mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
155 lines
4.6 KiB
Python
Executable File
155 lines
4.6 KiB
Python
Executable File
#!/usr/bin/env python3
|
|
"""
|
|
Script to display when the bot will buy on specific pair(s)
|
|
|
|
Mandatory Cli parameters:
|
|
-p / --pairs: pair(s) to examine
|
|
|
|
Option but recommended
|
|
-s / --strategy: strategy to use
|
|
|
|
|
|
Optional Cli parameters
|
|
-d / --datadir: path to pair(s) backtest data
|
|
--timerange: specify what timerange of data to use.
|
|
-l / --live: Live, to download the latest ticker for the pair(s)
|
|
-db / --db-url: Show trades stored in database
|
|
|
|
|
|
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 pathlib import Path
|
|
from typing import Any, Dict, List
|
|
|
|
import pandas as pd
|
|
|
|
from freqtrade.arguments import Arguments
|
|
from freqtrade.data import history
|
|
from freqtrade.data.btanalysis import (extract_trades_of_period,
|
|
load_backtest_data, load_trades_from_db)
|
|
from freqtrade.optimize import setup_configuration
|
|
from freqtrade.plot.plotting import generate_graph, generate_plot_file
|
|
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
|
|
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
|
|
"""
|
|
exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
|
|
|
|
strategy = StrategyResolver(config).strategy
|
|
if "pairs" in config:
|
|
pairs = config["pairs"].split(',')
|
|
else:
|
|
pairs = config["exchange"]["pair_whitelist"]
|
|
|
|
# Set timerange to use
|
|
timerange = Arguments.parse_timerange(config["timerange"])
|
|
ticker_interval = strategy.ticker_interval
|
|
|
|
tickers = history.load_data(
|
|
datadir=Path(str(config.get("datadir"))),
|
|
pairs=pairs,
|
|
ticker_interval=config['ticker_interval'],
|
|
refresh_pairs=config.get('refresh_pairs', False),
|
|
timerange=timerange,
|
|
exchange=exchange,
|
|
live=config.get("live", False),
|
|
)
|
|
|
|
pair_counter = 0
|
|
for pair, data in tickers.items():
|
|
pair_counter += 1
|
|
logger.info("analyse pair %s", pair)
|
|
tickers = {}
|
|
tickers[pair] = data
|
|
dataframe = generate_dataframe(strategy, tickers, pair)
|
|
if config["trade_source"] == "DB":
|
|
trades = load_trades_from_db(config["db_url"])
|
|
elif config["trade_source"] == "file":
|
|
trades = load_backtest_data(Path(config["exportfilename"]))
|
|
|
|
trades = trades.loc[trades['pair'] == pair]
|
|
trades = extract_trades_of_period(dataframe, trades)
|
|
|
|
fig = generate_graph(
|
|
pair=pair,
|
|
data=dataframe,
|
|
trades=trades,
|
|
indicators1=config["indicators1"].split(","),
|
|
indicators2=config["indicators2"].split(",")
|
|
)
|
|
|
|
generate_plot_file(fig, pair, 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.common_options()
|
|
arguments.main_options()
|
|
arguments.common_optimize_options()
|
|
arguments.backtesting_options()
|
|
arguments.common_scripts_options()
|
|
arguments.plot_dataframe_options()
|
|
parsed_args = arguments.parse_args()
|
|
|
|
# Load the configuration
|
|
config = setup_configuration(parsed_args, RunMode.BACKTEST)
|
|
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:])
|