{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Strategy debugging example\n",
    "\n",
    "Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Setup"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import nest_asyncio\n",
    "\n",
    "# Fix asyncio for Jupyter\n",
    "nest_asyncio.apply()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from os import chdir\n",
    "from pathlib import Path\n",
    "\n",
    "# Change directory to project root\n",
    "chdir(Path(Path.home(), 'Documents', 'Repos', 'freqtrade'))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from itertools import chain\n",
    "\n",
    "from freqtrade.configuration import Configuration\n",
    "\n",
    "# Load configuration\n",
    "# Specify values for use in this script\n",
    "# Edit to match your needs\n",
    "config_files = [\n",
    "    Path('user_data', 'user_repo', 'config.json'),\n",
    "    Path(Path.home(), '.freqtrade', 'exchange-config.json')\n",
    "]\n",
    "# Create config object\n",
    "config = Configuration.from_files(config_files)\n",
    "# Create config string for use in cli commands\n",
    "conf = \" \".join(\n",
    "    list(chain.from_iterable([['-c', str(file)] for file in config_files])))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import logging\n",
    "\n",
    "from freqtrade.loggers import setup_logging\n",
    "\n",
    "# Configure logging\n",
    "logger = logging.getLogger()\n",
    "setup_logging(config)\n",
    "logger.setLevel(logging.INFO)\n",
    "logger.info(f'conf: {conf}')\n",
    "# print(json.dumps(config, indent=1))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Download data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# Download data\n",
    "!freqtrade {conf} download-data --timeframes 1m 5m 1d"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Backtest"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# Run backtest\n",
    "!freqtrade {conf} backtesting --timerange -200 --ticker-interval 15m --refresh-pairs-cached --export=trades"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Plot"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from pathlib import Path\n",
    "\n",
    "from freqtrade.data.btanalysis import load_trades\n",
    "from freqtrade.data.history import load_pair_history\n",
    "from freqtrade.plot.plotting import (extract_trades_of_period,\n",
    "                                     generate_candlestick_graph)\n",
    "from freqtrade.resolvers import StrategyResolver\n",
    "\n",
    "# Specify pair to plot\n",
    "pair = \"ETH/BTC\"\n",
    "# Load ticker history\n",
    "tickers = load_pair_history(datadir=Path(config['datadir']),\n",
    "                            ticker_interval=config['ticker_interval'],\n",
    "                            pair=pair)\n",
    "\n",
    "# Load strategy\n",
    "strategy = StrategyResolver({\n",
    "    'user_data_dir': Path(config['user_data_dir']),\n",
    "    'strategy_path': Path(config['strategy_path'])\n",
    "}).strategy\n",
    "\n",
    "# Generate buy/sell signals using strategy\n",
    "data = strategy.analyze_ticker(tickers, {'pair': pair})\n",
    "\n",
    "# Collect trades\n",
    "trades = load_trades(\n",
    "    config['trade_source'],\n",
    "    db_url=config.get('db_url'),\n",
    "    exportfilename=config.get('exportfilename'),\n",
    ")\n",
    "\n",
    "trades = trades.loc[trades['pair'] == pair]\n",
    "trades = extract_trades_of_period(data, trades)\n",
    "\n",
    "# Build and display plot\n",
    "fig = generate_candlestick_graph(pair=pair,\n",
    "                                 data=data,\n",
    "                                 trades=trades,\n",
    "                                 indicators1=config[\"indicators1\"],\n",
    "                                 indicators2=config[\"indicators2\"])\n",
    "\n",
    "fig.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data."
   ]
  }
 ],
 "metadata": {
  "file_extension": ".py",
  "kernelspec": {
   "display_name": "Python [conda env:freqtrade]",
   "language": "python",
   "name": "conda-env-freqtrade-py"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.7.4"
  },
  "mimetype": "text/x-python",
  "name": "python",
  "npconvert_exporter": "python",
  "pygments_lexer": "ipython3",
  "toc": {
   "base_numbering": 1,
   "nav_menu": {},
   "number_sections": true,
   "sideBar": true,
   "skip_h1_title": false,
   "title_cell": "Table of Contents",
   "title_sidebar": "Contents",
   "toc_cell": false,
   "toc_position": {},
   "toc_section_display": true,
   "toc_window_display": false
  },
  "varInspector": {
   "cols": {
    "lenName": 16,
    "lenType": 16,
    "lenVar": 40
   },
   "kernels_config": {
    "python": {
     "delete_cmd_postfix": "",
     "delete_cmd_prefix": "del ",
     "library": "var_list.py",
     "varRefreshCmd": "print(var_dic_list())"
    },
    "r": {
     "delete_cmd_postfix": ") ",
     "delete_cmd_prefix": "rm(",
     "library": "var_list.r",
     "varRefreshCmd": "cat(var_dic_list()) "
    }
   },
   "types_to_exclude": [
    "module",
    "function",
    "builtin_function_or_method",
    "instance",
    "_Feature"
   ],
   "window_display": false
  },
  "version": 3
 },
 "nbformat": 4,
 "nbformat_minor": 2
}