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Matthias
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
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Initializing search
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@@ -1792,24 +1754,28 @@ Please follow the <a href="https://www.freqtrade.io/en/stable/data-download/">do
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<div class="highlight"><pre><span></span><code><span class="kn">import</span> <span class="nn">os</span>
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<span class="kn">from</span> <span class="nn">pathlib</span> <span class="kn">import</span> <span class="n">Path</span>
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<span class="c1"># Change directory</span>
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<span class="c1"># Modify this cell to insure that the output shows the correct path.</span>
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<span class="c1"># Define all paths relative to the project root shown in the cell output</span>
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<span class="n">project_root</span> <span class="o">=</span> <span class="s2">"somedir/freqtrade"</span>
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<span class="n">i</span><span class="o">=</span><span class="mi">0</span>
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<span class="n">i</span> <span class="o">=</span> <span class="mi">0</span>
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<span class="k">try</span><span class="p">:</span>
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<span class="n">os</span><span class="o">.</span><span class="n">chdir</span><span class="p">(</span><span class="n">project_root</span><span class="p">)</span>
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<span class="k">assert</span> <span class="n">Path</span><span class="p">(</span><span class="s1">'LICENSE'</span><span class="p">)</span><span class="o">.</span><span class="n">is_file</span><span class="p">()</span>
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<span class="k">except</span><span class="p">:</span>
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<span class="k">while</span> <span class="n">i</span><span class="o"><</span><span class="mi">4</span> <span class="ow">and</span> <span class="p">(</span><span class="ow">not</span> <span class="n">Path</span><span class="p">(</span><span class="s1">'LICENSE'</span><span class="p">)</span><span class="o">.</span><span class="n">is_file</span><span class="p">()):</span>
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<span class="n">os</span><span class="o">.</span><span class="n">chdir</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">(),</span> <span class="s1">'../'</span><span class="p">))</span>
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<span class="n">i</span><span class="o">+=</span><span class="mi">1</span>
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<span class="n">project_root</span> <span class="o">=</span> <span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">()</span>
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<span class="k">if</span> <span class="ow">not</span> <span class="n">Path</span><span class="p">(</span><span class="s2">"LICENSE"</span><span class="p">)</span><span class="o">.</span><span class="n">is_file</span><span class="p">():</span>
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<span class="n">i</span> <span class="o">=</span> <span class="mi">0</span>
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<span class="k">while</span> <span class="n">i</span> <span class="o"><</span> <span class="mi">4</span> <span class="ow">and</span> <span class="p">(</span><span class="ow">not</span> <span class="n">Path</span><span class="p">(</span><span class="s2">"LICENSE"</span><span class="p">)</span><span class="o">.</span><span class="n">is_file</span><span class="p">()):</span>
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<span class="n">os</span><span class="o">.</span><span class="n">chdir</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">(),</span> <span class="s2">"../"</span><span class="p">))</span>
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<span class="n">i</span> <span class="o">+=</span> <span class="mi">1</span>
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<span class="n">project_root</span> <span class="o">=</span> <span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">()</span>
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<span class="k">except</span> <span class="ne">FileNotFoundError</span><span class="p">:</span>
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<span class="nb">print</span><span class="p">(</span><span class="s2">"Please define the project root relative to the current directory"</span><span class="p">)</span>
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<span class="nb">print</span><span class="p">(</span><span class="n">Path</span><span class="o">.</span><span class="n">cwd</span><span class="p">())</span>
|
||||
</code></pre></div>
|
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<h3 id="configure-freqtrade-environment">Configure Freqtrade environment<a class="headerlink" href="#configure-freqtrade-environment" title="Permanent link">¶</a></h3>
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<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.configuration</span> <span class="kn">import</span> <span class="n">Configuration</span>
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<span class="c1"># Customize these according to your needs.</span>
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<span class="c1"># Initialize empty configuration object</span>
|
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@@ -1830,12 +1796,14 @@ Please follow the <a href="https://www.freqtrade.io/en/stable/data-download/">do
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<span class="kn">from</span> <span class="nn">freqtrade.data.history</span> <span class="kn">import</span> <span class="n">load_pair_history</span>
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<span class="kn">from</span> <span class="nn">freqtrade.enums</span> <span class="kn">import</span> <span class="n">CandleType</span>
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||||
|
||||
<span class="n">candles</span> <span class="o">=</span> <span class="n">load_pair_history</span><span class="p">(</span><span class="n">datadir</span><span class="o">=</span><span class="n">data_location</span><span class="p">,</span>
|
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<span class="n">timeframe</span><span class="o">=</span><span class="n">config</span><span class="p">[</span><span class="s2">"timeframe"</span><span class="p">],</span>
|
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<span class="n">pair</span><span class="o">=</span><span class="n">pair</span><span class="p">,</span>
|
||||
<span class="n">data_format</span> <span class="o">=</span> <span class="s2">"json"</span><span class="p">,</span> <span class="c1"># Make sure to update this to your data</span>
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<span class="n">candle_type</span><span class="o">=</span><span class="n">CandleType</span><span class="o">.</span><span class="n">SPOT</span><span class="p">,</span>
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<span class="p">)</span>
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||||
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||||
<span class="n">candles</span> <span class="o">=</span> <span class="n">load_pair_history</span><span class="p">(</span>
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<span class="n">datadir</span><span class="o">=</span><span class="n">data_location</span><span class="p">,</span>
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<span class="n">timeframe</span><span class="o">=</span><span class="n">config</span><span class="p">[</span><span class="s2">"timeframe"</span><span class="p">],</span>
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<span class="n">pair</span><span class="o">=</span><span class="n">pair</span><span class="p">,</span>
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<span class="n">data_format</span><span class="o">=</span><span class="s2">"json"</span><span class="p">,</span> <span class="c1"># Make sure to update this to your data</span>
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<span class="n">candle_type</span><span class="o">=</span><span class="n">CandleType</span><span class="o">.</span><span class="n">SPOT</span><span class="p">,</span>
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<span class="p">)</span>
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||||
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||||
<span class="c1"># Confirm success</span>
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<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">"Loaded </span><span class="si">{</span><span class="nb">len</span><span class="p">(</span><span class="n">candles</span><span class="p">)</span><span class="si">}</span><span class="s2"> rows of data for </span><span class="si">{</span><span class="n">pair</span><span class="si">}</span><span class="s2"> from </span><span class="si">{</span><span class="n">data_location</span><span class="si">}</span><span class="s2">"</span><span class="p">)</span>
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@@ -1846,14 +1814,16 @@ Please follow the <a href="https://www.freqtrade.io/en/stable/data-download/">do
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<li>Rerun each time the strategy file is changed</li>
|
||||
</ul>
|
||||
<div class="highlight"><pre><span></span><code><span class="c1"># Load strategy using values set above</span>
|
||||
<span class="kn">from</span> <span class="nn">freqtrade.resolvers</span> <span class="kn">import</span> <span class="n">StrategyResolver</span>
|
||||
<span class="kn">from</span> <span class="nn">freqtrade.data.dataprovider</span> <span class="kn">import</span> <span class="n">DataProvider</span>
|
||||
<span class="kn">from</span> <span class="nn">freqtrade.resolvers</span> <span class="kn">import</span> <span class="n">StrategyResolver</span>
|
||||
|
||||
|
||||
<span class="n">strategy</span> <span class="o">=</span> <span class="n">StrategyResolver</span><span class="o">.</span><span class="n">load_strategy</span><span class="p">(</span><span class="n">config</span><span class="p">)</span>
|
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<span class="n">strategy</span><span class="o">.</span><span class="n">dp</span> <span class="o">=</span> <span class="n">DataProvider</span><span class="p">(</span><span class="n">config</span><span class="p">,</span> <span class="kc">None</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
||||
<span class="n">strategy</span><span class="o">.</span><span class="n">ft_bot_start</span><span class="p">()</span>
|
||||
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||||
<span class="c1"># Generate buy/sell signals using strategy</span>
|
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<span class="n">df</span> <span class="o">=</span> <span class="n">strategy</span><span class="o">.</span><span class="n">analyze_ticker</span><span class="p">(</span><span class="n">candles</span><span class="p">,</span> <span class="p">{</span><span class="s1">'pair'</span><span class="p">:</span> <span class="n">pair</span><span class="p">})</span>
|
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<span class="n">df</span> <span class="o">=</span> <span class="n">strategy</span><span class="o">.</span><span class="n">analyze_ticker</span><span class="p">(</span><span class="n">candles</span><span class="p">,</span> <span class="p">{</span><span class="s2">"pair"</span><span class="p">:</span> <span class="n">pair</span><span class="p">})</span>
|
||||
<span class="n">df</span><span class="o">.</span><span class="n">tail</span><span class="p">()</span>
|
||||
</code></pre></div>
|
||||
<h3 id="display-the-trade-details">Display the trade details<a class="headerlink" href="#display-the-trade-details" title="Permanent link">¶</a></h3>
|
||||
@@ -1868,7 +1838,7 @@ Please follow the <a href="https://www.freqtrade.io/en/stable/data-download/">do
|
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</ul>
|
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<div class="highlight"><pre><span></span><code><span class="c1"># Report results</span>
|
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<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">"Generated </span><span class="si">{</span><span class="n">df</span><span class="p">[</span><span class="s1">'enter_long'</span><span class="p">]</span><span class="o">.</span><span class="n">sum</span><span class="p">()</span><span class="si">}</span><span class="s2"> entry signals"</span><span class="p">)</span>
|
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<span class="n">data</span> <span class="o">=</span> <span class="n">df</span><span class="o">.</span><span class="n">set_index</span><span class="p">(</span><span class="s1">'date'</span><span class="p">,</span> <span class="n">drop</span><span class="o">=</span><span class="kc">False</span><span class="p">)</span>
|
||||
<span class="n">data</span> <span class="o">=</span> <span class="n">df</span><span class="o">.</span><span class="n">set_index</span><span class="p">(</span><span class="s2">"date"</span><span class="p">,</span> <span class="n">drop</span><span class="o">=</span><span class="kc">False</span><span class="p">)</span>
|
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<span class="n">data</span><span class="o">.</span><span class="n">tail</span><span class="p">()</span>
|
||||
</code></pre></div>
|
||||
<h2 id="load-existing-objects-into-a-jupyter-notebook">Load existing objects into a Jupyter notebook<a class="headerlink" href="#load-existing-objects-into-a-jupyter-notebook" title="Permanent link">¶</a></h2>
|
||||
@@ -1878,32 +1848,36 @@ They will allow you to drill deeper into your results, and perform analysis whic
|
||||
<p>Analyze a trades dataframe (also used below for plotting)</p>
|
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<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.data.btanalysis</span> <span class="kn">import</span> <span class="n">load_backtest_data</span><span class="p">,</span> <span class="n">load_backtest_stats</span>
|
||||
|
||||
|
||||
<span class="c1"># if backtest_dir points to a directory, it'll automatically load the last backtest file.</span>
|
||||
<span class="n">backtest_dir</span> <span class="o">=</span> <span class="n">config</span><span class="p">[</span><span class="s2">"user_data_dir"</span><span class="p">]</span> <span class="o">/</span> <span class="s2">"backtest_results"</span>
|
||||
<span class="c1"># backtest_dir can also point to a specific file </span>
|
||||
<span class="c1"># backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"</span>
|
||||
<span class="c1"># backtest_dir can also point to a specific file</span>
|
||||
<span class="c1"># backtest_dir = (</span>
|
||||
<span class="c1"># config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"</span>
|
||||
<span class="c1"># )</span>
|
||||
</code></pre></div>
|
||||
<div class="highlight"><pre><span></span><code><span class="c1"># You can get the full backtest statistics by using the following command.</span>
|
||||
<span class="c1"># This contains all information used to generate the backtest result.</span>
|
||||
<span class="n">stats</span> <span class="o">=</span> <span class="n">load_backtest_stats</span><span class="p">(</span><span class="n">backtest_dir</span><span class="p">)</span>
|
||||
|
||||
<span class="n">strategy</span> <span class="o">=</span> <span class="s1">'SampleStrategy'</span>
|
||||
<span class="c1"># All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.</span>
|
||||
<span class="n">strategy</span> <span class="o">=</span> <span class="s2">"SampleStrategy"</span>
|
||||
<span class="c1"># All statistics are available per strategy, so if `--strategy-list` was used during backtest,</span>
|
||||
<span class="c1"># this will be reflected here as well.</span>
|
||||
<span class="c1"># Example usages:</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s1">'strategy'</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s1">'results_per_pair'</span><span class="p">])</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s2">"strategy"</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s2">"results_per_pair"</span><span class="p">])</span>
|
||||
<span class="c1"># Get pairlist used for this backtest</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s1">'strategy'</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s1">'pairlist'</span><span class="p">])</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s2">"strategy"</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s2">"pairlist"</span><span class="p">])</span>
|
||||
<span class="c1"># Get market change (average change of all pairs from start to end of the backtest period)</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s1">'strategy'</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s1">'market_change'</span><span class="p">])</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s2">"strategy"</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s2">"market_change"</span><span class="p">])</span>
|
||||
<span class="c1"># Maximum drawdown ()</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s1">'strategy'</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s1">'max_drawdown'</span><span class="p">])</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s2">"strategy"</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s2">"max_drawdown"</span><span class="p">])</span>
|
||||
<span class="c1"># Maximum drawdown start and end</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s1">'strategy'</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s1">'drawdown_start'</span><span class="p">])</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s1">'strategy'</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s1">'drawdown_end'</span><span class="p">])</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s2">"strategy"</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s2">"drawdown_start"</span><span class="p">])</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s2">"strategy"</span><span class="p">][</span><span class="n">strategy</span><span class="p">][</span><span class="s2">"drawdown_end"</span><span class="p">])</span>
|
||||
|
||||
|
||||
<span class="c1"># Get strategy comparison (only relevant if multiple strategies were compared)</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s1">'strategy_comparison'</span><span class="p">])</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="n">stats</span><span class="p">[</span><span class="s2">"strategy_comparison"</span><span class="p">])</span>
|
||||
</code></pre></div>
|
||||
<div class="highlight"><pre><span></span><code><span class="c1"># Load backtested trades as dataframe</span>
|
||||
<span class="n">trades</span> <span class="o">=</span> <span class="n">load_backtest_data</span><span class="p">(</span><span class="n">backtest_dir</span><span class="p">)</span>
|
||||
@@ -1914,20 +1888,22 @@ They will allow you to drill deeper into your results, and perform analysis whic
|
||||
<h2 id="plotting-daily-profit-equity-line">Plotting daily profit / equity line<a class="headerlink" href="#plotting-daily-profit-equity-line" title="Permanent link">¶</a></h2>
|
||||
<div class="highlight"><pre><span></span><code><span class="c1"># Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)</span>
|
||||
|
||||
<span class="kn">import</span> <span class="nn">pandas</span> <span class="k">as</span> <span class="nn">pd</span>
|
||||
<span class="kn">import</span> <span class="nn">plotly.express</span> <span class="k">as</span> <span class="nn">px</span>
|
||||
|
||||
<span class="kn">from</span> <span class="nn">freqtrade.configuration</span> <span class="kn">import</span> <span class="n">Configuration</span>
|
||||
<span class="kn">from</span> <span class="nn">freqtrade.data.btanalysis</span> <span class="kn">import</span> <span class="n">load_backtest_stats</span>
|
||||
<span class="kn">import</span> <span class="nn">plotly.express</span> <span class="k">as</span> <span class="nn">px</span>
|
||||
<span class="kn">import</span> <span class="nn">pandas</span> <span class="k">as</span> <span class="nn">pd</span>
|
||||
|
||||
|
||||
<span class="c1"># strategy = 'SampleStrategy'</span>
|
||||
<span class="c1"># config = Configuration.from_files(["user_data/config.json"])</span>
|
||||
<span class="c1"># backtest_dir = config["user_data_dir"] / "backtest_results"</span>
|
||||
|
||||
<span class="n">stats</span> <span class="o">=</span> <span class="n">load_backtest_stats</span><span class="p">(</span><span class="n">backtest_dir</span><span class="p">)</span>
|
||||
<span class="n">strategy_stats</span> <span class="o">=</span> <span class="n">stats</span><span class="p">[</span><span class="s1">'strategy'</span><span class="p">][</span><span class="n">strategy</span><span class="p">]</span>
|
||||
<span class="n">strategy_stats</span> <span class="o">=</span> <span class="n">stats</span><span class="p">[</span><span class="s2">"strategy"</span><span class="p">][</span><span class="n">strategy</span><span class="p">]</span>
|
||||
|
||||
<span class="n">df</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">(</span><span class="n">columns</span><span class="o">=</span><span class="p">[</span><span class="s1">'dates'</span><span class="p">,</span><span class="s1">'equity'</span><span class="p">],</span> <span class="n">data</span><span class="o">=</span><span class="n">strategy_stats</span><span class="p">[</span><span class="s1">'daily_profit'</span><span class="p">])</span>
|
||||
<span class="n">df</span><span class="p">[</span><span class="s1">'equity_daily'</span><span class="p">]</span> <span class="o">=</span> <span class="n">df</span><span class="p">[</span><span class="s1">'equity'</span><span class="p">]</span><span class="o">.</span><span class="n">cumsum</span><span class="p">()</span>
|
||||
<span class="n">df</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">(</span><span class="n">columns</span><span class="o">=</span><span class="p">[</span><span class="s2">"dates"</span><span class="p">,</span> <span class="s2">"equity"</span><span class="p">],</span> <span class="n">data</span><span class="o">=</span><span class="n">strategy_stats</span><span class="p">[</span><span class="s2">"daily_profit"</span><span class="p">])</span>
|
||||
<span class="n">df</span><span class="p">[</span><span class="s2">"equity_daily"</span><span class="p">]</span> <span class="o">=</span> <span class="n">df</span><span class="p">[</span><span class="s2">"equity"</span><span class="p">]</span><span class="o">.</span><span class="n">cumsum</span><span class="p">()</span>
|
||||
|
||||
<span class="n">fig</span> <span class="o">=</span> <span class="n">px</span><span class="o">.</span><span class="n">line</span><span class="p">(</span><span class="n">df</span><span class="p">,</span> <span class="n">x</span><span class="o">=</span><span class="s2">"dates"</span><span class="p">,</span> <span class="n">y</span><span class="o">=</span><span class="s2">"equity_daily"</span><span class="p">)</span>
|
||||
<span class="n">fig</span><span class="o">.</span><span class="n">show</span><span class="p">()</span>
|
||||
@@ -1936,6 +1912,7 @@ They will allow you to drill deeper into your results, and perform analysis whic
|
||||
<p>In case you did already some trading and want to analyze your performance</p>
|
||||
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.data.btanalysis</span> <span class="kn">import</span> <span class="n">load_trades_from_db</span>
|
||||
|
||||
|
||||
<span class="c1"># Fetch trades from database</span>
|
||||
<span class="n">trades</span> <span class="o">=</span> <span class="n">load_trades_from_db</span><span class="p">(</span><span class="s2">"sqlite:///tradesv3.sqlite"</span><span class="p">)</span>
|
||||
|
||||
@@ -1947,27 +1924,31 @@ They will allow you to drill deeper into your results, and perform analysis whic
|
||||
<p><code>analyze_trade_parallelism()</code> returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle.</p>
|
||||
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.data.btanalysis</span> <span class="kn">import</span> <span class="n">analyze_trade_parallelism</span>
|
||||
|
||||
|
||||
<span class="c1"># Analyze the above</span>
|
||||
<span class="n">parallel_trades</span> <span class="o">=</span> <span class="n">analyze_trade_parallelism</span><span class="p">(</span><span class="n">trades</span><span class="p">,</span> <span class="s1">'5m'</span><span class="p">)</span>
|
||||
<span class="n">parallel_trades</span> <span class="o">=</span> <span class="n">analyze_trade_parallelism</span><span class="p">(</span><span class="n">trades</span><span class="p">,</span> <span class="s2">"5m"</span><span class="p">)</span>
|
||||
|
||||
<span class="n">parallel_trades</span><span class="o">.</span><span class="n">plot</span><span class="p">()</span>
|
||||
</code></pre></div>
|
||||
<h2 id="plot-results">Plot results<a class="headerlink" href="#plot-results" title="Permanent link">¶</a></h2>
|
||||
<p>Freqtrade offers interactive plotting capabilities based on plotly.</p>
|
||||
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.plot.plotting</span> <span class="kn">import</span> <span class="n">generate_candlestick_graph</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="kn">from</span> <span class="nn">freqtrade.plot.plotting</span> <span class="kn">import</span> <span class="n">generate_candlestick_graph</span>
|
||||
|
||||
|
||||
<span class="c1"># Limit graph period to keep plotly quick and reactive</span>
|
||||
|
||||
<span class="c1"># Filter trades to one pair</span>
|
||||
<span class="n">trades_red</span> <span class="o">=</span> <span class="n">trades</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">trades</span><span class="p">[</span><span class="s1">'pair'</span><span class="p">]</span> <span class="o">==</span> <span class="n">pair</span><span class="p">]</span>
|
||||
<span class="n">trades_red</span> <span class="o">=</span> <span class="n">trades</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">trades</span><span class="p">[</span><span class="s2">"pair"</span><span class="p">]</span> <span class="o">==</span> <span class="n">pair</span><span class="p">]</span>
|
||||
|
||||
<span class="n">data_red</span> <span class="o">=</span> <span class="n">data</span><span class="p">[</span><span class="s1">'2019-06-01'</span><span class="p">:</span><span class="s1">'2019-06-10'</span><span class="p">]</span>
|
||||
<span class="n">data_red</span> <span class="o">=</span> <span class="n">data</span><span class="p">[</span><span class="s2">"2019-06-01"</span><span class="p">:</span><span class="s2">"2019-06-10"</span><span class="p">]</span>
|
||||
<span class="c1"># Generate candlestick graph</span>
|
||||
<span class="n">graph</span> <span class="o">=</span> <span class="n">generate_candlestick_graph</span><span class="p">(</span><span class="n">pair</span><span class="o">=</span><span class="n">pair</span><span class="p">,</span>
|
||||
<span class="n">data</span><span class="o">=</span><span class="n">data_red</span><span class="p">,</span>
|
||||
<span class="n">trades</span><span class="o">=</span><span class="n">trades_red</span><span class="p">,</span>
|
||||
<span class="n">indicators1</span><span class="o">=</span><span class="p">[</span><span class="s1">'sma20'</span><span class="p">,</span> <span class="s1">'ema50'</span><span class="p">,</span> <span class="s1">'ema55'</span><span class="p">],</span>
|
||||
<span class="n">indicators2</span><span class="o">=</span><span class="p">[</span><span class="s1">'rsi'</span><span class="p">,</span> <span class="s1">'macd'</span><span class="p">,</span> <span class="s1">'macdsignal'</span><span class="p">,</span> <span class="s1">'macdhist'</span><span class="p">]</span>
|
||||
<span class="p">)</span>
|
||||
<span class="n">graph</span> <span class="o">=</span> <span class="n">generate_candlestick_graph</span><span class="p">(</span>
|
||||
<span class="n">pair</span><span class="o">=</span><span class="n">pair</span><span class="p">,</span>
|
||||
<span class="n">data</span><span class="o">=</span><span class="n">data_red</span><span class="p">,</span>
|
||||
<span class="n">trades</span><span class="o">=</span><span class="n">trades_red</span><span class="p">,</span>
|
||||
<span class="n">indicators1</span><span class="o">=</span><span class="p">[</span><span class="s2">"sma20"</span><span class="p">,</span> <span class="s2">"ema50"</span><span class="p">,</span> <span class="s2">"ema55"</span><span class="p">],</span>
|
||||
<span class="n">indicators2</span><span class="o">=</span><span class="p">[</span><span class="s2">"rsi"</span><span class="p">,</span> <span class="s2">"macd"</span><span class="p">,</span> <span class="s2">"macdsignal"</span><span class="p">,</span> <span class="s2">"macdhist"</span><span class="p">],</span>
|
||||
<span class="p">)</span>
|
||||
</code></pre></div>
|
||||
<div class="highlight"><pre><span></span><code><span class="c1"># Show graph inline</span>
|
||||
<span class="c1"># graph.show()</span>
|
||||
@@ -1978,8 +1959,9 @@ They will allow you to drill deeper into your results, and perform analysis whic
|
||||
<h2 id="plot-average-profit-per-trade-as-distribution-graph">Plot average profit per trade as distribution graph<a class="headerlink" href="#plot-average-profit-per-trade-as-distribution-graph" title="Permanent link">¶</a></h2>
|
||||
<div class="highlight"><pre><span></span><code><span class="kn">import</span> <span class="nn">plotly.figure_factory</span> <span class="k">as</span> <span class="nn">ff</span>
|
||||
|
||||
|
||||
<span class="n">hist_data</span> <span class="o">=</span> <span class="p">[</span><span class="n">trades</span><span class="o">.</span><span class="n">profit_ratio</span><span class="p">]</span>
|
||||
<span class="n">group_labels</span> <span class="o">=</span> <span class="p">[</span><span class="s1">'profit_ratio'</span><span class="p">]</span> <span class="c1"># name of the dataset</span>
|
||||
<span class="n">group_labels</span> <span class="o">=</span> <span class="p">[</span><span class="s2">"profit_ratio"</span><span class="p">]</span> <span class="c1"># name of the dataset</span>
|
||||
|
||||
<span class="n">fig</span> <span class="o">=</span> <span class="n">ff</span><span class="o">.</span><span class="n">create_distplot</span><span class="p">(</span><span class="n">hist_data</span><span class="p">,</span> <span class="n">group_labels</span><span class="p">,</span> <span class="n">bin_size</span><span class="o">=</span><span class="mf">0.01</span><span class="p">)</span>
|
||||
<span class="n">fig</span><span class="o">.</span><span class="n">show</span><span class="p">()</span>
|
||||
@@ -2085,7 +2067,7 @@ They will allow you to drill deeper into your results, and perform analysis whic
|
||||
</div>
|
||||
|
||||
|
||||
<script id="__config" type="application/json">{"base": "..", "features": ["content.code.annotate", "search.share", "content.code.copy", "navigation.top", "navigation.footer"], "search": "../assets/javascripts/workers/search.b8dbb3d2.min.js", "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing", "select.version": "Select version"}}</script>
|
||||
<script id="__config" type="application/json">{"base": "..", "features": ["content.code.annotate", "search.share", "content.code.copy", "navigation.top", "navigation.footer"], "search": "../assets/javascripts/workers/search.b8dbb3d2.min.js", "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing", "select.version": "Select version"}, "version": {"provider": "mike"}}</script>
|
||||
|
||||
|
||||
<script src="../assets/javascripts/bundle.fe8b6f2b.min.js"></script>
|
||||
|
||||
Reference in New Issue
Block a user