Fixes for issues #11 and #9 and installation instructions for docker

.gitignore

@@ -127,3 +127,6 @@ dmypy.json
 
 # Pyre type checker
 .pyre/
+
+# Swap files
+*.swp

README.md

@@ -19,12 +19,23 @@ pip install -r /path/to/freqtrade_analysis_notebook/requirements.txt
 
 ### Docker
 
-This has not been tested in any docker environments, so YMMV, but some instructions that might be useful are in [this issue](https://github.com/froggleston/freqtrade_analysis_notebook/issues/1)
+This has been tested under docker by @vaidab .
+
+Use the instructions [here](https://www.freqtrade.io/en/stable/data-analysis/) for setting up Jupyter for freqtrade under docker. 
+
+Some instructions that might be useful are in [this issue](https://github.com/froggleston/freqtrade_analysis_notebook/issues/1)
+
 
 ## Installation
 
 Follow one of the two methods below:
 
+### Docker installation
+
+- Copy `.py` files and the `RollingBacktestNotebook.ipynb` to user_data/notebooks.
+- Set `freqtrade_dir` variable to `"/freqtrade"`
+
+
 ### Easiest installation
 
 - Copy all `.py` files and the `RollingBacktestNotebook.ipynb` into your base freqtrade folder, **not** the user_data/notebooks folder.
@@ -67,6 +78,10 @@ Pick any of these to open up a new Jupyter file browser tab in your preferred br
 
 If using an IDE like vscode, install an available jupyter extension and open the freqtrade folder. Then open the ipynb file and run the cells as normal.
 
+### Via Docker
+
+Connect to JupyterLab by following the instructions on the Freqtrade site.
+
 ## Usage
 
 Use the toolbar at the top of the plot to change behaviour or select/deselect data series.
@@ -94,4 +109,12 @@ Mouseover main plot and subplot data series to see individual values.
 ### plotly
 
 - works but slow
-- not as fancy
+- not as fancy
+
+### "No data found. Terminating." when running backtests
+
+Usually happens if you are using a different data_format than the one downloaded.
+
+### "IOPub data rate exceeded." when running backtests
+
+Lower the number of pairs in your pairlist.

RollingBacktestNotebook.ipynb

@@ -7,16 +7,19 @@
    "source": [
     "# FreqTrade backtesting analysis and plotting notebook\n",
     "\n",
-    "Version: v1.1\n",
+    "Version: v1.2\n",
     "\n",
-    "Date: 2023-07-08\n",
+    "Date: 2023-07-22\n",
     "\n",
     "GitHub: https://github.com/froggleston/freqtrade_analysis_notebook\n",
     "\n",
     "Authors:\n",
     "* **@froggleston** (for the notebook and some of the notebook_helper code)\n",
     "* **@rk** (for most of the notebook_helper code)\n",
     "\n",
+    "Contributor:\n",
+    "* **@vaidab** (various bugfixes and docker setup & testing)\n",
+    "\n",
     "### Welcome to the Notebook\n",
     "\n",
     "This notebook should make it easier to run sequential test backtests and compare them against a single benchmark backtest.\n",
@@ -117,16 +120,18 @@
     "## main configuration for everything ##\n",
     "\n",
     "# main freqtrade dir\n",
-    "# use '.' if you copy the notebook files into your ft dir\n",
-    "freqtrade_dir = \".\"\n",
+    "\n",
+    "# If using docker:\n",
+    "freqtrade_dir = \".\"               # use '.' if you've copied the notebook files into your ft dir\n",
+    "# freqtrade_dir = \"/freqtrade\"    # if using docker\n",
     "\n",
     "if 'executed' not in globals():\n",
     "    executed = True         # Guard against running this multiple times\n",
     "    cwd = os.getcwd()       # equivalent to !pwd\n",
     "    # cwd = cwd[0]          # only use if using !pwd above\n",
     "    sys.path.append(cwd)    # Add notebook dir to python path for utility imports\n",
     "    # cd to root directory to make relative paths in config valid\n",
-    "    %cd freqtrade_dir\n",
+    "    os.chdir(\"/freqtrade/\")\n",
     "\n",
     "# parallelise backtests by month\n",
     "parallel = True\n",
@@ -158,13 +163,13 @@
     "# # set your config file\n",
     "config_file = f\"{freqtrade_dir}/your_config.json\"\n",
     "\n",
-    "# # set your format and path to downloaded data\n",
+    "# set your format and path to downloaded data\n",
     "# data_format = \"json\"\n",
-    "# data_location = Path('/path', 'to', 'your', 'data', f'{exchange}')\n",
+    "# data_location = Path(freqtrade_dir, 'path', 'to', 'your', 'data', f'{exchange}')\n",
     "\n",
     "# set your stake currency and stake format\n",
     "stake_currency = \"USDT\"\n",
-    "    \n",
+    "\n",
     "# set your chosen stoploss\n",
     "stoploss = -0.125\n",
     "\n",
@@ -183,7 +188,6 @@
     "# uncomment for 1m detail\n",
     "# timeframe_detail = \"1m\"\n",
     "# ft_config['timeframe_detail'] = timeframe_detail\n",
-    "\n",
     "ft_config['datadir'] = data_location\n",
     "\n",
     "if short:\n",
@@ -205,6 +209,22 @@
     "        'dataformat_ohlcv':data_format,\n",
     "        'stoploss': stoploss,\n",
     "        'minimal_roi': minimal_roi,\n",
+    "        \"entry_pricing\": {\n",
+    "            \"price_side\": \"same\",\n",
+    "            \"use_order_book\": True,\n",
+    "            \"order_book_top\": 1,\n",
+    "            \"price_last_balance\": 0.0,\n",
+    "            \"check_depth_of_market\": {\n",
+    "                \"enabled\": False,\n",
+    "                \"bids_to_ask_delta\": 1\n",
+    "            }\n",
+    "        },\n",
+    "        \"exit_pricing\": {\n",
+    "            \"price_side\": \"same\",\n",
+    "            \"use_order_book\": True,\n",
+    "            \"order_book_top\": 1,\n",
+    "            \"price_last_balance\": 0.0\n",
+    "        }  \n",
     "    }\n",
     "else:\n",
     "    trading_mode = CandleType.SPOT\n",
@@ -224,6 +244,22 @@
     "        'dataformat_ohlcv':data_format,\n",
     "        'minimal_roi': minimal_roi,\n",
     "        'enable_protections': enable_protections,\n",
+    "        \"entry_pricing\": {\n",
+    "            \"price_side\": \"same\",\n",
+    "            \"use_order_book\": True,\n",
+    "            \"order_book_top\": 1,\n",
+    "            \"price_last_balance\": 0.0,\n",
+    "            \"check_depth_of_market\": {\n",
+    "                \"enabled\": False,\n",
+    "                \"bids_to_ask_delta\": 1\n",
+    "            }\n",
+    "        },\n",
+    "        \"exit_pricing\": {\n",
+    "            \"price_side\": \"same\",\n",
+    "            \"use_order_book\": True,\n",
+    "            \"order_book_top\": 1,\n",
+    "            \"price_last_balance\": 0.0\n",
+    "        }\n",
     "    }\n",
     "\n",
     "bench_config = {\n",
@@ -261,8 +297,7 @@
    "metadata": {
     "pycharm": {
      "name": "#%%t\n"
-    },
-    "scrolled": false
+    }
    },
    "outputs": [],
    "source": [
@@ -326,9 +361,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "metadata": {
-    "scrolled": false
-   },
+   "metadata": {},
    "outputs": [],
    "source": [
     "# run the test strategy for the same timerange as benchmark \n",
@@ -537,14 +570,19 @@
    "cell_type": "code",
    "execution_count": null,
    "metadata": {
-    "scrolled": false
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
    },
    "outputs": [],
    "source": [
     "import sqlite3\n",
     "from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
     "\n",
     "# specify your actual trades from a dry/live DB\n",
+    "# db_path = f\"{freqtrade_dir}/user_data/your_db_name.sqlite\"\n",
     "db_path = \"your_db_name.sqlite\"\n",
     "\n",
     "# if backtest_dir points to a directory, it'll automatically load the last backtest file\n",
@@ -553,7 +591,14 @@
     "# or specify a specific backtest results file\n",
     "# backtest_dir = config[\"user_data_dir\"] / \"backtest_results/backtest-result-2020-07-01_20-04-22.json\"\n",
     "\n",
-    "dat = sqlite3.connect(db_path)\n",
+    "try:\n",
+    "    if os.path.exists(db_path):\n",
+    "        dat = sqlite3.connect(db_path)\n",
+    "    else:\n",
+    "        raise FileNotFoundError(db_path + \" does not exist\")\n",
+    "except sqlite3.Error as e:\n",
+    "    print(f\"An error occurred connecting to the database: {e}\")\n",
+    "\n",
     "sel_cols = \"pair,open_date,close_date,min_rate,max_rate,enter_tag,exit_reason,open_rate,close_rate,close_profit,close_profit_abs\"\n",
     "query = dat.execute(f\"SELECT {sel_cols} FROM trades\")\n",
     "cols = [column[0] for column in query.description]\n",
@@ -590,8 +635,12 @@
     "bt_trades = bt_trades.loc[(bt_trades['open_date'] >= compare_start_date) & (bt_trades['open_date'] <= compare_end_date)]\n",
     "sql_trades = sql_trades.loc[(sql_trades['open_date'] <= bt_end_date)]\n",
     "\n",
-    "print(\"REAL\\n\", tabulate(sql_trades, headers='keys', tablefmt='psql', showindex=True))\n",
-    "print(\"BT\\n\", tabulate(bt_trades[sel_cols.split(\",\")], headers='keys', tablefmt='psql', showindex=True))\n",
+    "print(f\"Trades that match both timeranges: {sql_trades.shape[0]}/{num_real_trades} trades in the dry/live DB and {bt_trades.shape[0]}/{num_bt_trades} trades in the backtest file.\")\n",
+    "if sql_trades.shape[0] == 0 or bt_trades.shape[0] == 0:\n",
+    "    raise Exception(\"No matching trades, check if backtesting period matches dry/live run\")\n",
+    "\n",
+    "print(\"DRY/LIVE\\n\", tabulate(sql_trades, headers='keys', tablefmt='psql', showindex=True))\n",
+    "print(\"BACKTESTING\\n\", tabulate(bt_trades[sel_cols.split(\",\")], headers='keys', tablefmt='psql', showindex=True))\n",
     "\n",
     "merged_df = pd.merge(sql_trades, bt_trades, how ='outer', on =['pair', 'open_date'], suffixes=('_sql', '_bt')).sort_values(by='open_date')\n",
     "\n",
@@ -708,9 +757,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "metadata": {
-    "scrolled": false
-   },
+   "metadata": {},
    "outputs": [],
    "source": [
     "enter_tags=\"all\"\n",
@@ -743,9 +790,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "metadata": {
-    "scrolled": false
-   },
+   "metadata": {},
    "outputs": [],
    "source": [
     "# construct the plotting framework\n",
@@ -917,7 +962,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.8.10"
+   "version": "3.11.4"
   },
   "vscode": {
    "interpreter": {
@@ -926,5 +971,5 @@
   }
  },
  "nbformat": 4,
- "nbformat_minor": 1
+ "nbformat_minor": 4
 }