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Merge pull request #10553 from freqtrade/dependabot/pip/develop/ruff-0.6.1

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chore(deps-dev): bump ruff from 0.5.7 to 0.6.1
This commit is contained in:
Matthias
2024-08-19 20:37:12 +02:00
committed by GitHub
parent 226ebdd935 ce66fbb595
commit 201a5c06fe
6 changed files with 135 additions and 103 deletions
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.pre-commit-config.yaml
+1 -1
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@@ -31,7 +31,7 @@ repos:
- repo: https://github.com/charliermarsh/ruff-pre-commit - repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version. # Ruff version.
rev: 'v0.5.7' rev: 'v0.6.1'
hooks: hooks:
- id: ruff - id: ruff
docs/strategy_analysis_example.md
+63 -50
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@@ -13,19 +13,22 @@ Please follow the [documentation](https://www.freqtrade.io/en/stable/data-downlo
import os import os
from pathlib import Path from pathlib import Path
# Change directory # Change directory
# Modify this cell to insure that the output shows the correct path. # 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 # Define all paths relative to the project root shown in the cell output
project_root = "somedir/freqtrade" project_root = "somedir/freqtrade"
i=0 i = 0
try: try:
os.chdir(project_root) os.chdir(project_root)
assert Path('LICENSE').is_file() if not Path("LICENSE").is_file():
except: i = 0
while i<4 and (not Path('LICENSE').is_file()): while i < 4 and (not Path("LICENSE").is_file()):
os.chdir(Path(Path.cwd(), '../')) os.chdir(Path(Path.cwd(), "../"))
i+=1 i += 1
project_root = Path.cwd() project_root = Path.cwd()
except FileNotFoundError:
print("Please define the project root relative to the current directory")
print(Path.cwd()) print(Path.cwd())
``` ```
@@ -35,6 +38,7 @@ print(Path.cwd())
```python ```python
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
# Customize these according to your needs. # Customize these according to your needs.
# Initialize empty configuration object # Initialize empty configuration object
@@ -58,12 +62,14 @@ pair = "BTC/USDT"
from freqtrade.data.history import load_pair_history from freqtrade.data.history import load_pair_history
from freqtrade.enums import CandleType from freqtrade.enums import CandleType
candles = load_pair_history(datadir=data_location,
timeframe=config["timeframe"], candles = load_pair_history(
pair=pair, datadir=data_location,
data_format = "json", # Make sure to update this to your data timeframe=config["timeframe"],
candle_type=CandleType.SPOT, pair=pair,
) data_format="json", # Make sure to update this to your data
candle_type=CandleType.SPOT,
)
# Confirm success # Confirm success
print(f"Loaded {len(candles)} rows of data for {pair} from {data_location}") print(f"Loaded {len(candles)} rows of data for {pair} from {data_location}")
@@ -76,14 +82,16 @@ candles.head()
```python ```python
# Load strategy using values set above # Load strategy using values set above
from freqtrade.resolvers import StrategyResolver
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.resolvers import StrategyResolver
strategy = StrategyResolver.load_strategy(config) strategy = StrategyResolver.load_strategy(config)
strategy.dp = DataProvider(config, None, None) strategy.dp = DataProvider(config, None, None)
strategy.ft_bot_start() strategy.ft_bot_start()
# Generate buy/sell signals using strategy # Generate buy/sell signals using strategy
df = strategy.analyze_ticker(candles, {'pair': pair}) df = strategy.analyze_ticker(candles, {"pair": pair})
df.tail() df.tail()
``` ```
@@ -102,7 +110,7 @@ df.tail()
```python ```python
# Report results # Report results
print(f"Generated {df['enter_long'].sum()} entry signals") print(f"Generated {df['enter_long'].sum()} entry signals")
data = df.set_index('date', drop=False) data = df.set_index("date", drop=False)
data.tail() data.tail()
``` ```
@@ -119,10 +127,13 @@ Analyze a trades dataframe (also used below for plotting)
```python ```python
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats 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. # 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 = config["user_data_dir"] / "backtest_results"
# backtest_dir can also point to a specific file # 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 = (
# config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
# )
``` ```
@@ -131,24 +142,24 @@ backtest_dir = config["user_data_dir"] / "backtest_results"
# This contains all information used to generate the backtest result. # This contains all information used to generate the backtest result.
stats = load_backtest_stats(backtest_dir) stats = load_backtest_stats(backtest_dir)
strategy = 'SampleStrategy' 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: # Example usages:
print(stats['strategy'][strategy]['results_per_pair']) print(stats["strategy"][strategy]["results_per_pair"])
# Get pairlist used for this backtest # Get pairlist used for this backtest
print(stats['strategy'][strategy]['pairlist']) print(stats["strategy"][strategy]["pairlist"])
# Get market change (average change of all pairs from start to end of the backtest period) # Get market change (average change of all pairs from start to end of the backtest period)
print(stats['strategy'][strategy]['market_change']) print(stats["strategy"][strategy]["market_change"])
# Maximum drawdown () # Maximum drawdown ()
print(stats['strategy'][strategy]['max_drawdown']) print(stats["strategy"][strategy]["max_drawdown"])
# Maximum drawdown start and end # Maximum drawdown start and end
print(stats['strategy'][strategy]['drawdown_start']) print(stats["strategy"][strategy]["drawdown_start"])
print(stats['strategy'][strategy]['drawdown_end']) print(stats["strategy"][strategy]["drawdown_end"])
# Get strategy comparison (only relevant if multiple strategies were compared) # Get strategy comparison (only relevant if multiple strategies were compared)
print(stats['strategy_comparison']) print(stats["strategy_comparison"])
``` ```
@@ -166,24 +177,25 @@ trades.groupby("pair")["exit_reason"].value_counts()
```python ```python
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day) # 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.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_stats from freqtrade.data.btanalysis import load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'SampleStrategy' # strategy = 'SampleStrategy'
# config = Configuration.from_files(["user_data/config.json"]) # config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results" # backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir) stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy] strategy_stats = stats["strategy"][strategy]
df = pd.DataFrame(columns=['dates','equity'], data=strategy_stats['daily_profit']) df = pd.DataFrame(columns=["dates", "equity"], data=strategy_stats["daily_profit"])
df['equity_daily'] = df['equity'].cumsum() df["equity_daily"] = df["equity"].cumsum()
fig = px.line(df, x="dates", y="equity_daily") fig = px.line(df, x="dates", y="equity_daily")
fig.show() fig.show()
``` ```
### Load live trading results into a pandas dataframe ### Load live trading results into a pandas dataframe
@@ -194,6 +206,7 @@ In case you did already some trading and want to analyze your performance
```python ```python
from freqtrade.data.btanalysis import load_trades_from_db from freqtrade.data.btanalysis import load_trades_from_db
# Fetch trades from database # Fetch trades from database
trades = load_trades_from_db("sqlite:///tradesv3.sqlite") trades = load_trades_from_db("sqlite:///tradesv3.sqlite")
@@ -210,8 +223,9 @@ This can be useful to find the best `max_open_trades` parameter, when used with
```python ```python
from freqtrade.data.btanalysis import analyze_trade_parallelism from freqtrade.data.btanalysis import analyze_trade_parallelism
# Analyze the above # Analyze the above
parallel_trades = analyze_trade_parallelism(trades, '5m') parallel_trades = analyze_trade_parallelism(trades, "5m")
parallel_trades.plot() parallel_trades.plot()
``` ```
@@ -222,23 +236,23 @@ Freqtrade offers interactive plotting capabilities based on plotly.
```python ```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 # Limit graph period to keep plotly quick and reactive
# Filter trades to one pair # Filter trades to one pair
trades_red = trades.loc[trades['pair'] == pair] trades_red = trades.loc[trades["pair"] == pair]
data_red = data['2019-06-01':'2019-06-10'] data_red = data["2019-06-01":"2019-06-10"]
# Generate candlestick graph # Generate candlestick graph
graph = generate_candlestick_graph(pair=pair, graph = generate_candlestick_graph(
data=data_red, pair=pair,
trades=trades_red, data=data_red,
indicators1=['sma20', 'ema50', 'ema55'], trades=trades_red,
indicators2=['rsi', 'macd', 'macdsignal', 'macdhist'] indicators1=["sma20", "ema50", "ema55"],
) indicators2=["rsi", "macd", "macdsignal", "macdhist"],
)
``` ```
@@ -248,7 +262,6 @@ graph = generate_candlestick_graph(pair=pair,
# Render graph in a separate window # Render graph in a separate window
graph.show(renderer="browser") graph.show(renderer="browser")
``` ```
## Plot average profit per trade as distribution graph ## Plot average profit per trade as distribution graph
@@ -257,12 +270,12 @@ graph.show(renderer="browser")
```python ```python
import plotly.figure_factory as ff import plotly.figure_factory as ff
hist_data = [trades.profit_ratio] hist_data = [trades.profit_ratio]
group_labels = ['profit_ratio'] # name of the dataset group_labels = ["profit_ratio"] # name of the dataset
fig = ff.create_distplot(hist_data, group_labels, bin_size=0.01) fig = ff.create_distplot(hist_data, group_labels, bin_size=0.01)
fig.show() fig.show()
``` ```
Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data. Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.
freqtrade/rpc/api_server/api_ws.py
+1 -1
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@@ -58,7 +58,7 @@ async def channel_broadcaster(channel: WebSocketChannel, message_stream: Message
" consumers." " consumers."
) )
await channel.send(message, timeout=True) await channel.send(message, use_timeout=True)
async def _process_consumer_request(request: Dict[str, Any], channel: WebSocketChannel, rpc: RPC): async def _process_consumer_request(request: Dict[str, Any], channel: WebSocketChannel, rpc: RPC):
freqtrade/rpc/api_server/ws/channel.py
+4 -3
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@@ -80,7 +80,7 @@ class WebSocketChannel:
self._send_high_limit = min(max(self.avg_send_time * 2, 1), 3) self._send_high_limit = min(max(self.avg_send_time * 2, 1), 3)
async def send( async def send(
self, message: Union[WSMessageSchemaType, Dict[str, Any]], timeout: bool = False self, message: Union[WSMessageSchemaType, Dict[str, Any]], use_timeout: bool = False
): ):
""" """
Send a message on the wrapped websocket. If the sending Send a message on the wrapped websocket. If the sending
@@ -88,7 +88,7 @@ class WebSocketChannel:
disconnect the connection. disconnect the connection.
:param message: The message to send :param message: The message to send
:param timeout: Enforce send high limit, defaults to False :param use_timeout: Enforce send high limit, defaults to False
""" """
try: try:
_ = time.time() _ = time.time()
@@ -96,7 +96,8 @@ class WebSocketChannel:
# a TimeoutError and bubble up to the # a TimeoutError and bubble up to the
# message_endpoint to close the connection # message_endpoint to close the connection
await asyncio.wait_for( await asyncio.wait_for(
self._wrapped_ws.send(message), timeout=self._send_high_limit if timeout else None self._wrapped_ws.send(message),
timeout=self._send_high_limit if use_timeout else None,
) )
total_time = time.time() - _ total_time = time.time() - _
self._send_times.append(total_time) self._send_times.append(total_time)
freqtrade/templates/strategy_analysis_example.ipynb
+65 -47
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@@ -29,19 +29,22 @@
"import os\n", "import os\n",
"from pathlib import Path\n", "from pathlib import Path\n",
"\n", "\n",
"\n",
"# Change directory\n", "# Change directory\n",
"# Modify this cell to insure that the output shows the correct path.\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", "# Define all paths relative to the project root shown in the cell output\n",
"project_root = \"somedir/freqtrade\"\n", "project_root = \"somedir/freqtrade\"\n",
"i=0\n", "i = 0\n",
"try:\n", "try:\n",
" os.chdir(project_root)\n", " os.chdir(project_root)\n",
" assert Path('LICENSE').is_file()\n", " if not Path(\"LICENSE\").is_file():\n",
"except:\n", " i = 0\n",
" while i<4 and (not Path('LICENSE').is_file()):\n", " while i < 4 and (not Path(\"LICENSE\").is_file()):\n",
" os.chdir(Path(Path.cwd(), '../'))\n", " os.chdir(Path(Path.cwd(), \"../\"))\n",
" i+=1\n", " i += 1\n",
" project_root = Path.cwd()\n", " project_root = Path.cwd()\n",
"except FileNotFoundError:\n",
" print(\"Please define the project root relative to the current directory\")\n",
"print(Path.cwd())" "print(Path.cwd())"
] ]
}, },
@@ -60,6 +63,7 @@
"source": [ "source": [
"from freqtrade.configuration import Configuration\n", "from freqtrade.configuration import Configuration\n",
"\n", "\n",
"\n",
"# Customize these according to your needs.\n", "# Customize these according to your needs.\n",
"\n", "\n",
"# Initialize empty configuration object\n", "# Initialize empty configuration object\n",
@@ -87,12 +91,14 @@
"from freqtrade.data.history import load_pair_history\n", "from freqtrade.data.history import load_pair_history\n",
"from freqtrade.enums import CandleType\n", "from freqtrade.enums import CandleType\n",
"\n", "\n",
"candles = load_pair_history(datadir=data_location,\n", "\n",
" timeframe=config[\"timeframe\"],\n", "candles = load_pair_history(\n",
" pair=pair,\n", " datadir=data_location,\n",
" data_format = \"json\", # Make sure to update this to your data\n", " timeframe=config[\"timeframe\"],\n",
" candle_type=CandleType.SPOT,\n", " pair=pair,\n",
" )\n", " data_format=\"json\", # Make sure to update this to your data\n",
" candle_type=CandleType.SPOT,\n",
")\n",
"\n", "\n",
"# Confirm success\n", "# Confirm success\n",
"print(f\"Loaded {len(candles)} rows of data for {pair} from {data_location}\")\n", "print(f\"Loaded {len(candles)} rows of data for {pair} from {data_location}\")\n",
@@ -114,14 +120,16 @@
"outputs": [], "outputs": [],
"source": [ "source": [
"# Load strategy using values set above\n", "# Load strategy using values set above\n",
"from freqtrade.resolvers import StrategyResolver\n",
"from freqtrade.data.dataprovider import DataProvider\n", "from freqtrade.data.dataprovider import DataProvider\n",
"from freqtrade.resolvers import StrategyResolver\n",
"\n",
"\n",
"strategy = StrategyResolver.load_strategy(config)\n", "strategy = StrategyResolver.load_strategy(config)\n",
"strategy.dp = DataProvider(config, None, None)\n", "strategy.dp = DataProvider(config, None, None)\n",
"strategy.ft_bot_start()\n", "strategy.ft_bot_start()\n",
"\n", "\n",
"# Generate buy/sell signals using strategy\n", "# Generate buy/sell signals using strategy\n",
"df = strategy.analyze_ticker(candles, {'pair': pair})\n", "df = strategy.analyze_ticker(candles, {\"pair\": pair})\n",
"df.tail()" "df.tail()"
] ]
}, },
@@ -148,7 +156,7 @@
"source": [ "source": [
"# Report results\n", "# Report results\n",
"print(f\"Generated {df['enter_long'].sum()} entry signals\")\n", "print(f\"Generated {df['enter_long'].sum()} entry signals\")\n",
"data = df.set_index('date', drop=False)\n", "data = df.set_index(\"date\", drop=False)\n",
"data.tail()" "data.tail()"
] ]
}, },
@@ -179,10 +187,13 @@
"source": [ "source": [
"from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n", "from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
"\n", "\n",
"\n",
"# if backtest_dir points to a directory, it'll automatically load the last backtest file.\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 = config[\"user_data_dir\"] / \"backtest_results\"\n",
"# backtest_dir can also point to a specific file\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",
"# )"
] ]
}, },
{ {
@@ -195,23 +206,24 @@
"# This contains all information used to generate the backtest result.\n", "# This contains all information used to generate the backtest result.\n",
"stats = load_backtest_stats(backtest_dir)\n", "stats = load_backtest_stats(backtest_dir)\n",
"\n", "\n",
"strategy = 'SampleStrategy'\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", "# Example usages:\n",
"print(stats['strategy'][strategy]['results_per_pair'])\n", "print(stats[\"strategy\"][strategy][\"results_per_pair\"])\n",
"# Get pairlist used for this backtest\n", "# Get pairlist used for this backtest\n",
"print(stats['strategy'][strategy]['pairlist'])\n", "print(stats[\"strategy\"][strategy][\"pairlist\"])\n",
"# Get market change (average change of all pairs from start to end of the backtest period)\n", "# Get market change (average change of all pairs from start to end of the backtest period)\n",
"print(stats['strategy'][strategy]['market_change'])\n", "print(stats[\"strategy\"][strategy][\"market_change\"])\n",
"# Maximum drawdown ()\n", "# Maximum drawdown ()\n",
"print(stats['strategy'][strategy]['max_drawdown'])\n", "print(stats[\"strategy\"][strategy][\"max_drawdown\"])\n",
"# Maximum drawdown start and end\n", "# Maximum drawdown start and end\n",
"print(stats['strategy'][strategy]['drawdown_start'])\n", "print(stats[\"strategy\"][strategy][\"drawdown_start\"])\n",
"print(stats['strategy'][strategy]['drawdown_end'])\n", "print(stats[\"strategy\"][strategy][\"drawdown_end\"])\n",
"\n", "\n",
"\n", "\n",
"# Get strategy comparison (only relevant if multiple strategies were compared)\n", "# Get strategy comparison (only relevant if multiple strategies were compared)\n",
"print(stats['strategy_comparison'])\n" "print(stats[\"strategy_comparison\"])"
] ]
}, },
{ {
@@ -242,23 +254,25 @@
"source": [ "source": [
"# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)\n", "# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)\n",
"\n", "\n",
"import pandas as pd\n",
"import plotly.express as px\n",
"\n",
"from freqtrade.configuration import Configuration\n", "from freqtrade.configuration import Configuration\n",
"from freqtrade.data.btanalysis import load_backtest_stats\n", "from freqtrade.data.btanalysis import load_backtest_stats\n",
"import plotly.express as px\n", "\n",
"import pandas as pd\n",
"\n", "\n",
"# strategy = 'SampleStrategy'\n", "# strategy = 'SampleStrategy'\n",
"# config = Configuration.from_files([\"user_data/config.json\"])\n", "# config = Configuration.from_files([\"user_data/config.json\"])\n",
"# backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n", "# backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n",
"\n", "\n",
"stats = load_backtest_stats(backtest_dir)\n", "stats = load_backtest_stats(backtest_dir)\n",
"strategy_stats = stats['strategy'][strategy]\n", "strategy_stats = stats[\"strategy\"][strategy]\n",
"\n", "\n",
"df = pd.DataFrame(columns=['dates','equity'], data=strategy_stats['daily_profit'])\n", "df = pd.DataFrame(columns=[\"dates\", \"equity\"], data=strategy_stats[\"daily_profit\"])\n",
"df['equity_daily'] = df['equity'].cumsum()\n", "df[\"equity_daily\"] = df[\"equity\"].cumsum()\n",
"\n", "\n",
"fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n", "fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
"fig.show()\n" "fig.show()"
] ]
}, },
{ {
@@ -278,6 +292,7 @@
"source": [ "source": [
"from freqtrade.data.btanalysis import load_trades_from_db\n", "from freqtrade.data.btanalysis import load_trades_from_db\n",
"\n", "\n",
"\n",
"# Fetch trades from database\n", "# Fetch trades from database\n",
"trades = load_trades_from_db(\"sqlite:///tradesv3.sqlite\")\n", "trades = load_trades_from_db(\"sqlite:///tradesv3.sqlite\")\n",
"\n", "\n",
@@ -303,8 +318,9 @@
"source": [ "source": [
"from freqtrade.data.btanalysis import analyze_trade_parallelism\n", "from freqtrade.data.btanalysis import analyze_trade_parallelism\n",
"\n", "\n",
"\n",
"# Analyze the above\n", "# Analyze the above\n",
"parallel_trades = analyze_trade_parallelism(trades, '5m')\n", "parallel_trades = analyze_trade_parallelism(trades, \"5m\")\n",
"\n", "\n",
"parallel_trades.plot()" "parallel_trades.plot()"
] ]
@@ -324,22 +340,23 @@
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "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", "# Limit graph period to keep plotly quick and reactive\n",
"\n", "\n",
"# Filter trades to one pair\n", "# Filter trades to one pair\n",
"trades_red = trades.loc[trades['pair'] == pair]\n", "trades_red = trades.loc[trades[\"pair\"] == pair]\n",
"\n", "\n",
"data_red = data['2019-06-01':'2019-06-10']\n", "data_red = data[\"2019-06-01\":\"2019-06-10\"]\n",
"# Generate candlestick graph\n", "# Generate candlestick graph\n",
"graph = generate_candlestick_graph(pair=pair,\n", "graph = generate_candlestick_graph(\n",
" data=data_red,\n", " pair=pair,\n",
" trades=trades_red,\n", " data=data_red,\n",
" indicators1=['sma20', 'ema50', 'ema55'],\n", " trades=trades_red,\n",
" indicators2=['rsi', 'macd', 'macdsignal', 'macdhist']\n", " indicators1=[\"sma20\", \"ema50\", \"ema55\"],\n",
" )\n", " indicators2=[\"rsi\", \"macd\", \"macdsignal\", \"macdhist\"],\n",
"\n", ")"
"\n"
] ]
}, },
{ {
@@ -352,7 +369,7 @@
"# graph.show()\n", "# graph.show()\n",
"\n", "\n",
"# Render graph in a separate window\n", "# Render graph in a separate window\n",
"graph.show(renderer=\"browser\")\n" "graph.show(renderer=\"browser\")"
] ]
}, },
{ {
@@ -370,11 +387,12 @@
"source": [ "source": [
"import plotly.figure_factory as ff\n", "import plotly.figure_factory as ff\n",
"\n", "\n",
"\n",
"hist_data = [trades.profit_ratio]\n", "hist_data = [trades.profit_ratio]\n",
"group_labels = ['profit_ratio'] # name of the dataset\n", "group_labels = [\"profit_ratio\"] # name of the dataset\n",
"\n", "\n",
"fig = ff.create_distplot(hist_data, group_labels, bin_size=0.01)\n", "fig = ff.create_distplot(hist_data, group_labels, bin_size=0.01)\n",
"fig.show()\n" "fig.show()"
] ]
}, },
{ {
requirements-dev.txt
+1 -1
View File
@@ -7,7 +7,7 @@
-r docs/requirements-docs.txt -r docs/requirements-docs.txt
coveralls==4.0.1 coveralls==4.0.1
ruff==0.5.7 ruff==0.6.1
mypy==1.11.1 mypy==1.11.1
pre-commit==3.8.0 pre-commit==3.8.0
pytest==8.3.2 pytest==8.3.2