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plot-profit should use absolute values

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This commit is contained in:
Matthias 2021-04-25 10:10:09 +02:00
parent 1c315a5842
commit fd3afdc230
4 changed files with 15 additions and 13 deletions
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6
freqtrade/data/btanalysis.py
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@ -337,7 +337,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
"""
Adds a column `col_name` with the cumulative profit for the given trades array.
:param df: DataFrame with date index
:param trades: DataFrame containing trades (requires columns close_date and profit_ratio)
:param trades: DataFrame containing trades (requires columns close_date and profit_abs)
:param col_name: Column name that will be assigned the results
:param timeframe: Timeframe used during the operations
:return: Returns df with one additional column, col_name, containing the cumulative profit.
@ -349,8 +349,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
timeframe_minutes = timeframe_to_minutes(timeframe)
# Resample to timeframe to make sure trades match candles
_trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_date'
)[['profit_ratio']].sum()
df.loc[:, col_name] = _trades_sum['profit_ratio'].cumsum()
)[['profit_abs']].sum()
df.loc[:, col_name] = _trades_sum['profit_abs'].cumsum()
# Set first value to 0
df.loc[df.iloc[0].name, col_name] = 0
# FFill to get continuous

8
freqtrade/plot/plotting.py
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@ -441,7 +441,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
trades: pd.DataFrame, timeframe: str) -> go.Figure:
trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure:
# Combine close-values for all pairs, rename columns to "pair"
df_comb = combine_dataframes_with_mean(data, "close")
@ -466,8 +466,8 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
subplot_titles=["AVG Close Price", "Combined Profit", "Profit per pair"])
fig['layout'].update(title="Freqtrade Profit plot")
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title='Profit')
fig['layout']['yaxis3'].update(title='Profit')
fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
fig['layout']['xaxis']['rangeslider'].update(visible=False)
fig.add_trace(avgclose, 1, 1)
@ -581,6 +581,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements['pairs'], plot_elements['ohlcv'],
trades, config.get('timeframe', '5m'))
trades, config.get('timeframe', '5m'), config.get('stake_currency'))
store_plot_file(fig, filename='freqtrade-profit-plot.html',
directory=config['user_data_dir'] / 'plot', auto_open=True)

5
tests/data/test_btanalysis.py
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@ -1,3 +1,4 @@
from math import isclose
from pathlib import Path
from unittest.mock import MagicMock
@ -246,7 +247,7 @@ def test_create_cum_profit(testdatadir):
"cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
def test_create_cum_profit1(testdatadir):
@ -264,7 +265,7 @@ def test_create_cum_profit1(testdatadir):
"cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
with pytest.raises(ValueError, match='Trade dataframe empty.'):
create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],

9
tests/test_plotting.py
View File

@ -331,13 +331,13 @@ def test_generate_profit_graph(testdatadir):
trades = trades[trades['pair'].isin(pairs)]
fig = generate_profit_graph(pairs, data, trades, timeframe="5m")
fig = generate_profit_graph(pairs, data, trades, timeframe="5m", stake_currency='BTC')
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == "Freqtrade Profit plot"
assert fig.layout.yaxis.title.text == "Price"
assert fig.layout.yaxis2.title.text == "Profit"
assert fig.layout.yaxis3.title.text == "Profit"
assert fig.layout.yaxis2.title.text == "Profit BTC"
assert fig.layout.yaxis3.title.text == "Profit BTC"
figure = fig.layout.figure
assert len(figure.data) == 5
@ -356,7 +356,8 @@ def test_generate_profit_graph(testdatadir):
with pytest.raises(OperationalException, match=r"No trades found.*"):
# Pair cannot be empty - so it's an empty dataframe.
generate_profit_graph(pairs, data, trades.loc[trades['pair'].isnull()], timeframe="5m")
generate_profit_graph(pairs, data, trades.loc[trades['pair'].isnull()], timeframe="5m",
stake_currency='BTC')
def test_start_plot_dataframe(mocker):