from copy import deepcopy from unittest.mock import MagicMock import pandas as pd import plotly.graph_objects as go import pytest from plotly.subplots import make_subplots from freqtrade.commands import start_plot_dataframe, start_plot_profit from freqtrade.configuration import TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import load_backtest_data from freqtrade.data.metrics import create_cum_profit from freqtrade.exceptions import OperationalException from freqtrade.plot.plotting import ( add_areas, add_indicators, add_profit, create_plotconfig, generate_candlestick_graph, generate_plot_filename, generate_profit_graph, init_plotscript, load_and_plot_trades, plot_profit, plot_trades, store_plot_file, ) from freqtrade.resolvers import StrategyResolver from tests.conftest import get_args, log_has, log_has_re, patch_exchange def fig_generating_mock(fig, *args, **kwargs): """Return Fig - used to mock add_indicators and plot_trades""" return fig def find_trace_in_fig_data(data, search_string: str): matches = (d for d in data if d.name == search_string) return next(matches) def generate_empty_figure(): return make_subplots( rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 4], vertical_spacing=0.0001, ) def test_init_plotscript(default_conf, mocker, testdatadir): default_conf["timerange"] = "20180110-20180112" default_conf["trade_source"] = "file" default_conf["timeframe"] = "5m" default_conf["exportfilename"] = testdatadir / "backtest-result.json" supported_markets = ["TRX/BTC", "ADA/BTC"] ret = init_plotscript(default_conf, supported_markets) assert "ohlcv" in ret assert "trades" in ret assert "pairs" in ret assert "timerange" in ret default_conf["pairs"] = ["TRX/BTC", "ADA/BTC"] ret = init_plotscript(default_conf, supported_markets, 20) assert "ohlcv" in ret assert "TRX/BTC" in ret["ohlcv"] assert "ADA/BTC" in ret["ohlcv"] def test_add_indicators(default_conf, testdatadir, caplog): pair = "UNITTEST/BTC" timerange = TimeRange() data = history.load_pair_history( pair=pair, timeframe="1m", datadir=testdatadir, timerange=timerange ) indicators1 = {"ema10": {}} indicators2 = {"macd": {"color": "red"}} strategy = StrategyResolver.load_strategy(default_conf) # Generate entry/exit signals and indicators data = strategy.analyze_ticker(data, {"pair": pair}) fig = generate_empty_figure() # Row 1 fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data) figure = fig1.layout.figure ema10 = find_trace_in_fig_data(figure.data, "ema10") assert isinstance(ema10, go.Scatter) assert ema10.yaxis == "y" fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data) figure = fig2.layout.figure macd = find_trace_in_fig_data(figure.data, "macd") assert isinstance(macd, go.Scatter) assert macd.yaxis == "y3" assert macd.line.color == "red" # No indicator found fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators={"no_indicator": {}}, data=data) assert fig == fig3 assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog) def test_add_areas(default_conf, testdatadir, caplog): pair = "UNITTEST/BTC" timerange = TimeRange(None, "line", 0, -1000) data = history.load_pair_history( pair=pair, timeframe="1m", datadir=testdatadir, timerange=timerange ) indicators = { "macd": { "color": "red", "fill_color": "black", "fill_to": "macdhist", "fill_label": "MACD Fill", } } ind_no_label = {"macd": {"fill_color": "red", "fill_to": "macdhist"}} ind_plain = {"macd": {"fill_to": "macdhist"}} strategy = StrategyResolver.load_strategy(default_conf) # Generate entry/exit signals and indicators data = strategy.analyze_ticker(data, {"pair": pair}) fig = generate_empty_figure() # indicator mentioned in fill_to does not exist fig1 = add_areas(fig, 1, data, {"ema10": {"fill_to": "no_fill_indicator"}}) assert fig == fig1 assert log_has_re(r'fill_to: "no_fill_indicator" ignored\..*', caplog) # indicator does not exist fig2 = add_areas(fig, 1, data, {"no_indicator": {"fill_to": "ema10"}}) assert fig == fig2 assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog) # everything given in plot config, row 3 fig3 = add_areas(fig, 3, data, indicators) figure = fig3.layout.figure fill_macd = find_trace_in_fig_data(figure.data, "MACD Fill") assert isinstance(fill_macd, go.Scatter) assert fill_macd.yaxis == "y3" assert fill_macd.fillcolor == "black" # label missing, row 1 fig4 = add_areas(fig, 1, data, ind_no_label) figure = fig4.layout.figure fill_macd = find_trace_in_fig_data(figure.data, "macd<>macdhist") assert isinstance(fill_macd, go.Scatter) assert fill_macd.yaxis == "y" assert fill_macd.fillcolor == "red" # fit_to only fig5 = add_areas(fig, 1, data, ind_plain) figure = fig5.layout.figure fill_macd = find_trace_in_fig_data(figure.data, "macd<>macdhist") assert isinstance(fill_macd, go.Scatter) assert fill_macd.yaxis == "y" def test_plot_trades(testdatadir, caplog): fig1 = generate_empty_figure() # nothing happens when no trades are available fig = plot_trades(fig1, None) assert fig == fig1 assert log_has("No trades found.", caplog) pair = "ADA/BTC" filename = testdatadir / "backtest_results/backtest-result.json" trades = load_backtest_data(filename) trades = trades.loc[trades["pair"] == pair] fig = plot_trades(fig, trades) figure = fig1.layout.figure # Check entry - color, should be in first graph, ... trade_entries = find_trace_in_fig_data(figure.data, "Trade entry") assert isinstance(trade_entries, go.Scatter) assert trade_entries.yaxis == "y" assert len(trades) == len(trade_entries.x) assert trade_entries.marker.color == "cyan" assert trade_entries.marker.symbol == "circle-open" assert trade_entries.text[0] == "3.99%, buy_tag, roi, 15 min" trade_exit = find_trace_in_fig_data(figure.data, "Exit - Profit") assert isinstance(trade_exit, go.Scatter) assert trade_exit.yaxis == "y" assert len(trades.loc[trades["profit_ratio"] > 0]) == len(trade_exit.x) assert trade_exit.marker.color == "green" assert trade_exit.marker.symbol == "square-open" assert trade_exit.text[0] == "3.99%, buy_tag, roi, 15 min" trade_sell_loss = find_trace_in_fig_data(figure.data, "Exit - Loss") assert isinstance(trade_sell_loss, go.Scatter) assert trade_sell_loss.yaxis == "y" assert len(trades.loc[trades["profit_ratio"] <= 0]) == len(trade_sell_loss.x) assert trade_sell_loss.marker.color == "red" assert trade_sell_loss.marker.symbol == "square-open" assert trade_sell_loss.text[5] == "-10.45%, stop_loss, 720 min" def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog): row_mock = mocker.patch( "freqtrade.plot.plotting.add_indicators", MagicMock(side_effect=fig_generating_mock) ) trades_mock = mocker.patch( "freqtrade.plot.plotting.plot_trades", MagicMock(side_effect=fig_generating_mock) ) pair = "UNITTEST/BTC" timerange = TimeRange(None, "line", 0, -1000) data = history.load_pair_history( pair=pair, timeframe="1m", datadir=testdatadir, timerange=timerange ) data["enter_long"] = 0 data["exit_long"] = 0 data["enter_short"] = 0 data["exit_short"] = 0 indicators1 = [] indicators2 = [] fig = generate_candlestick_graph( pair=pair, data=data, trades=None, indicators1=indicators1, indicators2=indicators2 ) assert isinstance(fig, go.Figure) assert fig.layout.title.text == pair figure = fig.layout.figure assert len(figure.data) == 2 # Candlesticks are plotted first candles = find_trace_in_fig_data(figure.data, "Price") assert isinstance(candles, go.Candlestick) volume = find_trace_in_fig_data(figure.data, "Volume") assert isinstance(volume, go.Bar) assert row_mock.call_count == 2 assert trades_mock.call_count == 1 assert log_has("No enter_long-signals found.", caplog) assert log_has("No exit_long-signals found.", caplog) assert log_has("No enter_short-signals found.", caplog) assert log_has("No exit_short-signals found.", caplog) def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir): row_mock = mocker.patch( "freqtrade.plot.plotting.add_indicators", MagicMock(side_effect=fig_generating_mock) ) trades_mock = mocker.patch( "freqtrade.plot.plotting.plot_trades", MagicMock(side_effect=fig_generating_mock) ) pair = "UNITTEST/BTC" timerange = TimeRange(None, "line", 0, -1000) data = history.load_pair_history( pair=pair, timeframe="1m", datadir=testdatadir, timerange=timerange ) strategy = StrategyResolver.load_strategy(default_conf) # Generate buy/sell signals and indicators data = strategy.analyze_ticker(data, {"pair": pair}) indicators1 = [] indicators2 = [] fig = generate_candlestick_graph( pair=pair, data=data, trades=None, indicators1=indicators1, indicators2=indicators2 ) assert isinstance(fig, go.Figure) assert fig.layout.title.text == pair figure = fig.layout.figure assert len(figure.data) == 8 # Candlesticks are plotted first candles = find_trace_in_fig_data(figure.data, "Price") assert isinstance(candles, go.Candlestick) volume = find_trace_in_fig_data(figure.data, "Volume") assert isinstance(volume, go.Bar) enter_long = find_trace_in_fig_data(figure.data, "enter_long") assert isinstance(enter_long, go.Scatter) # All buy-signals should be plotted assert int(data["enter_long"].sum()) == len(enter_long.x) exit_long = find_trace_in_fig_data(figure.data, "exit_long") assert isinstance(exit_long, go.Scatter) # All buy-signals should be plotted assert int(data["exit_long"].sum()) == len(exit_long.x) assert find_trace_in_fig_data(figure.data, "Bollinger Band") assert row_mock.call_count == 2 assert trades_mock.call_count == 1 def test_generate_Plot_filename(): fn = generate_plot_filename("UNITTEST/BTC", "5m") assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html" def test_generate_plot_file(mocker, caplog, user_dir): fig = generate_empty_figure() plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock()) store_plot_file( fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html", directory=user_dir / "plot" ) expected_fn = str(user_dir / "plot/freqtrade-plot-UNITTEST_BTC-5m.html") assert plot_mock.call_count == 1 assert plot_mock.call_args[0][0] == fig assert plot_mock.call_args_list[0][1]["filename"] == expected_fn assert log_has(f"Stored plot as {expected_fn}", caplog) def test_add_profit(testdatadir): filename = testdatadir / "backtest_results/backtest-result.json" bt_data = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") df = history.load_pair_history( pair="TRX/BTC", timeframe="5m", datadir=testdatadir, timerange=timerange ) fig = generate_empty_figure() cum_profits = create_cum_profit( df.set_index("date"), bt_data[bt_data["pair"] == "TRX/BTC"], "cum_profits", timeframe="5m" ) fig1 = add_profit(fig, row=2, data=cum_profits, column="cum_profits", name="Profits") figure = fig1.layout.figure profits = find_trace_in_fig_data(figure.data, "Profits") assert isinstance(profits, go.Scatter) assert profits.yaxis == "y2" def test_generate_profit_graph(testdatadir): filename = testdatadir / "backtest_results/backtest-result.json" trades = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") pairs = ["TRX/BTC", "XLM/BTC"] trades = trades[trades["close_date"] < pd.Timestamp("2018-01-12", tz="UTC")] data = history.load_data(datadir=testdatadir, pairs=pairs, timeframe="5m", timerange=timerange) trades = trades[trades["pair"].isin(pairs)] fig = generate_profit_graph( pairs, data, trades, timeframe="5m", stake_currency="BTC", starting_balance=0 ) assert isinstance(fig, go.Figure) assert fig.layout.title.text == "Freqtrade Profit plot" assert fig.layout.yaxis.title.text == "Price" assert fig.layout.yaxis2.title.text == "Profit BTC" assert fig.layout.yaxis3.title.text == "Profit BTC" figure = fig.layout.figure assert len(figure.data) == 8 avgclose = find_trace_in_fig_data(figure.data, "Avg close price") assert isinstance(avgclose, go.Scatter) profit = find_trace_in_fig_data(figure.data, "Profit") assert isinstance(profit, go.Scatter) drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 73.89%") assert isinstance(drawdown, go.Scatter) parallel = find_trace_in_fig_data(figure.data, "Parallel trades") assert isinstance(parallel, go.Scatter) underwater = find_trace_in_fig_data(figure.data, "Underwater Plot") assert isinstance(underwater, go.Scatter) underwater_relative = find_trace_in_fig_data(figure.data, "Underwater Plot (%)") assert isinstance(underwater_relative, go.Scatter) for pair in pairs: profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}") assert isinstance(profit_pair, go.Scatter) with pytest.raises(OperationalException, match=r"No trades found.*"): # Pair cannot be empty - so it's an empty dataframe. generate_profit_graph( pairs, data, trades.loc[trades["pair"].isnull()], timeframe="5m", stake_currency="BTC", starting_balance=0, ) def test_start_plot_dataframe(mocker): aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock()) args = [ "plot-dataframe", "--config", "tests/testdata/testconfigs/main_test_config.json", "--pairs", "ETH/BTC", ] start_plot_dataframe(get_args(args)) assert aup.call_count == 1 called_config = aup.call_args_list[0][0][0] assert "pairs" in called_config assert called_config["pairs"] == ["ETH/BTC"] def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir): patch_exchange(mocker) default_conf["trade_source"] = "file" default_conf["exportfilename"] = testdatadir / "backtest-result.json" default_conf["indicators1"] = ["sma5", "ema10"] default_conf["indicators2"] = ["macd"] default_conf["pairs"] = ["ETH/BTC", "LTC/BTC"] candle_mock = MagicMock() store_mock = MagicMock() mocker.patch.multiple( "freqtrade.plot.plotting", generate_candlestick_graph=candle_mock, store_plot_file=store_mock, ) load_and_plot_trades(default_conf) # Both mocks should be called once per pair assert candle_mock.call_count == 2 assert store_mock.call_count == 2 assert candle_mock.call_args_list[0][1]["indicators1"] == ["sma5", "ema10"] assert candle_mock.call_args_list[0][1]["indicators2"] == ["macd"] assert log_has("End of plotting process. 2 plots generated", caplog) def test_start_plot_profit(mocker): aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock()) args = [ "plot-profit", "--config", "tests/testdata/testconfigs/main_test_config.json", "--pairs", "ETH/BTC", ] start_plot_profit(get_args(args)) assert aup.call_count == 1 called_config = aup.call_args_list[0][0][0] assert "pairs" in called_config assert called_config["pairs"] == ["ETH/BTC"] def test_start_plot_profit_error(mocker): args = ["plot-profit", "--pairs", "ETH/BTC"] argsp = get_args(args) # Make sure we use no config. Details: #2241 # not resetting config causes random failures if config.json exists argsp["config"] = [] with pytest.raises(OperationalException): start_plot_profit(argsp) def test_plot_profit(default_conf, mocker, testdatadir): patch_exchange(mocker) default_conf["trade_source"] = "file" default_conf["exportfilename"] = testdatadir / "backtest-result_test_nofile.json" default_conf["pairs"] = ["ETH/BTC", "LTC/BTC"] profit_mock = MagicMock() store_mock = MagicMock() mocker.patch.multiple( "freqtrade.plot.plotting", generate_profit_graph=profit_mock, store_plot_file=store_mock ) with pytest.raises( OperationalException, match=r"No trades found, cannot generate Profit-plot.*" ): plot_profit(default_conf) default_conf["exportfilename"] = testdatadir / "backtest_results/backtest-result.json" plot_profit(default_conf) # Plot-profit generates one combined plot assert profit_mock.call_count == 1 assert store_mock.call_count == 1 assert profit_mock.call_args_list[0][0][0] == default_conf["pairs"] assert store_mock.call_args_list[0][1]["auto_open"] is False del default_conf["timeframe"] with pytest.raises(OperationalException, match=r"Timeframe must be set.*--timeframe.*"): plot_profit(default_conf) @pytest.mark.parametrize( "ind1,ind2,plot_conf,exp", [ # No indicators, use plot_conf ( [], [], {}, { "main_plot": {"sma": {}, "ema3": {}, "ema5": {}}, "subplots": {"Other": {"macd": {}, "macdsignal": {}}}, }, ), # use indicators ( ["sma", "ema3"], ["macd"], {}, {"main_plot": {"sma": {}, "ema3": {}}, "subplots": {"Other": {"macd": {}}}}, ), # only main_plot - adds empty subplots ([], [], {"main_plot": {"sma": {}}}, {"main_plot": {"sma": {}}, "subplots": {}}), # Main and subplots ( [], [], {"main_plot": {"sma": {}}, "subplots": {"RSI": {"rsi": {"color": "red"}}}}, {"main_plot": {"sma": {}}, "subplots": {"RSI": {"rsi": {"color": "red"}}}}, ), # no main_plot, adds empty main_plot ( [], [], {"subplots": {"RSI": {"rsi": {"color": "red"}}}}, {"main_plot": {}, "subplots": {"RSI": {"rsi": {"color": "red"}}}}, ), # indicator 1 / 2 should have prevalence ( ["sma", "ema3"], ["macd"], {"main_plot": {"sma": {}}, "subplots": {"RSI": {"rsi": {"color": "red"}}}}, {"main_plot": {"sma": {}, "ema3": {}}, "subplots": {"Other": {"macd": {}}}}, ), # indicator 1 - overrides plot_config main_plot ( ["sma", "ema3"], [], {"main_plot": {"sma": {}}, "subplots": {"RSI": {"rsi": {"color": "red"}}}}, {"main_plot": {"sma": {}, "ema3": {}}, "subplots": {"RSI": {"rsi": {"color": "red"}}}}, ), # indicator 2 - overrides plot_config subplots ( [], ["macd", "macd_signal"], {"main_plot": {"sma": {}}, "subplots": {"RSI": {"rsi": {"color": "red"}}}}, {"main_plot": {"sma": {}}, "subplots": {"Other": {"macd": {}, "macd_signal": {}}}}, ), ], ) def test_create_plotconfig(ind1, ind2, plot_conf, exp): res = create_plotconfig(ind1, ind2, plot_conf) assert "main_plot" in res assert "subplots" in res assert isinstance(res["main_plot"], dict) assert isinstance(res["subplots"], dict) assert res == exp