#!/usr/bin/env python3 """ Script to display when the bot will buy a specific pair Mandatory Cli parameters: -p / --pair: pair to examine Option but recommended -s / --strategy: strategy to use Optional Cli parameters -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 Indicators recommended 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 --indicators2 fastk,fastd """ import json import logging import sys from argparse import Namespace from pathlib import Path from typing import Dict, List, Any import pandas as pd import plotly.graph_objs as go import pytz from plotly import tools from plotly.offline import plot import freqtrade.optimize as optimize from freqtrade import persistence from freqtrade.analyze import Analyze from freqtrade.arguments import Arguments, TimeRange from freqtrade.exchange import Exchange from freqtrade.optimize.backtesting import setup_configuration from freqtrade.persistence import Trade logger = logging.getLogger(__name__) _CONF: Dict[str, Any] = {} timeZone = pytz.UTC def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame: trades: pd.DataFrame = pd.DataFrame() if args.db_url: persistence.init(_CONF) columns = ["pair", "profit", "opents", "closets", "open_rate", "close_rate", "duration"] for x in Trade.query.all(): print("date: {}".format(x.open_date)) trades = pd.DataFrame([(t.pair, t.calc_profit(), 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) for t in Trade.query.filter(Trade.pair.is_(pair)).all()], columns=columns) elif args.exportfilename: file = Path(args.exportfilename) # must align with columns in backtest.py columns = ["pair", "profit", "opents", "closets", "index", "duration", "open_rate", "close_rate", "open_at_end"] with file.open() as f: data = json.load(f) trades = pd.DataFrame(data, columns=columns) trades = trades.loc[trades["pair"] == pair] if timerange: if timerange.starttype == 'date': trades = trades.loc[trades["opents"] >= timerange.startts] if timerange.stoptype == 'date': trades = trades.loc[trades["opents"] <= timerange.stopts] trades['opents'] = pd.to_datetime(trades['opents'], unit='s', utc=True, infer_datetime_format=True) trades['closets'] = pd.to_datetime(trades['closets'], unit='s', utc=True, infer_datetime_format=True) return trades def plot_analyzed_dataframe(args: Namespace) -> None: """ Calls analyze() and plots the returned dataframe :return: None """ 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') 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: analyze = Analyze(_CONF) exchange = Exchange(_CONF) 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 pair tickers tickers = {} if args.live: logger.info('Downloading pair.') tickers[pair] = exchange.get_ticker_history(pair, tick_interval) else: tickers = optimize.load_data( datadir=_CONF.get("datadir"), pairs=[pair], 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() # Get trades already made from the DB trades = load_trades(args, pair, timerange) 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) > 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) 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'))) def generate_graph(pair, trades: pd.DataFrame, data: pd.DataFrame, args) -> tools.make_subplots: """ 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 :param args: sys.argv that contrains the two params indicators1, and indicators2 :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) fig['layout']['yaxis1'].update(title='Price') fig['layout']['yaxis2'].update(title='Volume') fig['layout']['yaxis3'].update(title='Other') # 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=trades["opents"], y=trades["open_rate"], mode='markers', name='trade_buy', marker=dict( symbol='square-open', size=11, line=dict(width=2), color='green' ) ) trade_sells = go.Scattergl( x=trades["closets"], y=trades["close_rate"], 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': 'rgba(255,255,255,0)'}, ) 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': 'rgba(255,255,255,0)'}, ) fig.append_trace(bb_lower, 1, 1) fig.append_trace(bb_upper, 1, 1) fig = generate_row(fig=fig, row=1, raw_indicators=args.indicators1, data=data) 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) # Row 2 volume = go.Bar( x=data['date'], y=data['volume'], name='Volume' ) fig.append_trace(volume, 2, 1) # Row 3 fig = generate_row(fig=fig, row=3, raw_indicators=args.indicators2, data=data) return fig def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots: """ Generator all the indicator selected by the user for a specific row """ for indicator in raw_indicators.split(','): if indicator in data: scattergl = go.Scattergl( x=data['date'], y=data[indicator], name=indicator ) fig.append_trace(scattergl, row, 1) else: logger.info( 'Indicator "%s" ignored. Reason: This indicator is not found ' 'in your strategy.', indicator ) return fig 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.parser.add_argument( '--indicators1', help='Set indicators from your strategy you want in the first row of the graph. Separate ' 'them with a coma. E.g: ema3,ema5 (default: %(default)s)', type=str, default='sma,ema3,ema5', dest='indicators1', ) arguments.parser.add_argument( '--indicators2', help='Set indicators from your strategy you want in the third row of the graph. Separate ' 'them with a coma. E.g: fastd,fastk (default: %(default)s)', type=str, default='macd', dest='indicators2', ) arguments.parser.add_argument( '--plot-limit', help='Specify tick limit for plotting - too high values cause huge files - ' 'Default: %(default)s', dest='plot_limit', default=750, type=int, ) 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:])