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Reexport File to docs to have this available as documentation too

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This commit is contained in:
Matthias 2021-07-04 19:50:44 +02:00
parent 558bcc7959
commit c5489d530a
2 changed files with 35 additions and 2 deletions
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33
docs/strategy_analysis_example.md
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@ -130,6 +130,39 @@ trades = load_backtest_data(backtest_dir)
trades.groupby("pair")["sell_reason"].value_counts()
```
## Plotting daily profit / equity line
```python
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'SampleStrategy'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]
equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
equity_daily.append(equity)
equity += float(dp)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
fig = px.line(df, x="dates", y="equity_daily")
fig.show()
```
### Load live trading results into a pandas dataframe
In case you did already some trading and want to analyze your performance

4
freqtrade/templates/strategy_analysis_example.ipynb
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@ -197,7 +197,7 @@
},
{
"cell_type": "code",
"execution_count": 6,
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
@ -223,7 +223,7 @@
"\n",
"dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
"\n",
"df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})\n",
"df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
"\n",
"fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
"fig.show()\n"