fix crash when backtest-result.json not exist
This commit is contained in:
AxelCh
Matthias
parent
06e0616fb0
commit
eec7276393
|
|
@ -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
|
||||
|
|
|
|||
|
|
@ -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
|
||||
)
|
||||
|
||||
|
|
|
|||
|
|
@ -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:
|
||||
|
|
|
|||
|
|
@ -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__':
|
||||
|
|
|
|||
|
|
@ -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']
|
||||
|
|
|
|||
Loading…
Reference in New Issue