Merge pull request #2092 from freqtrade/split_analyze_ticker

Split analyze_ticker

freqtrade/plot/plotting.py

@@ -318,6 +318,7 @@ def store_plot_file(fig, filename: str, auto_open: bool = False) -> None:
     """
 
     Path("user_data/plots").mkdir(parents=True, exist_ok=True)
-
+    _filename = Path('user_data/plots').joinpath(filename)
-    plot(fig, filename=str(Path('user_data/plots').joinpath(filename)),
+    plot(fig, filename=str(_filename),
          auto_open=auto_open)
+    logger.info(f"Stored plot as {_filename}")

freqtrade/strategy/interface.py

@@ -158,6 +158,23 @@ class IStrategy(ABC):
         """
         Parses the given ticker history and returns a populated DataFrame
         add several TA indicators and buy signal to it
+        :param dataframe: Dataframe containing ticker data
+        :param metadata: Metadata dictionary with additional data (e.g. 'pair')
+        :return: DataFrame with ticker data and indicator data
+        """
+        logger.debug("TA Analysis Launched")
+        dataframe = self.advise_indicators(dataframe, metadata)
+        dataframe = self.advise_buy(dataframe, metadata)
+        dataframe = self.advise_sell(dataframe, metadata)
+        return dataframe
+
+    def _analyze_ticker_internal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Parses the given ticker history and returns a populated DataFrame
+        add several TA indicators and buy signal to it
+        WARNING: Used internally only, may skip analysis if `process_only_new_candles` is set.
+        :param dataframe: Dataframe containing ticker data
+        :param metadata: Metadata dictionary with additional data (e.g. 'pair')
         :return: DataFrame with ticker data and indicator data
         """
 
@@ -168,10 +185,7 @@ class IStrategy(ABC):
         if (not self.process_only_new_candles or
                 self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
             # Defs that only make change on new candle data.
-            logger.debug("TA Analysis Launched")
+            dataframe = self.analyze_ticker(dataframe, metadata)
-            dataframe = self.advise_indicators(dataframe, metadata)
-            dataframe = self.advise_buy(dataframe, metadata)
-            dataframe = self.advise_sell(dataframe, metadata)
             self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")
@@ -198,7 +212,7 @@ class IStrategy(ABC):
             return False, False
 
         try:
-            dataframe = self.analyze_ticker(dataframe, {'pair': pair})
+            dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair})
         except ValueError as error:
             logger.warning(
                 'Unable to analyze ticker for pair %s: %s',

freqtrade/tests/strategy/test_interface.py

@@ -19,13 +19,13 @@ _STRATEGY = DefaultStrategy(config={})
 
 def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
     )
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
 
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
     )
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
@@ -33,14 +33,14 @@ def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
 
 def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
     )
 
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
 
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
     )
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
@@ -60,7 +60,7 @@ def test_get_signal_empty(default_conf, mocker, caplog):
 def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         side_effect=ValueError('xyz')
     )
     assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
@@ -71,7 +71,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_hi
 def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([])
     )
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
@@ -86,7 +86,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
     oldtime = arrow.utcnow().shift(minutes=-16)
     ticks = DataFrame([{'buy': 1, 'date': oldtime}])
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame(ticks)
     )
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
@@ -252,7 +252,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
                        caplog.record_tuples)
 
 
-def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
+def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     ind_mock = MagicMock(side_effect=lambda x, meta: x)
     buy_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -267,7 +267,7 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
     strategy = DefaultStrategy({})
     strategy.process_only_new_candles = True
 
-    ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
     assert 'high' in ret.columns
     assert 'low' in ret.columns
     assert 'close' in ret.columns
@@ -280,7 +280,7 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
                        caplog.record_tuples)
     caplog.clear()
 
-    ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
     # No analysis happens as process_only_new_candles is true
     assert ind_mock.call_count == 1
     assert buy_mock.call_count == 1

freqtrade/tests/test_plotting.py

@@ -215,6 +215,8 @@ def test_generate_plot_file(mocker, caplog):
     assert plot_mock.call_args[0][0] == fig
     assert (plot_mock.call_args_list[0][1]['filename']
             == "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")
+    assert log_has("Stored plot as user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html",
+                   caplog.record_tuples)
 
 
 def test_add_profit():

scripts/plot_dataframe.py

@@ -16,8 +16,6 @@ import logging
 import sys
 from typing import Any, Dict, List
 
-import pandas as pd
-
 from freqtrade.configuration import Arguments
 from freqtrade.configuration.arguments import ARGS_PLOT_DATAFRAME
 from freqtrade.data.btanalysis import extract_trades_of_period
@@ -30,20 +28,6 @@ from freqtrade.state import RunMode
 logger = logging.getLogger(__name__)
 
 
-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})
-
-    return dataframe
-
-
 def analyse_and_plot_pairs(config: Dict[str, Any]):
     """
     From arguments provided in cli:
@@ -57,6 +41,7 @@ def analyse_and_plot_pairs(config: Dict[str, Any]):
     """
     plot_elements = init_plotscript(config)
     trades = plot_elements['trades']
+    strategy = plot_elements["strategy"]
 
     pair_counter = 0
     for pair, data in plot_elements["tickers"].items():
@@ -64,7 +49,8 @@ def analyse_and_plot_pairs(config: Dict[str, Any]):
         logger.info("analyse pair %s", pair)
         tickers = {}
         tickers[pair] = data
-        dataframe = generate_dataframe(plot_elements["strategy"], tickers, pair)
+
+        dataframe = strategy.analyze_ticker(tickers[pair], {'pair': pair})
 
         trades_pair = trades.loc[trades['pair'] == pair]
         trades_pair = extract_trades_of_period(dataframe, trades_pair)