chore: re-format ipynb notebook

This commit is contained in:
Matthias
2024-08-19 18:23:36 +02:00
parent 986ff7d1b1
commit 976f9b2590
2 changed files with 61 additions and 25 deletions

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