Fix sequence of loading trades

freqtrade/data/btanalysis.py

@@ -73,18 +73,13 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int
     return df_final[df_final['pair'] > max_open_trades]
 
 
-def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame:
+def load_trades_from_db(db_url: str) -> pd.DataFrame:
     """
-    Load trades, either from a DB (using dburl) or via a backtest export file.
+    Load trades from a DB (using dburl)
     :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite)
-    :param exportfilename: Path to a file exported from backtesting
     :returns: Dataframe containing Trades
     """
-    timeZone = pytz.UTC
-
     trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
-
-    if db_url:
     persistence.init(db_url, clean_open_orders=False)
     columns = ["pair", "profit", "open_time", "close_time",
                "open_rate", "close_rate", "duration"]
@@ -93,17 +88,30 @@ def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame:
         logger.info("date: {}".format(x.open_date))
 
         trades = pd.DataFrame([(t.pair, t.calc_profit(),
-                                t.open_date.replace(tzinfo=timeZone),
+                                t.open_date.replace(tzinfo=pytz.UTC),
-                                t.close_date.replace(tzinfo=timeZone) if t.close_date else None,
+                                t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None,
                                 t.open_rate, t.close_rate,
                                 t.close_date.timestamp() - t.open_date.timestamp()
                                 if t.close_date else None)
                                for t in Trade.query.all()],
                               columns=columns)
 
-    elif exportfilename:
+    return trades
 
+
+def load_trades(exportfilename: str = None, db_url: str = None) -> pd.DataFrame:
+    """
+    Load trades, either from a DB (using dburl) or via a backtest export file.
+    :param exportfilename: Path to a file exported from backtesting
+    :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite)
+    :returns: Dataframe containing Trades
+    """
+
+    trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
+    if exportfilename:
         trades = load_backtest_data(Path(exportfilename))
+    elif db_url:
+        trades = load_trades_from_db(db_url)
 
     return trades
 

freqtrade/plot/plotting.py

@@ -81,6 +81,8 @@ def plot_trades(fig, trades: pd.DataFrame):
         )
         fig.append_trace(trade_buys, 1, 1)
         fig.append_trace(trade_sells, 1, 1)
+    else:
+        logger.warning("No trades found.")
     return fig
 
 

freqtrade/tests/test_plotting.py

@@ -67,11 +67,12 @@ def test_generate_row(default_conf, caplog):
     assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog.record_tuples)
 
 
-def test_plot_trades():
+def test_plot_trades(caplog):
     fig1 = generage_empty_figure()
     # nothing happens when no trades are available
     fig = plot_trades(fig1, None)
     assert fig == fig1
+    assert log_has("No trades found.", caplog.record_tuples)
     pair = "ADA/BTC"
     filename = history.make_testdata_path(None) / "backtest-result_test.json"
     trades = load_backtest_data(filename)

scripts/plot_dataframe.py

@@ -125,8 +125,9 @@ def analyse_and_plot_pairs(config: Dict[str, Any]):
         tickers[pair] = data
         dataframe = generate_dataframe(strategy, tickers, pair)
 
-        trades = load_trades(db_url=config["db_url"],
+        trades = load_trades(exportfilename=config["exportfilename"],
-                             exportfilename=config["exportfilename"])
+                             db_url=config["db_url"],
+                             )
         trades = trades.loc[trades['pair'] == pair]
         trades = extract_trades_of_period(dataframe, trades)