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fix crash when backtest-result.json not exist

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This commit is contained in:
AxelCh
2019-01-23 14:11:05 -04:00
committed by Matthias
parent 06e0616fb0
commit eec7276393
5 changed files with 473 additions and 389 deletions
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11
docs/plotting.md
View File

@@ -15,7 +15,7 @@ At least version 2.3.0 is required.
Usage for the price plotter:
```
script/plot_dataframe.py [-h] [-p pair] [--live]
script/plot_dataframe.py [-h] [-p pairs] [--live]
```
Example
@@ -23,11 +23,16 @@ Example
python scripts/plot_dataframe.py -p BTC/ETH
```
The `-p` pair argument, can be used to specify what
pair you would like to plot.
The `-p` pairs argument, can be used to specify
pairs you would like to plot.
**Advanced use**
To plot multiple pairs, separate them with a comma:
```
python scripts/plot_dataframe.py -p BTC/ETH,XRP/ETH
```
To plot the current live price use the `--live` flag:
```
python scripts/plot_dataframe.py -p BTC/ETH --live

4
freqtrade/arguments.py
View File

@@ -352,9 +352,9 @@ class Arguments(object):
Parses given arguments for scripts.
"""
self.parser.add_argument(
'-p', '--pair',
'-p', '--pairs',
help='Show profits for only this pairs. Pairs are comma-separated.',
dest='pair',
dest='pairs',
default=None
)

2
freqtrade/tests/test_arguments.py
View File

@@ -47,7 +47,7 @@ def test_scripts_options() -> None:
arguments = Arguments(['-p', 'ETH/BTC'], '')
arguments.scripts_options()
args = arguments.get_parsed_arg()
assert args.pair == 'ETH/BTC'
assert args.pairs == 'ETH/BTC'
def test_parse_args_version() -> None:

173
scripts/plot_dataframe.py
View File

@@ -1,18 +1,18 @@
#!/usr/bin/env python3
"""
Script to display when the bot will buy a specific pair
Script to display when the bot will buy on specific pair(s)
Mandatory Cli parameters:
-p / --pair: pair to examine
-p / --pairs: pair(s) to examine
Option but recommended
-s / --strategy: strategy to use
Optional Cli parameters
-d / --datadir: path to pair backtest data
-d / --datadir: path to pair(s) backtest data
--timerange: specify what timerange of data to use.
-l / --live: Live, to download the latest ticker for the pair
-l / --live: Live, to download the latest ticker for the pair(s)
-db / --db-url: Show trades stored in database
@@ -21,12 +21,13 @@ Row 1: sma, ema3, ema5, ema10, ema50
Row 3: macd, rsi, fisher_rsi, mfi, slowd, slowk, fastd, fastk
Example of usage:
> python3 scripts/plot_dataframe.py --pair BTC/EUR -d user_data/data/ --indicators1 sma,ema3
> python3 scripts/plot_dataframe.py --pairs BTC/EUR,XRP/BTC -d user_data/data/ --indicators1 sma,ema3
--indicators2 fastk,fastd
"""
import json
import logging
import sys
import os
from argparse import Namespace
from pathlib import Path
from typing import Dict, List, Any
@@ -65,7 +66,8 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram
t.open_date.replace(tzinfo=timeZone),
t.close_date.replace(tzinfo=timeZone) 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)
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()],
columns=columns)
@@ -74,6 +76,7 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram
# must align with columns in backtest.py
columns = ["pair", "profit", "opents", "closets", "index", "duration",
"open_rate", "close_rate", "open_at_end", "sell_reason"]
if os.path.exists(file):
with file.open() as f:
data = json.load(f)
trades = pd.DataFrame(data, columns=columns)
@@ -84,42 +87,59 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram
if timerange.stoptype == 'date':
trades = trades.loc[trades["opents"] <= timerange.stopts]
trades['opents'] = pd.to_datetime(trades['opents'],
trades['opents'] = pd.to_datetime(
trades['opents'],
unit='s',
utc=True,
infer_datetime_format=True)
trades['closets'] = pd.to_datetime(trades['closets'],
trades['closets'] = pd.to_datetime(
trades['closets'],
unit='s',
utc=True,
infer_datetime_format=True)
else:
trades = pd.DataFrame([], columns=columns)
return trades
def plot_analyzed_dataframe(args: Namespace) -> None:
def generate_plot_file(fig, pair, tick_interval, is_last) -> None:
"""
Calls analyze() and plots the returned dataframe
Generate a plot html file from pre populated fig plotly object
:return: None
"""
logger.info('Generate plot file for %s', pair)
pair_name = pair.replace("/", "_")
file_name = 'freqtrade-plot-' + pair_name + '-' + tick_interval + '.html'
if not os.path.exists('user_data/plots'):
try:
os.makedirs('user_data/plots')
except OSError as e:
raise
plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)), auto_open=False)
if is_last:
plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')), auto_open=False)
def get_trading_env(args: Namespace):
"""
Initalize freqtrade Exchange and Strategy, split pairs recieved in parameter
:return: Strategy
"""
global _CONF
# Load the configuration
_CONF.update(setup_configuration(args))
print(_CONF)
# Set the pair to audit
pair = args.pair
if pair is None:
logger.critical('Parameter --pair mandatory;. E.g --pair ETH/BTC')
pairs = args.pairs.split(',')
if pairs is None:
logger.critical('Parameter --pairs mandatory;. E.g --pairs ETH/BTC,XRP/BTC')
exit()
if '/' not in pair:
logger.critical('--pair format must be XXX/YYY')
exit()
# Set timerange to use
timerange = Arguments.parse_timerange(args.timerange)
# Load the strategy
try:
strategy = StrategyResolver(_CONF).strategy
@@ -131,52 +151,68 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
)
exit()
# Set the ticker to use
tick_interval = strategy.ticker_interval
return [strategy, exchange, pairs]
def get_tickers_data(strategy, exchange, pairs: List[str], args):
"""
Get tickers data for each pairs on live or local, option defined in args
:return: dictinnary of tickers. output format: {'pair': tickersdata}
"""
tick_interval = strategy.ticker_interval
timerange = Arguments.parse_timerange(args.timerange)
# Load pair tickers
tickers = {}
if args.live:
logger.info('Downloading pair.')
exchange.refresh_tickers([pair], tick_interval)
logger.info('Downloading pairs.')
exchange.refresh_tickers(pairs, tick_interval)
for pair in pairs:
tickers[pair] = exchange.klines(pair)
else:
tickers = history.load_data(
datadir=Path(_CONF.get("datadir")),
pairs=[pair],
pairs=pairs,
ticker_interval=tick_interval,
refresh_pairs=_CONF.get('refresh_pairs', False),
timerange=timerange,
exchange=Exchange(_CONF)
)
# No ticker found, or impossible to download
if tickers == {}:
exit()
# No ticker found, impossible to download, len mismatch
for pair, data in tickers.copy().items():
logger.debug("checking tickers data of pair: %s", pair)
logger.debug("data.empty: %s", data.empty)
logger.debug("len(data): %s", len(data))
if data.empty:
del tickers[pair]
logger.info(
'An issue occured while retreiving datas of %s pair, please retry '
'using -l option for live or --refresh-pairs-cached', pair)
return tickers
# Get trades already made from the DB
trades = load_trades(args, pair, timerange)
def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame:
"""
Get tickers then Populate strategy indicators and signals, then return the full dataframe
:return: the DataFrame of a pair
"""
dataframes = strategy.tickerdata_to_dataframe(tickers)
dataframe = dataframes[pair]
dataframe = strategy.advise_buy(dataframe, {'pair': pair})
dataframe = strategy.advise_sell(dataframe, {'pair': pair})
if len(dataframe.index) > args.plot_limit:
logger.warning('Ticker contained more than %s candles as defined '
'with --plot-limit, clipping.', args.plot_limit)
dataframe = dataframe.tail(args.plot_limit)
return dataframe
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
"""
trades = trades.loc[trades['opents'] >= dataframe.iloc[0]['date']]
fig = generate_graph(
pair=pair,
trades=trades,
data=dataframe,
args=args
)
plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')))
return trades
def generate_graph(pair, trades: pd.DataFrame, data: pd.DataFrame, args) -> tools.make_subplots:
@@ -201,6 +237,7 @@ def generate_graph(pair, trades: pd.DataFrame, data: pd.DataFrame, args) -> tool
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title='Volume')
fig['layout']['yaxis3'].update(title='Other')
fig['layout']['xaxis']['rangeslider'].update(visible=False)
# Common information
candles = go.Candlestick(
@@ -366,15 +403,57 @@ def plot_parse_args(args: List[str]) -> Namespace:
return arguments.parse_args()
def analyse_and_plot_pairs(args: Namespace):
"""
From arguments provided in cli:
-Initialise backtest env
-Get tickers data
-Generate Dafaframes populated with indicators and signals
-Load trades excecuted on same periods
-Generate Plotly plot objects
-Generate plot files
:return: None
"""
strategy, exchange, pairs = get_trading_env(args)
# Set timerange to use
timerange = Arguments.parse_timerange(args.timerange)
tick_interval = strategy.ticker_interval
tickers = get_tickers_data(strategy, exchange, pairs, args)
pair_counter = 0
for pair, data in tickers.items():
pair_counter += 1
logger.info("analyse pair %s", pair)
tickers = {}
tickers[pair] = data
dataframe = generate_dataframe(strategy, tickers, pair)
trades = load_trades(args, pair, timerange)
trades = extract_trades_of_period(dataframe, trades)
fig = generate_graph(
pair=pair,
trades=trades,
data=dataframe,
args=args
)
is_last = (False, True)[pair_counter == len(tickers)]
generate_plot_file(fig, pair, tick_interval, is_last)
logger.info('End of ploting process %s plots generated', pair_counter)
def main(sysargv: List[str]) -> None:
"""
This function will initiate the bot and start the trading loop.
:return: None
"""
logger.info('Starting Plot Dataframe')
plot_analyzed_dataframe(
analyse_and_plot_pairs(
plot_parse_args(sysargv)
)
exit()
if __name__ == '__main__':

4
scripts/plot_profit.py
View File

@@ -107,8 +107,8 @@ def plot_profit(args: Namespace) -> None:
exit(1)
# Take pairs from the cli otherwise switch to the pair in the config file
if args.pair:
filter_pairs = args.pair
if args.pairs:
filter_pairs = args.pairs
filter_pairs = filter_pairs.split(',')
else:
filter_pairs = config['exchange']['pair_whitelist']