mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-15 04:33:57 +00:00
1121 lines
26 KiB
HTML
1121 lines
26 KiB
HTML
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<!doctype html>
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<html lang="en" class="no-js">
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<head>
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<meta charset="utf-8">
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<meta name="viewport" content="width=device-width,initial-scale=1">
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<link rel="prev" href="../faq/">
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<link rel="next" href="../strategy_analysis_example/">
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<link rel="icon" href="../assets/images/favicon.png">
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<meta name="generator" content="mkdocs-1.6.0, mkdocs-material-9.5.30">
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<title>Jupyter Notebooks - Freqtrade</title>
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<link rel="stylesheet" href="../assets/stylesheets/main.3cba04c6.min.css">
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<link rel="stylesheet" href="../assets/stylesheets/palette.06af60db.min.css">
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<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
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<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,300i,400,400i,700,700i%7CRoboto+Mono:400,400i,700,700i&display=fallback">
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<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>
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<link rel="stylesheet" href="../stylesheets/ft.extra.css">
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<script>__md_scope=new URL("..",location),__md_hash=e=>[...e].reduce((e,_)=>(e<<5)-e+_.charCodeAt(0),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>
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</head>
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<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
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<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
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<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
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<label class="md-overlay" for="__drawer"></label>
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<div data-md-component="skip">
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<a href="#analyzing-bot-data-with-jupyter-notebooks" class="md-skip">
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Skip to content
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</a>
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</div>
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<div data-md-component="announce">
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</div>
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<div data-md-color-scheme="default" data-md-component="outdated" hidden>
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</div>
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<header class="md-header md-header--shadow" data-md-component="header">
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<nav class="md-header__inner md-grid" aria-label="Header">
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<a href=".." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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<label class="md-header__button md-icon" for="__drawer">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2Z"/></svg>
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</label>
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<div class="md-header__title" data-md-component="header-title">
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<div class="md-header__ellipsis">
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<div class="md-header__topic">
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<span class="md-ellipsis">
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Freqtrade
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</span>
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</div>
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<div class="md-header__topic" data-md-component="header-topic">
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<span class="md-ellipsis">
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Jupyter Notebooks
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</span>
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</div>
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</div>
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</div>
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<label class="md-header__button md-icon" for="__search">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
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</label>
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<div class="md-search" data-md-component="search" role="dialog">
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<label class="md-search__overlay" for="__search"></label>
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<div class="md-search__inner" role="search">
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<form class="md-search__form" name="search">
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<input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" required>
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<label class="md-search__icon md-icon" for="__search">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z"/></svg>
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</label>
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<nav class="md-search__options" aria-label="Search">
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<button type="reset" class="md-search__icon md-icon" title="Clear" aria-label="Clear" tabindex="-1">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41Z"/></svg>
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</button>
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</nav>
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</form>
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<div class="md-search__output">
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<div class="md-search__scrollwrap" tabindex="0" data-md-scrollfix>
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<div class="md-search-result" data-md-component="search-result">
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<div class="md-search-result__meta">
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Initializing search
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</div>
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<ol class="md-search-result__list" role="presentation"></ol>
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</div>
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</div>
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</div>
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</div>
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</div>
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</nav>
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</header>
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<div class="md-container" data-md-component="container">
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<main class="md-main" data-md-component="main">
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<div class="md-main__inner md-grid">
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<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
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<div class="md-sidebar__scrollwrap">
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<div class="md-sidebar__inner">
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<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
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<label class="md-nav__title" for="__drawer">
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<a href=".." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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Freqtrade
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href=".." class="md-nav__link">
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<span class="md-ellipsis">
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About
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../installation/" class="md-nav__link">
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<span class="md-ellipsis">
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Installation
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../docker/" class="md-nav__link">
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<span class="md-ellipsis">
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Installation Docker
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../configuration/" class="md-nav__link">
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<span class="md-ellipsis">
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Configuration
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../strategy-customization/" class="md-nav__link">
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<span class="md-ellipsis">
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Strategy Customization
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../stoploss/" class="md-nav__link">
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<span class="md-ellipsis">
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Stoploss
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../bot-usage/" class="md-nav__link">
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<span class="md-ellipsis">
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Start the bot
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</span>
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_8" >
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<label class="md-nav__link" for="__nav_8" id="__nav_8_label" tabindex="0">
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<span class="md-ellipsis">
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Control the bot
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</span>
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_8_label" aria-expanded="false">
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<label class="md-nav__title" for="__nav_8">
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<span class="md-nav__icon md-icon"></span>
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Control the bot
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../telegram-usage/" class="md-nav__link">
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<span class="md-ellipsis">
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Telegram
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../webhook-config/" class="md-nav__link">
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<span class="md-ellipsis">
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Web Hook
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../rest-api/" class="md-nav__link">
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<span class="md-ellipsis">
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REST API
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</span>
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../data-download/" class="md-nav__link">
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<span class="md-ellipsis">
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Data Downloading
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../backtesting/" class="md-nav__link">
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<span class="md-ellipsis">
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Backtesting
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../hyperopt/" class="md-nav__link">
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<span class="md-ellipsis">
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Hyperopt
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../edge/" class="md-nav__link">
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<span class="md-ellipsis">
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Edge Positioning
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||
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../utils/" class="md-nav__link">
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|
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Utility Subcommands
|
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FAQ
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Data Analysis
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Change directory to root
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Load multiple configuration files
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<a href="#further-data-analysis-documentation" class="md-nav__link">
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Further Data analysis documentation
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Plotting
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SQL Cheatsheet
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Sandbox Testing
|
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|
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</a>
|
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|
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<a href="#fine-print" class="md-nav__link">
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|
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Fine print
|
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</span>
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|
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|
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<a href="#recommended-workflow" class="md-nav__link">
|
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<span class="md-ellipsis">
|
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Recommended workflow
|
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|
</span>
|
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</a>
|
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|
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<a href="#change-directory-to-root" class="md-nav__link">
|
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<span class="md-ellipsis">
|
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Change directory to root
|
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</span>
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<a href="#load-multiple-configuration-files" class="md-nav__link">
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Load multiple configuration files
|
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</span>
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|
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</li>
|
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|
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<a href="#further-data-analysis-documentation" class="md-nav__link">
|
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<span class="md-ellipsis">
|
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|
Further Data analysis documentation
|
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|
</span>
|
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</a>
|
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|
</li>
|
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</ul>
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</nav>
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</li>
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</ul>
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</nav>
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</div>
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</div>
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</div>
|
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|
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|
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<div class="md-content" data-md-component="content">
|
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<article class="md-content__inner md-typeset">
|
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|
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|
<h1 id="analyzing-bot-data-with-jupyter-notebooks">Analyzing bot data with Jupyter notebooks<a class="headerlink" href="#analyzing-bot-data-with-jupyter-notebooks" title="Permanent link">¶</a></h1>
|
||
|
<p>You can analyze the results of backtests and trading history easily using Jupyter notebooks. Sample notebooks are located at <code>user_data/notebooks/</code>. </p>
|
||
|
<h2 id="pro-tips">Pro tips<a class="headerlink" href="#pro-tips" title="Permanent link">¶</a></h2>
|
||
|
<ul>
|
||
|
<li>See <a href="https://jupyter.org/documentation">jupyter.org</a> for usage instructions.</li>
|
||
|
<li>Don't forget to start a Jupyter notebook server from within your conda or venv environment or use <a href="https://github.com/Anaconda-Platform/nb_conda_kernels">nb_conda_kernels</a>*</li>
|
||
|
<li>Copy the example notebook before use so your changes don't get clobbered with the next freqtrade update.</li>
|
||
|
</ul>
|
||
|
<h2 id="fine-print">Fine print<a class="headerlink" href="#fine-print" title="Permanent link">¶</a></h2>
|
||
|
<p>Some tasks don't work especially well in notebooks. For example, anything using asynchronous execution is a problem for Jupyter. Also, freqtrade's primary entry point is the shell cli, so using pure python in a notebook bypasses arguments that provide required objects and parameters to helper functions. You may need to set those values or create expected objects manually.</p>
|
||
|
<h2 id="recommended-workflow">Recommended workflow<a class="headerlink" href="#recommended-workflow" title="Permanent link">¶</a></h2>
|
||
|
<table>
|
||
|
<thead>
|
||
|
<tr>
|
||
|
<th>Task</th>
|
||
|
<th>Tool</th>
|
||
|
</tr>
|
||
|
</thead>
|
||
|
<tbody>
|
||
|
<tr>
|
||
|
<td>Bot operations</td>
|
||
|
<td>CLI</td>
|
||
|
</tr>
|
||
|
<tr>
|
||
|
<td>Repetitive tasks</td>
|
||
|
<td>Shell scripts</td>
|
||
|
</tr>
|
||
|
<tr>
|
||
|
<td>Data analysis & visualization</td>
|
||
|
<td>Notebook</td>
|
||
|
</tr>
|
||
|
</tbody>
|
||
|
</table>
|
||
|
<ol>
|
||
|
<li>
|
||
|
<p>Use the CLI to
|
||
|
* download historical data
|
||
|
* run a backtest
|
||
|
* run with real-time data
|
||
|
* export results </p>
|
||
|
</li>
|
||
|
<li>
|
||
|
<p>Collect these actions in shell scripts
|
||
|
* save complicated commands with arguments
|
||
|
* execute multi-step operations<br />
|
||
|
* automate testing strategies and preparing data for analysis</p>
|
||
|
</li>
|
||
|
<li>
|
||
|
<p>Use a notebook to
|
||
|
* visualize data
|
||
|
* munge and plot to generate insights</p>
|
||
|
</li>
|
||
|
</ol>
|
||
|
<h2 id="example-utility-snippets">Example utility snippets<a class="headerlink" href="#example-utility-snippets" title="Permanent link">¶</a></h2>
|
||
|
<h3 id="change-directory-to-root">Change directory to root<a class="headerlink" href="#change-directory-to-root" title="Permanent link">¶</a></h3>
|
||
|
<p>Jupyter notebooks execute from the notebook directory. The following snippet searches for the project root, so relative paths remain consistent.</p>
|
||
|
<div class="highlight"><pre><span></span><code><span class="kn">import</span> <span class="nn">os</span>
|
||
|
<span class="kn">from</span> <span class="nn">pathlib</span> <span class="kn">import</span> <span class="n">Path</span>
|
||
|
|
||
|
<span class="c1"># Change directory</span>
|
||
|
<span class="c1"># Modify this cell to insure that the output shows the correct path.</span>
|
||
|
<span class="c1"># Define all paths relative to the project root shown in the cell output</span>
|
||
|
<span class="n">project_root</span> <span class="o">=</span> <span class="s2">"somedir/freqtrade"</span>
|
||
|
<span class="n">i</span><span class="o">=</span><span class="mi">0</span>
|
||
|
<span class="k">try</span><span class="p">:</span>
|
||
|
<span class="n">os</span><span class="o">.</span><span class="n">chdirdir</span><span class="p">(</span><span class="n">project_root</span><span class="p">)</span>
|
||
|
<span class="k">assert</span> <span class="n">Path</span><span class="p">(</span><span class="s1">'LICENSE'</span><span class="p">)</span><span class="o">.</span><span class="n">is_file</span><span class="p">()</span>
|
||
|
<span class="k">except</span><span class="p">:</span>
|
||
|
<span class="k">while</span> <span class="n">i</span><span class="o"><</span><span class="mi">4</span> <span class="ow">and</span> <span class="p">(</span><span class="ow">not</span> <span class="n">Path</span><span class="p">(</span><span class="s1">'LICENSE'</span><span class="p">)</span><span class="o">.</span><span class="n">is_file</span><span class="p">()):</span>
|
||
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<span class="n">os</span><span class="o">.</span><span class="n">chdir</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">(),</span> <span class="s1">'../'</span><span class="p">))</span>
|
||
|
<span class="n">i</span><span class="o">+=</span><span class="mi">1</span>
|
||
|
<span class="n">project_root</span> <span class="o">=</span> <span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">()</span>
|
||
|
<span class="nb">print</span><span class="p">(</span><span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">())</span>
|
||
|
</code></pre></div>
|
||
|
<h3 id="load-multiple-configuration-files">Load multiple configuration files<a class="headerlink" href="#load-multiple-configuration-files" title="Permanent link">¶</a></h3>
|
||
|
<p>This option can be useful to inspect the results of passing in multiple configs.
|
||
|
This will also run through the whole Configuration initialization, so the configuration is completely initialized to be passed to other methods.</p>
|
||
|
<div class="highlight"><pre><span></span><code><span class="kn">import</span> <span class="nn">json</span>
|
||
|
<span class="kn">from</span> <span class="nn">freqtrade.configuration</span> <span class="kn">import</span> <span class="n">Configuration</span>
|
||
|
|
||
|
<span class="c1"># Load config from multiple files</span>
|
||
|
<span class="n">config</span> <span class="o">=</span> <span class="n">Configuration</span><span class="o">.</span><span class="n">from_files</span><span class="p">([</span><span class="s2">"config1.json"</span><span class="p">,</span> <span class="s2">"config2.json"</span><span class="p">])</span>
|
||
|
|
||
|
<span class="c1"># Show the config in memory</span>
|
||
|
<span class="nb">print</span><span class="p">(</span><span class="n">json</span><span class="o">.</span><span class="n">dumps</span><span class="p">(</span><span class="n">config</span><span class="p">[</span><span class="s1">'original_config'</span><span class="p">],</span> <span class="n">indent</span><span class="o">=</span><span class="mi">2</span><span class="p">))</span>
|
||
|
</code></pre></div>
|
||
|
<p>For Interactive environments, have an additional configuration specifying <code>user_data_dir</code> and pass this in last, so you don't have to change directories while running the bot.
|
||
|
Best avoid relative paths, since this starts at the storage location of the jupyter notebook, unless the directory is changed.</p>
|
||
|
<div class="highlight"><pre><span></span><code><span class="p">{</span>
|
||
|
<span class="w"> </span><span class="nt">"user_data_dir"</span><span class="p">:</span><span class="w"> </span><span class="s2">"~/.freqtrade/"</span>
|
||
|
<span class="p">}</span>
|
||
|
</code></pre></div>
|
||
|
<h3 id="further-data-analysis-documentation">Further Data analysis documentation<a class="headerlink" href="#further-data-analysis-documentation" title="Permanent link">¶</a></h3>
|
||
|
<ul>
|
||
|
<li><a href="../strategy_analysis_example/">Strategy debugging</a> - also available as Jupyter notebook (<code>user_data/notebooks/strategy_analysis_example.ipynb</code>)</li>
|
||
|
<li><a href="../plotting/">Plotting</a></li>
|
||
|
</ul>
|
||
|
<p>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.</p>
|
||
|
|
||
|
|
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