,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "from importlib import reload"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 4,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/html": [
+ ""
+ ],
+ "text/vnd.plotly.v1+html": [
+ ""
+ ]
+ },
+ "metadata": {},
+ "output_type": "display_data"
+ }
+ ],
+ "source": [
+ "import plotly.offline as py\n",
+ "import plotly.graph_objs as go\n",
+ "#needed to have the display in the jupyter notebook:\n",
+ "py.init_notebook_mode(connected=True)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 5,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "from freqtrade import exchange\n",
+ "import freqtrade.optimize as optimize\n",
+ "from freqtrade.optimize import backtesting\n"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 6,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "argList = ['-s', 'BinHV45', 'backtesting', '--timerange=20180105-', '--ticker-interval', '5m', '--realistic-simulation']\n",
+ "arguments = Arguments(\n",
+ " argList,\n",
+ " 'Fake command line for now '\n",
+ " )\n",
+ "args = arguments.get_parsed_arg()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 7,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "args.config = \"..\\\\\" + args.config\n",
+ "args.datadir = \"..\\\\\" + args.datadir"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 8,
+ "metadata": {
+ "scrolled": true
+ },
+ "outputs": [
+ {
+ "name": "stderr",
+ "output_type": "stream",
+ "text": [
+ "2018-05-13 21:55:40,532 - freqtrade.configuration - INFO - Log level set to INFO\n",
+ "2018-05-13 21:55:40,532 - freqtrade.configuration - INFO - Parameter -i/--ticker-interval detected ...\n",
+ "2018-05-13 21:55:40,548 - freqtrade.configuration - INFO - Using ticker_interval: 5m ...\n",
+ "2018-05-13 21:55:40,549 - freqtrade.configuration - INFO - Parameter --realistic-simulation detected ...\n",
+ "2018-05-13 21:55:40,551 - freqtrade.configuration - INFO - Using max_open_trades: 3 ...\n",
+ "2018-05-13 21:55:40,554 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180105- ...\n",
+ "2018-05-13 21:55:40,556 - freqtrade.configuration - INFO - Parameter --datadir detected: ..\\freqtrade\\tests\\testdata ...\n"
+ ]
+ }
+ ],
+ "source": [
+ "configuration = Configuration(args)\n",
+ "config = configuration.get_config()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 9,
+ "metadata": {},
+ "outputs": [
+ {
+ "name": "stderr",
+ "output_type": "stream",
+ "text": [
+ "2018-05-13 21:55:40,829 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:55:40,844 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:55:41,318 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n"
+ ]
+ }
+ ],
+ "source": [
+ "exchange.init(config)\n",
+ "analyze = Analyze(config)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 10,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "pairs = config['exchange']['pair_whitelist']\n",
+ "ticker_interval = config['ticker_interval']"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 11,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "timerange = Arguments.parse_timerange(config.get('timerange'))\n",
+ "data = optimize.load_data(\n",
+ " config['datadir'],\n",
+ " pairs=pairs,\n",
+ " ticker_interval=ticker_interval,\n",
+ " refresh_pairs=config.get('refresh_pairs', False),\n",
+ " timerange=timerange\n",
+ ")"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 12,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "def CumulProfit( df ):\n",
+ " #cumul Profit :\n",
+ " curSum = 100\n",
+ " df.loc[:, 'CumulPL'] = curSum\n",
+ " columnIndex = df.columns.get_loc('CumulPL')\n",
+ " for i in range(1, len(df)):\n",
+ " curSum = curSum * ( 1.0 + df.iloc[i]['profit_percent'])\n",
+ " df.iloc[i,columnIndex] = curSum"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 13,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "def GraphRoundTripList( roundTripList, curveNames=[] ):\n",
+ " data = []\n",
+ " index = 0\n",
+ " line100 = go.Scatter( x= [ roundTripList[0].iloc[0, :]['sell_date'], roundTripList[0].iloc[-1, :]['sell_date']], \n",
+ " y=[100.0,100.0],\n",
+ " name=\"\",\n",
+ " line = dict( color = ('rgb(200, 200, 200)'), width = 4)\n",
+ " )\n",
+ " data.append(line100)\n",
+ " for rt in roundTripList:\n",
+ " graphName = 'pair' + str(index)\n",
+ " if index < len(curveNames):\n",
+ " graphName = curveNames[index] \n",
+ " graph = go.Scatter( x = rt['sell_date'], y=rt['CumulPL'], name=graphName)\n",
+ " index += 1\n",
+ " data.append(graph)\n",
+ " fig = go.Figure(data=data)\n",
+ " py.iplot(fig)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 14,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "sell_profit_only = config.get('experimental', {}).get('sell_profit_only', False)\n",
+ "use_sell_signal = config.get('experimental', {}).get('use_sell_signal', False)\n",
+ "max_open_trades = config['max_open_trades']"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 15,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "preprocessed = analyze.tickerdata_to_dataframe(data)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 16,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "min_date, max_date = backtesting.Backtesting.get_timeframe(preprocessed)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 17,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "def getCumulProfitForStrat( strat ):\n",
+ " config['strategy'] = strat\n",
+ " analyze = Analyze(config)\n",
+ " preprocessed = analyze.tickerdata_to_dataframe(data)\n",
+ " myBacktesting = backtesting.Backtesting(config)\n",
+ " results = myBacktesting.backtest(\n",
+ " {\n",
+ " 'stake_amount': config.get('stake_amount'),\n",
+ " 'processed': preprocessed,\n",
+ " 'max_open_trades': max_open_trades,\n",
+ " 'realistic': config.get('realistic_simulation', False),\n",
+ " 'sell_profit_only': sell_profit_only,\n",
+ " 'use_sell_signal': use_sell_signal,\n",
+ " 'record': config.get('export')\n",
+ " }\n",
+ " )\n",
+ " sortedResults = results.sort_values('sell_date') \n",
+ " sortedResults = sortedResults.reset_index(drop=True)\n",
+ " CumulProfit( sortedResults )\n",
+ " return sortedResults"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "#strat_list = [ \"BinHV45\", \"Quickie\", \"Strategy006\", \"ASDTSRockwellTrading\", \"AverageStrategy\", \"BinHV27\", \"ClucMay72018\", \"CofiBitStrategy\", \"EMASkipPump\", \"MACDStrategy\", \"ReinforcedQuickie\", \"Simple\", \"SmoothOperator\"]\n",
+ "strat_list = [ \"BinHV45\", \"Quickie\", \"Strategy006\", \"ASDTSRockwellTrading\", \"AverageStrategy\", \"BinHV27\", \"ClucMay72018\", \"CofiBitStrategy\"]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 18,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "strat_list = [ \"BinHV27\", \"BinHV45\", \"Quickie\", \"Strategy006\", \"ASDTSRockwellTrading\", \"AverageStrategy\", \"ClucMay72018\", \"CofiBitStrategy\", \"EMASkipPump\", \"MACDStrategy\",\"ReinforcedQuickie\", \"Simple\"]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 19,
+ "metadata": {
+ "scrolled": false
+ },
+ "outputs": [
+ {
+ "name": "stderr",
+ "output_type": "stream",
+ "text": [
+ "2018-05-13 21:55:49,741 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:55:50,656 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:55:50,656 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:55:50,656 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:56:05,580 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:06,553 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:06,553 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:56:06,569 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:56:10,612 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:11,564 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:11,565 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:56:11,570 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:56:22,626 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:23,588 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:23,590 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:56:23,594 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:56:31,484 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:32,101 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:32,101 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:56:32,116 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:56:42,549 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:43,172 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:43,172 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:56:43,172 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:56:57,067 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:58,114 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:56:58,114 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:56:58,130 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:57:01,873 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:57:02,545 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:57:02,545 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:57:02,545 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:57:14,072 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:57:14,957 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:57:14,957 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:57:14,967 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:57:26,355 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:57:26,994 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:57:26,994 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:57:27,009 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:57:38,340 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "d:\\work\\finances\\freqtrade\\myfreqtrade\\freqtrade\\user_data\\strategies\\ReinforcedQuickie.py:188: FutureWarning:\n",
+ "\n",
+ "how in .resample() is deprecated\n",
+ "the new syntax is .resample(...)..apply()\n",
+ "\n",
+ "2018-05-13 21:57:40,765 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:57:40,765 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:57:40,765 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
+ "2018-05-13 21:57:49,061 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:57:49,916 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
+ "2018-05-13 21:57:49,932 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
+ "2018-05-13 21:57:49,932 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n"
+ ]
+ },
+ {
+ "data": {
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+ ],
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+ }
+ ],
+ "layout": {}
+ },
+ "text/html": [
+ ""
+ ],
+ "text/vnd.plotly.v1+html": [
+ ""
+ ]
+ },
+ "metadata": {},
+ "output_type": "display_data"
+ }
+ ],
+ "source": [
+ "result_list = []\n",
+ "for strat in strat_list:\n",
+ " stratResult = getCumulProfitForStrat( strat )\n",
+ " result_list.append( stratResult )\n",
+ "GraphRoundTripList( result_list, strat_list)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {},
+ "outputs": [],
+ "source": []
+ }
+ ],
+ "metadata": {
+ "kernelspec": {
+ "display_name": "Python [conda env:FreqTradeCcxt]",
+ "language": "python",
+ "name": "conda-env-FreqTradeCcxt-py"
+ },
+ "language_info": {
+ "codemirror_mode": {
+ "name": "ipython",
+ "version": 3
+ },
+ "file_extension": ".py",
+ "mimetype": "text/x-python",
+ "name": "python",
+ "nbconvert_exporter": "python",
+ "pygments_lexer": "ipython3",
+ "version": "3.6.4"
+ }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3e6dba847..8df30873f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -196,6 +196,7 @@ class Backtesting(object):
if ret:
row2, trade_entry, next_date = ret
lock_pair_until = next_date
+ trade_entry = trade_entry + ( next_date,)
trades.append(trade_entry)
if record:
# Note, need to be json.dump friendly
@@ -210,7 +211,7 @@ class Backtesting(object):
if record and record.find('trades') >= 0:
logger.info('Dumping backtest results')
file_dump_json('backtest-result.json', records)
- labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
+ labels = ['currency', 'profit_percent', 'profit_BTC', 'duration', 'sell_date']
return DataFrame.from_records(trades, columns=labels)
def start(self) -> None: