#!/usr/bin/env python3 import sys import logging import argparse import matplotlib # matplotlib.use("Qt5Agg") import matplotlib.dates as mdates import matplotlib.pyplot as plt from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade import exchange, analyze from freqtrade.misc import common_args_parser from freqtrade.strategy.strategy import Strategy import freqtrade.misc as misc import freqtrade.optimize as optimize import freqtrade.analyze as analyze logger = logging.getLogger(__name__) def plot_parse_args(args): parser = misc.common_args_parser('Graph dataframe') misc.backtesting_options(parser) misc.scripts_options(parser) return parser.parse_args(args) def plot_analyzed_dataframe(args) -> None: """ Calls analyze() and plots the returned dataframe :param pair: pair as str :return: None """ pair = args.pair pairs = [pair] timerange = misc.parse_timerange(args.timerange) # Init strategy strategy = Strategy() strategy.init({'strategy': args.strategy}) tick_interval = strategy.ticker_interval tickers = {} if args.live: logger.info('Downloading pair.') # Init Bittrex to use public API exchange._API = exchange.Bittrex({'key': '', 'secret': ''}) tickers[pair] = exchange.get_ticker_history(pair, tick_interval) else: tickers = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=tick_interval, refresh_pairs=False, timerange=timerange) dataframes = optimize.tickerdata_to_dataframe(tickers) dataframe = dataframes[pair] dataframe = analyze.populate_buy_trend(dataframe) dataframe = analyze.populate_sell_trend(dataframe) dates = misc.datesarray_to_datetimearray(dataframe['date']) # Two subplots sharing x axis fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) fig.suptitle(pair + " " + str(tick_interval), fontsize=14, fontweight='bold') ax1.plot(dates, dataframe['close'], label='close') # ax1.plot(dates, dataframe['sell'], 'ro', label='sell') ax1.plot(dates, dataframe['sma'], '--', label='SMA') ax1.plot(dates, dataframe['tema'], ':', label='TEMA') ax1.plot(dates, dataframe['blower'], '-.', label='BB low') ax1.plot(dates, dataframe['close'] * dataframe['buy'], 'bo', label='buy') ax1.plot(dates, dataframe['close'] * dataframe['sell'], 'ro', label='sell') ax1.legend() ax2.plot(dates, dataframe['adx'], label='ADX') ax2.plot(dates, dataframe['mfi'], label='MFI') # ax2.plot(dates, [25] * len(dataframe.index.values)) ax2.legend() ax3.plot(dates, dataframe['fastk'], label='k') ax3.plot(dates, dataframe['fastd'], label='d') ax3.plot(dates, [20] * len(dataframe.index.values)) ax3.legend() xfmt = mdates.DateFormatter('%d-%m-%y %H:%M') # Dont let matplotlib autoformat date ax3.xaxis.set_major_formatter(xfmt) # Fine-tune figure; make subplots close to each other and hide x ticks for # all but bottom plot. fig.subplots_adjust(hspace=0) fig.autofmt_xdate() # Rotate the dates plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False) plt.show() if __name__ == '__main__': args = plot_parse_args(sys.argv[1:]) plot_analyzed_dataframe(args)