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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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docs/strategy_analysis_example.md
+30 -12
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@@ -13,6 +13,7 @@ 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
@@ -20,12 +21,14 @@ 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
@@ -58,6 +62,7 @@ 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, candles = load_pair_history(datadir=data_location,
timeframe=config["timeframe"], timeframe=config["timeframe"],
pair=pair, pair=pair,
@@ -76,8 +81,10 @@ 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()
@@ -119,10 +126,13 @@ 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"
# )
``` ```
@@ -132,7 +142,8 @@ backtest_dir = config["user_data_dir"] / "backtest_results"
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
@@ -166,10 +177,12 @@ 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"])
@@ -194,6 +207,7 @@ 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")
@@ -210,6 +224,7 @@ 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')
@@ -222,7 +237,9 @@ 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
@@ -257,6 +274,7 @@ 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
freqtrade/templates/strategy_analysis_example.ipynb
+30 -12
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@@ -29,6 +29,7 @@
"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",
@@ -36,12 +37,14 @@
"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",
@@ -87,6 +91,7 @@
"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",
"\n",
"candles = load_pair_history(datadir=data_location,\n", "candles = load_pair_history(datadir=data_location,\n",
" timeframe=config[\"timeframe\"],\n", " timeframe=config[\"timeframe\"],\n",
" pair=pair,\n", " pair=pair,\n",
@@ -114,8 +119,10 @@
"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",
@@ -179,10 +186,13 @@
"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",
"# )"
] ]
}, },
{ {
@@ -196,7 +206,8 @@
"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",
@@ -242,10 +253,12 @@
"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",
@@ -278,6 +291,7 @@
"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",
@@ -303,6 +317,7 @@
"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",
@@ -324,7 +339,9 @@
"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",
@@ -370,6 +387,7 @@
"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",