Merge pull request #75 from VladKochetov007/dev

v6.0.0: QuickTradeGraph

README.md

@@ -38,7 +38,7 @@ class My_trader(qtr.Trader):
 
 
 a = My_trader('MSFT/USD', df=yf.download('MSFT', start='2019-01-01'))
-a.set_pyplot()
+a.connect_graph()
 a.set_client(brokers.TradingClient(ccxt.ftx()))
 a.strategy_sell_and_hold()
 a.backtest()
@@ -142,7 +142,7 @@ client = brokers.TradingClient(ccxt.binance())
 df = client.get_data_historical('BTC/USDT', '15m', 1000)
 trader = qtr.ExampleStrategies('BTC/USDT', df=df, interval='15m')
 trader.set_client(client)
-trader.set_pyplot(height=731, width=1440, row_heights=[10, 5, 2])
+trader.connect_graph(height=731, width=1440, row_heights=[10, 5, 2])
 trader.strategy_2_sma(55, 21)
 trader.backtest(deposit=1000, commission=0.075, bet=qtr.utils.np.inf)  # backtest on one pair
 ```
@@ -169,6 +169,7 @@ Use the strategy on real moneys. YES, IT'S FULLY AUTOMATED!
 import datetime
 from quick_trade.trading_sys import ExampleStrategies
 from quick_trade.brokers import TradingClient
+from quick_trade.plots import QuickTradeGraph, make_figure
 import ccxt
 
 ticker = 'MATIC/USDT'
@@ -199,7 +200,9 @@ trader = MyTrade(ticker=ticker,
                  interval='1m',
                  df=client.get_data_historical(ticker, limit=10),
                  trading_on_client=True)
-trader.set_pyplot()
+fig = make_figure()
+graph = QuickTradeGraph(figure=fig)
+trader.connect_graph(graph)
 trader.set_client(client)
 
 while True:

docs/_sidebar.md

@@ -2,6 +2,7 @@
 
     - [trading_sys](docs/quick_trade/trading_sys.md)
     - [utils](docs/quick_trade/utils.md)
+    - [plots](docs/quick_trade/plots.md)
     - [quick_trade_tuner](docs/quick_trade/quick_trade_tuner/README.md)
 
         - [core](docs/quick_trade/quick_trade_tuner/core.md)

docs/docs/quick_trade/README.md

@@ -12,8 +12,7 @@ To create a strategy, you will need to generate values for:
 
 ?> Lengths of all these variables are equal to the length of the dataframe with the prices of the traded currency.
 
-If your strategy does not provide for the use of anything from this list, quick_trade provides methods for setting
-default values (as if the trader and tester would not use them).
+If your strategy does not provide for the use of anything from this list, quick_trade provides methods for setting default values (as if the trader and tester would not use them).
 
 If your strategy does not generate stop loss or take profit, there is the
 [`Trader.set_open_stop_and_take`](https://vladkochetov007.github.io/quick_trade/#/docs/quick_trade/trading_sys?id=set_open_stop_and_take)

docs/docs/quick_trade/plots.md

@@ -0,0 +1,39 @@
+# plots
+
+File for creating quick-trade charts.
+
+## make_figure
+
+Method for creating standard figure for plotly.
+
+| param  | type | description |
+| :---: | :---: | :---: |
+| height | Union\[int, float] | Plotly plot height |
+| width | Union\[int, float] | Plotly plot width |
+| template | str | template from https://plotly.com/python/templates/ |
+| row_heights | list | The ratio of the heights of the symbol data, deposit and the deposit change. |
+|returns|`plotly.graph_objs.Figure`| standard plotly figure for quick-trade |
+
+!> The number of columns must be 1, and the number of rows must be 3.
+
+## QuickTradeGraph
+
+### connect_trader
+
+### show
+
+### plot_line
+
+### plot_candlestick
+
+### plot_deposit
+
+### plot_returns
+
+### plot_SL_TP_OPN
+
+### plot_trade_triangles
+
+### log_y
+
+### plot_area

docs/docs/quick_trade/trading_sys.md

@@ -107,8 +107,8 @@ trader.inverse_strategy()
 
 ### backtest
 
-A method with the functionality of testing a strategy on historical data. For it to work, you need to use a strategy
-that will assign values to `self.returns`,` self._stop_losses`, `self._take_profits` and `self._credit_leverages`.
+A method with the functionality of testing a strategy on historical data. For it to work, you need to use a strategy that will assign values to `self.returns`,` self._stop_losses`, `self._take_profits`
+and `self._credit_leverages`.
 
 | param  | type | description |
 | :---: | :---: | :---: |
@@ -120,11 +120,10 @@ that will assign values to `self.returns`,` self._stop_losses`, `self._take_prof
 | show | bool | Show testing schedule. Includes candles, deposit, `.diff()` of deposit and other.|
 | returns | `pd.DataFrame` | Dataframe with information about the deposit, strategy signals, `.diff()` of deposit, stop loss, take profit, opening prices, average growth of deposit, and dataframe series. |
 
-?> The commission does not reduce the trade itself, but decreases the deposit, but if the deposit becomes less than the
-desired trade, deal is immediately reduced to the level of the deposit.
+?> The commission does not reduce the trade itself, but decreases the deposit, but if the deposit becomes less than the desired trade, deal is immediately reduced to the level of the deposit.
 
 ```python
-trader.set_pyplot()
+trader.connect_graph()
 
 # At this point, you need to use the strategy
 
@@ -150,8 +149,7 @@ A method for testing a strategy on several symbols.
 | show | bool | Show testing schedule. Includes candles, deposit, `.diff()` of deposit and other.|
 | returns | `pd.DataFrame` | Dataframe with information about the deposit, average growth of deposit and `.diff()` of deposit. |
 
-!> Each pair is tested separately and then the results are summarized. Because of this, the strategies do not use the
-total deposit in such a test.
+!> Each pair is tested separately and then the results are summarized. Because of this, the strategies do not use the total deposit in such a test.
 
 ```python
 import numpy as np
@@ -180,33 +178,42 @@ winrate: 49.9921984709003%
 
 ![image](https://github.com/VladKochetov007/quick_trade/blob/master/img/multi_backtest.png?raw=true)
 
-### set_pyplot
+### connect_graph
 
 The method sets the plotly figure for graphs
 
 | param  | type | description |
 | :---: | :---: | :---: |
-| height | Union\[int, float] | Plotly plot height |
-| width | Union\[int, float] | Plotly plot width |
-| template | str | template from https://plotly.com/python/templates/ |
-| row_heights | list | The ratio of the heights of the symbol data, deposit and the deposit change. |
-| subplot_kwargs | named arguments | named arguments for [`plotly.subplots.make_subplots`](https://github.com/plotly/plotly.py/blob/master/packages/python/plotly/plotly/subplots.py#L45) |
+| graph | `plots.QuickTradeGraph` | QuickTradeGraph figure |
+
+```python
+from quick_trade.plots import QuickTradeGraph, make_figure
+
+figure = make_figure()
+graph = QuickTradeGraph(figure=figure)
+```
+
+```python
+trader.connect_graph(graph)
+```
+
+or
+
+```python
+graph.connect_trader(trader=trader)
+```
 
 ### strategy_collider
 
-This method allows you to combine two strategies into one; it takes the lists of strategy predictions, and the combining
-mode as input values.
+This method allows you to combine two strategies into one; it takes the lists of strategy predictions, and the combining mode as input values.
 
 Available modes:
 
-- `minimalist`: If both predictions are short, then the result of the collider will be short. If both are long, then
-  long. If the predictions do not match - exit
+- `minimalist`: If both predictions are short, then the result of the collider will be short. If both are long, then long. If the predictions do not match - exit
 
-- `maximalist`: If both predictions are short, then the result of the collider will be short. If both are long, then
-  long. If the predictions do not match - result of the last merge.
+- `maximalist`: If both predictions are short, then the result of the collider will be short. If both are long, then long. If the predictions do not match - result of the last merge.
 
-- `super`: If an element of one of the predictions has changed, but the other not, the result is equal to the one that
-  has changed. If they changed at the same time - exit.
+- `super`: If an element of one of the predictions has changed, but the other not, the result is equal to the one that has changed. If they changed at the same time - exit.
 
 | param  | type | description |
 | :---: | :---: | :---: |
@@ -225,15 +232,14 @@ trader.strategy_collider(trader.strategy_2_sma(50, 20),
 
 [`strategy_collider`](#strategy_collider) for multiple strategies
 
-?> First, the first two strategies are combined, and then the result of the previous join is combined with subsequent
-strategies.
+?> First, the first two strategies are combined, and then the result of the previous join is combined with subsequent strategies.
 
 ```python
 trader.strategy_collider(trader.strategy_2_sma(50, 20),
                          trader.strategy_2_sma(20, 10),
                          trader.strategy_parabolic_SAR(),
-                         trader.strategy_macd()
-mode = 'maximalist')
+                         trader.strategy_macd(),
+                         mode='maximalist')
 ```
 
 ### get_trading_predict
@@ -260,34 +266,24 @@ This method is needed to get the result of the strategy and open an order on the
 
 ### get_support_resistance
 
-## ExampleStrategies
-
-Class with examples of strategies, inherited from the [`Trader`](#Trader) class
-
-### \_window_
-
-### find_pip_bar
-
-### find_DBLHC_DBHLC
-
-### find_TBH_TBL
-
-### find_PPR
-
 ### strategy_diff
 
-The strategy issues its verdict based on the last change to the dataframe. If you give the entry the closing price of
-candles, then if the candle is green - long, if red - short
+The strategy issues its verdict based on the last change to the dataframe. If you give the entry the closing price of candles, then if the candle is green - long, if red - short
 
 | param  | type | description |
 | :---: | :---: | :---: |
 | frame_to_diff | pd.Series | series of dataframe |
 | returns | `utils.PREDICT_TYPE_LIST` | returns |
 
+## ExampleStrategies
+
+Class with examples of strategies, inherited from the [`Trader`](#Trader) class
+
+### \_window_
+
 ### strategy_rsi
 
-When the RSI is greater than the `maximum`, and the current value is less than the previous one, short. It's the same
-with long (but with `minimum`).
+When the RSI is greater than the `maximum`, and the current value is less than the previous one, short. It's the same with long (but with `minimum`).
 
 If the value has crossed the border with mid` - exit
 
@@ -353,4 +349,12 @@ Bollinger bands strategy (not breakout)
 | **bollinger_kwargs | named arguments | named arguments for `ta.volatility.BollingerBands` |
 | returns | `utils.PREDICT_TYPE_LIST` | returns |
 
+### find_pip_bar
+
+### find_DBLHC_DBHLC
+
+### find_TBH_TBL
+
+### find_PPR
+
 ...

docs/docs/quick_trade/utils.md

@@ -78,8 +78,7 @@ Out[8]: [1, 1, 1, -1, -1, -1, -1, 1, 0, 0]
 
 ## get_window
 
-A function for getting a list of lists, each of which has n elements. These lists will be "data windows" with an offset
-of 1.
+A function for getting a list of lists, each of which has n elements. These lists will be "data windows" with an offset of 1.
 
 | param  | type | description |
 | :---: | :---: | :---: |
@@ -168,8 +167,7 @@ Function for calculating [Compound interest](https://investmentu.com/simple-inte
 
 ## get_coef_sec
 
-Function for converting timeframe to profit ratio and sleep time
-for [`realtime_trading`](https://vladkochetov007.github.io/quick_trade/#/docs/quick_trade/trading_sys?id=realtime_trading)
+Function for converting timeframe to profit ratio and sleep time for [`realtime_trading`](https://vladkochetov007.github.io/quick_trade/#/docs/quick_trade/trading_sys?id=realtime_trading)
 
 | param  | type | description |
 | :---: | :---: | :---: |
@@ -189,8 +187,7 @@ Out[16]: (105120, 300)
 
 ## wait_success
 
-Decorator. If a traceback was received during the execution of the function, then the action is repeated
-after `utils.WAIT_SUCCESS_SLEEP` seconds.
+Decorator. If a traceback was received during the execution of the function, then the action is repeated after `utils.WAIT_SUCCESS_SLEEP` seconds.
 
 The main purpose is to avoid ConnectionError when trading in real time.
 [see this page](https://stackoverflow.com/questions/27333671/how-to-solve-the-10054-error)
@@ -216,8 +213,7 @@ Function for calculating the coefficient of exponential growth of a deposit when
 
 ## assert_logger
 
-Decorator. If AssertionError was called, then first the error is written to the log with the "critical" level, and then
-the program stops.
+Decorator. If AssertionError was called, then first the error is written to the log with the "critical" level, and then the program stops.
 
 ## get_diff
 

docs/index.html

@@ -23,6 +23,8 @@
 
 
 
+
+
 </script>
 <!-- Docsify v4 -->
 <script src="//cdn.jsdelivr.net/npm/docsify@4"></script>

quick_trade/brokers.py

@@ -24,7 +24,8 @@ def order_create(self,
                      ticker: str = 'None',
                      quantity: float = 0.0):
         self._update_balances()
-        utils.logger.info('quantity: %f, side: %s, ticker: %s', quantity, side, ticker)
+        utils.logger.info('quantity: %f, side: %s, ticker: %s', quantity, side,
+                          ticker)
         if side == 'Buy':
             self.client.create_market_buy_order(symbol=ticker, amount=quantity)
         elif side == 'Sell':
@@ -67,7 +68,8 @@ def get_data_historical(self,
                                          interval,
                                          limit=limit)
         data = DataFrame(frames,
-                         columns=['time', 'Open', 'High', 'Low', 'Close', 'Volume'])
+                         columns=['time', 'Open', 'High', 'Low', 'Close',
+                                  'Volume'])
         return data.astype(float)
 
     def exit_last_order(self):