stable/scripts/plot_dataframe.py
2019-06-24 20:07:04 +02:00

151 lines
4.5 KiB
Python
Executable File

#!/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 ARGS_PLOT_DATAFRAME, 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.build_args(optionlist=ARGS_PLOT_DATAFRAME)
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:])