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
parent
84dea0339b
commit
99b8a8ca79
@ -1,6 +1,6 @@
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import logging
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from pathlib import Path
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from typing import Any, Dict, List, Optional
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from typing import Any, Dict, List
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import pandas as pd
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@ -385,35 +385,6 @@ def add_areas(fig, row: int, data: pd.DataFrame, indicators) -> make_subplots:
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return fig
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def create_scatter(
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data,
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column_name,
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color,
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direction
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) -> Optional[go.Scatter]:
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if column_name in data.columns:
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df_short = data[data[column_name] == 1]
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if len(df_short) > 0:
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shorts = go.Scatter(
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x=df_short.date,
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y=df_short.close,
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mode='markers',
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name=column_name,
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marker=dict(
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symbol=f"triangle-{direction}-dot",
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size=9,
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line=dict(width=1),
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color=color,
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)
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)
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return shorts
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else:
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logger.warning(f"No {column_name}-signals found.")
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return None
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def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None, *,
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indicators1: List[str] = [],
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indicators2: List[str] = [],
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@ -460,15 +431,44 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
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)
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fig.add_trace(candles, 1, 1)
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longs = create_scatter(data, 'enter_long', 'green', 'up')
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exit_longs = create_scatter(data, 'exit_long', 'red', 'down')
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shorts = create_scatter(data, 'enter_short', 'blue', 'down')
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exit_shorts = create_scatter(data, 'exit_short', 'violet', 'up')
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for scatter in [longs, exit_longs, shorts, exit_shorts]:
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if scatter:
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fig.add_trace(scatter, 1, 1)
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# TODO-lev: Needs short equivalent
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if 'enter_long' in data.columns:
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df_buy = data[data['enter_long'] == 1]
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if len(df_buy) > 0:
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buys = go.Scatter(
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x=df_buy.date,
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y=df_buy.close,
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mode='markers',
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name='buy',
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marker=dict(
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symbol='triangle-up-dot',
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size=9,
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line=dict(width=1),
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color='green',
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)
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)
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fig.add_trace(buys, 1, 1)
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else:
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logger.warning("No buy-signals found.")
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if 'exit_long' in data.columns:
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df_sell = data[data['exit_long'] == 1]
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if len(df_sell) > 0:
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sells = go.Scatter(
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x=df_sell.date,
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y=df_sell.close,
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mode='markers',
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name='sell',
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marker=dict(
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symbol='triangle-down-dot',
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size=9,
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line=dict(width=1),
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color='red',
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)
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)
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fig.add_trace(sells, 1, 1)
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else:
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logger.warning("No sell-signals found.")
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# Add Bollinger Bands
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fig = plot_area(fig, 1, data, 'bb_lowerband', 'bb_upperband',
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label="Bollinger Band")
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@ -537,7 +537,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
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"Profit per pair",
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"Parallelism",
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"Underwater",
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])
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])
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fig['layout'].update(title="Freqtrade Profit plot")
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fig['layout']['yaxis1'].update(title='Price')
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fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
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@ -202,8 +202,6 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
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datadir=testdatadir, timerange=timerange)
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data['enter_long'] = 0
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data['exit_long'] = 0
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data['enter_short'] = 0
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data['exit_short'] = 0
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indicators1 = []
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indicators2 = []
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@ -224,10 +222,8 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
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assert row_mock.call_count == 2
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assert trades_mock.call_count == 1
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assert log_has("No enter_long-signals found.", caplog)
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assert log_has("No exit_long-signals found.", caplog)
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assert log_has("No enter_short-signals found.", caplog)
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assert log_has("No exit_short-signals found.", caplog)
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assert log_has("No buy-signals found.", caplog)
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assert log_has("No sell-signals found.", caplog)
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def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
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@ -253,7 +249,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
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assert fig.layout.title.text == pair
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figure = fig.layout.figure
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assert len(figure.data) == 8
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assert len(figure.data) == 6
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# Candlesticks are plotted first
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candles = find_trace_in_fig_data(figure.data, "Price")
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assert isinstance(candles, go.Candlestick)
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@ -261,15 +257,15 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
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volume = find_trace_in_fig_data(figure.data, "Volume")
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assert isinstance(volume, go.Bar)
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enter_long = find_trace_in_fig_data(figure.data, "enter_long")
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assert isinstance(enter_long, go.Scatter)
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buy = find_trace_in_fig_data(figure.data, "buy")
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assert isinstance(buy, go.Scatter)
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# All buy-signals should be plotted
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assert int(data['enter_long'].sum()) == len(enter_long.x)
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assert int(data['enter_long'].sum()) == len(buy.x)
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exit_long = find_trace_in_fig_data(figure.data, "exit_long")
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assert isinstance(exit_long, go.Scatter)
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sell = find_trace_in_fig_data(figure.data, "sell")
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assert isinstance(sell, go.Scatter)
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# All buy-signals should be plotted
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assert int(data['exit_long'].sum()) == len(exit_long.x)
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assert int(data['exit_long'].sum()) == len(sell.x)
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assert find_trace_in_fig_data(figure.data, "Bollinger Band")
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