adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

adjust plot_dataframe to use btanalysis

This commit is contained in:
Matthias 2019-03-07 21:23:53 +01:00
parent e1f48c2b46
commit 9f7f089d8a
2 changed files with 16 additions and 34 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/data/btanalysis.py
View File

@ -8,6 +8,10 @@ import pandas as pd
from freqtrade.misc import json_load
# must align with columns in backtest.py
BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration",
"open_rate", "close_rate", "open_at_end", "sell_reason"]
def load_backtest_data(filename) -> pd.DataFrame:
"""
@ -24,11 +28,7 @@ def load_backtest_data(filename) -> pd.DataFrame:
with filename.open() as file:
data = json_load(file)
# must align with columns in backtest.py
columns = ["pair", "profitperc", "open_time", "close_time", "index", "duration",
"open_rate", "close_rate", "open_at_end", "sell_reason"]
df = pd.DataFrame(data, columns=columns)
df = pd.DataFrame(data, columns=BT_DATA_COLUMNS)
df['open_time'] = pd.to_datetime(df['open_time'],
unit='s',

40
scripts/plot_dataframe.py
View File

@ -41,6 +41,7 @@ from plotly.offline import plot
from freqtrade import persistence
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.data import history
from freqtrade.data.btanalysis import load_backtest_data, BT_DATA_COLUMNS
from freqtrade.exchange import Exchange
from freqtrade.optimize.backtesting import setup_configuration
from freqtrade.persistence import Trade
@ -56,7 +57,8 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram
trades: pd.DataFrame = pd.DataFrame()
if args.db_url:
persistence.init(_CONF)
columns = ["pair", "profit", "opents", "closets", "open_rate", "close_rate", "duration"]
columns = ["pair", "profit", "open_time", "close_time",
"open_rate", "close_rate", "duration"]
for x in Trade.query.all():
print("date: {}".format(x.open_date))
@ -71,33 +73,13 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram
columns=columns)
elif args.exportfilename:
file = Path(args.exportfilename)
# must align with columns in backtest.py
columns = ["pair", "profit", "opents", "closets", "index", "duration",
"open_rate", "close_rate", "open_at_end", "sell_reason"]
if file.exists():
with file.open() as f:
data = json.load(f)
trades = pd.DataFrame(data, columns=columns)
trades = trades.loc[trades["pair"] == pair]
if timerange:
if timerange.starttype == 'date':
trades = trades.loc[trades["opents"] >= timerange.startts]
if timerange.stoptype == 'date':
trades = trades.loc[trades["opents"] <= timerange.stopts]
trades['opents'] = pd.to_datetime(
trades['opents'],
unit='s',
utc=True,
infer_datetime_format=True)
trades['closets'] = pd.to_datetime(
trades['closets'],
unit='s',
utc=True,
infer_datetime_format=True)
file = Path(args.exportfilename)
if file.exists():
load_backtest_data(file)
else:
trades = pd.DataFrame([], columns=columns)
trades = pd.DataFrame([], columns=BT_DATA_COLUMNS)
return trades
@ -206,7 +188,7 @@ def extract_trades_of_period(dataframe, trades) -> pd.DataFrame:
Compare trades and backtested pair DataFrames to get trades performed on backtested period
:return: the DataFrame of a trades of period
"""
trades = trades.loc[trades['opents'] >= dataframe.iloc[0]['date']]
trades = trades.loc[trades['open_time'] >= dataframe.iloc[0]['date']]
return trades
@ -279,7 +261,7 @@ def generate_graph(
)
trade_buys = go.Scattergl(
x=trades["opents"],
x=trades["open_time"],
y=trades["open_rate"],
mode='markers',
name='trade_buy',
@ -291,7 +273,7 @@ def generate_graph(
)
)
trade_sells = go.Scattergl(
x=trades["closets"],
x=trades["close_time"],
y=trades["close_rate"],
mode='markers',
name='trade_sell',