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Merge branch 'develop' into plot_profit
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@@ -1,7 +1,6 @@
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#!/usr/bin/env python3
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import sys
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import argparse
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import json
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import matplotlib.pyplot as plt
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import matplotlib.dates as mdates
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@@ -10,6 +9,7 @@ import numpy as np
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import freqtrade.optimize as optimize
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import freqtrade.misc as misc
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import freqtrade.exchange as exchange
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from freqtrade.strategy.strategy import Strategy
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def plot_parse_args(args):
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@@ -44,7 +44,7 @@ def make_profit_array(data, px, filter_pairs=[]):
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# total profits at each timeframe
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# to accumulated profits
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pa = 0
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for x in range(0,len(pg)):
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for x in range(0, len(pg)):
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p = pg[x] # Get current total percent
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pa += p # Add to the accumulated percent
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pg[x] = pa # write back to save memory
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@@ -67,7 +67,14 @@ def plot_profit(args) -> None:
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filter_pairs = args.pair
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config = misc.load_config(args.config)
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config.update({'strategy': args.strategy})
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# Init strategy
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strategy = Strategy()
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strategy.init(config)
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pairs = config['exchange']['pair_whitelist']
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if filter_pairs:
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filter_pairs = filter_pairs.split(',')
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pairs = list(set(pairs) & set(filter_pairs))
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@@ -75,7 +82,7 @@ def plot_profit(args) -> None:
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timerange = misc.parse_timerange(args.timerange)
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tickers = optimize.load_data(args.datadir, pairs=pairs,
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ticker_interval=args.ticker_interval,
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ticker_interval=strategy.ticker_interval,
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refresh_pairs=False,
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timerange=timerange)
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dataframes = optimize.preprocess(tickers)
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@@ -96,7 +103,7 @@ def plot_profit(args) -> None:
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for pair, pair_data in dataframes.items():
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close = pair_data['close']
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maxprice = max(close) # Normalize price to [0,1]
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print('Pair %s has length %s' %(pair, len(close)))
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print('Pair %s has length %s' % (pair, len(close)))
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for x in range(0, len(close)):
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avgclose[x] += close[x] / maxprice
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# avgclose += close
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@@ -108,7 +115,7 @@ def plot_profit(args) -> None:
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filename = 'backtest-result.json'
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with open(filename) as file:
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data = json.load(file)
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data = json.load(file)
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pg = make_profit_array(data, max_x, filter_pairs)
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#
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