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Automatically generate documentation from jupyter notebook

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Matthias
2019-09-21 10:27:43 +02:00
parent 74a0f44230
commit 9a3bad291a
6 changed files with 114 additions and 74 deletions
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75
docs/data-analysis.md
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@@ -135,78 +135,9 @@ print(f"Loaded len(candles) rows of data for {pair} from {data_location}")
candles.head()
```
## Strategy debugging example
Further Data analysis documents:
Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data.
### Define variables used in analyses
You can override strategy settings as demonstrated below.
```python
# Customize these according to your needs.
# Define some constants
ticker_interval = "5m"
# Name of the strategy class
strategy_name = 'SampleStrategy'
# Path to user data
user_data_dir = 'user_data'
# Location of the strategy
strategy_location = Path(user_data_dir, 'strategies')
# Location of the data
data_location = Path(user_data_dir, 'data', 'binance')
# Pair to analyze - Only use one pair here
pair = "BTC_USDT"
```
### Load exchange data
```python
from pathlib import Path
from freqtrade.data.history import load_pair_history
# Load data using values set above
candles = load_pair_history(datadir=data_location,
ticker_interval=ticker_interval,
pair=pair)
# Confirm success
print(f"Loaded {len(candles)} rows of data for {pair} from {data_location}")
candles.head()
```
### Load and run strategy
* Rerun each time the strategy file is changed
```python
from freqtrade.resolvers import StrategyResolver
# Load strategy using values set above
strategy = StrategyResolver({'strategy': strategy_name,
'user_data_dir': user_data_dir,
'strategy_path': strategy_location}).strategy
# Generate buy/sell signals using strategy
df = strategy.analyze_ticker(candles, {'pair': pair})
```
### Display the trade details
* Note that using `data.tail()` is preferable to `data.head()` as most indicators have some "startup" data at the top of the dataframe.
* Some possible problems
* Columns with NaN values at the end of the dataframe
* Columns used in `crossed*()` functions with completely different units
* Comparison with full backtest
* having 200 buy signals as output for one pair from `analyze_ticker()` does not necessarily mean that 200 trades will be made during backtesting.
* Assuming you use only one condition such as, `df['rsi'] < 30` as buy condition, this will generate multiple "buy" signals for each pair in sequence (until rsi returns > 29). The bot will only buy on the first of these signals (and also only if a trade-slot ("max_open_trades") is still available), or on one of the middle signals, as soon as a "slot" becomes available.
```python
# Report results
print(f"Generated {df['buy'].sum()} buy signals")
data = df.set_index('date', drop=True)
data.tail()
```
* [Strategy debugging](strategy_analysis_example.md)
* [Plotting](plotting.md)
Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.

8
docs/developer.md
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@@ -149,6 +149,14 @@ print(datetime.utcnow())
The output will show the last entry from the Exchange as well as the current UTC date.
If the day shows the same day, then the last candle can be assumed as incomplete and should be dropped (leave the setting `"ohlcv_partial_candle"` from the exchange-class untouched / True). Otherwise, set `"ohlcv_partial_candle"` to `False` to not drop Candles (shown in the example above).
## Updating example notebooks
To keep the jupyter notebooks aligned with the documentation, the following should be ran after updating a example notebook.
``` bash
jupyter nbconvert --to markdown user_data/notebooks/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md
```
## Creating a release
This part of the documentation is aimed at maintainers, and shows how to create a release.

95
docs/strategy_analysis_example.md Normal file
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@@ -0,0 +1,95 @@
## Strategy debugging example
Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data.
## Setup
```python
# Change directory
# Modify this cell to insure that the output shows the correct path.
import os
from pathlib import Path
# Define all paths relative to the project root shown in the cell output
project_root = "somedir/freqtrade"
i=0
try:
os.chdirdir(project_root)
assert Path('LICENSE').is_file()
except:
while i<4 and (not Path('LICENSE').is_file()):
os.chdir(Path(Path.cwd(), '../'))
i+=1
project_root = Path.cwd()
print(Path.cwd())
```
```python
# Customize these according to your needs.
# Define some constants
ticker_interval = "5m"
# Name of the strategy class
strategy_name = 'SampleStrategy'
# Path to user data
user_data_dir = 'user_data'
# Location of the strategy
strategy_location = Path(user_data_dir, 'strategies')
# Location of the data
data_location = Path(user_data_dir, 'data', 'binance')
# Pair to analyze - Only use one pair here
pair = "BTC_USDT"
```
```python
# Load data using values set above
from pathlib import Path
from freqtrade.data.history import load_pair_history
candles = load_pair_history(datadir=data_location,
ticker_interval=ticker_interval,
pair=pair)
# Confirm success
print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}")
candles.head()
```
## Load and run strategy
* Rerun each time the strategy file is changed
```python
# Load strategy using values set above
from freqtrade.resolvers import StrategyResolver
strategy = StrategyResolver({'strategy': strategy_name,
'user_data_dir': user_data_dir,
'strategy_path': strategy_location}).strategy
# Generate buy/sell signals using strategy
df = strategy.analyze_ticker(candles, {'pair': pair})
df.tail()
```
### Display the trade details
* Note that using `data.head()` would also work, however most indicators have some "startup" data at the top of the dataframe.
* Some possible problems
* Columns with NaN values at the end of the dataframe
* Columns used in `crossed*()` functions with completely different units
* Comparison with full backtest
* having 200 buy signals as output for one pair from `analyze_ticker()` does not necessarily mean that 200 trades will be made during backtesting.
* Assuming you use only one condition such as, `df['rsi'] < 30` as buy condition, this will generate multiple "buy" signals for each pair in sequence (until rsi returns > 29). The bot will only buy on the first of these signals (and also only if a trade-slot ("max_open_trades") is still available), or on one of the middle signals, as soon as a "slot" becomes available.
```python
# Report results
print(f"Generated {df['buy'].sum()} buy signals")
data = df.set_index('date', drop=True)
data.tail()
```
Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.

4
mkdocs.yml
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@@ -15,7 +15,9 @@ nav:
- Hyperopt: hyperopt.md
- Edge positioning: edge.md
- FAQ: faq.md
- Data Analysis: data-analysis.md
- Data Analysis:
- Jupyter Notebooks: data-analysis.md
- Strategy analysis: strategy_analysis_example.md
- Plotting: plotting.md
- SQL Cheatsheet: sql_cheatsheet.md
- Sandbox testing: sandbox-testing.md

3
requirements-dev.txt
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@@ -12,3 +12,6 @@ pytest-asyncio==0.10.0
pytest-cov==2.7.1
pytest-mock==1.10.4
pytest-random-order==1.0.4
# Convert jupyter notebooks to markdown documents
nbconvert==5.6.0

1
setup.py
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@@ -36,6 +36,7 @@ jupyter = [
'jupyter',
'nbstripout',
'ipykernel',
'nbconvert',
]
all_extra = api + plot + develop + jupyter