diff --git a/docs/plotting.md b/docs/plotting.md index 62671f219..7643d956f 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -5,21 +5,34 @@ This page explains how to plot prices, indicator, profits. - [Plot price and indicators](#plot-price-and-indicators) - [Plot profit](#plot-profit) +## Installation + +Plotting scripts use Plotly library. Install/upgrade it with: + +``` +pip install --upgrade plotly +``` + +At least version 2.3.0 is required. + ## Plot price and indicators Usage for the price plotter: -script/plot_dataframe.py [-h] [-p pair] + +``` +script/plot_dataframe.py [-h] [-p pair] [--live] +``` Example ``` -python script/plot_dataframe.py -p BTC_ETH,BTC_LTC +python script/plot_dataframe.py -p BTC_ETH ``` -The -p pair argument, can be used to specify what +The `-p` pair argument, can be used to specify what pair you would like to plot. **Advanced use** -To plot the current live price use the --live flag: +To plot the current live price use the `--live` flag: ``` python scripts/plot_dataframe.py -p BTC_ETH --live ``` @@ -51,19 +64,14 @@ The third graph can be useful to spot outliers, events in pairs that makes profit spikes. Usage for the profit plotter: -script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num] -The -p pair argument, can be used to plot a single pair +``` +script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num] +``` + +The `-p` pair argument, can be used to plot a single pair Example ``` python python scripts/plot_profit.py --datadir ../freqtrade/freqtrade/tests/testdata-20171221/ -p BTC_LTC ``` - -**When it goes wrong** - -*** Linux: Can't display** - -If you are inside an python environment, you might want to set the -DISPLAY variable as so: -$ DISPLAY=:0 python scripts/plot_dataframe.py diff --git a/requirements.txt b/requirements.txt index a21d53087..daec7e97f 100644 --- a/requirements.txt +++ b/requirements.txt @@ -22,5 +22,4 @@ tabulate==0.8.2 pymarketcap==3.3.153 # Required for plotting data -#matplotlib==2.1.0 -#PYQT5==5.9 +#plotly==2.3.0 diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 64b508d55..b60b60b82 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -3,14 +3,16 @@ import sys import logging import argparse +import os -import matplotlib -# matplotlib.use("Qt5Agg") -import matplotlib.dates as mdates -import matplotlib.pyplot as plt from pandas import DataFrame import talib.abstract as ta +import plotly +from plotly import tools +from plotly.offline import plot +import plotly.graph_objs as go + import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade import exchange, analyze from freqtrade.misc import common_args_parser @@ -36,8 +38,7 @@ def plot_analyzed_dataframe(args) -> None: :param pair: pair as str :return: None """ - pair = args.pair - pairs = [pair] + pair = args.pair.replace('-', '_') timerange = misc.parse_timerange(args.timerange) # Init strategy @@ -52,7 +53,7 @@ def plot_analyzed_dataframe(args) -> None: exchange._API = exchange.Bittrex({'key': '', 'secret': ''}) tickers[pair] = exchange.get_ticker_history(pair, tick_interval) else: - tickers = optimize.load_data(args.datadir, pairs=pairs, + tickers = optimize.load_data(args.datadir, pairs=[pair], ticker_interval=tick_interval, refresh_pairs=False, timerange=timerange) @@ -62,38 +63,84 @@ def plot_analyzed_dataframe(args) -> None: dataframe = analyze.populate_sell_trend(dataframe) dates = misc.datesarray_to_datetimearray(dataframe['date']) - # Two subplots sharing x axis - fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) - fig.suptitle(pair + " " + str(tick_interval), fontsize=14, fontweight='bold') + if (len(dataframe.index) > 750): + logger.warn('Ticker contained more than 750 candles, clipping.') + df = dataframe.tail(750) - ax1.plot(dates, dataframe['close'], label='close') - # ax1.plot(dates, dataframe['sell'], 'ro', label='sell') - ax1.plot(dates, dataframe['sma'], '--', label='SMA') - ax1.plot(dates, dataframe['tema'], ':', label='TEMA') - ax1.plot(dates, dataframe['blower'], '-.', label='BB low') - ax1.plot(dates, dataframe['close'] * dataframe['buy'], 'bo', label='buy') - ax1.plot(dates, dataframe['close'] * dataframe['sell'], 'ro', label='sell') + candles = go.Candlestick(x=df.date, + open=df.open, + high=df.high, + low=df.low, + close=df.close, + name='Price') - ax1.legend() + df_buy = df[df['buy'] == 1] + buys = go.Scattergl( + x=df_buy.date, + y=df_buy.close, + mode='markers', + name='buy', + marker=dict(symbol='x-dot') + ) + df_sell = df[df['sell'] == 1] + sells = go.Scattergl( + x=df_sell.date, + y=df_sell.close, + mode='markers', + name='sell', + marker=dict(symbol='diamond') + ) - ax2.plot(dates, dataframe['adx'], label='ADX') - ax2.plot(dates, dataframe['mfi'], label='MFI') - # ax2.plot(dates, [25] * len(dataframe.index.values)) - ax2.legend() + bb_lower = go.Scatter( + x=df.date, + y=df.bb_lowerband, + name='BB lower', + line={'color': "transparent"}, + ) + bb_upper = go.Scatter( + x=df.date, + y=df.bb_upperband, + name='BB upper', + fill="tonexty", + fillcolor="rgba(0,176,246,0.2)", + line={'color': "transparent"}, + ) - ax3.plot(dates, dataframe['fastk'], label='k') - ax3.plot(dates, dataframe['fastd'], label='d') - ax3.plot(dates, [20] * len(dataframe.index.values)) - ax3.legend() - xfmt = mdates.DateFormatter('%d-%m-%y %H:%M') # Dont let matplotlib autoformat date - ax3.xaxis.set_major_formatter(xfmt) + macd = go.Scattergl( + x=df['date'], + y=df['macd'], + name='MACD' + ) + macdsignal = go.Scattergl( + x=df['date'], + y=df['macdsignal'], + name='MACD signal' + ) + + volume = go.Bar( + x=df['date'], + y=df['volume'], + name='Volume' + ) + + fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 4]) + + fig.append_trace(candles, 1, 1) + fig.append_trace(bb_lower, 1, 1) + fig.append_trace(bb_upper, 1, 1) + fig.append_trace(buys, 1, 1) + fig.append_trace(sells, 1, 1) + fig.append_trace(volume, 2, 1) + fig.append_trace(macd, 3, 1) + fig.append_trace(macdsignal, 3, 1) + + fig['layout'].update(title=args.pair) + fig['layout']['yaxis1'].update(title='Price') + fig['layout']['yaxis2'].update(title='Volume') + fig['layout']['yaxis3'].update(title='MACD') + + plot(fig, filename='freqtrade-plot.html') - # Fine-tune figure; make subplots close to each other and hide x ticks for - # all but bottom plot. - fig.subplots_adjust(hspace=0) - fig.autofmt_xdate() # Rotate the dates - plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False) - plt.show() if __name__ == '__main__': args = plot_parse_args(sys.argv[1:]) diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index 29dda8961..6e15b3bb6 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -2,10 +2,13 @@ import sys import json -import matplotlib.pyplot as plt -import matplotlib.dates as mdates import numpy as np +import plotly +from plotly import tools +from plotly.offline import plot +import plotly.graph_objs as go + import freqtrade.optimize as optimize import freqtrade.misc as misc import freqtrade.exchange as exchange @@ -122,30 +125,32 @@ def plot_profit(args) -> None: # Plot the pairs average close prices, and total profit growth # - fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) - fig.suptitle('total profit') + avgclose = go.Scattergl( + x=dates, + y=avgclose, + name='Avg close price', + ) + profit = go.Scattergl( + x=dates, + y=pg, + name='Profit', + ) - ax1.plot(dates, avgclose, label='avgclose') - ax2.plot(dates, pg, label='profit') - ax1.legend(loc='upper left') - ax2.legend(loc='upper left') + fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1]) + + fig.append_trace(avgclose, 1, 1) + fig.append_trace(profit, 2, 1) - # FIX if we have one line pair in paris - # then skip the plotting of the third graph, - # or change what we plot - # In third graph, we plot each profit separately for pair in pairs: pg = make_profit_array(data, max_x, pair) - ax3.plot(dates, pg, label=pair) - ax3.legend(loc='upper left') - # black background to easier see multiple colors - ax3.set_facecolor('black') - xfmt = mdates.DateFormatter('%d-%m-%y %H:%M') # Dont let matplotlib autoformat date - ax3.xaxis.set_major_formatter(xfmt) + pair_profit = go.Scattergl( + x=dates, + y=pg, + name=pair, + ) + fig.append_trace(pair_profit, 3, 1) - fig.subplots_adjust(hspace=0) - fig.autofmt_xdate() # Rotate the dates - plt.show() + plot(fig, filename='freqtrade-profit-plot.html') if __name__ == '__main__':