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Merge pull request #3062 from Fredrik81/plot-trades

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Plotting: Fix if no file exists and new skip option
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Matthias 2020-03-18 20:00:50 +01:00 committed by GitHub
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7 changed files with 87 additions and 29 deletions
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62
docs/plotting.md
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@ -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]
[--strategy-path PATH] [-p PAIRS [PAIRS ...]] [--indicators1 INDICATORS1 [INDICATORS1 ...]]
[--indicators2 INDICATORS2 [INDICATORS2 ...]] [--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] [--timerange TIMERANGE]
[-i TICKER_INTERVAL]
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
[--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.
--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).
--plot-limit INT Specify tick limit for plotting. Notice: too high
values cause huge files. Default: 750.
--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
--export EXPORT Export backtest results, argument are: trades. Example: `--export=trades`
Specify the source for trades (Can be DB or file
(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:
`--export-filename=user_data/backtest_results/backtest_today.json`
Save backtest results to the file with this filename.
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
`-` to read config from stdin.
Specify configuration file (default:
`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:

2
freqtrade/commands/arguments.py
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@ -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"]

5
freqtrade/commands/cli_options.py
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@ -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)) '

3
freqtrade/configuration/configuration.py
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@ -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: {}')

10
freqtrade/data/btanalysis.py
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@ -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":

18
freqtrade/plot/plotting.py
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@ -48,11 +48,21 @@ def init_plotscript(config):
data_format=config.get('dataformat_ohlcv', 'json'),
)
trades = load_trades(config['trade_source'],
db_url=config.get('db_url'),
exportfilename=config.get('exportfilename'),
)
no_trades = False
if config.get('no_trades', False):
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,

16
tests/data/test_btanalysis.py
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@ -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"]