sanity checks before plotting, cleanup

This commit is contained in:
Matthias
2019-05-28 20:23:16 +02:00
parent 6df0b39f81
commit e0a1e5417f
2 changed files with 52 additions and 40 deletions

View File

@@ -51,11 +51,18 @@ _CONF: Dict[str, Any] = {}
timeZone = pytz.UTC
def load_trades(args: Namespace, pair: str) -> pd.DataFrame:
trades: pd.DataFrame = pd.DataFrame()
if args.db_url:
persistence.init(args.db_url, clean_open_orders=False)
def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame:
"""
Load trades, either from a DB (using dburl) or via a backtest export file.
: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
"""
# TODO: Document and move to btanalysis
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"]
@@ -68,18 +75,15 @@ def load_trades(args: Namespace, pair: str) -> pd.DataFrame:
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.filter(Trade.pair.is_(pair)).all()],
for t in Trade.query.all()],
columns=columns)
elif args.exportfilename:
elif exportfilename:
file = Path(args.exportfilename)
file = Path(exportfilename)
if file.exists():
trades = load_backtest_data(file)
else:
trades = pd.DataFrame([], columns=BT_DATA_COLUMNS)
return trades
@@ -181,6 +185,7 @@ def extract_trades_of_period(dataframe, trades) -> pd.DataFrame:
Compare trades and backtested pair DataFrames to get trades performed on backtested period
:return: the DataFrame of a trades of period
"""
# TODO: Document and move to btanalysis (?)
trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
(trades['close_time'] <= dataframe.iloc[-1]['date'])]
return trades
@@ -211,7 +216,9 @@ def analyse_and_plot_pairs(args: Namespace):
tickers[pair] = data
dataframe = generate_dataframe(strategy, tickers, pair)
trades = load_trades(args, pair)
trades = load_trades(pair, db_url=args.db_url,
exportfilename=args.exportfilename)
trades = trades.loc[trades['pair'] == pair]
trades = extract_trades_of_period(dataframe, trades)
fig = generate_graph(