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1181 lines
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HTML
1181 lines
27 KiB
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<header class="md-header md-header--shadow" data-md-component="header">
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<nav class="md-header__inner md-grid" aria-label="Header">
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<a href=".." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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<span class="md-ellipsis">
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Freqtrade
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<div class="md-header__topic" data-md-component="header-topic">
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<span class="md-ellipsis">
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Jupyter Notebooks
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<div class="md-search-result" data-md-component="search-result">
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<div class="md-search-result__meta">
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Initializing search
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<ol class="md-search-result__list" role="presentation"></ol>
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</a>
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Freqtrade
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href=".." class="md-nav__link">
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<span class="md-ellipsis">
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About
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../installation/" class="md-nav__link">
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<span class="md-ellipsis">
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Installation
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../docker/" class="md-nav__link">
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<span class="md-ellipsis">
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Installation Docker
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</span>
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</a>
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<li class="md-nav__item">
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<a href="../configuration/" class="md-nav__link">
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<span class="md-ellipsis">
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Configuration
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</span>
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</a>
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<li class="md-nav__item">
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<a href="../strategy-customization/" class="md-nav__link">
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<span class="md-ellipsis">
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Strategy Customization
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../stoploss/" class="md-nav__link">
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<span class="md-ellipsis">
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Stoploss
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../bot-usage/" class="md-nav__link">
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<span class="md-ellipsis">
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Start the bot
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</span>
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</a>
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<span class="md-ellipsis">
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Control the bot
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</span>
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_8_label" aria-expanded="false">
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<label class="md-nav__title" for="__nav_8">
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<span class="md-nav__icon md-icon"></span>
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Control the bot
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../telegram-usage/" class="md-nav__link">
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<span class="md-ellipsis">
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Telegram
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../webhook-config/" class="md-nav__link">
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<span class="md-ellipsis">
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Web Hook
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../rest-api/" class="md-nav__link">
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<span class="md-ellipsis">
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REST API
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</span>
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../data-download/" class="md-nav__link">
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<span class="md-ellipsis">
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Data Downloading
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../backtesting/" class="md-nav__link">
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<span class="md-ellipsis">
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Backtesting
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../hyperopt/" class="md-nav__link">
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<span class="md-ellipsis">
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Hyperopt
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../edge/" class="md-nav__link">
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<span class="md-ellipsis">
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Edge Positioning
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../utils/" class="md-nav__link">
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<span class="md-ellipsis">
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Utility Subcommands
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../exchanges/" class="md-nav__link">
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<span class="md-ellipsis">
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Exchange-specific Notes
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../faq/" class="md-nav__link">
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<span class="md-ellipsis">
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FAQ
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</span>
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</a>
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</li>
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<li class="md-nav__item md-nav__item--active md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_16" checked>
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<label class="md-nav__link" for="__nav_16" id="__nav_16_label" tabindex="0">
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<span class="md-ellipsis">
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Data Analysis
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</span>
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_16_label" aria-expanded="true">
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<label class="md-nav__title" for="__nav_16">
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<span class="md-nav__icon md-icon"></span>
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Data Analysis
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item md-nav__item--active">
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<input class="md-nav__toggle md-toggle" type="checkbox" id="__toc">
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<label class="md-nav__link md-nav__link--active" for="__toc">
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<span class="md-ellipsis">
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Jupyter Notebooks
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</span>
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<span class="md-nav__icon md-icon"></span>
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</label>
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<a href="./" class="md-nav__link md-nav__link--active">
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<span class="md-ellipsis">
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Jupyter Notebooks
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</span>
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</a>
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<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
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<label class="md-nav__title" for="__toc">
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<span class="md-nav__icon md-icon"></span>
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Table of contents
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</label>
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<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="#pro-tips" class="md-nav__link">
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<span class="md-ellipsis">
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Pro tips
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</span>
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</a>
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<h1 id="analyzing-bot-data-with-jupyter-notebooks">Analyzing bot data with Jupyter notebooks<a class="headerlink" href="#analyzing-bot-data-with-jupyter-notebooks" title="Permanent link">¶</a></h1>
|
|
<p>You can analyze the results of backtests and trading history easily using Jupyter notebooks. Sample notebooks are located at <code>user_data/notebooks/</code>. </p>
|
|
<h2 id="pro-tips">Pro tips<a class="headerlink" href="#pro-tips" title="Permanent link">¶</a></h2>
|
|
<ul>
|
|
<li>See <a href="https://jupyter.org/documentation">jupyter.org</a> for usage instructions.</li>
|
|
<li>Don't forget to start a Jupyter notebook server from within your conda or venv environment or use <a href="https://github.com/Anaconda-Platform/nb_conda_kernels">nb_conda_kernels</a>*</li>
|
|
<li>Copy the example notebook before use so your changes don't get clobbered with the next freqtrade update.</li>
|
|
</ul>
|
|
<h2 id="fine-print">Fine print<a class="headerlink" href="#fine-print" title="Permanent link">¶</a></h2>
|
|
<p>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.</p>
|
|
<h2 id="recommended-workflow">Recommended workflow<a class="headerlink" href="#recommended-workflow" title="Permanent link">¶</a></h2>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Task</th>
|
|
<th>Tool</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td>Bot operations</td>
|
|
<td>CLI</td>
|
|
</tr>
|
|
<tr>
|
|
<td>Repetitive tasks</td>
|
|
<td>Shell scripts</td>
|
|
</tr>
|
|
<tr>
|
|
<td>Data analysis & visualization</td>
|
|
<td>Notebook</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<ol>
|
|
<li>
|
|
<p>Use the CLI to
|
|
* download historical data
|
|
* run a backtest
|
|
* run with real-time data
|
|
* export results </p>
|
|
</li>
|
|
<li>
|
|
<p>Collect these actions in shell scripts
|
|
* save complicated commands with arguments
|
|
* execute multi-step operations<br />
|
|
* automate testing strategies and preparing data for analysis</p>
|
|
</li>
|
|
<li>
|
|
<p>Use a notebook to
|
|
* visualize data
|
|
* munge and plot to generate insights</p>
|
|
</li>
|
|
</ol>
|
|
<h2 id="example-utility-snippets">Example utility snippets<a class="headerlink" href="#example-utility-snippets" title="Permanent link">¶</a></h2>
|
|
<h3 id="change-directory-to-root">Change directory to root<a class="headerlink" href="#change-directory-to-root" title="Permanent link">¶</a></h3>
|
|
<p>Jupyter notebooks execute from the notebook directory. The following snippet searches for the project root, so relative paths remain consistent.</p>
|
|
<div class="highlight"><pre><span></span><code><span class="kn">import</span> <span class="nn">os</span>
|
|
<span class="kn">from</span> <span class="nn">pathlib</span> <span class="kn">import</span> <span class="n">Path</span>
|
|
|
|
<span class="c1"># Change directory</span>
|
|
<span class="c1"># Modify this cell to insure that the output shows the correct path.</span>
|
|
<span class="c1"># Define all paths relative to the project root shown in the cell output</span>
|
|
<span class="n">project_root</span> <span class="o">=</span> <span class="s2">"somedir/freqtrade"</span>
|
|
<span class="n">i</span><span class="o">=</span><span class="mi">0</span>
|
|
<span class="k">try</span><span class="p">:</span>
|
|
<span class="n">os</span><span class="o">.</span><span class="n">chdirdir</span><span class="p">(</span><span class="n">project_root</span><span class="p">)</span>
|
|
<span class="k">assert</span> <span class="n">Path</span><span class="p">(</span><span class="s1">'LICENSE'</span><span class="p">)</span><span class="o">.</span><span class="n">is_file</span><span class="p">()</span>
|
|
<span class="k">except</span><span class="p">:</span>
|
|
<span class="k">while</span> <span class="n">i</span><span class="o"><</span><span class="mi">4</span> <span class="ow">and</span> <span class="p">(</span><span class="ow">not</span> <span class="n">Path</span><span class="p">(</span><span class="s1">'LICENSE'</span><span class="p">)</span><span class="o">.</span><span class="n">is_file</span><span class="p">()):</span>
|
|
<span class="n">os</span><span class="o">.</span><span class="n">chdir</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">(),</span> <span class="s1">'../'</span><span class="p">))</span>
|
|
<span class="n">i</span><span class="o">+=</span><span class="mi">1</span>
|
|
<span class="n">project_root</span> <span class="o">=</span> <span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">()</span>
|
|
<span class="nb">print</span><span class="p">(</span><span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">())</span>
|
|
</code></pre></div>
|
|
<h3 id="load-multiple-configuration-files">Load multiple configuration files<a class="headerlink" href="#load-multiple-configuration-files" title="Permanent link">¶</a></h3>
|
|
<p>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.</p>
|
|
<div class="highlight"><pre><span></span><code><span class="kn">import</span> <span class="nn">json</span>
|
|
<span class="kn">from</span> <span class="nn">freqtrade.configuration</span> <span class="kn">import</span> <span class="n">Configuration</span>
|
|
|
|
<span class="c1"># Load config from multiple files</span>
|
|
<span class="n">config</span> <span class="o">=</span> <span class="n">Configuration</span><span class="o">.</span><span class="n">from_files</span><span class="p">([</span><span class="s2">"config1.json"</span><span class="p">,</span> <span class="s2">"config2.json"</span><span class="p">])</span>
|
|
|
|
<span class="c1"># Show the config in memory</span>
|
|
<span class="nb">print</span><span class="p">(</span><span class="n">json</span><span class="o">.</span><span class="n">dumps</span><span class="p">(</span><span class="n">config</span><span class="p">[</span><span class="s1">'original_config'</span><span class="p">],</span> <span class="n">indent</span><span class="o">=</span><span class="mi">2</span><span class="p">))</span>
|
|
</code></pre></div>
|
|
<p>For Interactive environments, have an additional configuration specifying <code>user_data_dir</code> 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.</p>
|
|
<div class="highlight"><pre><span></span><code><span class="p">{</span>
|
|
<span class="w"> </span><span class="nt">"user_data_dir"</span><span class="p">:</span><span class="w"> </span><span class="s2">"~/.freqtrade/"</span>
|
|
<span class="p">}</span>
|
|
</code></pre></div>
|
|
<h3 id="further-data-analysis-documentation">Further Data analysis documentation<a class="headerlink" href="#further-data-analysis-documentation" title="Permanent link">¶</a></h3>
|
|
<ul>
|
|
<li><a href="../strategy_analysis_example/">Strategy debugging</a> - also available as Jupyter notebook (<code>user_data/notebooks/strategy_analysis_example.ipynb</code>)</li>
|
|
<li><a href="../plotting/">Plotting</a></li>
|
|
</ul>
|
|
<p>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.</p>
|
|
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