def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)
data['buy'] = 0
data['sell'] = 0
indicators1 = []
indicators2 = []
fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
assert len(figure.data) == 2
# Candlesticks are plotted first
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
assert log_has("No buy-signals found.", caplog)
assert log_has("No sell-signals found.", caplog)
def test_generate_candlestick_graph_no_trades(default_conf, mocker,
testdatadir):
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
pair = 'UNITTEST/BTC'
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair,
timeframe='1m',
datadir=testdatadir,
timerange=timerange)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
data = strategy.analyze_ticker(data, {'pair': pair})
indicators1 = []
indicators2 = []
fig = generate_candlestick_graph(pair=pair,
data=data,
trades=None,
indicators1=indicators1,
indicators2=indicators2)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
assert len(figure.data) == 6
# Candlesticks are plotted first
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
buy = find_trace_in_fig_data(figure.data, "buy")
assert isinstance(buy, go.Scatter)
# All buy-signals should be plotted
assert int(data.buy.sum()) == len(buy.x)
sell = find_trace_in_fig_data(figure.data, "sell")
assert isinstance(sell, go.Scatter)
# All buy-signals should be plotted
assert int(data.sell.sum()) == len(sell.x)
assert find_trace_in_fig_data(figure.data, "Bollinger Band")
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
def analyse_and_plot_pairs(config: Dict[str, Any]):
"""
From arguments provided in cli:
-Initialise backtest env
-Get tickers data
-Generate Dafaframes populated with indicators and signals
-Load trades excecuted on same periods
-Generate Plotly plot objects
-Generate plot files
:return: None
"""
plot_elements = init_plotscript(config)
trades = plot_elements['trades']
strategy = plot_elements["strategy"]
pair_counter = 0
for pair, data in plot_elements["tickers"].items():
pair_counter += 1
logger.info("analyse pair %s", pair)
tickers = {}
tickers[pair] = data
dataframe = strategy.analyze_ticker(tickers[pair], {'pair': pair})
trades_pair = trades.loc[trades['pair'] == pair]
trades_pair = extract_trades_of_period(dataframe, trades_pair)
fig = generate_candlestick_graph(
pair=pair,
data=dataframe,
trades=trades_pair,
indicators1=config["indicators1"].split(","),
indicators2=config["indicators2"].split(","))
store_plot_file(fig,
filename=generate_plot_filename(
pair, config['ticker_interval']),
directory=config['user_data_dir'] / "plot")
logger.info('End of ploting process %s plots generated', pair_counter)
