Merge pull request #3062 from Fredrik81/plot-trades

Plotting: Fix if no file exists and new skip option

docs/plotting.md

@@ -23,44 +23,64 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
 Possible arguments:
 
 ```
-usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME]
+usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                                [--strategy-path PATH] [-p PAIRS [PAIRS ...]] [--indicators1 INDICATORS1 [INDICATORS1 ...]]
+                                [-d PATH] [--userdir PATH] [-s NAME]
-                                [--indicators2 INDICATORS2 [INDICATORS2 ...]] [--plot-limit INT] [--db-url PATH]
+                                [--strategy-path PATH] [-p PAIRS [PAIRS ...]]
-                                [--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] [--timerange TIMERANGE]
+                                [--indicators1 INDICATORS1 [INDICATORS1 ...]]
-                                [-i TICKER_INTERVAL]
+                                [--indicators2 INDICATORS2 [INDICATORS2 ...]]
+                                [--plot-limit INT] [--db-url PATH]
+                                [--trade-source {DB,file}] [--export EXPORT]
+                                [--export-filename PATH]
+                                [--timerange TIMERANGE] [-i TICKER_INTERVAL]
+                                [--no-trades]
 
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-separated.
+                        Show profits for only these pairs. Pairs are space-
+                        separated.
   --indicators1 INDICATORS1 [INDICATORS1 ...]
-                        Set indicators from your strategy you want in the first row of the graph. Space-separated list. Example:
+                        Set indicators from your strategy you want in the
+                        first row of the graph. Space-separated list. Example:
                         `ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.
   --indicators2 INDICATORS2 [INDICATORS2 ...]
-                        Set indicators from your strategy you want in the third row of the graph. Space-separated list. Example:
+                        Set indicators from your strategy you want in the
+                        third row of the graph. Space-separated list. Example:
                         `fastd fastk`. Default: `['macd', 'macdsignal']`.
-  --plot-limit INT      Specify tick limit for plotting. Notice: too high values cause huge files. Default: 750.
+  --plot-limit INT      Specify tick limit for plotting. Notice: too high
-  --db-url PATH         Override trades database URL, this is useful in custom deployments (default: `sqlite:///tradesv3.sqlite`
+                        values cause huge files. Default: 750.
-                        for Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for Dry Run).
+  --db-url PATH         Override trades database URL, this is useful in custom
+                        deployments (default: `sqlite:///tradesv3.sqlite` for
+                        Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
+                        Dry Run).
   --trade-source {DB,file}
-                        Specify the source for trades (Can be DB or file (backtest file)) Default: file
+                        Specify the source for trades (Can be DB or file
-  --export EXPORT       Export backtest results, argument are: trades. Example: `--export=trades`
+                        (backtest file)) Default: file
+  --export EXPORT       Export backtest results, argument are: trades.
+                        Example: `--export=trades`
   --export-filename PATH
-                        Save backtest results to the file with this filename. Requires `--export` to be set as well. Example:
+                        Save backtest results to the file with this filename.
-                        `--export-filename=user_data/backtest_results/backtest_today.json`
+                        Requires `--export` to be set as well. Example:
+                        `--export-filename=user_data/backtest_results/backtest
+                        _today.json`
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).
+                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
+                        `1d`).
+  --no-trades           Skip using trades from backtesting file and DB.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
                         details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to
+                        Specify configuration file (default:
-                        `-` to read config from stdin.
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
@@ -68,9 +88,9 @@ Common arguments:
 
 Strategy arguments:
   -s NAME, --strategy NAME
-                        Specify strategy class name which will be used by the bot.
+                        Specify strategy class name which will be used by the
+                        bot.
   --strategy-path PATH  Specify additional strategy lookup path.
-
 ```
 
 Example:

freqtrade/commands/arguments.py

@@ -59,7 +59,7 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchang
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
-                       "timerange", "ticker_interval"]
+                       "timerange", "ticker_interval", "no_trades"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]

freqtrade/commands/cli_options.py

@@ -413,6 +413,11 @@ AVAILABLE_CLI_OPTIONS = {
         metavar='INT',
         default=750,
     ),
+    "no_trades": Arg(
+        '--no-trades',
+        help='Skip using trades from backtesting file and DB.',
+        action='store_true',
+    ),
     "trade_source": Arg(
         '--trade-source',
         help='Specify the source for trades (Can be DB or file (backtest file)) '

freqtrade/configuration/configuration.py

@@ -359,6 +359,9 @@ class Configuration:
         self._args_to_config(config, argname='erase',
                              logstring='Erase detected. Deleting existing data.')
 
+        self._args_to_config(config, argname='no_trades',
+                             logstring='Parameter --no-trades detected.')
+
         self._args_to_config(config, argname='timeframes',
                              logstring='timeframes --timeframes: {}')
 

freqtrade/data/btanalysis.py

@@ -111,7 +111,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
                             t.calc_profit(), t.calc_profit_ratio(),
                             t.open_rate, t.close_rate, t.amount,
                             (round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
-                                if t.close_date else None),
+                             if t.close_date else None),
                             t.sell_reason,
                             t.fee_open, t.fee_close,
                             t.open_rate_requested,
@@ -129,7 +129,8 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     return trades
 
 
-def load_trades(source: str, db_url: str, exportfilename: Path) -> pd.DataFrame:
+def load_trades(source: str, db_url: str, exportfilename: Path,
+                no_trades: bool = False) -> pd.DataFrame:
     """
     Based on configuration option "trade_source":
     * loads data from DB (using `db_url`)
@@ -137,8 +138,13 @@ def load_trades(source: str, db_url: str, exportfilename: Path) -> pd.DataFrame:
     :param source: "DB" or "file" - specify source to load from
     :param db_url: sqlalchemy formatted url to a database
     :param exportfilename: Json file generated by backtesting
+    :param no_trades: Skip using trades, only return backtesting data columns
     :return: DataFrame containing trades
     """
+    if no_trades:
+        df = pd.DataFrame(columns=BT_DATA_COLUMNS)
+        return df
+
     if source == "DB":
         return load_trades_from_db(db_url)
     elif source == "file":

freqtrade/plot/plotting.py

@@ -48,11 +48,21 @@ def init_plotscript(config):
         data_format=config.get('dataformat_ohlcv', 'json'),
     )
 
-    trades = load_trades(config['trade_source'],
+    no_trades = False
-                         db_url=config.get('db_url'),
+    if config.get('no_trades', False):
-                         exportfilename=config.get('exportfilename'),
+        no_trades = True
-                         )
+    elif not config['exportfilename'].is_file() and config['trade_source'] == 'file':
+        logger.warning("Backtest file is missing skipping trades.")
+        no_trades = True
+
+    trades = load_trades(
+        config['trade_source'],
+        db_url=config.get('db_url'),
+        exportfilename=config.get('exportfilename'),
+        no_trades=no_trades
+    )
     trades = trim_dataframe(trades, timerange, 'open_time')
+
     return {"ohlcv": data,
             "trades": trades,
             "pairs": pairs,

tests/data/test_btanalysis.py

@@ -105,6 +105,7 @@ def test_load_trades(default_conf, mocker):
     load_trades("DB",
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
+                no_trades=False
                 )
 
     assert db_mock.call_count == 1
@@ -115,11 +116,24 @@ def test_load_trades(default_conf, mocker):
     default_conf['exportfilename'] = Path("testfile.json")
     load_trades("file",
                 db_url=default_conf.get('db_url'),
-                exportfilename=default_conf.get('exportfilename'),)
+                exportfilename=default_conf.get('exportfilename'),
+                )
 
     assert db_mock.call_count == 0
     assert bt_mock.call_count == 1
 
+    db_mock.reset_mock()
+    bt_mock.reset_mock()
+    default_conf['exportfilename'] = "testfile.json"
+    load_trades("file",
+                db_url=default_conf.get('db_url'),
+                exportfilename=default_conf.get('exportfilename'),
+                no_trades=True
+                )
+
+    assert db_mock.call_count == 0
+    assert bt_mock.call_count == 0
+
 
 def test_combine_dataframes_with_mean(testdatadir):
     pairs = ["ETH/BTC", "ADA/BTC"]