Merge pull request #2297 from jraviotta/scattergl

Enhancements to BB plotting
This commit is contained in:
Matthias 2019-10-05 11:01:10 +02:00 committed by GitHub
commit 553a1b90ba
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 22 additions and 18 deletions

View File

@ -64,14 +64,13 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_
""" """
for indicator in indicators: for indicator in indicators:
if indicator in data: if indicator in data:
# TODO: Figure out why scattergl causes problems scatter = go.Scatter(
scattergl = go.Scatter(
x=data['date'], x=data['date'],
y=data[indicator].values, y=data[indicator].values,
mode='lines', mode='lines',
name=indicator name=indicator
) )
fig.add_trace(scattergl, row, 1) fig.add_trace(scatter, row, 1)
else: else:
logger.info( logger.info(
'Indicator "%s" ignored. Reason: This indicator is not found ' 'Indicator "%s" ignored. Reason: This indicator is not found '
@ -92,7 +91,7 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_sub
:param name: Name to use :param name: Name to use
:return: fig with added profit plot :return: fig with added profit plot
""" """
profit = go.Scattergl( profit = go.Scatter(
x=data.index, x=data.index,
y=data[column], y=data[column],
name=name, name=name,
@ -221,23 +220,27 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
else: else:
logger.warning("No sell-signals found.") logger.warning("No sell-signals found.")
# TODO: Figure out why scattergl causes problems plotly/plotly.js#2284
if 'bb_lowerband' in data and 'bb_upperband' in data: if 'bb_lowerband' in data and 'bb_upperband' in data:
bb_lower = go.Scattergl( bb_lower = go.Scatter(
x=data.date, x=data.date,
y=data.bb_lowerband, y=data.bb_lowerband,
name='BB lower', showlegend=False,
line={'color': 'rgba(255,255,255,0)'}, line={'color': 'rgba(255,255,255,0)'},
) )
bb_upper = go.Scattergl( bb_upper = go.Scatter(
x=data.date, x=data.date,
y=data.bb_upperband, y=data.bb_upperband,
name='BB upper', name='Bollinger Band',
fill="tonexty", fill="tonexty",
fillcolor="rgba(0,176,246,0.2)", fillcolor="rgba(0,176,246,0.2)",
line={'color': 'rgba(255,255,255,0)'}, line={'color': 'rgba(255,255,255,0)'},
) )
fig.add_trace(bb_lower, 1, 1) fig.add_trace(bb_lower, 1, 1)
fig.add_trace(bb_upper, 1, 1) fig.add_trace(bb_upper, 1, 1)
if 'bb_upperband' in indicators1 and 'bb_lowerband' in indicators1:
indicators1.remove('bb_upperband')
indicators1.remove('bb_lowerband')
# Add indicators to main plot # Add indicators to main plot
fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data) fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data)
@ -248,11 +251,13 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
volume = go.Bar( volume = go.Bar(
x=data['date'], x=data['date'],
y=data['volume'], y=data['volume'],
name='Volume' name='Volume',
) marker_color='DarkSlateGrey',
marker_line_color='DarkSlateGrey'
)
fig.add_trace(volume, 2, 1) fig.add_trace(volume, 2, 1)
# Add indicators to seperate row # Add indicators to separate row
fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data) fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data)
return fig return fig
@ -267,7 +272,7 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
df_comb = create_cum_profit(df_comb, trades, 'cum_profit') df_comb = create_cum_profit(df_comb, trades, 'cum_profit')
# Plot the pairs average close prices, and total profit growth # Plot the pairs average close prices, and total profit growth
avgclose = go.Scattergl( avgclose = go.Scatter(
x=df_comb.index, x=df_comb.index,
y=df_comb['mean'], y=df_comb['mean'],
name='Avg close price', name='Avg close price',

View File

@ -197,8 +197,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
# All buy-signals should be plotted # All buy-signals should be plotted
assert int(data.sell.sum()) == len(sell.x) assert int(data.sell.sum()) == len(sell.x)
assert find_trace_in_fig_data(figure.data, "BB lower") assert find_trace_in_fig_data(figure.data, "Bollinger Band")
assert find_trace_in_fig_data(figure.data, "BB upper")
assert row_mock.call_count == 2 assert row_mock.call_count == 2
assert trades_mock.call_count == 1 assert trades_mock.call_count == 1
@ -239,7 +238,7 @@ def test_add_profit(testdatadir):
fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits') fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
figure = fig1.layout.figure figure = fig1.layout.figure
profits = find_trace_in_fig_data(figure.data, "Profits") profits = find_trace_in_fig_data(figure.data, "Profits")
assert isinstance(profits, go.Scattergl) assert isinstance(profits, go.Scatter)
assert profits.yaxis == "y2" assert profits.yaxis == "y2"
@ -268,14 +267,14 @@ def test_generate_profit_graph(testdatadir):
assert len(figure.data) == 4 assert len(figure.data) == 4
avgclose = find_trace_in_fig_data(figure.data, "Avg close price") avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
assert isinstance(avgclose, go.Scattergl) assert isinstance(avgclose, go.Scatter)
profit = find_trace_in_fig_data(figure.data, "Profit") profit = find_trace_in_fig_data(figure.data, "Profit")
assert isinstance(profit, go.Scattergl) assert isinstance(profit, go.Scatter)
for pair in pairs: for pair in pairs:
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}") profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
assert isinstance(profit_pair, go.Scattergl) assert isinstance(profit_pair, go.Scatter)
def test_start_plot_dataframe(mocker): def test_start_plot_dataframe(mocker):