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Add trade parallelism plot

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closes #6142
This commit is contained in:
Matthias
2022-01-01 14:06:15 +01:00
parent c29469decf
commit a2d97eecfe
3 changed files with 39 additions and 8 deletions
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36
freqtrade/plot/plotting.py
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@@ -5,8 +5,9 @@ from typing import Any, Dict, List
import pandas as pd
from freqtrade.configuration import TimeRange
from freqtrade.data.btanalysis import (calculate_max_drawdown, combine_dataframes_with_mean,
create_cum_profit, extract_trades_of_period, load_trades)
from freqtrade.data.btanalysis import (analyze_trade_parallelism, calculate_max_drawdown,
combine_dataframes_with_mean, create_cum_profit,
extract_trades_of_period, load_trades)
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange, load_data
@@ -185,6 +186,24 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame,
return fig
def add_parallelism(fig, row, trades: pd.DataFrame, timeframe: str) -> make_subplots:
"""
Add Chart showing trade parallelism
"""
try:
result = analyze_trade_parallelism(trades, timeframe)
drawdown = go.Bar(
x=result.index,
y=result['open_trades'],
name="Parallel trades",
)
fig.add_trace(drawdown, row, 1)
except ValueError:
logger.warning("No trades found - not plotting Parallelism.")
return fig
def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
"""
Add trades to "fig"
@@ -482,20 +501,27 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
name='Avg close price',
)
fig = make_subplots(rows=3, cols=1, shared_xaxes=True,
row_width=[1, 1, 1],
fig = make_subplots(rows=4, cols=1, shared_xaxes=True,
row_width=[1, 1, 1, 1],
vertical_spacing=0.05,
subplot_titles=["AVG Close Price", "Combined Profit", "Profit per pair"])
subplot_titles=[
"AVG Close Price",
"Combined Profit",
"Profit per pair",
"Parallelism"
])
fig['layout'].update(title="Freqtrade Profit plot")
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
fig['layout']['yaxis4'].update(title='Trade count')
fig['layout']['xaxis']['rangeslider'].update(visible=False)
fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
fig.add_trace(avgclose, 1, 1)
fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe)
fig = add_parallelism(fig, 4, trades, timeframe)
for pair in pairs:
profit_col = f'cum_profit_{pair}'