Merge pull request #7835 from rzhb/patch-1

update strategy_analysis_example.ipynb
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Matthias 2022-12-08 14:17:50 +01:00 committed by GitHub
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2 changed files with 70 additions and 11 deletions

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@ -2,12 +2,37 @@
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. 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.
Please follow the [documentation](https://www.freqtrade.io/en/stable/data-download/) for more details.
## Setup ## Setup
### Change Working directory to repository root
```python ```python
import os
from pathlib import Path from pathlib import Path
# Change directory
# Modify this cell to insure that the output shows the correct path.
# Define all paths relative to the project root shown in the cell output
project_root = "somedir/freqtrade"
i=0
try:
os.chdirdir(project_root)
assert Path('LICENSE').is_file()
except:
while i<4 and (not Path('LICENSE').is_file()):
os.chdir(Path(Path.cwd(), '../'))
i+=1
project_root = Path.cwd()
print(Path.cwd())
```
### Configure Freqtrade environment
```python
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
# Customize these according to your needs. # Customize these according to your needs.
@ -15,14 +40,14 @@ from freqtrade.configuration import Configuration
# Initialize empty configuration object # Initialize empty configuration object
config = Configuration.from_files([]) config = Configuration.from_files([])
# Optionally (recommended), use existing configuration file # Optionally (recommended), use existing configuration file
# config = Configuration.from_files(["config.json"]) # config = Configuration.from_files(["user_data/config.json"])
# Define some constants # Define some constants
config["timeframe"] = "5m" config["timeframe"] = "5m"
# Name of the strategy class # Name of the strategy class
config["strategy"] = "SampleStrategy" config["strategy"] = "SampleStrategy"
# Location of the data # Location of the data
data_location = config['datadir'] data_location = config["datadir"]
# Pair to analyze - Only use one pair here # Pair to analyze - Only use one pair here
pair = "BTC/USDT" pair = "BTC/USDT"
``` ```
@ -36,12 +61,12 @@ from freqtrade.enums import CandleType
candles = load_pair_history(datadir=data_location, candles = load_pair_history(datadir=data_location,
timeframe=config["timeframe"], timeframe=config["timeframe"],
pair=pair, pair=pair,
data_format = "hdf5", data_format = "json", # Make sure to update this to your data
candle_type=CandleType.SPOT, candle_type=CandleType.SPOT,
) )
# Confirm success # Confirm success
print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}") print(f"Loaded {len(candles)} rows of data for {pair} from {data_location}")
candles.head() candles.head()
``` ```

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@ -7,14 +7,17 @@
"# Strategy analysis example\n", "# Strategy analysis example\n",
"\n", "\n",
"Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.\n", "Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.\n",
"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." "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.\n",
"Please follow the [documentation](https://www.freqtrade.io/en/stable/data-download/) for more details."
] ]
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": {}, "metadata": {},
"source": [ "source": [
"## Setup" "## Setup\n",
"\n",
"### Change Working directory to repository root"
] ]
}, },
{ {
@ -23,7 +26,38 @@
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"import os\n",
"from pathlib import Path\n", "from pathlib import Path\n",
"\n",
"# Change directory\n",
"# Modify this cell to insure that the output shows the correct path.\n",
"# Define all paths relative to the project root shown in the cell output\n",
"project_root = \"somedir/freqtrade\"\n",
"i=0\n",
"try:\n",
" os.chdirdir(project_root)\n",
" assert Path('LICENSE').is_file()\n",
"except:\n",
" while i<4 and (not Path('LICENSE').is_file()):\n",
" os.chdir(Path(Path.cwd(), '../'))\n",
" i+=1\n",
" project_root = Path.cwd()\n",
"print(Path.cwd())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Configure Freqtrade environment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from freqtrade.configuration import Configuration\n", "from freqtrade.configuration import Configuration\n",
"\n", "\n",
"# Customize these according to your needs.\n", "# Customize these according to your needs.\n",
@ -31,14 +65,14 @@
"# Initialize empty configuration object\n", "# Initialize empty configuration object\n",
"config = Configuration.from_files([])\n", "config = Configuration.from_files([])\n",
"# Optionally (recommended), use existing configuration file\n", "# Optionally (recommended), use existing configuration file\n",
"# config = Configuration.from_files([\"config.json\"])\n", "# config = Configuration.from_files([\"user_data/config.json\"])\n",
"\n", "\n",
"# Define some constants\n", "# Define some constants\n",
"config[\"timeframe\"] = \"5m\"\n", "config[\"timeframe\"] = \"5m\"\n",
"# Name of the strategy class\n", "# Name of the strategy class\n",
"config[\"strategy\"] = \"SampleStrategy\"\n", "config[\"strategy\"] = \"SampleStrategy\"\n",
"# Location of the data\n", "# Location of the data\n",
"data_location = config['datadir']\n", "data_location = config[\"datadir\"]\n",
"# Pair to analyze - Only use one pair here\n", "# Pair to analyze - Only use one pair here\n",
"pair = \"BTC/USDT\"" "pair = \"BTC/USDT\""
] ]
@ -56,12 +90,12 @@
"candles = load_pair_history(datadir=data_location,\n", "candles = load_pair_history(datadir=data_location,\n",
" timeframe=config[\"timeframe\"],\n", " timeframe=config[\"timeframe\"],\n",
" pair=pair,\n", " pair=pair,\n",
" data_format = \"hdf5\",\n", " data_format = \"json\", # Make sure to update this to your data\n",
" candle_type=CandleType.SPOT,\n", " candle_type=CandleType.SPOT,\n",
" )\n", " )\n",
"\n", "\n",
"# Confirm success\n", "# Confirm success\n",
"print(\"Loaded \" + str(len(candles)) + f\" rows of data for {pair} from {data_location}\")\n", "print(f\"Loaded {len(candles)} rows of data for {pair} from {data_location}\")\n",
"candles.head()" "candles.head()"
] ]
}, },
@ -365,7 +399,7 @@
"metadata": { "metadata": {
"file_extension": ".py", "file_extension": ".py",
"kernelspec": { "kernelspec": {
"display_name": "Python 3.9.7 64-bit ('trade_397')", "display_name": "Python 3.9.7 64-bit",
"language": "python", "language": "python",
"name": "python3" "name": "python3"
}, },