Merge pull request #2752 from freqtrade/plotting/indicator_strategy

Allow enhanced plot-dataframe configuration

tests/test_plotting.py

@@ -13,6 +13,7 @@ from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
 from freqtrade.exceptions import OperationalException
 from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 from freqtrade.plot.plotting import (add_indicators, add_profit,
+                                     create_plotconfig,
                                      generate_candlestick_graph,
                                      generate_plot_filename,
                                      generate_profit_graph, init_plotscript,
@@ -66,8 +67,8 @@ def test_add_indicators(default_conf, testdatadir, caplog):
 
     data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
-    indicators1 = ["ema10"]
-    indicators2 = ["macd"]
+    indicators1 = {"ema10": {}}
+    indicators2 = {"macd": {"color": "red"}}
 
     # Generate buy/sell signals and indicators
     strat = DefaultStrategy(default_conf)
@@ -86,9 +87,10 @@ def test_add_indicators(default_conf, testdatadir, caplog):
     macd = find_trace_in_fig_data(figure.data, "macd")
     assert isinstance(macd, go.Scatter)
     assert macd.yaxis == "y3"
+    assert macd.line.color == "red"
 
     # No indicator found
-    fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
+    fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators={'no_indicator': {}}, data=data)
     assert fig == fig3
     assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
 
@@ -108,18 +110,29 @@ def test_plot_trades(testdatadir, caplog):
     figure = fig1.layout.figure
 
     # Check buys - color, should be in first graph, ...
-    trade_buy = find_trace_in_fig_data(figure.data, "trade_buy")
+    trade_buy = find_trace_in_fig_data(figure.data, 'Trade buy')
     assert isinstance(trade_buy, go.Scatter)
     assert trade_buy.yaxis == 'y'
     assert len(trades) == len(trade_buy.x)
-    assert trade_buy.marker.color == 'green'
+    assert trade_buy.marker.color == 'cyan'
+    assert trade_buy.marker.symbol == 'circle-open'
+    assert trade_buy.text[0] == '4.0%, roi, 15 min'
 
-    trade_sell = find_trace_in_fig_data(figure.data, "trade_sell")
+    trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
     assert isinstance(trade_sell, go.Scatter)
     assert trade_sell.yaxis == 'y'
-    assert len(trades) == len(trade_sell.x)
-    assert trade_sell.marker.color == 'red'
-    assert trade_sell.text[0] == "4.0%, roi, 15 min"
+    assert len(trades.loc[trades['profitperc'] > 0]) == len(trade_sell.x)
+    assert trade_sell.marker.color == 'green'
+    assert trade_sell.marker.symbol == 'square-open'
+    assert trade_sell.text[0] == '4.0%, roi, 15 min'
+
+    trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
+    assert isinstance(trade_sell_loss, go.Scatter)
+    assert trade_sell_loss.yaxis == 'y'
+    assert len(trades.loc[trades['profitperc'] <= 0]) == len(trade_sell_loss.x)
+    assert trade_sell_loss.marker.color == 'red'
+    assert trade_sell_loss.marker.symbol == 'square-open'
+    assert trade_sell_loss.text[5] == '-10.4%, stop_loss, 720 min'
 
 
 def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):
@@ -308,7 +321,7 @@ def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
         "freqtrade.plot.plotting",
         generate_candlestick_graph=candle_mock,
         store_plot_file=store_mock
-        )
+    )
     load_and_plot_trades(default_conf)
 
     # Both mocks should be called once per pair
@@ -371,3 +384,47 @@ def test_plot_profit(default_conf, mocker, testdatadir, caplog):
 
     assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
     assert store_mock.call_args_list[0][1]['auto_open'] is True
+
+
+@pytest.mark.parametrize("ind1,ind2,plot_conf,exp", [
+    # No indicators, use plot_conf
+    ([], [], {},
+     {'main_plot': {'sma': {}, 'ema3': {}, 'ema5': {}},
+      'subplots': {'Other': {'macd': {}, 'macdsignal': {}}}}),
+    # use indicators
+    (['sma', 'ema3'], ['macd'], {},
+     {'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}),
+    # only main_plot - adds empty subplots
+    ([], [], {'main_plot': {'sma': {}}},
+     {'main_plot': {'sma': {}}, 'subplots': {}}),
+    # Main and subplots
+    ([], [], {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}),
+    # no main_plot, adds empty main_plot
+    ([], [], {'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}),
+    # indicator 1 / 2 should have prevelance
+    (['sma', 'ema3'], ['macd'],
+     {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}
+     ),
+    # indicator 1 - overrides plot_config main_plot
+    (['sma', 'ema3'], [],
+     {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}
+     ),
+    # indicator 2 - overrides plot_config subplots
+    ([], ['macd', 'macd_signal'],
+     {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {'sma': {}}, 'subplots': {'Other': {'macd': {}, 'macd_signal': {}}}}
+     ),
+])
+def test_create_plotconfig(ind1, ind2, plot_conf, exp):
+
+    res = create_plotconfig(ind1, ind2, plot_conf)
+    assert 'main_plot' in res
+    assert 'subplots' in res
+    assert isinstance(res['main_plot'], dict)
+    assert isinstance(res['subplots'], dict)
+
+    assert res == exp