def plot(self,
macd_trace_kwargs=None,
signal_trace_kwargs=None,
hist_trace_kwargs=None,
fig=None,
**layout_kwargs): # pragma: no cover
"""Plot `MACD.macd`, `MACD.signal` and `MACD.hist`.
Args:
macd_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `MACD.macd`.
signal_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `MACD.signal`.
hist_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Bar` for `MACD.hist`.
fig (plotly.graph_objects.Figure): Figure to add traces to.
**layout_kwargs: Keyword arguments for layout.
Example:
```python-repl
>>> vbt.MACD.run(price['Close']).plot()
```
"""
if self.wrapper.ndim > 1:
raise TypeError("Select a column first. Use indexing.")
if macd_trace_kwargs is None:
macd_trace_kwargs = {}
if signal_trace_kwargs is None:
signal_trace_kwargs = {}
if hist_trace_kwargs is None:
hist_trace_kwargs = {}
macd_trace_kwargs = merge_kwargs(dict(name='MACD'), macd_trace_kwargs)
signal_trace_kwargs = merge_kwargs(dict(name='Signal'),
signal_trace_kwargs)
hist_trace_kwargs = merge_kwargs(dict(name='Histogram'),
hist_trace_kwargs)
layout_kwargs = merge_kwargs(dict(bargap=0), layout_kwargs)
fig = self.macd.vbt.plot(trace_kwargs=macd_trace_kwargs,
fig=fig,
**layout_kwargs)
fig = self.signal.vbt.plot(trace_kwargs=signal_trace_kwargs,
fig=fig,
**layout_kwargs)
# Plot hist
hist = self.hist.values
hist_diff = generic_nb.diff_1d_nb(hist)
marker_colors = np.full(hist.shape, 'silver', dtype=np.object)
marker_colors[(hist > 0) & (hist_diff > 0)] = 'green'
marker_colors[(hist > 0) & (hist_diff <= 0)] = 'lightgreen'
marker_colors[(hist < 0) & (hist_diff < 0)] = 'red'
marker_colors[(hist < 0) & (hist_diff >= 0)] = 'lightcoral'
hist_bar = go.Bar(x=self.hist.index,
y=self.hist.values,
marker_color=marker_colors,
marker_line_width=0)
hist_bar.update(**hist_trace_kwargs)
fig.add_trace(hist_bar)
return fig
def plot(self,
macd_trace_kwargs={},
signal_trace_kwargs={},
histogram_trace_kwargs={},
fig=None,
**layout_kwargs): # pragma: no cover
"""Plot `MACD.macd`, `MACD.signal` and `MACD.histogram`.
Args:
macd_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `MACD.macd`.
signal_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `MACD.signal`.
histogram_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Bar` for `MACD.histogram`.
fig (plotly.graph_objects.Figure): Figure to add traces to.
**layout_kwargs: Keyword arguments for layout.
Example:
```py
macd[(10, 20, 30, False, True)].plot()
```
"""
if self.wrapper.ndim > 1:
raise TypeError("You must select a column first")
macd_trace_kwargs = merge_kwargs(dict(
name=f'MACD ({self.name})'
), macd_trace_kwargs)
signal_trace_kwargs = merge_kwargs(dict(
name=f'Signal ({self.name})'
), signal_trace_kwargs)
histogram_trace_kwargs = merge_kwargs(dict(
name=f'Histogram ({self.name})',
showlegend=False
), histogram_trace_kwargs)
layout_kwargs = merge_kwargs(dict(bargap=0), layout_kwargs)
fig = self.macd.vbt.plot(trace_kwargs=macd_trace_kwargs, fig=fig, **layout_kwargs)
fig = self.signal.vbt.plot(trace_kwargs=signal_trace_kwargs, fig=fig, **layout_kwargs)
# Plot histogram
hist = self.histogram.values
hist_diff = generic_nb.diff_1d_nb(hist)
marker_colors = np.full(hist.shape, 'silver', dtype=np.object)
marker_colors[(hist > 0) & (hist_diff > 0)] = 'green'
marker_colors[(hist > 0) & (hist_diff <= 0)] = 'lightgreen'
marker_colors[(hist < 0) & (hist_diff < 0)] = 'red'
marker_colors[(hist < 0) & (hist_diff >= 0)] = 'lightcoral'
histogram_bar = go.Bar(
x=self.histogram.index,
y=self.histogram.values,
marker_color=marker_colors,
marker_line_width=0
)
histogram_bar.update(**histogram_trace_kwargs)
fig.add_trace(histogram_bar)
return fig
def plot(self,
column: tp.Optional[tp.Label] = None,
macd_trace_kwargs: tp.KwargsLike = None,
signal_trace_kwargs: tp.KwargsLike = None,
hist_trace_kwargs: tp.KwargsLike = None,
add_trace_kwargs: tp.KwargsLike = None,
fig: tp.Optional[tp.BaseFigure] = None,
**layout_kwargs) -> tp.BaseFigure: # pragma: no cover
"""Plot `MACD.macd`, `MACD.signal` and `MACD.hist`.
Args:
column (str): Name of the column to plot.
macd_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `MACD.macd`.
signal_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `MACD.signal`.
hist_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Bar` for `MACD.hist`.
add_trace_kwargs (dict): Keyword arguments passed to `add_trace`.
fig (Figure or FigureWidget): Figure to add traces to.
**layout_kwargs: Keyword arguments for layout.
## Example
```python-repl
>>> vbt.MACD.run(ohlcv['Close']).plot()
```
"""
self_col = self.select_one(column=column)
if fig is None:
fig = make_figure()
fig.update_layout(bargap=0)
fig.update_layout(**layout_kwargs)
if macd_trace_kwargs is None:
macd_trace_kwargs = {}
if signal_trace_kwargs is None:
signal_trace_kwargs = {}
if hist_trace_kwargs is None:
hist_trace_kwargs = {}
macd_trace_kwargs = merge_dicts(dict(
name='MACD'
), macd_trace_kwargs)
signal_trace_kwargs = merge_dicts(dict(
name='Signal'
), signal_trace_kwargs)
hist_trace_kwargs = merge_dicts(dict(name='Histogram'), hist_trace_kwargs)
fig = self_col.macd.vbt.plot(
trace_kwargs=macd_trace_kwargs,
add_trace_kwargs=add_trace_kwargs, fig=fig)
fig = self_col.signal.vbt.plot(
trace_kwargs=signal_trace_kwargs,
add_trace_kwargs=add_trace_kwargs, fig=fig)
# Plot hist
hist = self_col.hist.values
hist_diff = generic_nb.diff_1d_nb(hist)
marker_colors = np.full(hist.shape, adjust_opacity('silver', 0.75), dtype=object)
marker_colors[(hist > 0) & (hist_diff > 0)] = adjust_opacity('green', 0.75)
marker_colors[(hist > 0) & (hist_diff <= 0)] = adjust_opacity('lightgreen', 0.75)
marker_colors[(hist < 0) & (hist_diff < 0)] = adjust_opacity('red', 0.75)
marker_colors[(hist < 0) & (hist_diff >= 0)] = adjust_opacity('lightcoral', 0.75)
hist_bar = go.Bar(
x=self_col.hist.index,
y=self_col.hist.values,
marker_color=marker_colors,
marker_line_width=0
)
hist_bar.update(**hist_trace_kwargs)
if add_trace_kwargs is None:
add_trace_kwargs = {}
fig.add_trace(hist_bar, **add_trace_kwargs)
return fig
def test_diff(self):
pd.testing.assert_series_equal(ts['a'].vbt.diff(), ts['a'].diff())
np.testing.assert_array_equal(ts['a'].vbt.diff().values,
nb.diff_1d_nb(ts['a'].values))
pd.testing.assert_frame_equal(ts.vbt.diff(), ts.diff())
def plot(self,
column=None,
macd_trace_kwargs=None,
signal_trace_kwargs=None,
hist_trace_kwargs=None,
row=None,
col=None,
fig=None,
**layout_kwargs): # pragma: no cover
"""Plot `MACD.macd`, `MACD.signal` and `MACD.hist`.
Args:
column (str): Name of the column to plot.
macd_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `MACD.macd`.
signal_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `MACD.signal`.
hist_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Bar` for `MACD.hist`.
row (int): Row position.
col (int): Column position.
fig (plotly.graph_objects.Figure): Figure to add traces to.
**layout_kwargs: Keyword arguments for layout.
## Example
```python-repl
>>> vbt.MACD.run(price['Close']).plot()
```
"""
self_col = self.select_series(column=column)
if fig is None:
fig = CustomFigureWidget()
fig.update_layout(bargap=0)
fig.update_layout(**layout_kwargs)
if macd_trace_kwargs is None:
macd_trace_kwargs = {}
if signal_trace_kwargs is None:
signal_trace_kwargs = {}
if hist_trace_kwargs is None:
hist_trace_kwargs = {}
macd_trace_kwargs = merge_dicts(dict(name='MACD'), macd_trace_kwargs)
signal_trace_kwargs = merge_dicts(dict(name='Signal'),
signal_trace_kwargs)
hist_trace_kwargs = merge_dicts(dict(name='Histogram'),
hist_trace_kwargs)
fig = self_col.macd.vbt.plot(trace_kwargs=macd_trace_kwargs,
row=row,
col=col,
fig=fig)
fig = self_col.signal.vbt.plot(trace_kwargs=signal_trace_kwargs,
row=row,
col=col,
fig=fig)
# Plot hist
hist = self_col.hist.values
hist_diff = generic_nb.diff_1d_nb(hist)
marker_colors = np.full(hist.shape, 'silver', dtype=np.object)
marker_colors[(hist > 0) & (hist_diff > 0)] = 'green'
marker_colors[(hist > 0) & (hist_diff <= 0)] = 'lightgreen'
marker_colors[(hist < 0) & (hist_diff < 0)] = 'red'
marker_colors[(hist < 0) & (hist_diff >= 0)] = 'lightcoral'
hist_bar = go.Bar(x=self_col.hist.index,
y=self_col.hist.values,
marker_color=marker_colors,
marker_line_width=0)
hist_bar.update(**hist_trace_kwargs)
fig.add_trace(hist_bar, row=row, col=col)
return fig
