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Merge pull request #2906 from freqtrade/fix/jupyterexample

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Update data-analysis documentation to properly initialize configuration
This commit is contained in:
hroff-1902
2020-02-14 22:36:35 +03:00
committed by GitHub
parent ab27d2c720 d5a298bbb7
commit bba7a38144
2 changed files with 30 additions and 26 deletions
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docs/strategy_analysis_example.md
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@@ -1,24 +1,28 @@
# Strategy analysis example
Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data.
Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.
The following assumes you work with SampleStrategy, data for 5m timeframe from Binance and have downloaded them into the data directory in the default location.
## Setup
```python
from pathlib import Path
from freqtrade.configuration import Configuration
# Customize these according to your needs.
# Initialize empty configuration object
config = Configuration.from_files([])
# Optionally, use existing configuration file
# config = Configuration.from_files(["config.json"])
# Define some constants
timeframe = "5m"
config["ticker_interval"] = "5m"
# Name of the strategy class
strategy_name = 'SampleStrategy'
# Path to user data
user_data_dir = Path('user_data')
# Location of the strategy
strategy_location = user_data_dir / 'strategies'
config["strategy"] = "SampleStrategy"
# Location of the data
data_location = Path(user_data_dir, 'data', 'binance')
data_location = Path(config['user_data_dir'], 'data', 'binance')
# Pair to analyze - Only use one pair here
pair = "BTC_USDT"
```
@@ -29,7 +33,7 @@ pair = "BTC_USDT"
from freqtrade.data.history import load_pair_history
candles = load_pair_history(datadir=data_location,
timeframe=timeframe,
timeframe=config["ticker_interval"],
pair=pair)
# Confirm success
@@ -44,9 +48,7 @@ candles.head()
```python
# Load strategy using values set above
from freqtrade.resolvers import StrategyResolver
strategy = StrategyResolver.load_strategy({'strategy': strategy_name,
'user_data_dir': user_data_dir,
'strategy_path': strategy_location})
strategy = StrategyResolver.load_strategy(config)
# Generate buy/sell signals using strategy
df = strategy.analyze_ticker(candles, {'pair': pair})
@@ -86,7 +88,7 @@ Analyze a trades dataframe (also used below for plotting)
from freqtrade.data.btanalysis import load_backtest_data
# Load backtest results
trades = load_backtest_data(user_data_dir / "backtest_results/backtest-result.json")
trades = load_backtest_data(config["user_data_dir"] / "backtest_results/backtest-result.json")
# Show value-counts per pair
trades.groupby("pair")["sell_reason"].value_counts()