def test_load_trades(default_conf, mocker):
db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db",
MagicMock())
bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data",
MagicMock())
load_trades(
"DB",
db_url=default_conf.get('db_url'),
exportfilename=default_conf.get('exportfilename'),
)
assert db_mock.call_count == 1
assert bt_mock.call_count == 0
db_mock.reset_mock()
bt_mock.reset_mock()
default_conf['exportfilename'] = "testfile.json"
load_trades(
"file",
db_url=default_conf.get('db_url'),
exportfilename=default_conf.get('exportfilename'),
)
assert db_mock.call_count == 0
assert bt_mock.call_count == 1
def init_plotscript(config):
"""
Initialize objects needed for plotting
:return: Dict with tickers, trades and pairs
"""
if "pairs" in config:
pairs = config["pairs"]
else:
pairs = config["exchange"]["pair_whitelist"]
# Set timerange to use
timerange = TimeRange.parse_timerange(config.get("timerange"))
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config.get('ticker_interval', '5m'),
timerange=timerange,
)
trades = load_trades(
config['trade_source'],
db_url=config.get('db_url'),
exportfilename=config.get('exportfilename'),
)
return {
"tickers": tickers,
"trades": trades,
"pairs": pairs,
}
def test_load_trades(default_conf, mocker):
db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
default_conf['trade_source'] = "DB"
load_trades(default_conf)
assert db_mock.call_count == 1
assert bt_mock.call_count == 0
db_mock.reset_mock()
bt_mock.reset_mock()
default_conf['trade_source'] = "file"
default_conf['exportfilename'] = "testfile.json"
load_trades(default_conf)
assert db_mock.call_count == 0
assert bt_mock.call_count == 1
def init_plotscript(config, markets: List, startup_candles: int = 0):
"""
Initialize objects needed for plotting
:return: Dict with candle (OHLCV) data, trades and pairs
"""
if "pairs" in config:
pairs = expand_pairlist(config['pairs'], markets)
else:
pairs = expand_pairlist(config['exchange']['pair_whitelist'], markets)
# Set timerange to use
timerange = TimeRange.parse_timerange(config.get('timerange'))
data = load_data(
datadir=config.get('datadir'),
pairs=pairs,
timeframe=config['timeframe'],
timerange=timerange,
startup_candles=startup_candles,
data_format=config.get('dataformat_ohlcv', 'json'),
)
if startup_candles and data:
min_date, max_date = get_timerange(data)
logger.info(f"Loading data from {min_date} to {max_date}")
timerange.adjust_start_if_necessary(
timeframe_to_seconds(config['timeframe']), startup_candles,
min_date)
no_trades = False
filename = config.get('exportfilename')
if config.get('no_trades', False):
no_trades = True
elif config['trade_source'] == 'file':
if not filename.is_dir() and not filename.is_file():
logger.warning("Backtest file is missing skipping trades.")
no_trades = True
try:
trades = load_trades(
config['trade_source'],
db_url=config.get('db_url'),
exportfilename=filename,
no_trades=no_trades,
strategy=config.get('strategy'),
)
except ValueError as e:
raise OperationalException(e) from e
if not trades.empty:
trades = trim_dataframe(trades, timerange, 'open_date')
return {
"ohlcv": data,
"trades": trades,
"pairs": pairs,
"timerange": timerange,
}
def init_plotscript(config):
"""
Initialize objects needed for plotting
:return: Dict with candle (OHLCV) data, trades and pairs
"""
if "pairs" in config:
pairs = config['pairs']
else:
pairs = config['exchange']['pair_whitelist']
# Set timerange to use
timerange = TimeRange.parse_timerange(config.get('timerange'))
data = load_data(
datadir=config.get('datadir'),
pairs=pairs,
timeframe=config.get('timeframe', '5m'),
timerange=timerange,
data_format=config.get('dataformat_ohlcv', 'json'),
)
no_trades = False
filename = config.get('exportfilename')
if config.get('no_trades', False):
no_trades = True
elif config['trade_source'] == 'file':
if not filename.is_dir() and not filename.is_file():
logger.warning("Backtest file is missing skipping trades.")
no_trades = True
trades = load_trades(
config['trade_source'],
db_url=config.get('db_url'),
exportfilename=filename,
no_trades=no_trades,
strategy=config.get('strategy'),
)
trades = trim_dataframe(trades, timerange, 'open_date')
return {
"ohlcv": data,
"trades": trades,
"pairs": pairs,
}
def plot_profit(config: Dict[str, Any]) -> None:
"""
Plots the total profit for all pairs.
Note, the profit calculation isn't realistic.
But should be somewhat proportional, and therefor useful
in helping out to find a good algorithm.
"""
plot_elements = init_plotscript(config)
trades = load_trades(config['trade_source'],
db_url=str(config.get('db_url')),
exportfilename=str(config.get('exportfilename')),
)
# Filter trades to relevant pairs
trades = trades[trades['pair'].isin(plot_elements["pairs"])]
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"], trades)
store_plot_file(fig, filename='freqtrade-profit-plot.html',
directory=config['user_data_dir'] / "plot", auto_open=True)
def init_plotscript(config):
"""
Initialize objects needed for plotting
:return: Dict with tickers, trades, pairs and strategy
"""
exchange: Optional[Exchange] = None
# Exchange is only needed when downloading data!
if config.get("refresh_pairs", False):
exchange = ExchangeResolver(
config.get('exchange', {}).get('name'), config).exchange
strategy = StrategyResolver(config).strategy
if "pairs" in config:
pairs = config["pairs"]
else:
pairs = config["exchange"]["pair_whitelist"]
# Set timerange to use
timerange = TimeRange.parse_timerange(config.get("timerange"))
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config['ticker_interval'],
refresh_pairs=config.get('refresh_pairs', False),
timerange=timerange,
exchange=exchange,
)
trades = load_trades(config)
return {
"tickers": tickers,
"trades": trades,
"pairs": pairs,
"strategy": strategy,
}
def test_load_trades(default_conf, mocker):
db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db",
MagicMock())
bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data",
MagicMock())
load_trades(
"DB",
db_url=default_conf.get('db_url'),
exportfilename=default_conf.get('exportfilename'),
no_trades=False,
strategy=CURRENT_TEST_STRATEGY,
)
assert db_mock.call_count == 1
assert bt_mock.call_count == 0
db_mock.reset_mock()
bt_mock.reset_mock()
default_conf['exportfilename'] = Path("testfile.json")
load_trades(
"file",
db_url=default_conf.get('db_url'),
exportfilename=default_conf.get('exportfilename'),
)
assert db_mock.call_count == 0
assert bt_mock.call_count == 1
db_mock.reset_mock()
bt_mock.reset_mock()
default_conf['exportfilename'] = "testfile.json"
load_trades("file",
db_url=default_conf.get('db_url'),
exportfilename=default_conf.get('exportfilename'),
no_trades=True)
assert db_mock.call_count == 0
assert bt_mock.call_count == 0
