Revert "plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function"

This reverts commit 0abba7f9b7299ba3c45df6a2ba6e35ad6a19c5a0.
This commit is contained in:
Sam Germain 2022-02-03 17:34:38 -06:00
parent 84dea0339b
commit 99b8a8ca79
2 changed files with 48 additions and 52 deletions

View File

@ -1,6 +1,6 @@
import logging
from pathlib import Path
from typing import Any, Dict, List, Optional
from typing import Any, Dict, List
import pandas as pd
@ -385,35 +385,6 @@ def add_areas(fig, row: int, data: pd.DataFrame, indicators) -> make_subplots:
return fig
def create_scatter(
data,
column_name,
color,
direction
) -> Optional[go.Scatter]:
if column_name in data.columns:
df_short = data[data[column_name] == 1]
if len(df_short) > 0:
shorts = go.Scatter(
x=df_short.date,
y=df_short.close,
mode='markers',
name=column_name,
marker=dict(
symbol=f"triangle-{direction}-dot",
size=9,
line=dict(width=1),
color=color,
)
)
return shorts
else:
logger.warning(f"No {column_name}-signals found.")
return None
def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None, *,
indicators1: List[str] = [],
indicators2: List[str] = [],
@ -460,15 +431,44 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
)
fig.add_trace(candles, 1, 1)
longs = create_scatter(data, 'enter_long', 'green', 'up')
exit_longs = create_scatter(data, 'exit_long', 'red', 'down')
shorts = create_scatter(data, 'enter_short', 'blue', 'down')
exit_shorts = create_scatter(data, 'exit_short', 'violet', 'up')
for scatter in [longs, exit_longs, shorts, exit_shorts]:
if scatter:
fig.add_trace(scatter, 1, 1)
# TODO-lev: Needs short equivalent
if 'enter_long' in data.columns:
df_buy = data[data['enter_long'] == 1]
if len(df_buy) > 0:
buys = go.Scatter(
x=df_buy.date,
y=df_buy.close,
mode='markers',
name='buy',
marker=dict(
symbol='triangle-up-dot',
size=9,
line=dict(width=1),
color='green',
)
)
fig.add_trace(buys, 1, 1)
else:
logger.warning("No buy-signals found.")
if 'exit_long' in data.columns:
df_sell = data[data['exit_long'] == 1]
if len(df_sell) > 0:
sells = go.Scatter(
x=df_sell.date,
y=df_sell.close,
mode='markers',
name='sell',
marker=dict(
symbol='triangle-down-dot',
size=9,
line=dict(width=1),
color='red',
)
)
fig.add_trace(sells, 1, 1)
else:
logger.warning("No sell-signals found.")
# Add Bollinger Bands
fig = plot_area(fig, 1, data, 'bb_lowerband', 'bb_upperband',
label="Bollinger Band")
@ -537,7 +537,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
"Profit per pair",
"Parallelism",
"Underwater",
])
])
fig['layout'].update(title="Freqtrade Profit plot")
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')

View File

@ -202,8 +202,6 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
datadir=testdatadir, timerange=timerange)
data['enter_long'] = 0
data['exit_long'] = 0
data['enter_short'] = 0
data['exit_short'] = 0
indicators1 = []
indicators2 = []
@ -224,10 +222,8 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
assert log_has("No enter_long-signals found.", caplog)
assert log_has("No exit_long-signals found.", caplog)
assert log_has("No enter_short-signals found.", caplog)
assert log_has("No exit_short-signals found.", caplog)
assert log_has("No buy-signals found.", caplog)
assert log_has("No sell-signals found.", caplog)
def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
@ -253,7 +249,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
assert fig.layout.title.text == pair
figure = fig.layout.figure
assert len(figure.data) == 8
assert len(figure.data) == 6
# Candlesticks are plotted first
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
@ -261,15 +257,15 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
enter_long = find_trace_in_fig_data(figure.data, "enter_long")
assert isinstance(enter_long, go.Scatter)
buy = find_trace_in_fig_data(figure.data, "buy")
assert isinstance(buy, go.Scatter)
# All buy-signals should be plotted
assert int(data['enter_long'].sum()) == len(enter_long.x)
assert int(data['enter_long'].sum()) == len(buy.x)
exit_long = find_trace_in_fig_data(figure.data, "exit_long")
assert isinstance(exit_long, go.Scatter)
sell = find_trace_in_fig_data(figure.data, "sell")
assert isinstance(sell, go.Scatter)
# All buy-signals should be plotted
assert int(data['exit_long'].sum()) == len(exit_long.x)
assert int(data['exit_long'].sum()) == len(sell.x)
assert find_trace_in_fig_data(figure.data, "Bollinger Band")