Beispiel #1
0
    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()
        ```

        ![](/docs/img/MACD.svg)"""
        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
Beispiel #2
0
    def plot(self,
             column: tp.Optional[tp.Label] = None,
             plot_close: bool = True,
             close_trace_kwargs: tp.KwargsLike = None,
             middle_trace_kwargs: tp.KwargsLike = None,
             upper_trace_kwargs: tp.KwargsLike = None,
             lower_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 `BBANDS.middle`, `BBANDS.upper` and `BBANDS.lower` against
        `BBANDS.close`.

        Args:
            column (str): Name of the column to plot.
            plot_close (bool): Whether to plot `MA.close`.
            close_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `BBANDS.close`.
            middle_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `BBANDS.middle`.
            upper_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `BBANDS.upper`.
            lower_trace_kwargs (dict): Keyword arguments passed to `plotly.graph_objects.Scatter` for `BBANDS.lower`.
            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.BBANDS.run(ohlcv['Close']).plot()
        ```

        ![](/docs/img/BBANDS.svg)
        """
        from vectorbt._settings import settings
        plotting_cfg = settings['plotting']

        self_col = self.select_one(column=column)

        if fig is None:
            fig = make_figure()
        fig.update_layout(**layout_kwargs)

        if close_trace_kwargs is None:
            close_trace_kwargs = {}
        if middle_trace_kwargs is None:
            middle_trace_kwargs = {}
        if upper_trace_kwargs is None:
            upper_trace_kwargs = {}
        if lower_trace_kwargs is None:
            lower_trace_kwargs = {}
        lower_trace_kwargs = merge_dicts(dict(
            name='Lower Band',
            line=dict(
                color=adjust_opacity(plotting_cfg['color_schema']['gray'], 0.75)
            ),
        ), lower_trace_kwargs)
        upper_trace_kwargs = merge_dicts(dict(
            name='Upper Band',
            line=dict(
                color=adjust_opacity(plotting_cfg['color_schema']['gray'], 0.75)
            ),
            fill='tonexty',
            fillcolor='rgba(128, 128, 128, 0.2)'
        ), upper_trace_kwargs)  # default kwargs
        middle_trace_kwargs = merge_dicts(dict(
            name='Middle Band'
        ), middle_trace_kwargs)
        close_trace_kwargs = merge_dicts(dict(
            name='Close',
            line=dict(color=plotting_cfg['color_schema']['blue'])
        ), close_trace_kwargs)

        fig = self_col.lower.vbt.plot(
            trace_kwargs=lower_trace_kwargs,
            add_trace_kwargs=add_trace_kwargs, fig=fig)
        fig = self_col.upper.vbt.plot(
            trace_kwargs=upper_trace_kwargs,
            add_trace_kwargs=add_trace_kwargs, fig=fig)
        fig = self_col.middle.vbt.plot(
            trace_kwargs=middle_trace_kwargs,
            add_trace_kwargs=add_trace_kwargs, fig=fig)
        if plot_close:
            fig = self_col.close.vbt.plot(
                trace_kwargs=close_trace_kwargs,
                add_trace_kwargs=add_trace_kwargs, fig=fig)

        return fig