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chore: re-format ipynb notebook

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Matthias
2024-08-19 18:23:36 +02:00
parent 986ff7d1b1
commit 976f9b2590
2 changed files with 61 additions and 25 deletions
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44
docs/strategy_analysis_example.md
View File

@@ -13,6 +13,7 @@ Please follow the [documentation](https://www.freqtrade.io/en/stable/data-downlo
import os
from pathlib import Path
# Change directory
# Modify this cell to insure that the output shows the correct path.
# Define all paths relative to the project root shown in the cell output
@@ -20,12 +21,14 @@ project_root = "somedir/freqtrade"
i=0
try:
os.chdir(project_root)
assert Path('LICENSE').is_file()
except:
while i<4 and (not Path('LICENSE').is_file()):
os.chdir(Path(Path.cwd(), '../'))
i+=1
project_root = Path.cwd()
if not Path('LICENSE').is_file():
i = 0
while i < 4 and (not Path('LICENSE').is_file()):
os.chdir(Path(Path.cwd(), '../'))
i += 1
project_root = Path.cwd()
except FileNotFoundError:
print("Please define the project root relative to the current directory")
print(Path.cwd())
```
@@ -35,6 +38,7 @@ print(Path.cwd())
```python
from freqtrade.configuration import Configuration
# Customize these according to your needs.
# Initialize empty configuration object
@@ -58,6 +62,7 @@ pair = "BTC/USDT"
from freqtrade.data.history import load_pair_history
from freqtrade.enums import CandleType
candles = load_pair_history(datadir=data_location,
timeframe=config["timeframe"],
pair=pair,
@@ -76,8 +81,10 @@ candles.head()
```python
# Load strategy using values set above
from freqtrade.resolvers import StrategyResolver
from freqtrade.data.dataprovider import DataProvider
from freqtrade.resolvers import StrategyResolver
strategy = StrategyResolver.load_strategy(config)
strategy.dp = DataProvider(config, None, None)
strategy.ft_bot_start()
@@ -119,10 +126,13 @@ Analyze a trades dataframe (also used below for plotting)
```python
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
# if backtest_dir points to a directory, it'll automatically load the last backtest file.
backtest_dir = config["user_data_dir"] / "backtest_results"
# backtest_dir can also point to a specific file
# backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
# backtest_dir can also point to a specific file
# backtest_dir = (
# config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
# )
```
@@ -132,7 +142,8 @@ backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir)
strategy = 'SampleStrategy'
# All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.
# All statistics are available per strategy, so if `--strategy-list` was used during backtest,
# this will be reflected here as well.
# Example usages:
print(stats['strategy'][strategy]['results_per_pair'])
# Get pairlist used for this backtest
@@ -166,10 +177,12 @@ trades.groupby("pair")["exit_reason"].value_counts()
```python
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
import pandas as pd
import plotly.express as px
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'SampleStrategy'
# config = Configuration.from_files(["user_data/config.json"])
@@ -194,6 +207,7 @@ In case you did already some trading and want to analyze your performance
```python
from freqtrade.data.btanalysis import load_trades_from_db
# Fetch trades from database
trades = load_trades_from_db("sqlite:///tradesv3.sqlite")
@@ -210,6 +224,7 @@ This can be useful to find the best `max_open_trades` parameter, when used with
```python
from freqtrade.data.btanalysis import analyze_trade_parallelism
# Analyze the above
parallel_trades = analyze_trade_parallelism(trades, '5m')
@@ -222,7 +237,9 @@ Freqtrade offers interactive plotting capabilities based on plotly.
```python
from freqtrade.plot.plotting import generate_candlestick_graph
from freqtrade.plot.plotting import generate_candlestick_graph
# Limit graph period to keep plotly quick and reactive
# Filter trades to one pair
@@ -257,6 +274,7 @@ graph.show(renderer="browser")
```python
import plotly.figure_factory as ff
hist_data = [trades.profit_ratio]
group_labels = ['profit_ratio'] # name of the dataset

42
freqtrade/templates/strategy_analysis_example.ipynb
View File

@@ -29,6 +29,7 @@
"import os\n",
"from pathlib import Path\n",
"\n",
"\n",
"# Change directory\n",
"# Modify this cell to insure that the output shows the correct path.\n",
"# Define all paths relative to the project root shown in the cell output\n",
@@ -36,12 +37,14 @@
"i=0\n",
"try:\n",
" os.chdir(project_root)\n",
" assert Path('LICENSE').is_file()\n",
"except:\n",
" while i<4 and (not Path('LICENSE').is_file()):\n",
" os.chdir(Path(Path.cwd(), '../'))\n",
" i+=1\n",
" project_root = Path.cwd()\n",
" if not Path('LICENSE').is_file():\n",
" i = 0\n",
" while i < 4 and (not Path('LICENSE').is_file()):\n",
" os.chdir(Path(Path.cwd(), '../'))\n",
" i += 1\n",
" project_root = Path.cwd()\n",
"except FileNotFoundError:\n",
" print(\"Please define the project root relative to the current directory\")\n",
"print(Path.cwd())"
]
},
@@ -60,6 +63,7 @@
"source": [
"from freqtrade.configuration import Configuration\n",
"\n",
"\n",
"# Customize these according to your needs.\n",
"\n",
"# Initialize empty configuration object\n",
@@ -87,6 +91,7 @@
"from freqtrade.data.history import load_pair_history\n",
"from freqtrade.enums import CandleType\n",
"\n",
"\n",
"candles = load_pair_history(datadir=data_location,\n",
" timeframe=config[\"timeframe\"],\n",
" pair=pair,\n",
@@ -114,8 +119,10 @@
"outputs": [],
"source": [
"# Load strategy using values set above\n",
"from freqtrade.resolvers import StrategyResolver\n",
"from freqtrade.data.dataprovider import DataProvider\n",
"from freqtrade.resolvers import StrategyResolver\n",
"\n",
"\n",
"strategy = StrategyResolver.load_strategy(config)\n",
"strategy.dp = DataProvider(config, None, None)\n",
"strategy.ft_bot_start()\n",
@@ -179,10 +186,13 @@
"source": [
"from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
"\n",
"\n",
"# if backtest_dir points to a directory, it'll automatically load the last backtest file.\n",
"backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n",
"# backtest_dir can also point to a specific file\n",
"# backtest_dir = config[\"user_data_dir\"] / \"backtest_results/backtest-result-2020-07-01_20-04-22.json\""
"# backtest_dir = (\n",
"# config[\"user_data_dir\"] / \"backtest_results/backtest-result-2020-07-01_20-04-22.json\"\n",
"# )"
]
},
{
@@ -196,7 +206,8 @@
"stats = load_backtest_stats(backtest_dir)\n",
"\n",
"strategy = 'SampleStrategy'\n",
"# All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.\n",
"# All statistics are available per strategy, so if `--strategy-list` was used during backtest,\n",
"# this will be reflected here as well.\n",
"# Example usages:\n",
"print(stats['strategy'][strategy]['results_per_pair'])\n",
"# Get pairlist used for this backtest\n",
@@ -242,10 +253,12 @@
"source": [
"# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)\n",
"\n",
"import pandas as pd\n",
"import plotly.express as px\n",
"\n",
"from freqtrade.configuration import Configuration\n",
"from freqtrade.data.btanalysis import load_backtest_stats\n",
"import plotly.express as px\n",
"import pandas as pd\n",
"\n",
"\n",
"# strategy = 'SampleStrategy'\n",
"# config = Configuration.from_files([\"user_data/config.json\"])\n",
@@ -278,6 +291,7 @@
"source": [
"from freqtrade.data.btanalysis import load_trades_from_db\n",
"\n",
"\n",
"# Fetch trades from database\n",
"trades = load_trades_from_db(\"sqlite:///tradesv3.sqlite\")\n",
"\n",
@@ -303,6 +317,7 @@
"source": [
"from freqtrade.data.btanalysis import analyze_trade_parallelism\n",
"\n",
"\n",
"# Analyze the above\n",
"parallel_trades = analyze_trade_parallelism(trades, '5m')\n",
"\n",
@@ -324,7 +339,9 @@
"metadata": {},
"outputs": [],
"source": [
"from freqtrade.plot.plotting import generate_candlestick_graph\n",
"from freqtrade.plot.plotting import generate_candlestick_graph\n",
"\n",
"\n",
"# Limit graph period to keep plotly quick and reactive\n",
"\n",
"# Filter trades to one pair\n",
@@ -370,6 +387,7 @@
"source": [
"import plotly.figure_factory as ff\n",
"\n",
"\n",
"hist_data = [trades.profit_ratio]\n",
"group_labels = ['profit_ratio'] # name of the dataset\n",
"\n",