freqtrade_origin/user_data/notebooks/strategy_analysis_example.ipynb

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"## Strategy debugging example\n",
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"\n",
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"Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data."
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]
},
{
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"cell_type": "markdown",
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"metadata": {},
"source": [
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"## Setup"
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]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
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"source": [
"# Change directory\n",
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"# Modify this cell to insure that the output shows the correct path.\n",
"import os\n",
"from pathlib import Path\n",
"\n",
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"# Define all paths relative to the project root shown in the cell output\n",
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"project_root = \"somedir/freqtrade\"\n",
"i=0\n",
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"try:\n",
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" os.chdirdir(project_root)\n",
" assert Path('LICENSE').is_file()\n",
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"except:\n",
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" while i<4 and (not Path('LICENSE').is_file()):\n",
" os.chdir(Path(Path.cwd(), '../'))\n",
" i+=1\n",
" project_root = Path.cwd()\n",
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"print(Path.cwd())"
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]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
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"# Customize these according to your needs.\n",
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"\n",
"# Define some constants\n",
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"ticker_interval = \"5m\"\n",
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"# Name of the strategy class\n",
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"strategy_name = 'SampleStrategy'\n",
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"# Path to user data\n",
"user_data_dir = 'user_data'\n",
"# Location of the strategy\n",
"strategy_location = Path(user_data_dir, 'strategies')\n",
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"# Location of the data\n",
"data_location = Path(user_data_dir, 'data', 'binance')\n",
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"# Pair to analyze - Only use one pair here\n",
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"pair = \"BTC_USDT\""
]
},
{
"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
"# Load data using values set above\n",
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"from pathlib import Path\n",
"from freqtrade.data.history import load_pair_history\n",
"\n",
"candles = load_pair_history(datadir=data_location,\n",
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" ticker_interval=ticker_interval,\n",
" pair=pair)\n",
"\n",
"# Confirm success\n",
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"print(\"Loaded \" + str(len(candles)) + f\" rows of data for {pair} from {data_location}\")\n",
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"candles.head()"
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]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
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"## Load and run strategy\n",
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"* Rerun each time the strategy file is changed"
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]
},
{
"cell_type": "code",
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"execution_count": null,
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"metadata": {
"scrolled": true
},
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"outputs": [],
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"source": [
"# Load strategy using values set above\n",
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"from freqtrade.resolvers import StrategyResolver\n",
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"strategy = StrategyResolver({'strategy': strategy_name,\n",
" 'user_data_dir': user_data_dir,\n",
" 'strategy_path': strategy_location}).strategy\n",
"\n",
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"# Generate buy/sell signals using strategy\n",
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"df = strategy.analyze_ticker(candles, {'pair': pair})\n",
"df.tail()"
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]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
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"### Display the trade details\n",
"\n",
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"* Note that using `data.head()` would also work, however most indicators have some \"startup\" data at the top of the dataframe.\n",
"* Some possible problems\n",
" * Columns with NaN values at the end of the dataframe\n",
" * Columns used in `crossed*()` functions with completely different units\n",
"* Comparison with full backtest\n",
" * having 200 buy signals as output for one pair from `analyze_ticker()` does not necessarily mean that 200 trades will be made during backtesting.\n",
" * Assuming you use only one condition such as, `df['rsi'] < 30` as buy condition, this will generate multiple \"buy\" signals for each pair in sequence (until rsi returns > 29). The bot will only buy on the first of these signals (and also only if a trade-slot (\"max_open_trades\") is still available), or on one of the middle signals, as soon as a \"slot\" becomes available. \n"
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]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
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"# Report results\n",
"print(f\"Generated {df['buy'].sum()} buy signals\")\n",
"data = df.set_index('date', drop=True)\n",
"data.tail()"
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]
},
{
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"cell_type": "markdown",
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"metadata": {},
"source": [
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"Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data."
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]
}
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