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https://github.com/freqtrade/freqtrade.git
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support dicts as indicators
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parent
3798f94d4c
commit
84ef588163
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@ -1,6 +1,6 @@
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import logging
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import logging
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from pathlib import Path
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from pathlib import Path
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from typing import Any, Dict, List
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from typing import Any, Dict, List, Union
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import pandas as pd
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import pandas as pd
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from freqtrade.configuration import TimeRange
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from freqtrade.configuration import TimeRange
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@ -13,6 +13,8 @@ from freqtrade.resolvers import StrategyResolver
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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IndicatorType = Union[List[str], Dict[str, Dict]]
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try:
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try:
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from plotly.subplots import make_subplots
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from plotly.subplots import make_subplots
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from plotly.offline import plot
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from plotly.offline import plot
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@ -54,9 +56,9 @@ def init_plotscript(config):
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}
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}
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def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
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def _add_indicators_list(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
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"""
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"""
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Generator all the indicator selected by the user for a specific row
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Generate all the indicator selected by the user for a specific row
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:param fig: Plot figure to append to
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:param fig: Plot figure to append to
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:param row: row number for this plot
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:param row: row number for this plot
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:param indicators: List of indicators present in the dataframe
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:param indicators: List of indicators present in the dataframe
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@ -81,6 +83,51 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_
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return fig
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return fig
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def _add_indicators_dict(fig, row, indicators: Dict[str, Dict],
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data: pd.DataFrame) -> make_subplots:
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"""
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Generate all the indicators selected by the user for a specific row, based on the configuration
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:param fig: Plot figure to append to
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:param row: row number for this plot
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:param indicators: Dict of Indicators with configuration options.
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Dict key must correspond to dataframe column.
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:param data: candlestick DataFrame
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"""
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for indicator, conf in indicators.items():
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print(conf)
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if indicator in data:
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scatter = go.Scatter(
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x=data['date'],
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y=data[indicator].values,
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mode='lines',
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name=indicator
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)
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fig.add_trace(scatter, row, 1)
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else:
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logger.info(
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'Indicator "%s" ignored. Reason: This indicator is not found '
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'in your strategy.',
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indicator
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)
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return fig
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def add_indicators(fig, row, indicators: IndicatorType, data: pd.DataFrame) -> make_subplots:
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"""
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Generate all the indicator selected by the user for a specific row
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:param fig: Plot figure to append to
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:param row: row number for this plot
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:param indicators: List of indicators present in the dataframe, Or Dict of Indicators
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with configuration options. Dict key must correspond to dataframe column.
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:param data: candlestick DataFrame
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"""
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if isinstance(indicators, list):
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_add_indicators_list(fig, row, indicators, data)
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else:
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_add_indicators_dict(fig, row, indicators, data)
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def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
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def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
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"""
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"""
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Add profit-plot
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Add profit-plot
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@ -144,8 +191,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
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def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None,
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def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None,
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indicators1: List[str] = [],
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indicators1: IndicatorType = [],
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indicators2: List[str] = [],) -> go.Figure:
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indicators2: IndicatorType = [],) -> go.Figure:
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"""
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"""
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Generate the graph from the data generated by Backtesting or from DB
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Generate the graph from the data generated by Backtesting or from DB
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Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
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Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
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@ -355,12 +402,15 @@ def load_and_plot_trades(config: Dict[str, Any]):
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trades_pair = trades.loc[trades['pair'] == pair]
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trades_pair = trades.loc[trades['pair'] == pair]
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trades_pair = extract_trades_of_period(dataframe, trades_pair)
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trades_pair = extract_trades_of_period(dataframe, trades_pair)
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indicators1 = config["indicators1"]
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indicators2 = config["indicators2"]
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fig = generate_candlestick_graph(
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fig = generate_candlestick_graph(
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pair=pair,
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pair=pair,
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data=dataframe,
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data=dataframe,
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trades=trades_pair,
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trades=trades_pair,
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indicators1=config["indicators1"],
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indicators1=indicators1,
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indicators2=config["indicators2"],
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indicators2=indicators2,
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)
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)
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store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),
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store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),
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