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Add Underwater plot

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This commit is contained in:
Matthias 2022-01-01 14:40:20 +01:00
parent 78ba2d3fc7
commit fb06a673e0
2 changed files with 31 additions and 6 deletions
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32
freqtrade/plot/plotting.py
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@ -6,8 +6,8 @@ import pandas as pd
from freqtrade.configuration import TimeRange
from freqtrade.data.btanalysis import (analyze_trade_parallelism, calculate_max_drawdown,
combine_dataframes_with_mean, create_cum_profit,
extract_trades_of_period, load_trades)
calculate_underwater, combine_dataframes_with_mean,
create_cum_profit, extract_trades_of_period, load_trades)
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange, load_data
@ -186,6 +186,24 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame,
return fig
def add_underwater(fig, row, trades: pd.DataFrame) -> make_subplots:
"""
Add underwater plot
"""
try:
underwater = calculate_underwater(trades, value_col="profit_abs")
underwater = go.Scatter(
x=underwater['date'],
y=underwater['drawdown'],
name="Underwater Plot",
)
fig.add_trace(underwater, row, 1)
except ValueError:
logger.warning("No trades found - not plotting underwater plot")
return fig
def add_parallelism(fig, row, trades: pd.DataFrame, timeframe: str) -> make_subplots:
"""
Add Chart showing trade parallelism
@ -501,20 +519,23 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
name='Avg close price',
)
fig = make_subplots(rows=4, cols=1, shared_xaxes=True,
row_width=[1, 1, 1, 1],
fig = make_subplots(rows=5, cols=1, shared_xaxes=True,
row_width=[1, 1, 1, 1, 1],
row_heights=[1, 1, 1, 0.5, 1],
vertical_spacing=0.05,
subplot_titles=[
"AVG Close Price",
"Combined Profit",
"Profit per pair",
"Parallelism"
"Parallelism",
"Underwater",
])
fig['layout'].update(title="Freqtrade Profit plot")
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
fig['layout']['yaxis4'].update(title='Trade count')
fig['layout']['yaxis5'].update(title='Underwater Plot')
fig['layout']['xaxis']['rangeslider'].update(visible=False)
fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
@ -522,6 +543,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe)
fig = add_parallelism(fig, 4, trades, timeframe)
fig = add_underwater(fig, 5, trades)
for pair in pairs:
profit_col = f'cum_profit_{pair}'

5
tests/test_plotting.py
View File

@ -336,7 +336,7 @@ def test_generate_profit_graph(testdatadir):
assert fig.layout.yaxis3.title.text == "Profit BTC"
figure = fig.layout.figure
assert len(figure.data) == 6
assert len(figure.data) == 7
avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
assert isinstance(avgclose, go.Scatter)
@ -348,6 +348,9 @@ def test_generate_profit_graph(testdatadir):
parallel = find_trace_in_fig_data(figure.data, "Parallel trades")
assert isinstance(parallel, go.Bar)
underwater = find_trace_in_fig_data(figure.data, "Underwater Plot")
assert isinstance(underwater, go.Scatter)
for pair in pairs:
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
assert isinstance(profit_pair, go.Scatter)