plot-profit should use absolute values

freqtrade/data/btanalysis.py

@@ -337,7 +337,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     """
     Adds a column `col_name` with the cumulative profit for the given trades array.
     :param df: DataFrame with date index
-    :param trades: DataFrame containing trades (requires columns close_date and profit_ratio)
+    :param trades: DataFrame containing trades (requires columns close_date and profit_abs)
     :param col_name: Column name that will be assigned the results
     :param timeframe: Timeframe used during the operations
     :return: Returns df with one additional column, col_name, containing the cumulative profit.
@@ -349,8 +349,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     timeframe_minutes = timeframe_to_minutes(timeframe)
     # Resample to timeframe to make sure trades match candles
     _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_date'
-                                  )[['profit_ratio']].sum()
-    df.loc[:, col_name] = _trades_sum['profit_ratio'].cumsum()
+                                  )[['profit_abs']].sum()
+    df.loc[:, col_name] = _trades_sum['profit_abs'].cumsum()
     # Set first value to 0
     df.loc[df.iloc[0].name, col_name] = 0
     # FFill to get continuous

freqtrade/plot/plotting.py

@@ -441,7 +441,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
 
 
 def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
-                          trades: pd.DataFrame, timeframe: str) -> go.Figure:
+                          trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure:
     # Combine close-values for all pairs, rename columns to "pair"
     df_comb = combine_dataframes_with_mean(data, "close")
 
@@ -466,8 +466,8 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
                         subplot_titles=["AVG Close Price", "Combined Profit", "Profit per pair"])
     fig['layout'].update(title="Freqtrade Profit plot")
     fig['layout']['yaxis1'].update(title='Price')
-    fig['layout']['yaxis2'].update(title='Profit')
-    fig['layout']['yaxis3'].update(title='Profit')
+    fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
+    fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
     fig['layout']['xaxis']['rangeslider'].update(visible=False)
 
     fig.add_trace(avgclose, 1, 1)
@@ -581,6 +581,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # 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['ohlcv'],
-                                trades, config.get('timeframe', '5m'))
+                                trades, config.get('timeframe', '5m'), config.get('stake_currency'))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / 'plot', auto_open=True)

tests/data/test_btanalysis.py

@@ -1,3 +1,4 @@
+from math import isclose
 from pathlib import Path
 from unittest.mock import MagicMock
 
@@ -246,7 +247,7 @@ def test_create_cum_profit(testdatadir):
                                     "cum_profits", timeframe="5m")
     assert "cum_profits" in cum_profits.columns
     assert cum_profits.iloc[0]['cum_profits'] == 0
-    assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
+    assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
 
 
 def test_create_cum_profit1(testdatadir):
@@ -264,7 +265,7 @@ def test_create_cum_profit1(testdatadir):
                                     "cum_profits", timeframe="5m")
     assert "cum_profits" in cum_profits.columns
     assert cum_profits.iloc[0]['cum_profits'] == 0
-    assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
+    assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
 
     with pytest.raises(ValueError, match='Trade dataframe empty.'):
         create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],

tests/test_plotting.py

@@ -331,13 +331,13 @@ def test_generate_profit_graph(testdatadir):
 
     trades = trades[trades['pair'].isin(pairs)]
 
-    fig = generate_profit_graph(pairs, data, trades, timeframe="5m")
+    fig = generate_profit_graph(pairs, data, trades, timeframe="5m", stake_currency='BTC')
     assert isinstance(fig, go.Figure)
 
     assert fig.layout.title.text == "Freqtrade Profit plot"
     assert fig.layout.yaxis.title.text == "Price"
-    assert fig.layout.yaxis2.title.text == "Profit"
-    assert fig.layout.yaxis3.title.text == "Profit"
+    assert fig.layout.yaxis2.title.text == "Profit BTC"
+    assert fig.layout.yaxis3.title.text == "Profit BTC"
 
     figure = fig.layout.figure
     assert len(figure.data) == 5
@@ -356,7 +356,8 @@ def test_generate_profit_graph(testdatadir):
 
     with pytest.raises(OperationalException, match=r"No trades found.*"):
         # Pair cannot be empty - so it's an empty dataframe.
-        generate_profit_graph(pairs, data, trades.loc[trades['pair'].isnull()], timeframe="5m")
+        generate_profit_graph(pairs, data, trades.loc[trades['pair'].isnull()], timeframe="5m",
+                              stake_currency='BTC')
 
 
 def test_start_plot_dataframe(mocker):