#!/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 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] = {} 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 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(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 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=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), args=args ) plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html')) def generate_graph(pair, trades, data, 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=[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) 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.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:])