コード例 #1
0
def test_analyze_trade_parallelism(default_conf, mocker, testdatadir):
    filename = testdatadir / "backtest-result_test.json"
    bt_data = load_backtest_data(filename)

    res = analyze_trade_parallelism(bt_data, "5m")
    assert isinstance(res, DataFrame)
    assert 'open_trades' in res.columns
    assert res['open_trades'].max() == 3
    assert res['open_trades'].min() == 0
コード例 #2
0
def add_parallelism(fig, row, trades: pd.DataFrame, timeframe: str) -> make_subplots:
    """
    Add Chart showing trade parallelism
    """
    try:
        result = analyze_trade_parallelism(trades, timeframe)

        drawdown = go.Scatter(
            x=result.index,
            y=result['open_trades'],
            name="Parallel trades",
            fill='tozeroy',
            fillcolor='#242222',
            line={'color': '#242222'},
        )
        fig.add_trace(drawdown, row, 1)
    except ValueError:
        logger.warning("No trades found - not plotting Parallelism.")
    return fig