#!/usr/bin/env python3 """ Script to display when the bot will buy a specific pair Mandatory Cli parameters: -p / --pair: pair to examine Optional Cli parameters -s / --strategy: strategy to use -d / --datadir: path to pair backtest data --timerange: specify what timerange of data to use. -l / --live: Live, to download the latest ticker for the pair -db / --db-url: Show trades stored in database """ import logging import os import sys from argparse import Namespace from typing import Dict, List, Any from sqlalchemy import create_engine from plotly import tools from plotly.offline import plot import plotly.graph_objs as go from freqtrade.arguments import Arguments from freqtrade.analyze import Analyze from freqtrade.optimize.backtesting import setup_configuration from freqtrade import exchange import freqtrade.optimize as optimize from freqtrade import persistence from freqtrade.persistence import Trade logger = logging.getLogger(__name__) _CONF: Dict[str, Any] = {} # Update the global variable TO_DISPLAY to select which indicator you want to display TO_DISPLAY = { 'sma': False, # On Row 1 'ema': True, # On Row 1 'macd': True, # On Row 3 'rsi': False, # On Row 3 'fisher_rsi': False, # On Row 3 'mfi': False, # On Row 3 'slow': False, # On Row 3 'fast': False # On Row 3 } def plot_analyzed_dataframe(args: Namespace) -> None: """ Calls analyze() and plots the returned dataframe :return: None """ # Load the configuration config = setup_configuration(args) # Set the pair to audit pair = args.pair # Set timerange to use timerange = Arguments.parse_timerange(args.timerange) # Load the strategy try: analyze = Analyze(config) exchange.init(config) except AttributeError: logger.critical( 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', args.strategy ) exit() # Set the ticker to use tick_interval = analyze.get_ticker_interval() # Load pqir tickers tickers = {} if args.live: logger.info('Downloading pair.') # Init Bittrex to use public API tickers[pair] = exchange.get_ticker_history(pair, tick_interval) else: tickers = optimize.load_data( datadir=args.datadir, pairs=[pair], ticker_interval=tick_interval, refresh_pairs=config.get('refresh_pairs', False), timerange=timerange ) # No ticker found, or impossible to download if tickers == {}: exit() # Get trades already made from the DB trades = [] if args.db_url: engine = create_engine('sqlite:///' + args.db_url) persistence.init(_CONF, engine) trades = Trade.query.filter(Trade.pair.is_(pair)).all() dataframes = analyze.tickerdata_to_dataframe(tickers) dataframe = dataframes[pair] dataframe = analyze.populate_buy_trend(dataframe) dataframe = analyze.populate_sell_trend(dataframe) if len(dataframe.index) > 750: logger.warning('Ticker contained more than 750 candles, clipping.') fig = generate_graph( pair=pair, trades=trades, data=dataframe.tail(750) ) plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html')) def generate_graph(pair, trades, data) -> None: """ Generate the graph from the data generated by Backtesting or from DB :param pair: Pair to Display on the graph :param trades: All trades created :param data: Dataframe :return: None """ # Define the graph fig = tools.make_subplots( rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 4], vertical_spacing=0.0001, ) fig['layout'].update(title=pair) # Common information candles = go.Candlestick( x=data.date, open=data.open, high=data.high, low=data.low, close=data.close, name='Price' ) df_buy = data[data['buy'] == 1] buys = go.Scattergl( x=df_buy.date, y=df_buy.close, mode='markers', name='buy', marker=dict( symbol='triangle-up-dot', size=9, line=dict(width=1), color='green', ) ) df_sell = data[data['sell'] == 1] sells = go.Scattergl( x=df_sell.date, y=df_sell.close, mode='markers', name='sell', marker=dict( symbol='triangle-down-dot', size=9, line=dict(width=1), color='red', ) ) trade_buys = go.Scattergl( x=[t.open_date.isoformat() for t in trades], y=[t.open_rate for t in trades], mode='markers', name='trade_buy', marker=dict( symbol='square-open', size=11, line=dict(width=2), color='green' ) ) trade_sells = go.Scattergl( x=[t.close_date.isoformat() for t in trades], y=[t.close_rate for t in trades], mode='markers', name='trade_sell', marker=dict( symbol='square-open', size=11, line=dict(width=2), color='red' ) ) # Row 1 fig.append_trace(candles, 1, 1) if 'bb_lowerband' in data and 'bb_upperband' in data: bb_lower = go.Scatter( x=data.date, y=data.bb_lowerband, name='BB lower', line={'color': "transparent"}, ) bb_upper = go.Scatter( x=data.date, y=data.bb_upperband, name='BB upper', fill="tonexty", fillcolor="rgba(0,176,246,0.2)", line={'color': "transparent"}, ) fig.append_trace(bb_lower, 1, 1) fig.append_trace(bb_upper, 1, 1) if TO_DISPLAY['sma'] and 'sma' in data: sma = generate_scattergl(index='sma', name='SMA', data=data) fig.append_trace(sma, 1, 1) if TO_DISPLAY['ema'] and 'ema10' in data and 'ema50' in data: ema10 = generate_scattergl(index='ema10', name='EMA10', data=data) ema50 = generate_scattergl(index='ema50', name='EMA50', data=data) fig.append_trace(ema10, 1, 1) fig.append_trace(ema50, 1, 1) fig.append_trace(buys, 1, 1) fig.append_trace(sells, 1, 1) fig.append_trace(trade_buys, 1, 1) fig.append_trace(trade_sells, 1, 1) fig['layout']['yaxis1'].update(title='Price') # Row 2 volume = go.Bar( x=data['date'], y=data['volume'], name='Volume' ) fig.append_trace(volume, 2, 1) fig['layout']['yaxis2'].update(title='Volume') # Row 3 (On Row 3, we can only display one indicator) if TO_DISPLAY['macd'] and 'macd' in data and 'macdsignal' in data: macd = generate_scattergl(index='macd', name='MACD', data=data) macdsignal = generate_scattergl(index='macdsignal', name='MACD Signal', data=data) fig.append_trace(macd, 3, 1) fig.append_trace(macdsignal, 3, 1) fig['layout']['yaxis3'].update(title='MACD') elif TO_DISPLAY['fast'] and 'fastd' in data and 'fastk' in data: fastd = generate_scattergl(index='fastd', name='fastd', data=data) fastk = generate_scattergl(index='fastk', name='fastk', data=data) fig.append_trace(fastd, 3, 1) fig.append_trace(fastk, 3, 1) fig['layout']['yaxis3'].update(title='Stoch Fast') elif TO_DISPLAY['slow'] and 'slowd' in data and 'slowk' in data: slowd = generate_scattergl(index='slowd', name='slowd', data=data) slowk = generate_scattergl(index='slowk', name='slowk', data=data) fig.append_trace(slowd, 3, 1) fig.append_trace(slowk, 3, 1) fig['layout']['yaxis3'].update(title='Stoch Slow') elif TO_DISPLAY['rsi'] and 'rsi' in data: rsi = generate_scattergl(index='rsi', name='RSI', data=data) fig.append_trace(rsi, 3, 1) fig['layout']['yaxis3'].update(title='RSI') elif TO_DISPLAY['mfi'] and 'mfi' in data: mfi = generate_scattergl(index='mfi', name='MFI', data=data) fig.append_trace(mfi, 3, 1) fig['layout']['yaxis3'].update(title='MFI') elif TO_DISPLAY['fisher_rsi'] and 'fisher_rsi' in data: fisher_rsi = generate_scattergl(index='fisher_rsi', name='Fisher RSI', data=data) fig.append_trace(fisher_rsi, 3, 1) fig['layout']['yaxis3'].update(title='Fisher RSI') return fig def generate_scattergl(index, name, data) -> go.Scattergl: """ Generate a Scattergl element :param index: code of the Indicator to generate :param name: Name that will be display in the graph legend :param data: Dataframe :return: Scattergl """ return go.Scattergl( x=data['date'], y=data[index], name=name ) def plot_parse_args(args: List[str]) -> Namespace: """ Parse args passed to the script :param args: Cli arguments :return: args: Array with all arguments """ arguments = Arguments(args, 'Graph dataframe') arguments.scripts_options() arguments.common_args_parser() arguments.optimizer_shared_options(arguments.parser) arguments.backtesting_options(arguments.parser) return arguments.parse_args() 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( plot_parse_args(sysargv) ) if __name__ == '__main__': main(sys.argv[1:])