stable/scripts/plot_dataframe.py
2018-01-22 21:12:48 -08:00

118 lines
3.8 KiB
Python
Executable File

#!/usr/bin/env python3
import sys
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
from pandas import DataFrame
from freqtrade import exchange, analyze
from freqtrade.misc import common_args_parser
from freqtrade.strategy.strategy import Strategy
import matplotlib.pyplot as plt
import matplotlib # Install PYQT5 manually if you want to test this helper function
matplotlib.use("Qt5Agg")
def plot_parse_args(args):
parser = common_args_parser(description='Graph utility')
parser.add_argument(
'-p', '--pair',
help='What currency pair',
dest='pair',
default='BTC_ETH',
type=str,
)
parser.add_argument(
'-i', '--interval',
help='what interval to use',
dest='interval',
default=5,
type=int,
)
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
"""
# Init strategy
strategy = Strategy()
strategy.init({'strategy': args.strategy})
# Init Bittrex to use public API
exchange._API = exchange.Bittrex({'key': '', 'secret': ''})
ticker = exchange.get_ticker_history(args.pair, args.interval)
dataframe = analyze.analyze_ticker(ticker)
dataframe = populate_indicator(dataframe)
# Two subplots sharing x axis
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
fig.suptitle(args.pair + " " + str(args.interval), fontsize=14, fontweight='bold')
ax1.plot(dataframe.index.values, dataframe['close'], label='close')
# ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell')
ax1.plot(dataframe.index.values, dataframe['sma'], '--', label='SMA')
ax1.plot(dataframe.index.values, dataframe['tema'], ':', label='TEMA')
ax1.plot(dataframe.index.values, dataframe['bb_lowerband'], '-.', label='BB low')
ax1.plot(dataframe.index.values, dataframe['buy_price'], 'bo', label='buy')
ax1.legend()
ax2.plot(dataframe.index.values, dataframe['adx'], label='ADX')
ax2.plot(dataframe.index.values, dataframe['mfi'], label='MFI')
# ax2.plot(dataframe.index.values, [25] * len(dataframe.index.values))
ax2.legend()
ax3.plot(dataframe.index.values, dataframe['fastk'], label='k')
ax3.plot(dataframe.index.values, dataframe['fastd'], label='d')
ax3.plot(dataframe.index.values, [20] * len(dataframe.index.values))
ax3.legend()
# Fine-tune figure; make subplots close to each other and hide x ticks for
# all but bottom plot.
fig.subplots_adjust(hspace=0)
plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False)
plt.show()
def populate_indicator(dataframe: DataFrame) -> DataFrame:
dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
dataframe.loc[dataframe['sell'] == 1, 'sell_price'] = dataframe['close']
# ADX
if 'adx' not in dataframe:
dataframe['adx'] = ta.ADX(dataframe)
# Bollinger bands
if 'bb_lowerband' not in dataframe:
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
# Stoch fast
if 'fastd' not in dataframe or 'fastk' not in dataframe:
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk']
# MFI
if 'mfi' not in dataframe:
dataframe['mfi'] = ta.MFI(dataframe)
# SMA - Simple Moving Average
if 'sma' not in dataframe:
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
# TEMA - Triple Exponential Moving Average
if 'tema' not in dataframe:
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
return dataframe
if __name__ == '__main__':
args = plot_parse_args(sys.argv[1:])
plot_analyzed_dataframe(args)