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Analyzing bot data with Jupyter notebooks

You can analyze the results of backtests and trading history easily using Jupyter notebooks. Sample notebooks are located at user_data/notebooks/.

Pro tips

  • See jupyter.org for usage instructions.
  • Don't forget to start a Jupyter notebook server from within your conda or venv environment or use nb_conda_kernels*
  • Copy the example notebook before use so your changes don't get clobbered with the next freqtrade update.

Fine print

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.

Task Tool
Bot operations CLI
Repetitive tasks Shell scripts
Data analysis & visualization Notebook

  1. Use the CLI to * download historical data * run a backtest * run with real-time data * export results

  2. Collect these actions in shell scripts * save complicated commands with arguments * execute multi-step operations
    * automate testing strategies and preparing data for analysis

  3. Use a notebook to * visualize data * munge and plot to generate insights

Example utility snippets

Change directory to root

Jupyter notebooks execute from the notebook directory. The following snippet searches for the project root, so relative paths remain consistent.

import os
from pathlib import Path

# Change directory
# Modify this cell to insure that the output shows the correct path.
# Define all paths relative to the project root shown in the cell output
project_root = "somedir/freqtrade"
i=0
try:
    os.chdirdir(project_root)
    assert Path('LICENSE').is_file()
except:
    while i<4 and (not Path('LICENSE').is_file()):
        os.chdir(Path(Path.cwd(), '../'))
        i+=1
    project_root = Path.cwd()
print(Path.cwd())

Load multiple configuration files

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.

import json
from freqtrade.configuration import Configuration

# Load config from multiple files
config = Configuration.from_files(["config1.json", "config2.json"])

# Show the config in memory
print(json.dumps(config['original_config'], indent=2))

For Interactive environments, have an additional configuration specifying user_data_dir 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.

{
    "user_data_dir": "~/.freqtrade/"
}

Further Data analysis documentation

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.