Merge pull request #6622 from freqtrade/short_plot

Short plot

docs/plotting.md

@@ -276,10 +276,6 @@ def plot_config(self):
 !!! Note "Trade position adjustments"
     If `position_adjustment_enable` / `adjust_trade_position()` is used, the trade initial buy price is averaged over multiple orders and the trade start price will most likely appear outside the candle range.
 
-!!! Note "Futures / Margin trading"
-    `plot-dataframe` does not support Futures / short trades, so these trades will simply be missing, and it's unlikely we'll be adding this functionality to this command.
-    Please use freqUI instead by starting freqtrade in [webserver mode](utils.md#webserver-mode) and use the Chart page to plot your dataframe.
-
 ## Plot profit
 
 ![plot-profit](assets/plot-profit.png)

freqtrade/plot/plotting.py

@@ -1,6 +1,6 @@
 import logging
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Optional
 
 import pandas as pd
 
@@ -11,6 +11,7 @@ from freqtrade.data.btanalysis import (analyze_trade_parallelism, calculate_max_
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange, load_data
+from freqtrade.enums import CandleType
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_prev_date, timeframe_to_seconds
 from freqtrade.misc import pair_to_filename
@@ -52,6 +53,7 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
         timerange=timerange,
         startup_candles=startup_candles,
         data_format=config.get('dataformat_ohlcv', 'json'),
+        candle_type=config.get('candle_type_def', CandleType.SPOT)
     )
 
     if startup_candles and data:
@@ -385,6 +387,35 @@ def add_areas(fig, row: int, data: pd.DataFrame, indicators) -> make_subplots:
     return fig
 
 
+def create_scatter(
+    data,
+    column_name,
+    color,
+    direction
+) -> Optional[go.Scatter]:
+
+    if column_name in data.columns:
+        df_short = data[data[column_name] == 1]
+        if len(df_short) > 0:
+            shorts = go.Scatter(
+                x=df_short.date,
+                y=df_short.close,
+                mode='markers',
+                name=column_name,
+                marker=dict(
+                    symbol=f"triangle-{direction}-dot",
+                    size=9,
+                    line=dict(width=1),
+                    color=color,
+                )
+            )
+            return shorts
+        else:
+            logger.warning(f"No {column_name}-signals found.")
+
+    return None
+
+
 def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None, *,
                                indicators1: List[str] = [],
                                indicators2: List[str] = [],
@@ -431,43 +462,15 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     )
     fig.add_trace(candles, 1, 1)
 
-    if 'enter_long' in data.columns:
+    longs = create_scatter(data, 'enter_long', 'green', 'up')
-        df_buy = data[data['enter_long'] == 1]
+    exit_longs = create_scatter(data, 'exit_long', 'red', 'down')
-        if len(df_buy) > 0:
+    shorts = create_scatter(data, 'enter_short', 'blue', 'down')
-            buys = go.Scatter(
+    exit_shorts = create_scatter(data, 'exit_short', 'violet', 'up')
-                x=df_buy.date,
+
-                y=df_buy.close,
+    for scatter in [longs, exit_longs, shorts, exit_shorts]:
-                mode='markers',
+        if scatter:
-                name='buy',
+            fig.add_trace(scatter, 1, 1)
-                marker=dict(
-                    symbol='triangle-up-dot',
-                    size=9,
-                    line=dict(width=1),
-                    color='green',
-                )
-            )
-            fig.add_trace(buys, 1, 1)
-        else:
-            logger.warning("No buy-signals found.")
 
-    if 'exit_long' in data.columns:
-        df_sell = data[data['exit_long'] == 1]
-        if len(df_sell) > 0:
-            sells = go.Scatter(
-                x=df_sell.date,
-                y=df_sell.close,
-                mode='markers',
-                name='sell',
-                marker=dict(
-                    symbol='triangle-down-dot',
-                    size=9,
-                    line=dict(width=1),
-                    color='red',
-                )
-            )
-            fig.add_trace(sells, 1, 1)
-        else:
-            logger.warning("No sell-signals found.")
     # Add Bollinger Bands
     fig = plot_area(fig, 1, data, 'bb_lowerband', 'bb_upperband',
                     label="Bollinger Band")

freqtrade/rpc/rpc.py

@@ -18,7 +18,8 @@ from freqtrade import __version__
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
 from freqtrade.data.history import load_data
-from freqtrade.enums import ExitCheckTuple, ExitType, SignalDirection, State, TradingMode
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, State,
+                             TradingMode)
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
@@ -1057,6 +1058,7 @@ class RPC:
             timeframe=timeframe,
             timerange=timerange_parsed,
             data_format=config.get('dataformat_ohlcv', 'json'),
+            candle_type=config.get('candle_type_def', CandleType.SPOT)
         )
         if pair not in _data:
             raise RPCException(f"No data for {pair}, {timeframe} in {timerange} found.")

tests/test_plotting.py

@@ -202,6 +202,8 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
                                      datadir=testdatadir, timerange=timerange)
     data['enter_long'] = 0
     data['exit_long'] = 0
+    data['enter_short'] = 0
+    data['exit_short'] = 0
 
     indicators1 = []
     indicators2 = []
@@ -222,8 +224,10 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
     assert row_mock.call_count == 2
     assert trades_mock.call_count == 1
 
-    assert log_has("No buy-signals found.", caplog)
+    assert log_has("No enter_long-signals found.", caplog)
-    assert log_has("No sell-signals found.", caplog)
+    assert log_has("No exit_long-signals found.", caplog)
+    assert log_has("No enter_short-signals found.", caplog)
+    assert log_has("No exit_short-signals found.", caplog)
 
 
 def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
@@ -249,7 +253,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
     assert fig.layout.title.text == pair
     figure = fig.layout.figure
 
-    assert len(figure.data) == 6
+    assert len(figure.data) == 8
     # Candlesticks are plotted first
     candles = find_trace_in_fig_data(figure.data, "Price")
     assert isinstance(candles, go.Candlestick)
@@ -257,15 +261,15 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
     volume = find_trace_in_fig_data(figure.data, "Volume")
     assert isinstance(volume, go.Bar)
 
-    buy = find_trace_in_fig_data(figure.data, "buy")
+    enter_long = find_trace_in_fig_data(figure.data, "enter_long")
-    assert isinstance(buy, go.Scatter)
+    assert isinstance(enter_long, go.Scatter)
-    # All entry-signals should be plotted
+    # All buy-signals should be plotted
-    assert int(data['enter_long'].sum()) == len(buy.x)
+    assert int(data['enter_long'].sum()) == len(enter_long.x)
 
-    sell = find_trace_in_fig_data(figure.data, "sell")
+    exit_long = find_trace_in_fig_data(figure.data, "exit_long")
-    assert isinstance(sell, go.Scatter)
+    assert isinstance(exit_long, go.Scatter)
-    # All entry-signals should be plotted
+    # All buy-signals should be plotted
-    assert int(data['exit_long'].sum()) == len(sell.x)
+    assert int(data['exit_long'].sum()) == len(exit_long.x)
 
     assert find_trace_in_fig_data(figure.data, "Bollinger Band")