4961 lines
349 KiB
Plaintext
4961 lines
349 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {},
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"outputs": [],
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"source": [
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"from freqtrade.arguments import Arguments\n",
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"from freqtrade.configuration import Configuration\n",
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"from freqtrade.analyze import Analyze\n",
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"from freqtrade import constants"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [],
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"source": [
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"from argparse import Namespace"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"metadata": {},
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"outputs": [],
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"source": [
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"from importlib import reload"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<script>requirejs.config({paths: { 'plotly': ['https://cdn.plot.ly/plotly-latest.min']},});if(!window.Plotly) {{require(['plotly'],function(plotly) {window.Plotly=plotly;});}}</script>"
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],
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"text/vnd.plotly.v1+html": [
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"<script>requirejs.config({paths: { 'plotly': ['https://cdn.plot.ly/plotly-latest.min']},});if(!window.Plotly) {{require(['plotly'],function(plotly) {window.Plotly=plotly;});}}</script>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"import plotly.offline as py\n",
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"import plotly.graph_objs as go\n",
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"#needed to have the display in the jupyter notebook:\n",
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"py.init_notebook_mode(connected=True)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"metadata": {},
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"outputs": [],
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"source": [
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"from freqtrade import exchange\n",
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"import freqtrade.optimize as optimize\n",
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"from freqtrade.optimize import backtesting\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 6,
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"metadata": {},
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"outputs": [],
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"source": [
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"argList = ['-s', 'BinHV45', 'backtesting', '--timerange=20180105-', '--ticker-interval', '5m', '--realistic-simulation']\n",
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"arguments = Arguments(\n",
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" argList,\n",
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" 'Fake command line for now '\n",
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" )\n",
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"args = arguments.get_parsed_arg()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"metadata": {},
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"outputs": [],
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"source": [
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"args.config = \"..\\\\\" + args.config\n",
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"args.datadir = \"..\\\\\" + args.datadir"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 8,
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"metadata": {
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"scrolled": true
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},
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"2018-05-13 21:55:40,532 - freqtrade.configuration - INFO - Log level set to INFO\n",
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"2018-05-13 21:55:40,532 - freqtrade.configuration - INFO - Parameter -i/--ticker-interval detected ...\n",
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"2018-05-13 21:55:40,548 - freqtrade.configuration - INFO - Using ticker_interval: 5m ...\n",
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"2018-05-13 21:55:40,549 - freqtrade.configuration - INFO - Parameter --realistic-simulation detected ...\n",
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"2018-05-13 21:55:40,551 - freqtrade.configuration - INFO - Using max_open_trades: 3 ...\n",
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"2018-05-13 21:55:40,554 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180105- ...\n",
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"2018-05-13 21:55:40,556 - freqtrade.configuration - INFO - Parameter --datadir detected: ..\\freqtrade\\tests\\testdata ...\n"
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]
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}
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],
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"source": [
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"configuration = Configuration(args)\n",
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"config = configuration.get_config()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 9,
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"metadata": {},
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"2018-05-13 21:55:40,829 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
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"2018-05-13 21:55:40,844 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:55:41,318 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n"
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]
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}
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],
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"source": [
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"exchange.init(config)\n",
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"analyze = Analyze(config)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 10,
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"metadata": {},
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"outputs": [],
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"source": [
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"pairs = config['exchange']['pair_whitelist']\n",
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"ticker_interval = config['ticker_interval']"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 11,
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"metadata": {},
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"outputs": [],
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"source": [
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"timerange = Arguments.parse_timerange(config.get('timerange'))\n",
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"data = optimize.load_data(\n",
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" config['datadir'],\n",
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" pairs=pairs,\n",
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" ticker_interval=ticker_interval,\n",
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" refresh_pairs=config.get('refresh_pairs', False),\n",
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" timerange=timerange\n",
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")"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 12,
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"metadata": {},
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"outputs": [],
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"source": [
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"def CumulProfit( df ):\n",
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" #cumul Profit :\n",
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" curSum = 100\n",
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" df.loc[:, 'CumulPL'] = curSum\n",
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" columnIndex = df.columns.get_loc('CumulPL')\n",
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" for i in range(1, len(df)):\n",
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" curSum = curSum * ( 1.0 + df.iloc[i]['profit_percent'])\n",
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" df.iloc[i,columnIndex] = curSum"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 13,
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"metadata": {},
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"outputs": [],
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"source": [
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"def GraphRoundTripList( roundTripList, curveNames=[] ):\n",
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" data = []\n",
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" index = 0\n",
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" line100 = go.Scatter( x= [ roundTripList[0].iloc[0, :]['sell_date'], roundTripList[0].iloc[-1, :]['sell_date']], \n",
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" y=[100.0,100.0],\n",
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" name=\"\",\n",
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" line = dict( color = ('rgb(200, 200, 200)'), width = 4)\n",
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" )\n",
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" data.append(line100)\n",
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" for rt in roundTripList:\n",
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" graphName = 'pair' + str(index)\n",
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" if index < len(curveNames):\n",
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" graphName = curveNames[index] \n",
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" graph = go.Scatter( x = rt['sell_date'], y=rt['CumulPL'], name=graphName)\n",
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" index += 1\n",
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" data.append(graph)\n",
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" fig = go.Figure(data=data)\n",
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" py.iplot(fig)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 14,
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"metadata": {},
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"outputs": [],
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"source": [
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"sell_profit_only = config.get('experimental', {}).get('sell_profit_only', False)\n",
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"use_sell_signal = config.get('experimental', {}).get('use_sell_signal', False)\n",
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"max_open_trades = config['max_open_trades']"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 15,
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"metadata": {},
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"outputs": [],
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"source": [
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"preprocessed = analyze.tickerdata_to_dataframe(data)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 16,
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"metadata": {},
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"outputs": [],
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"source": [
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"min_date, max_date = backtesting.Backtesting.get_timeframe(preprocessed)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 17,
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"metadata": {},
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"outputs": [],
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"source": [
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"def getCumulProfitForStrat( strat ):\n",
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" config['strategy'] = strat\n",
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" analyze = Analyze(config)\n",
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" preprocessed = analyze.tickerdata_to_dataframe(data)\n",
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" myBacktesting = backtesting.Backtesting(config)\n",
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" results = myBacktesting.backtest(\n",
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" {\n",
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" 'stake_amount': config.get('stake_amount'),\n",
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" 'processed': preprocessed,\n",
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" 'max_open_trades': max_open_trades,\n",
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" 'realistic': config.get('realistic_simulation', False),\n",
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" 'sell_profit_only': sell_profit_only,\n",
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" 'use_sell_signal': use_sell_signal,\n",
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" 'record': config.get('export')\n",
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" }\n",
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" )\n",
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" sortedResults = results.sort_values('sell_date') \n",
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" sortedResults = sortedResults.reset_index(drop=True)\n",
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" CumulProfit( sortedResults )\n",
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" return sortedResults"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"#strat_list = [ \"BinHV45\", \"Quickie\", \"Strategy006\", \"ASDTSRockwellTrading\", \"AverageStrategy\", \"BinHV27\", \"ClucMay72018\", \"CofiBitStrategy\", \"EMASkipPump\", \"MACDStrategy\", \"ReinforcedQuickie\", \"Simple\", \"SmoothOperator\"]\n",
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"strat_list = [ \"BinHV45\", \"Quickie\", \"Strategy006\", \"ASDTSRockwellTrading\", \"AverageStrategy\", \"BinHV27\", \"ClucMay72018\", \"CofiBitStrategy\"]"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 18,
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"metadata": {},
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"outputs": [],
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"source": [
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"strat_list = [ \"BinHV27\", \"BinHV45\", \"Quickie\", \"Strategy006\", \"ASDTSRockwellTrading\", \"AverageStrategy\", \"ClucMay72018\", \"CofiBitStrategy\", \"EMASkipPump\", \"MACDStrategy\",\"ReinforcedQuickie\", \"Simple\"]"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 19,
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"metadata": {
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"scrolled": false
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},
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"2018-05-13 21:55:49,741 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:55:50,656 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:55:50,656 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
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"2018-05-13 21:55:50,656 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:56:05,580 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:06,553 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:06,553 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
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"2018-05-13 21:56:06,569 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:56:10,612 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:11,564 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:11,565 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
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"2018-05-13 21:56:11,570 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:56:22,626 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:23,588 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:23,590 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
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"2018-05-13 21:56:23,594 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:56:31,484 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:32,101 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:32,101 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
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"2018-05-13 21:56:32,116 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:56:42,549 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:43,172 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:43,172 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
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"2018-05-13 21:56:43,172 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:56:57,067 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:58,114 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:56:58,114 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
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"2018-05-13 21:56:58,130 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:57:01,873 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:57:02,545 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
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"2018-05-13 21:57:02,545 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
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"2018-05-13 21:57:02,545 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:57:14,072 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
|
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"2018-05-13 21:57:14,957 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
|
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"2018-05-13 21:57:14,957 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
|
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"2018-05-13 21:57:14,967 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
|
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"2018-05-13 21:57:26,355 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
|
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"2018-05-13 21:57:26,994 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
|
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"2018-05-13 21:57:26,994 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
|
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"2018-05-13 21:57:27,009 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
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"2018-05-13 21:57:38,340 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
|
|
"d:\\work\\finances\\freqtrade\\myfreqtrade\\freqtrade\\user_data\\strategies\\ReinforcedQuickie.py:188: FutureWarning:\n",
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"\n",
|
|
"how in .resample() is deprecated\n",
|
|
"the new syntax is .resample(...)..apply(<func>)\n",
|
|
"\n",
|
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"2018-05-13 21:57:40,765 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
|
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"2018-05-13 21:57:40,765 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
|
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"2018-05-13 21:57:40,765 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n",
|
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"2018-05-13 21:57:49,061 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
|
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"2018-05-13 21:57:49,916 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 5m.\n",
|
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"2018-05-13 21:57:49,932 - freqtrade.exchange - INFO - Instance is running with dry_run enabled\n",
|
|
"2018-05-13 21:57:49,932 - freqtrade.exchange - INFO - Using Exchange \"Binance\"\n"
|
|
]
|
|
},
|
|
{
|
|
"data": {
|
|
"application/vnd.plotly.v1+json": {
|
|
"data": [
|
|
{
|
|
"line": {
|
|
"color": "rgb(200, 200, 200)",
|
|
"width": 4
|
|
},
|
|
"name": "",
|
|
"type": "scatter",
|
|
"x": [
|
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"2018-01-30 06:50:00",
|
|
"2018-03-16 20:10:00"
|
|
],
|
|
"y": [
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100,
|
|
100
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|
]
|
|
},
|
|
{
|
|
"name": "BinHV27",
|
|
"type": "scatter",
|
|
"x": [
|
|
"2018-01-30 06:50:00",
|
|
"2018-02-01 09:05:00",
|
|
"2018-02-01 12:20:00",
|
|
"2018-03-16 20:10:00"
|
|
],
|
|
"y": [
|
|
100,
|
|
49.917893,
|
|
24.872442285683512,
|
|
49.84308296330628
|
|
]
|
|
},
|
|
{
|
|
"name": "BinHV45",
|
|
"type": "scatter",
|
|
"x": [
|
|
"2018-01-05 04:20:00",
|
|
"2018-01-05 04:35:00",
|
|
"2018-01-05 05:40:00",
|
|
"2018-01-05 09:40:00",
|
|
"2018-01-05 10:00:00",
|
|
"2018-01-05 10:45:00",
|
|
"2018-01-05 15:10:00",
|
|
"2018-01-05 17:10:00",
|
|
"2018-01-05 17:30:00",
|
|
"2018-01-05 17:50:00",
|
|
"2018-01-05 19:10:00",
|
|
"2018-01-05 19:30:00",
|
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"2018-01-05 20:50:00",
|
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"2018-01-05 23:05:00",
|
|
"2018-01-05 23:25:00",
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"2018-01-06 00:20:00",
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"2018-01-06 00:25:00",
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"2018-01-06 06:35:00",
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"2018-01-07 04:10:00",
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"2018-01-07 08:25:00",
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"2018-01-07 16:25:00",
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"2018-01-07 18:05:00",
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"2018-01-08 04:10:00",
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"2018-01-08 04:10:00",
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"2018-01-08 06:55:00",
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"2018-01-08 07:15:00",
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"2018-01-08 09:00:00",
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"2018-01-08 13:35:00",
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"2018-01-08 15:10:00",
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"2018-01-08 15:10:00",
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"2018-01-08 18:05:00",
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"2018-01-08 19:40:00",
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"2018-01-09 01:00:00",
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"2018-01-09 06:45:00",
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"2018-01-09 22:45:00",
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"2018-01-09 23:35:00",
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"2018-01-10 04:40:00",
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"2018-01-11 04:45:00",
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"2018-01-16 10:15:00",
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"2018-01-16 10:15:00",
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"2018-01-16 10:20:00",
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"2018-01-16 21:45:00",
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"2018-01-16 22:05:00",
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"2018-01-17 16:15:00",
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"2018-01-17 18:00:00",
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"2018-01-18 13:10:00",
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"2018-01-18 17:00:00",
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"2018-01-20 05:45:00",
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"2018-01-23 03:45:00",
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"2018-01-28 00:55:00",
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"2018-01-29 12:45:00",
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"2018-01-29 17:40:00",
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"2018-01-31 20:05:00",
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"2018-01-16 10:20:00",
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"2018-01-16 21:00:00",
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"2018-01-16 21:20:00",
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"2018-01-16 22:25:00",
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"2018-01-16 22:30:00",
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"2018-01-17 04:25:00",
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"2018-01-17 04:55:00",
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"2018-01-17 14:15:00",
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"2018-01-17 14:55:00",
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"2018-01-19 11:50:00",
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"2018-01-21 07:05:00",
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"2018-01-21 07:10:00",
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"2018-01-21 07:15:00",
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"2018-01-22 19:45:00",
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"2018-01-24 14:05:00",
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"2018-01-25 01:25:00",
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"2018-01-27 12:05:00",
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"2018-01-27 16:50:00",
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"2018-01-28 04:50:00",
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"2018-01-28 05:40:00",
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"2018-01-28 05:45:00",
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"2018-01-28 07:35:00",
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"2018-01-28 10:10:00",
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"2018-01-28 11:45:00",
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"2018-01-28 12:00:00",
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"2018-01-30 23:35:00",
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"2018-02-01 09:45:00",
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"2018-02-01 09:45:00",
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"2018-02-01 12:55:00",
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"2018-02-01 13:00:00",
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"2018-02-01 13:05:00",
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"2018-02-01 16:10:00",
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"2018-02-02 00:30:00",
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"2018-02-02 08:50:00",
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"2018-02-02 09:00:00",
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"2018-02-02 12:50:00",
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"2018-02-02 22:00:00",
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"2018-02-02 22:25:00",
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"2018-02-03 18:30:00",
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"2018-02-04 18:45:00",
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"2018-02-05 16:05:00",
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"2018-02-06 00:40:00",
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"2018-02-11 08:15:00",
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"2018-02-11 17:30:00",
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"2018-02-12 12:25:00",
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"2018-02-13 10:40:00",
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"2018-02-13 17:15:00",
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"2018-02-14 00:35:00",
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"2018-02-14 01:25:00",
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"2018-02-14 10:50:00",
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"2018-02-14 13:45:00",
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"2018-02-15 02:00:00",
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"2018-02-15 03:10:00",
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"2018-01-06 09:20:00",
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"2018-01-06 09:55:00",
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"2018-01-06 10:30:00",
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"2018-01-06 13:30:00",
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"2018-01-06 18:25:00",
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"2018-01-06 18:35:00",
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"2018-01-06 21:45:00",
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"2018-01-07 02:50:00",
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"2018-01-07 04:15:00",
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"2018-01-07 18:05:00",
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"2018-01-07 22:20:00",
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"2018-01-10",
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|
|
"2018-01-09 01:45:00",
|
|
"2018-01-09 06:20:00",
|
|
"2018-01-09 10:40:00",
|
|
"2018-01-11 03:30:00",
|
|
"2018-01-11 03:35:00",
|
|
"2018-01-11 04:15:00",
|
|
"2018-01-11 05:20:00",
|
|
"2018-01-11 08:15:00",
|
|
"2018-01-11 14:25:00",
|
|
"2018-01-11 14:50:00",
|
|
"2018-01-11 18:45:00",
|
|
"2018-01-11 19:05:00",
|
|
"2018-01-11 19:40:00",
|
|
"2018-01-11 21:05:00",
|
|
"2018-01-11 23:55:00",
|
|
"2018-01-12 01:05:00",
|
|
"2018-01-12 02:50:00",
|
|
"2018-01-12 04:35:00",
|
|
"2018-01-12 11:10:00",
|
|
"2018-01-12 13:10:00",
|
|
"2018-01-12 16:15:00",
|
|
"2018-01-12 18:45:00",
|
|
"2018-01-12 22:50:00",
|
|
"2018-01-13 01:40:00",
|
|
"2018-01-13 02:00:00",
|
|
"2018-01-13 03:55:00",
|
|
"2018-01-13 04:55:00",
|
|
"2018-01-13 05:45:00",
|
|
"2018-01-13 13:15:00",
|
|
"2018-01-13 13:45:00",
|
|
"2018-01-13 16:15:00",
|
|
"2018-01-14 12:45:00",
|
|
"2018-01-14 17:40:00",
|
|
"2018-01-15 06:05:00",
|
|
"2018-01-15 09:35:00",
|
|
"2018-01-15 13:10:00",
|
|
"2018-01-15 14:35:00",
|
|
"2018-01-15 15:55:00",
|
|
"2018-01-15 16:45:00",
|
|
"2018-01-16 00:15:00",
|
|
"2018-01-16 00:25:00",
|
|
"2018-01-16 04:10:00",
|
|
"2018-01-16 20:40:00",
|
|
"2018-01-17 08:50:00",
|
|
"2018-01-17 11:45:00",
|
|
"2018-01-17 12:30:00",
|
|
"2018-01-17 15:20:00",
|
|
"2018-01-17 15:25:00",
|
|
"2018-01-17 21:40:00",
|
|
"2018-01-17 23:00:00",
|
|
"2018-01-18 04:35:00",
|
|
"2018-01-18 05:20:00",
|
|
"2018-01-18 05:40:00",
|
|
"2018-01-18 08:20:00",
|
|
"2018-01-18 12:15:00",
|
|
"2018-01-18 17:20:00",
|
|
"2018-01-18 17:55:00",
|
|
"2018-01-18 18:10:00",
|
|
"2018-01-18 21:05:00",
|
|
"2018-01-18 21:10:00",
|
|
"2018-01-19 16:40:00",
|
|
"2018-01-19 19:00:00",
|
|
"2018-01-20 01:30:00",
|
|
"2018-01-20 02:55:00",
|
|
"2018-01-20 09:15:00",
|
|
"2018-01-20 17:35:00",
|
|
"2018-01-21",
|
|
"2018-01-21 04:25:00",
|
|
"2018-01-21 13:05:00",
|
|
"2018-01-22 11:50:00",
|
|
"2018-01-22 14:35:00",
|
|
"2018-01-22 16:00:00",
|
|
"2018-01-22 21:25:00",
|
|
"2018-01-22 21:55:00",
|
|
"2018-01-23 00:10:00",
|
|
"2018-01-23 08:50:00",
|
|
"2018-01-23 17:00:00",
|
|
"2018-01-23 20:40:00",
|
|
"2018-01-23 20:40:00",
|
|
"2018-01-23 21:50:00",
|
|
"2018-01-24 12:20:00",
|
|
"2018-01-24 14:30:00",
|
|
"2018-01-24 18:10:00",
|
|
"2018-01-24 23:25:00",
|
|
"2018-01-25 04:10:00",
|
|
"2018-01-25 04:30:00",
|
|
"2018-01-25 09:50:00",
|
|
"2018-01-25 16:25:00",
|
|
"2018-01-25 18:40:00",
|
|
"2018-01-25 18:50:00",
|
|
"2018-01-25 21:55:00",
|
|
"2018-01-25 23:15:00",
|
|
"2018-01-26 04:05:00",
|
|
"2018-01-26 05:30:00",
|
|
"2018-01-26 07:05:00",
|
|
"2018-01-26 13:40:00",
|
|
"2018-01-26 20:55:00",
|
|
"2018-01-27 16:45:00",
|
|
"2018-01-28 04:25:00",
|
|
"2018-01-28 06:40:00",
|
|
"2018-01-28 18:40:00",
|
|
"2018-01-30 03:20:00",
|
|
"2018-01-30 03:25:00",
|
|
"2018-01-31 09:45:00",
|
|
"2018-01-31 12:35:00",
|
|
"2018-02-01 03:10:00",
|
|
"2018-02-02 00:35:00",
|
|
"2018-02-02 01:00:00",
|
|
"2018-02-02 07:25:00",
|
|
"2018-02-02 07:35:00",
|
|
"2018-02-02 08:30:00",
|
|
"2018-02-02 09:15:00",
|
|
"2018-02-02 12:45:00",
|
|
"2018-02-02 18:20:00",
|
|
"2018-02-02 20:25:00",
|
|
"2018-02-02 21:10:00",
|
|
"2018-02-02 21:50:00",
|
|
"2018-02-02 22:00:00",
|
|
"2018-02-02 23:00:00",
|
|
"2018-02-03 01:45:00",
|
|
"2018-02-03 03:35:00",
|
|
"2018-02-03 08:45:00",
|
|
"2018-02-03 12:55:00",
|
|
"2018-02-03 19:25:00",
|
|
"2018-02-03 20:05:00",
|
|
"2018-02-04",
|
|
"2018-02-04 00:15:00",
|
|
"2018-02-04 03:25:00",
|
|
"2018-02-04 03:30:00",
|
|
"2018-02-04 04:35:00",
|
|
"2018-02-04 07:55:00",
|
|
"2018-02-04 10:35:00",
|
|
"2018-02-04 11:40:00",
|
|
"2018-02-04 15:25:00",
|
|
"2018-02-04 17:05:00",
|
|
"2018-02-04 20:05:00",
|
|
"2018-02-04 22:20:00",
|
|
"2018-02-05 03:05:00",
|
|
"2018-02-05 10:20:00",
|
|
"2018-02-05 16:20:00",
|
|
"2018-02-05 16:30:00",
|
|
"2018-02-05 18:00:00",
|
|
"2018-02-05 19:15:00",
|
|
"2018-02-05 21:35:00",
|
|
"2018-02-05 23:45:00",
|
|
"2018-02-06 03:05:00",
|
|
"2018-02-06 03:55:00",
|
|
"2018-02-06 08:05:00",
|
|
"2018-02-06 08:30:00",
|
|
"2018-02-06 09:20:00",
|
|
"2018-02-06 11:10:00",
|
|
"2018-02-06 15:45:00",
|
|
"2018-02-07 00:30:00",
|
|
"2018-02-07 01:20:00",
|
|
"2018-02-07 04:55:00",
|
|
"2018-02-07 05:10:00",
|
|
"2018-02-07 08:10:00",
|
|
"2018-02-07 13:15:00",
|
|
"2018-02-07 13:55:00",
|
|
"2018-02-07 14:15:00",
|
|
"2018-02-07 16:10:00",
|
|
"2018-02-07 17:15:00",
|
|
"2018-02-07 19:55:00",
|
|
"2018-02-09 23:38:16.801000",
|
|
"2018-02-10 08:35:00",
|
|
"2018-02-10 09:55:00",
|
|
"2018-02-10 12:50:00",
|
|
"2018-02-10 16:50:00",
|
|
"2018-02-10 21:35:00",
|
|
"2018-02-12 12:05:00",
|
|
"2018-02-12 21:50:00",
|
|
"2018-02-12 23:25:00",
|
|
"2018-02-13 04:15:00",
|
|
"2018-02-13 15:45:00",
|
|
"2018-02-13 19:40:00",
|
|
"2018-02-13 21:25:00",
|
|
"2018-02-13 21:50:00",
|
|
"2018-02-13 23:45:00",
|
|
"2018-02-14 05:35:00",
|
|
"2018-02-14 06:00:00",
|
|
"2018-02-14 07:35:00",
|
|
"2018-02-14 08:25:00",
|
|
"2018-02-14 09:55:00",
|
|
"2018-02-14 10:10:00",
|
|
"2018-02-14 10:50:00",
|
|
"2018-02-14 11:55:00",
|
|
"2018-02-14 12:05:00",
|
|
"2018-02-14 13:05:00",
|
|
"2018-02-14 15:05:00",
|
|
"2018-02-14 22:30:00",
|
|
"2018-02-15 00:40:00",
|
|
"2018-02-15 04:40:00",
|
|
"2018-02-15 05:35:00",
|
|
"2018-02-15 15:45:00",
|
|
"2018-02-15 17:55:00",
|
|
"2018-02-16 00:10:00",
|
|
"2018-02-16 01:35:00",
|
|
"2018-02-16 03:35:00",
|
|
"2018-02-16 23:45:00",
|
|
"2018-02-17 02:25:00",
|
|
"2018-02-17 09:25:00",
|
|
"2018-02-18 05:25:00",
|
|
"2018-02-18 09:50:00",
|
|
"2018-02-19 05:55:00",
|
|
"2018-02-19 12:25:00",
|
|
"2018-02-19 20:05:00",
|
|
"2018-02-19 21:40:00",
|
|
"2018-02-19 21:50:00",
|
|
"2018-02-20 00:15:00",
|
|
"2018-02-20 00:40:00",
|
|
"2018-02-20 04:15:00",
|
|
"2018-02-20 04:40:00",
|
|
"2018-02-20 06:00:00",
|
|
"2018-02-20 08:00:00",
|
|
"2018-02-20 12:10:00",
|
|
"2018-02-20 16:05:00",
|
|
"2018-02-20 16:30:00",
|
|
"2018-02-20 23:05:00",
|
|
"2018-02-20 23:40:00",
|
|
"2018-02-21 01:20:00",
|
|
"2018-02-21 02:35:00",
|
|
"2018-02-21 15:50:00",
|
|
"2018-02-21 16:30:00",
|
|
"2018-02-21 19:10:00",
|
|
"2018-02-21 22:10:00",
|
|
"2018-02-21 23:50:00",
|
|
"2018-02-22 04:35:00",
|
|
"2018-02-22 04:50:00",
|
|
"2018-02-22 08:00:00",
|
|
"2018-02-22 19:00:00",
|
|
"2018-02-22 19:05:00",
|
|
"2018-02-23 01:10:00",
|
|
"2018-02-23 14:05:00",
|
|
"2018-02-23 18:05:00",
|
|
"2018-02-23 18:10:00",
|
|
"2018-02-23 22:20:00",
|
|
"2018-02-24",
|
|
"2018-02-24 07:35:00",
|
|
"2018-02-24 11:45:00",
|
|
"2018-02-25 08:30:00",
|
|
"2018-02-25 12:20:00",
|
|
"2018-02-25 15:35:00",
|
|
"2018-02-25 16:15:00",
|
|
"2018-02-26",
|
|
"2018-02-26 02:10:00",
|
|
"2018-02-26 04:30:00",
|
|
"2018-02-26 07:45:00",
|
|
"2018-02-26 10:50:00",
|
|
"2018-02-26 16:05:00",
|
|
"2018-02-26 18:25:00",
|
|
"2018-02-26 18:25:00",
|
|
"2018-02-27 01:45:00",
|
|
"2018-02-27 07:15:00",
|
|
"2018-02-27 16:50:00",
|
|
"2018-02-28 12:35:00",
|
|
"2018-02-28 13:25:00",
|
|
"2018-03-01 01:40:00",
|
|
"2018-03-01 12:40:00",
|
|
"2018-03-01 19:20:00",
|
|
"2018-03-01 19:25:00",
|
|
"2018-03-01 20:30:00",
|
|
"2018-03-02 00:30:00",
|
|
"2018-03-02 23:40:00",
|
|
"2018-03-03 05:35:00",
|
|
"2018-03-03 13:05:00",
|
|
"2018-03-03 15:25:00",
|
|
"2018-03-03 19:15:00",
|
|
"2018-03-04 03:40:00",
|
|
"2018-03-04 07:35:00",
|
|
"2018-03-04 15:35:00",
|
|
"2018-03-04 17:05:00",
|
|
"2018-03-04 19:10:00",
|
|
"2018-03-05 02:10:00",
|
|
"2018-03-05 12:15:00",
|
|
"2018-03-05 13:25:00",
|
|
"2018-03-05 16:40:00",
|
|
"2018-03-05 22:45:00",
|
|
"2018-03-07 04:10:00",
|
|
"2018-03-07 13:05:00",
|
|
"2018-03-07 14:30:00",
|
|
"2018-03-07 15:50:00",
|
|
"2018-03-08 03:55:00",
|
|
"2018-03-08 10:15:00",
|
|
"2018-03-08 13:40:00",
|
|
"2018-03-08 16:35:00",
|
|
"2018-03-08 17:25:00",
|
|
"2018-03-08 17:55:00",
|
|
"2018-03-08 21:10:00",
|
|
"2018-03-08 22:10:00",
|
|
"2018-03-09 01:15:00",
|
|
"2018-03-09 04:20:00",
|
|
"2018-03-09 12:25:00",
|
|
"2018-03-09 13:00:00",
|
|
"2018-03-09 17:15:00",
|
|
"2018-03-10 02:35:00",
|
|
"2018-03-10 03:10:00",
|
|
"2018-03-10 21:20:00",
|
|
"2018-03-11 12:10:00",
|
|
"2018-03-11 17:20:00",
|
|
"2018-03-11 17:20:00",
|
|
"2018-03-12 10:10:00",
|
|
"2018-03-12 17:55:00",
|
|
"2018-03-13 10:20:00",
|
|
"2018-03-14 00:20:00",
|
|
"2018-03-14 16:50:00",
|
|
"2018-03-14 21:25:00",
|
|
"2018-03-14 21:55:00",
|
|
"2018-03-15 00:55:00",
|
|
"2018-03-15 01:45:00",
|
|
"2018-03-15 02:30:00",
|
|
"2018-03-15 08:50:00",
|
|
"2018-03-15 09:00:00",
|
|
"2018-03-15 17:10:00",
|
|
"2018-03-15 20:25:00",
|
|
"2018-03-15 20:30:00",
|
|
"2018-03-15 20:50:00",
|
|
"2018-03-16 01:05:00",
|
|
"2018-03-16 14:00:00",
|
|
"2018-03-16 18:45:00",
|
|
"2018-03-16 20:15:00",
|
|
"2018-03-17 14:05:00",
|
|
"2018-03-17 20:05:00",
|
|
"2018-03-18 00:20:00",
|
|
"2018-03-18 00:35:00",
|
|
"2018-03-18 00:35:00",
|
|
"2018-03-18 02:05:00",
|
|
"2018-03-18 06:25:00",
|
|
"2018-03-18 09:15:00",
|
|
"2018-03-18 10:00:00",
|
|
"2018-03-18 10:45:00",
|
|
"2018-03-18 12:15:00",
|
|
"2018-03-18 12:30:00",
|
|
"2018-03-18 15:55:00",
|
|
"2018-03-18 17:00:00",
|
|
"2018-03-18 17:00:00",
|
|
"2018-03-18 17:45:00",
|
|
"2018-03-18 18:55:00",
|
|
"2018-03-18 20:15:00",
|
|
"2018-03-18 21:15:00",
|
|
"2018-03-19 01:15:00",
|
|
"2018-03-19 03:30:00",
|
|
"2018-03-19 08:05:00",
|
|
"2018-03-19 09:30:00",
|
|
"2018-03-19 12:30:00",
|
|
"2018-03-19 14:00:00",
|
|
"2018-03-19 17:20:00",
|
|
"2018-03-19 22:30:00",
|
|
"2018-03-19 22:45:00",
|
|
"2018-03-20 00:35:00",
|
|
"2018-03-20 04:20:00",
|
|
"2018-03-20 04:25:00",
|
|
"2018-03-20 07:30:00",
|
|
"2018-03-20 08:00:00",
|
|
"2018-03-20 11:25:00",
|
|
"2018-03-20 11:35:00",
|
|
"2018-03-20 11:45:00",
|
|
"2018-03-20 15:45:00",
|
|
"2018-03-20 16:20:00",
|
|
"2018-03-20 16:30:00",
|
|
"2018-03-20 16:35:00",
|
|
"2018-03-20 17:00:00",
|
|
"2018-03-20 19:05:00",
|
|
"2018-03-20 19:45:00",
|
|
"2018-03-21 16:05:00",
|
|
"2018-03-21 18:50:00",
|
|
"2018-03-22 11:55:00",
|
|
"2018-03-22 22:35:00",
|
|
"2018-03-23 03:25:00",
|
|
"2018-03-23 03:25:00",
|
|
"2018-03-23 05:00:00",
|
|
"2018-03-23 06:05:00",
|
|
"2018-03-23 17:20:00",
|
|
"2018-03-23 20:40:00",
|
|
"2018-03-24 00:10:00",
|
|
"2018-03-24 05:30:00",
|
|
"2018-03-25 00:30:00",
|
|
"2018-03-26 09:00:00",
|
|
"2018-03-26 11:35:00",
|
|
"2018-03-26 17:20:00",
|
|
"2018-03-26 21:35:00",
|
|
"2018-03-26 23:40:00",
|
|
"2018-03-27 04:45:00",
|
|
"2018-03-27 09:55:00",
|
|
"2018-03-27 11:55:00",
|
|
"2018-03-27 12:35:00",
|
|
"2018-03-27 12:50:00",
|
|
"2018-03-28 01:00:00",
|
|
"2018-03-28 02:20:00",
|
|
"2018-03-28 23:55:00",
|
|
"2018-03-29 05:15:00",
|
|
"2018-03-29 09:45:00",
|
|
"2018-03-29 12:40:00",
|
|
"2018-03-29 15:20:00",
|
|
"2018-03-29 15:25:00",
|
|
"2018-03-29 16:40:00",
|
|
"2018-03-29 19:10:00",
|
|
"2018-03-29 20:10:00",
|
|
"2018-03-29 20:40:00",
|
|
"2018-03-29 22:10:00",
|
|
"2018-03-29 22:15:00",
|
|
"2018-03-29 22:35:00",
|
|
"2018-03-30 00:20:00",
|
|
"2018-03-30 03:10:00",
|
|
"2018-03-30 03:10:00",
|
|
"2018-03-30 08:05:00",
|
|
"2018-03-30 08:50:00",
|
|
"2018-03-30 09:40:00",
|
|
"2018-03-30 11:10:00",
|
|
"2018-03-30 15:10:00",
|
|
"2018-03-30 19:05:00",
|
|
"2018-03-30 21:05:00",
|
|
"2018-03-30 21:50:00",
|
|
"2018-03-31 17:25:00",
|
|
"2018-03-31 21:25:00",
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|
"2018-04-01 00:30:00",
|
|
"2018-04-01 01:00:00",
|
|
"2018-04-01 07:10:00",
|
|
"2018-04-01 11:15:00",
|
|
"2018-04-01 12:45:00",
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|
"2018-04-01 14:00:00",
|
|
"2018-04-01 16:30:00",
|
|
"2018-04-01 16:45:00",
|
|
"2018-04-01 18:20:00",
|
|
"2018-04-01 19:40:00",
|
|
"2018-04-01 19:45:00",
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"2018-04-02 00:40:00",
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"2018-04-02 02:15:00",
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"2018-04-02 07:10:00",
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"2018-04-02 07:50:00",
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"2018-04-02 10:05:00",
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|
"2018-04-02 18:00:00",
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"2018-04-02 19:50:00",
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|
"2018-04-03 01:20:00",
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"2018-04-03 04:55:00",
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|
"2018-04-03 05:55:00",
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|
"2018-04-03 06:45:00",
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|
"2018-04-03 07:00:00",
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"2018-04-03 15:45:00",
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"2018-04-03 19:35:00",
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"2018-04-03 23:25:00",
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"2018-04-04 16:25:00",
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"2018-04-04 22:35:00",
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"2018-04-05 04:55:00",
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"2018-04-05 17:55:00",
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"2018-04-06 05:45:00",
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"2018-04-06 23:45:00",
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"2018-04-07 06:25:00",
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"2018-04-07 10:45:00",
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"2018-04-07 13:45:00",
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"2018-04-09 08:00:00",
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"2018-04-09 08:00:00",
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"2018-04-09 08:35:00",
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"2018-04-10 15:10:00",
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"2018-04-10 19:25:00",
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|
"2018-04-12",
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"2018-04-12 04:20:00",
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"2018-04-12 07:05:00",
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"2018-04-12 09:40:00",
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"2018-04-12 11:55:00",
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"2018-04-12 16:25:00",
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"2018-04-12 16:55:00",
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"2018-04-12 17:05:00",
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"2018-04-12 20:25:00",
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"2018-04-13 08:25:00",
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"2018-04-13 10:40:00",
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"2018-04-13 13:25:00",
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"2018-04-13 16:40:00",
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"2018-04-13 17:50:00",
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"2018-04-13 22:00:00",
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"2018-04-14 01:45:00",
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"2018-04-14 12:20:00",
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"2018-04-15 01:55:00",
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"2018-04-15 02:25:00",
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"2018-04-15 07:40:00",
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"2018-04-15 08:40:00",
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"2018-04-15 12:50:00",
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"2018-04-16 00:55:00",
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"2018-04-27 10:30:00",
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"2018-04-27 13:15:00",
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"2018-04-27 16:50:00",
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"2018-05-12 06:35:00",
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"2018-05-12 11:20:00",
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"2018-05-12 16:45:00"
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"2018-02-04 19:00:00",
|
|
"2018-02-04 22:20:00",
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|
"2018-02-05 15:35:00",
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|
"2018-02-05 15:50:00",
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|
"2018-02-05 16:30:00",
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|
"2018-02-05 19:15:00",
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|
"2018-02-05 19:40:00",
|
|
"2018-02-05 20:15:00",
|
|
"2018-02-05 20:50:00",
|
|
"2018-02-06 03:40:00",
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|
"2018-02-06 04:10:00",
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"2018-02-06 04:15:00",
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|
"2018-02-06 04:40:00",
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|
"2018-02-06 05:05:00",
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|
"2018-02-06 05:05:00",
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|
"2018-02-06 05:05:00",
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|
"2018-02-06 05:15:00",
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|
"2018-02-06 05:30:00",
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|
"2018-02-06 05:35:00",
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|
"2018-02-06 06:20:00",
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|
"2018-02-07 18:05:00",
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|
"2018-02-07 18:50:00",
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|
"2018-02-09 09:58:15.341000",
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"2018-02-09 09:58:15.428000",
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"2018-02-09 09:58:15.483000",
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"2018-02-09 10:33:15.483000",
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"2018-02-09 10:53:15.428000",
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"2018-02-09 10:53:15.990000",
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"2018-02-09 13:58:16.611000",
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"2018-02-09 13:58:16.690000",
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"2018-02-09 15:08:16.690000",
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"2018-02-09 16:58:15.341000",
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"2018-02-09 18:28:15.428000",
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"2018-02-09 19:33:15.428000",
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"2018-02-09 22:33:15.428000",
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"2018-02-10 00:53:15.990000",
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"2018-02-10 01:08:16.611000",
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"2018-02-10 01:43:16.690000",
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"2018-02-10 02:58:16.611000",
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|
"2018-02-10 03:28:16.611000",
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"2018-02-10 07:00:00",
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"2018-02-10 17:45:00",
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"2018-02-11 13:55:00",
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|
"2018-02-11 14:15:00",
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|
"2018-02-11 14:45:00",
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"2018-02-11 15:00:00",
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"2018-02-11 19:10:00",
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"2018-02-11 19:40:00",
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|
"2018-02-12 12:25:00",
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|
"2018-02-12 12:45:00",
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|
"2018-02-12 13:50:00",
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|
"2018-02-12 14:05:00",
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"2018-02-12 17:25:00",
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"2018-02-12 22:10:00",
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|
"2018-02-12 22:30:00",
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"2018-02-13 07:35:00",
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"2018-02-13 10:15:00",
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"2018-02-13 10:30:00",
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|
"2018-02-13 11:00:00",
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"2018-02-13 20:55:00",
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|
"2018-02-14 00:30:00",
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|
"2018-02-14 01:05:00",
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|
"2018-02-14 02:40:00",
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|
"2018-02-14 10:15:00",
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|
"2018-02-14 10:30:00",
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"2018-02-14 10:40:00",
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"2018-02-14 11:05:00",
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"2018-02-14 13:35:00",
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"2018-02-14 13:45:00",
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"2018-02-14 14:15:00",
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"2018-03-19 20:25:00",
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"2018-03-19 22:20:00",
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"2018-03-19 22:40:00",
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"2018-03-19 23:20:00",
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"2018-03-19 23:35:00",
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"2018-05-11 06:55:00",
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"2018-05-11 07:40:00",
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"2018-05-12 10:00:00"
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]
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},
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|
"metadata": {},
|
|
"output_type": "display_data"
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|
}
|
|
],
|
|
"source": [
|
|
"result_list = []\n",
|
|
"for strat in strat_list:\n",
|
|
" stratResult = getCumulProfitForStrat( strat )\n",
|
|
" result_list.append( stratResult )\n",
|
|
"GraphRoundTripList( result_list, strat_list)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": []
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|
}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python [conda env:FreqTradeCcxt]",
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"language": "python",
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"name": "conda-env-FreqTradeCcxt-py"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.6.4"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 2
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}
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