#!/usr/bin/env python3 """ Script to display when the bot will buy on specific pair(s) Mandatory Cli parameters: -p / --pairs: pair(s) to examine Option but recommended -s / --strategy: strategy to use Optional Cli parameters -d / --datadir: path to pair(s) backtest data --timerange: specify what timerange of data to use. -l / --live: Live, to download the latest ticker for the pair(s) -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 --pairs BTC/EUR,XRP/BTC -d user_data/data/ --indicators1 sma,ema3 --indicators2 fastk,fastd """ import logging import sys from argparse import Namespace from pathlib import Path from typing import Any, Dict, List import pandas as pd from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import load_trades, extract_trades_of_period from freqtrade.exchange import Exchange from freqtrade.optimize import setup_configuration from freqtrade.plot.plotting import (generate_graph, generate_plot_file) from freqtrade.resolvers import StrategyResolver from freqtrade.state import RunMode logger = logging.getLogger(__name__) _CONF: Dict[str, Any] = {} def get_trading_env(args: Namespace): """ Initalize freqtrade Exchange and Strategy, split pairs recieved in parameter :return: Strategy """ global _CONF # Load the configuration _CONF.update(setup_configuration(args, RunMode.BACKTEST)) pairs = args.pairs.split(',') if pairs is None: logger.critical('Parameter --pairs mandatory;. E.g --pairs ETH/BTC,XRP/BTC') exit() # Load the strategy try: strategy = StrategyResolver(_CONF).strategy exchange = Exchange(_CONF) except AttributeError: logger.critical( 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', args.strategy ) exit() return [strategy, exchange, pairs] def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, live: bool): """ Get tickers data for each pairs on live or local, option defined in args :return: dictionary of tickers. output format: {'pair': tickersdata} """ ticker_interval = strategy.ticker_interval tickers = history.load_data( datadir=Path(str(_CONF.get("datadir"))), pairs=pairs, ticker_interval=ticker_interval, refresh_pairs=_CONF.get('refresh_pairs', False), timerange=timerange, exchange=exchange, live=live, ) # No ticker found, impossible to download, len mismatch for pair, data in tickers.copy().items(): logger.debug("checking tickers data of pair: %s", pair) logger.debug("data.empty: %s", data.empty) logger.debug("len(data): %s", len(data)) if data.empty: del tickers[pair] logger.info( 'An issue occured while retreiving data of %s pair, please retry ' 'using -l option for live or --refresh-pairs-cached', pair) return tickers def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame: """ Get tickers then Populate strategy indicators and signals, then return the full dataframe :return: the DataFrame of a pair """ dataframes = strategy.tickerdata_to_dataframe(tickers) dataframe = dataframes[pair] dataframe = strategy.advise_buy(dataframe, {'pair': pair}) dataframe = strategy.advise_sell(dataframe, {'pair': pair}) return dataframe def analyse_and_plot_pairs(args: Namespace): """ From arguments provided in cli: -Initialise backtest env -Get tickers data -Generate Dafaframes populated with indicators and signals -Load trades excecuted on same periods -Generate Plotly plot objects -Generate plot files :return: None """ strategy, exchange, pairs = get_trading_env(args) pairs = args.pairs.split(',') # Set timerange to use timerange = Arguments.parse_timerange(args.timerange) ticker_interval = strategy.ticker_interval tickers = get_tickers_data(strategy, exchange, pairs, timerange, args.live) pair_counter = 0 for pair, data in tickers.items(): pair_counter += 1 logger.info("analyse pair %s", pair) tickers = {} tickers[pair] = data dataframe = generate_dataframe(strategy, tickers, pair) trades = load_trades(db_url=args.db_url, exportfilename=args.exportfilename) trades = trades.loc[trades['pair'] == pair] trades = extract_trades_of_period(dataframe, trades) fig = generate_graph( pair=pair, data=dataframe, trades=trades, indicators1=args.indicators1.split(","), indicators2=args.indicators2.split(",") ) generate_plot_file(fig, pair, ticker_interval) logger.info('End of ploting process %s plots generated', pair_counter) 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.plot_dataframe_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') analyse_and_plot_pairs( plot_parse_args(sysargv) ) exit() if __name__ == '__main__': main(sys.argv[1:])