def draw_bars(self, dataframe):
what = 'Volume'
vmax = dataframe[what].max()
if vmax == 0:
return
candle_left = 0
candle_right = len(dataframe) + self.candlesrightfree
color = (192, 192, 192)
for index in range(0, len(dataframe)):
row = dataframe.iloc[index]
# Draw body
x1 = index
x2 = index + (1 - self.candlesmargin)
start_point = (int(
utils.translate(x1, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(row[what], 0, vmax, self.bottom,
self.top)))
end_point = (int(
utils.translate(x2, candle_left, candle_right, self.left,
self.right)), self.bottom)
thickness = -1
cv2.rectangle(self.canvas, start_point, end_point, color,
thickness)
def find_trendlines(dataframe, clearance=5, what=SUPPORTS):
'''Calculates trendlines for the given dataframe.
:param dataframe: Dataframe containing the price data.
:param clearance: Nr of candles to clear on both sides of the peak
:param what: Selects whether SUPPORTS or RESISTS will be returned.
:type dataframe: pandas
:type clearance: int
:type what: const
:returns: lines
:rtype: array
.. note:: The dataframe must contain the columns 'High' and 'Low'.
.. note:: The returned array of lines are in the format (x1,y1,x2,y2) where x1 and x2 are indexes into the dataframe and Y1 and Y2 are actual price points.
'''
results = []
if what == SUPPORTS:
peaks = find_peaks(dataframe,
clearance=clearance,
method=MODERN,
what=BOTTOMS)
if what == RESISTS:
peaks = find_peaks(dataframe,
clearance=clearance,
method=MODERN,
what=TOPS)
for i in range(0, len(peaks)):
for j in range(0, len(peaks)):
if j <= i:
continue
x1 = peaks[i]
x2 = peaks[j]
reach = int(x2 + ((x2 - x1) * trendline_reach))
if reach < len(dataframe):
continue
if what == SUPPORTS:
y1 = dataframe['Low'].iloc[x1]
y2 = dataframe['Low'].iloc[x2]
if what == RESISTS:
y1 = dataframe['High'].iloc[x1]
y2 = dataframe['High'].iloc[x2]
valid = True
for k in range(i, len(dataframe)):
y3 = utils.translate(k, x1, x2, y1, y2)
if what == SUPPORTS:
if dataframe['Low'].iloc[k] < y3:
valid = False
if what == RESISTS:
if dataframe['High'].iloc[k] > y3:
valid = False
if valid is True:
results.append((x1, y1, k, y3))
return results
def main():
# We download the S&P 500
df = yf.download('^GSPC',
start='2019-06-01',
end='2020-01-01',
progress=False)
# Create a graph and clear it
graph = dt.Graph(width=1280, height=1280)
graph.clear()
graph.draw_candles(df)
lines = []
lines += [ta.find_regression_line(df)]
# This wil be all values above and below the regression line
above = []
below = []
# Extract the parameters of the regression line
x1, y1, x2, y2 = lines[0]
for x in range(x1, x2): # Go through the entire dataframe
y = ut.translate(x, x1, x2, y1, y2) # Get the current height of the regression line
above.append(df['High'].iloc[x] - y)
below.append(df['Low'].iloc[x] - y)
above.sort(reverse=True)
below.sort(reverse=False)
top_max_line = (x1, y1+above[0], x2, y2+above[0])
bottom_max_line = (x1, y1+below[0], x2, y2+below[0])
lines += [top_max_line, bottom_max_line]
# Method 1, have 20% of candles in top zone and 20% in bottom zone
# nr_candles = int(len(df)*0.2)
# top_safe_line = (x1, y1+above[nr_candles], x2, y2+above[nr_candles])
# top_bottom_line = (x1, y1+below[nr_candles], x2, y2+below[nr_candles])
# lines += [top_safe_line, top_bottom_line]
# Method 2, have 30% of price in top zone and 30% in bottom zone
# top_safe_line = (x1, y1+above[0]*0.7, x2, y2+above[0]*0.7)
# top_bottom_line = (x1, y1+below[0]*0.7, x2, y2+below[0]*0.7)
# lines += [top_safe_line, top_bottom_line]
# Draw the lines
graph.draw_lines(df, lines) # Draw the line
# Show the finished graph
cv2.imshow('Technical analysis', graph.canvas)
cv2.waitKey(0)
return
def draw_lines(self, dataframe, lines=[]):
if len(lines) == 0:
return
candle_bottom = dataframe['Low'].min()
candle_top = dataframe['High'].max()
height_diff = (candle_top - candle_bottom) * self.heightmargin
candle_bottom -= height_diff
candle_top += height_diff
candle_left = 0
candle_right = len(dataframe) + self.candlesrightfree
color = (192, 192, 192)
for x1, y1, x2, y2 in lines:
# Draw line
start_point = (int(
utils.translate(x1, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(y1, candle_bottom, candle_top,
self.bottom, self.top)))
end_point = (int(
utils.translate(x2, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(y2, candle_bottom, candle_top,
self.bottom, self.top)))
thickness = 1
cv2.line(self.canvas, start_point, end_point, color, thickness)
lable = str(y2)[:7]
end_point = (int(
utils.translate(x2 + 1, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(y2, candle_bottom, candle_top,
self.bottom, self.top)) + 3)
cv2.putText(self.canvas, lable, end_point,
cv2.FONT_HERSHEY_SIMPLEX, 0.35, (255, 255, 255), 1,
cv2.LINE_AA)
def draw_candles(self, dataframe, greens=[], reds=[]):
candle_bottom = dataframe['Low'].min()
candle_top = dataframe['High'].max()
height_diff = (candle_top - candle_bottom) * self.heightmargin
candle_bottom -= height_diff
candle_top += height_diff
candle_left = 0
candle_right = len(dataframe) + self.candlesrightfree
# Draw candles
for index in range(0, len(dataframe)):
row = dataframe.iloc[index]
# Color
color = (192, 192, 192)
if index in greens:
color = (0, 192, 0)
if index in reds:
color = (0, 0, 192)
# Body high and low
if row['Open'] > row['Close']:
body_high = row['Open']
body_low = row['Close']
else:
body_high = row['Close']
body_low = row['Open']
# Draw body top line
x1 = index + (1 - self.candlesmargin) / 2
x2 = x1
start_point = (int(
utils.translate(x1, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(row['High'], candle_bottom,
candle_top, self.bottom,
self.top)))
end_point = (int(
utils.translate(x2, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(body_high, candle_bottom,
candle_top, self.bottom,
self.top)))
thickness = 1
cv2.line(self.canvas, start_point, end_point, color, thickness)
# Draw body bottom line
x1 = index + (1 - self.candlesmargin) / 2
x2 = x1
start_point = (int(
utils.translate(x1, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(body_low, candle_bottom,
candle_top, self.bottom,
self.top)))
end_point = (int(
utils.translate(x2, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(row['Low'], candle_bottom,
candle_top, self.bottom,
self.top)))
thickness = 1
cv2.line(self.canvas, start_point, end_point, color, thickness)
# Draw body
x1 = index
x2 = index + (1 - self.candlesmargin)
start_point = (int(
utils.translate(x1, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(row['Open'], candle_bottom,
candle_top, self.bottom,
self.top)))
end_point = (int(
utils.translate(x2, candle_left, candle_right, self.left,
self.right)),
int(
utils.translate(row['Close'], candle_bottom,
candle_top, self.bottom,
self.top)))
thickness = -1
cv2.rectangle(self.canvas, start_point, end_point, color,
thickness)
def find_peaks(dataframe, clearance=5, method=CLASSIC, what=TOPS):
'''Calculates peaks for the given dataframe.
:param dataframe: Dataframe containing the price data.
:param clearance: Nr of candles to clear on both sides of the peak
:param method: User CLASSIC or MODERN style for peak detection
:param what: Selects whether TOPS or BOTTOMS will be returned.
:type dataframe: pandas
:type clearance: int
:type what: const
:returns: indexes
:rtype: array
.. note:: The dataframe must contain the columns 'High' and 'Low'.
.. note:: CLASSIC peak stick out on a horizontal level. MODERN peaks also consider the trend of surrounding candles.
'''
result = []
if what == TOPS:
element = 'High'
if what == BOTTOMS:
element = 'Low'
for i in range(clearance, len(dataframe) - clearance):
target = dataframe[element].iloc[i]
isTop = True
if method == CLASSIC:
for j in range(1, clearance + 1):
left = dataframe[element].iloc[i - j]
right = dataframe[element].iloc[i + j]
if what == TOPS:
thresHold = max(left, right)
if target <= thresHold:
isTop = False
break
if what == BOTTOMS:
thresHold = min(left, right)
if target >= thresHold:
isTop = False
break
if method == MODERN:
left = dataframe[element].iloc[i - 1]
right = dataframe[element].iloc[i + 1]
if what == TOPS:
if target <= (left + right) / 2: # Quick optimization
continue
if what == BOTTOMS:
if target >= (left + right) / 2: # Quick optimization
continue
for k in range(i - clearance, i + clearance + 1):
if k == i:
continue
elif k > i:
x = i
y = k
elif k < i:
x = k
y = i
isTop = True
left = dataframe[element].iloc[x]
right = dataframe[element].iloc[y]
for l in range(i - clearance, i + clearance + 1):
if l == i or l == k:
continue
pp = dataframe[element].iloc[l]
t = utils.translate(l, x, y, left, right)
if what == TOPS:
if pp >= t:
isTop = False
break
if what == BOTTOMS:
if pp <= t:
isTop = False
break
if isTop is True:
break
if isTop is True:
result.append(i)
return result