#!/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 pathlib import Path from typing import Any, Dict, List import pandas as pd from freqtrade.arguments import Arguments from freqtrade.data import history from freqtrade.data.btanalysis import (extract_trades_of_period, load_backtest_data, load_trades_from_db) from freqtrade.optimize import setup_configuration from freqtrade.plot.plotting import generate_graph, generate_plot_file from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode logger = logging.getLogger(__name__) 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(config: Dict[str, Any]): """ 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 """ exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange strategy = StrategyResolver(config).strategy if "pairs" in config: pairs = config["pairs"].split(',') else: pairs = config["exchange"]["pair_whitelist"] # Set timerange to use timerange = Arguments.parse_timerange(config["timerange"]) ticker_interval = strategy.ticker_interval tickers = history.load_data( datadir=Path(str(config.get("datadir"))), pairs=pairs, ticker_interval=config['ticker_interval'], refresh_pairs=config.get('refresh_pairs', False), timerange=timerange, exchange=exchange, live=config.get("live", False), ) 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) if config["trade_source"] == "DB": trades = load_trades_from_db(config["db_url"]) elif config["trade_source"] == "file": trades = load_backtest_data(Path(config["exportfilename"])) trades = trades.loc[trades['pair'] == pair] trades = extract_trades_of_period(dataframe, trades) fig = generate_graph( pair=pair, data=dataframe, trades=trades, indicators1=config["indicators1"].split(","), indicators2=config["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]) -> Dict[str, Any]: """ Parse args passed to the script :param args: Cli arguments :return: args: Array with all arguments """ arguments = Arguments(args, 'Graph dataframe') arguments.common_options() arguments.main_options() arguments.common_optimize_options() arguments.backtesting_options() arguments.common_scripts_options() arguments.plot_dataframe_options() parsed_args = arguments.parse_args() # Load the configuration config = setup_configuration(parsed_args, RunMode.BACKTEST) return config 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:])