parent
77afb7b5e2
commit
bd98637ae9
@ -325,6 +325,7 @@ def combine_dataframes_with_mean(data: Dict[str, pd.DataFrame],
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:param column: Column in the original dataframes to use
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:param column: Column in the original dataframes to use
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:return: DataFrame with the column renamed to the dict key, and a column
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:return: DataFrame with the column renamed to the dict key, and a column
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named mean, containing the mean of all pairs.
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named mean, containing the mean of all pairs.
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:raise: ValueError if no data is provided.
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"""
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"""
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df_comb = pd.concat([data[pair].set_index('date').rename(
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df_comb = pd.concat([data[pair].set_index('date').rename(
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{column: pair}, axis=1)[pair] for pair in data], axis=1)
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{column: pair}, axis=1)[pair] for pair in data], axis=1)
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@ -460,7 +460,12 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
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def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
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def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
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trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure:
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trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure:
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# Combine close-values for all pairs, rename columns to "pair"
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# Combine close-values for all pairs, rename columns to "pair"
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df_comb = combine_dataframes_with_mean(data, "close")
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try:
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df_comb = combine_dataframes_with_mean(data, "close")
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except ValueError:
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raise OperationalException(
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"No data found. Please make sure that data is available for "
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"the timerange and pairs selected.")
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# Trim trades to available OHLCV data
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# Trim trades to available OHLCV data
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trades = extract_trades_of_period(df_comb, trades, date_index=True)
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trades = extract_trades_of_period(df_comb, trades, date_index=True)
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@ -234,6 +234,13 @@ def test_combine_dataframes_with_mean(testdatadir):
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assert "mean" in df.columns
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assert "mean" in df.columns
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def test_combine_dataframes_with_mean_no_data(testdatadir):
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pairs = ["ETH/BTC", "ADA/BTC"]
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data = load_data(datadir=testdatadir, pairs=pairs, timeframe='6m')
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with pytest.raises(ValueError, match=r"No objects to concatenate"):
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combine_dataframes_with_mean(data)
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def test_create_cum_profit(testdatadir):
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def test_create_cum_profit(testdatadir):
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filename = testdatadir / "backtest-result_test.json"
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filename = testdatadir / "backtest-result_test.json"
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bt_data = load_backtest_data(filename)
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bt_data = load_backtest_data(filename)
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