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https://github.com/freqtrade/freqtrade.git
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Cleanup plot_dataframe a bit
This commit is contained in:
Matthias
parent
68af6d4151
commit
6df0b39f81
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@ -51,7 +51,7 @@ _CONF: Dict[str, Any] = {}
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timeZone = pytz.UTC
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def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame:
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def load_trades(args: Namespace, pair: str) -> pd.DataFrame:
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trades: pd.DataFrame = pd.DataFrame()
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if args.db_url:
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persistence.init(args.db_url, clean_open_orders=False)
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@ -96,9 +96,7 @@ def generate_plot_file(fig, pair, ticker_interval, is_last) -> None:
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Path("user_data/plots").mkdir(parents=True, exist_ok=True)
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plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)),
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auto_open=False,
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include_plotlyjs='https://cdn.plot.ly/plotly-1.47.4.min.js'
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)
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auto_open=False)
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if is_last:
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plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')), auto_open=False)
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@ -133,14 +131,13 @@ def get_trading_env(args: Namespace):
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return [strategy, exchange, pairs]
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def get_tickers_data(strategy, exchange, pairs: List[str], args):
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def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, live: bool):
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"""
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Get tickers data for each pairs on live or local, option defined in args
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:return: dictinnary of tickers. output format: {'pair': tickersdata}
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:return: dictionary of tickers. output format: {'pair': tickersdata}
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"""
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ticker_interval = strategy.ticker_interval
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timerange = Arguments.parse_timerange(args.timerange)
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tickers = history.load_data(
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datadir=Path(str(_CONF.get("datadir"))),
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@ -184,10 +181,53 @@ def extract_trades_of_period(dataframe, trades) -> pd.DataFrame:
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Compare trades and backtested pair DataFrames to get trades performed on backtested period
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:return: the DataFrame of a trades of period
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"""
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trades = trades.loc[trades['open_time'] >= dataframe.iloc[0]['date']]
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trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
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(trades['close_time'] <= dataframe.iloc[-1]['date'])]
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return trades
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def analyse_and_plot_pairs(args: Namespace):
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"""
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From arguments provided in cli:
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-Initialise backtest env
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-Get tickers data
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-Generate Dafaframes populated with indicators and signals
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-Load trades excecuted on same periods
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-Generate Plotly plot objects
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-Generate plot files
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:return: None
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"""
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strategy, exchange, pairs = get_trading_env(args)
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# Set timerange to use
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timerange = Arguments.parse_timerange(args.timerange)
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ticker_interval = strategy.ticker_interval
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tickers = get_tickers_data(strategy, exchange, pairs, timerange, args.live)
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pair_counter = 0
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for pair, data in tickers.items():
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pair_counter += 1
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logger.info("analyse pair %s", pair)
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tickers = {}
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tickers[pair] = data
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dataframe = generate_dataframe(strategy, tickers, pair)
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trades = load_trades(args, pair)
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trades = extract_trades_of_period(dataframe, trades)
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fig = generate_graph(
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pair=pair,
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data=dataframe,
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trades=trades,
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indicators1=args.indicators1.split(","),
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indicators2=args.indicators2.split(",")
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)
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is_last = (False, True)[pair_counter == len(tickers)]
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generate_plot_file(fig, pair, ticker_interval, is_last)
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logger.info('End of ploting process %s plots generated', pair_counter)
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def plot_parse_args(args: List[str]) -> Namespace:
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"""
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Parse args passed to the script
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@ -226,49 +266,6 @@ def plot_parse_args(args: List[str]) -> Namespace:
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arguments.backtesting_options(arguments.parser)
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return arguments.parse_args()
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def analyse_and_plot_pairs(args: Namespace):
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"""
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From arguments provided in cli:
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-Initialise backtest env
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-Get tickers data
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-Generate Dafaframes populated with indicators and signals
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-Load trades excecuted on same periods
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-Generate Plotly plot objects
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-Generate plot files
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:return: None
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"""
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strategy, exchange, pairs = get_trading_env(args)
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# Set timerange to use
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timerange = Arguments.parse_timerange(args.timerange)
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ticker_interval = strategy.ticker_interval
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tickers = get_tickers_data(strategy, exchange, pairs, args)
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pair_counter = 0
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for pair, data in tickers.items():
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pair_counter += 1
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logger.info("analyse pair %s", pair)
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tickers = {}
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tickers[pair] = data
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dataframe = generate_dataframe(strategy, tickers, pair)
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trades = load_trades(args, pair, timerange)
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trades = extract_trades_of_period(dataframe, trades)
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fig = generate_graph(
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pair=pair,
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data=dataframe,
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trades=trades,
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indicators1=args.indicators1.split(","),
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indicators2=args.indicators2.split(",")
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)
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is_last = (False, True)[pair_counter == len(tickers)]
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generate_plot_file(fig, pair, ticker_interval, is_last)
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logger.info('End of ploting process %s plots generated', pair_counter)
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def main(sysargv: List[str]) -> None:
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"""
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This function will initiate the bot and start the trading loop.
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