freqtrade_origin/scripts/plot_dataframe.py

114 lines
3.4 KiB
Python
Executable File

#!/usr/bin/env python3
"""
Script to display when the bot will buy on specific pair(s)
Use `python plot_dataframe.py --help` to display the command line arguments
Indicators recommended
Row 1: sma, ema3, ema5, ema10, ema50
Row 3: macd, rsi, fisher_rsi, mfi, slowd, slowk, fastd, fastk
Example of usage:
> python3 scripts/plot_dataframe.py --pairs BTC/EUR,XRP/BTC -d user_data/data/
--indicators1 sma,ema3 --indicators2 fastk,fastd
"""
import logging
import sys
from typing import Any, Dict, List
import pandas as pd
from freqtrade.configuration import Arguments
from freqtrade.configuration.arguments import ARGS_PLOT_DATAFRAME
from freqtrade.data.btanalysis import extract_trades_of_period
from freqtrade.optimize import setup_configuration
from freqtrade.plot.plotting import (init_plotscript, generate_candlestick_graph,
store_plot_file,
generate_plot_filename)
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame:
"""
Get tickers then Populate strategy indicators and signals, then return the full dataframe
:return: the DataFrame of a pair
"""
dataframes = strategy.tickerdata_to_dataframe(tickers)
dataframe = dataframes[pair]
dataframe = strategy.advise_buy(dataframe, {'pair': pair})
dataframe = strategy.advise_sell(dataframe, {'pair': pair})
return dataframe
def analyse_and_plot_pairs(config: Dict[str, Any]):
"""
From arguments provided in cli:
-Initialise backtest env
-Get tickers data
-Generate Dafaframes populated with indicators and signals
-Load trades excecuted on same periods
-Generate Plotly plot objects
-Generate plot files
:return: None
"""
plot_elements = init_plotscript(config)
trades = plot_elements['trades']
pair_counter = 0
for pair, data in plot_elements["tickers"].items():
pair_counter += 1
logger.info("analyse pair %s", pair)
tickers = {}
tickers[pair] = data
dataframe = generate_dataframe(plot_elements["strategy"], tickers, pair)
trades_pair = trades.loc[trades['pair'] == pair]
trades_pair = extract_trades_of_period(dataframe, trades_pair)
fig = generate_candlestick_graph(
pair=pair,
data=dataframe,
trades=trades_pair,
indicators1=config["indicators1"].split(","),
indicators2=config["indicators2"].split(",")
)
store_plot_file(fig, generate_plot_filename(pair, config['ticker_interval']))
logger.info('End of ploting process %s plots generated', pair_counter)
def plot_parse_args(args: List[str]) -> Dict[str, Any]:
"""
Parse args passed to the script
:param args: Cli arguments
:return: args: Array with all arguments
"""
arguments = Arguments(args, 'Graph dataframe')
arguments._build_args(optionlist=ARGS_PLOT_DATAFRAME)
parsed_args = arguments._parse_args()
# Load the configuration
config = setup_configuration(parsed_args, RunMode.OTHER)
return config
def main(sysargv: List[str]) -> None:
"""
This function will initiate the bot and start the trading loop.
:return: None
"""
logger.info('Starting Plot Dataframe')
analyse_and_plot_pairs(
plot_parse_args(sysargv)
)
exit()
if __name__ == '__main__':
main(sys.argv[1:])