def build_color_lines(df: pd.DataFrame, scheme, col_open: str = 'open', col_close: str = 'close', col_prefix: str = '') -> pd.DataFrame:
# build color strings from scheme
colorup = convert_color(scheme.barup)
colordown = convert_color(scheme.bardown)
colorup_wick = convert_color(scheme.barup_wick)
colordown_wick = convert_color(scheme.bardown_wick)
colorup_outline = convert_color(scheme.barup_outline)
colordown_outline = convert_color(scheme.bardown_outline)
volup = convert_color(scheme.volup)
voldown = convert_color(scheme.voldown)
# build binary series determining if up or down bar
is_up: pd.DataFrame = df[col_close] >= df[col_open]
# we use the open-line as a indicator for NaN values
nan_ref = df[col_open]
# TODO: we want to have NaN values in the color lines if the corresponding data is also NaN
# find better way with less isnan usage
color_df = pd.DataFrame(index=df.index)
color_df[col_prefix + 'colors_bars'] = [np.nan if np.isnan(n) else colorup if x else colordown for x, n in zip(is_up, nan_ref)]
color_df[col_prefix + 'colors_wicks'] = [np.nan if np.isnan(n) else colorup_wick if x else colordown_wick for x, n in zip(is_up, nan_ref)]
color_df[col_prefix + 'colors_outline'] = [np.nan if np.isnan(n) else colorup_outline if x else colordown_outline for x, n in zip(is_up, nan_ref)]
color_df[col_prefix + 'colors_volume'] = [np.nan if np.isnan(n) else volup if x else voldown for x, n in zip(is_up, nan_ref)]
# convert to object since we want to hold str and NaN
for c in color_df.columns:
color_df[c] = color_df[c].astype(object)
return color_df
def plot_data(self, data: bt.AbstractDataBase):
source_id = FigureEnvelope._source_id(data)
# title = sanitize_source_name(label_resolver.datatarget2label([data]))
title = ""
legend_label = "OHLC"
# append to title
self._figure_append_title(title)
self._add_columns([(source_id + x, object) for x in ['open', 'high', 'low', 'close']])
self._add_columns([(source_id + x, str) for x in ['colors_bars', 'colors_wicks', 'colors_outline']])
if self._scheme.style == 'line':
if data.plotinfo.plotmaster is None:
color = convert_color(self._scheme.loc)
else:
self._nextcolor(data.plotinfo.plotmaster)
color = convert_color(self._color(data.plotinfo.plotmaster))
renderer = self.figure.line('index', source_id + 'close', source=self._cds, line_color=color, legend_label=legend_label)
self._set_single_hover_renderer(renderer)
self._hoverc.add_hovertip("Close", f"@{source_id}close", data)
elif self._scheme.style == 'bar':
self.figure.segment('index', source_id + 'high', 'index', source_id + 'low', source=self._cds, color=source_id + 'colors_wicks', legend_label=legend_label)
renderer = self.figure.vbar('index',
get_bar_width(),
source_id + 'open',
source_id + 'close',
source=self._cds,
fill_color=source_id + 'colors_bars',
line_color=source_id + 'colors_outline',
legend_label=legend_label,
)
self._set_single_hover_renderer(renderer)
self._hoverc.add_hovertip("Open", f"@{source_id}open{{{self._scheme.number_format}}}", data)
self._hoverc.add_hovertip("High", f"@{source_id}high{{{self._scheme.number_format}}}", data)
self._hoverc.add_hovertip("Low", f"@{source_id}low{{{self._scheme.number_format}}}", data)
self._hoverc.add_hovertip("Close", f"@{source_id}close{{{self._scheme.number_format}}}", data)
else:
raise Exception(f"Unsupported style '{self._scheme.style}'")
# make sure the regular y-axis only scales to the normal data on 1st axis (not to e.g. volume data on 2nd axis)
self.figure.y_range.renderers.append(renderer)
if self._scheme.volume and self._scheme.voloverlay:
self.plot_volume(data, self._scheme.voltrans, True)
def plot_volume(self,
data: bt.AbstractDataBase,
alpha=1.0,
extra_axis=False):
"""extra_axis displays a second axis (for overlay on data plotting)"""
source_id = FigureEnvelope._source_id(data)
self._add_columns([(source_id + 'volume', np.float64),
(source_id + 'colors_volume', np.object)])
kwargs = {
'fill_alpha': alpha,
'line_alpha': alpha,
'name': 'Volume',
'legend_label': 'Volume'
}
ax_formatter = NumeralTickFormatter(format=self._scheme.number_format)
if extra_axis:
source_data_axis = 'axvol'
self.figure.extra_y_ranges = {
source_data_axis:
DataRange1d(
range_padding=1.0 / self._scheme.volscaling,
start=0,
)
}
# use colorup
ax_color = convert_color(self._scheme.volup)
ax = LinearAxis(y_range_name=source_data_axis,
formatter=ax_formatter,
axis_label_text_color=ax_color,
axis_line_color=ax_color,
major_label_text_color=ax_color,
major_tick_line_color=ax_color,
minor_tick_line_color=ax_color)
self.figure.add_layout(ax, 'left')
kwargs['y_range_name'] = source_data_axis
else:
self.figure.yaxis.formatter = ax_formatter
vbars = self.figure.vbar('index',
get_bar_width(),
f'{source_id}volume',
0,
source=self._cds,
fill_color=f'{source_id}colors_volume',
line_color="black",
**kwargs)
# make sure the new axis only auto-scales to the volume data
if extra_axis:
self.figure.extra_y_ranges['axvol'].renderers = [vbars]
self._hoverc.add_hovertip(
"Volume", f"@{source_id}volume{{({self._scheme.number_format})}}",
data)
def _plot_hlines(self, obj):
hlines = obj.plotinfo._get('plothlines', [])
if not hlines:
hlines = obj.plotinfo._get('plotyhlines', [])
# Horizontal Lines
hline_color = convert_color(self._scheme.hlinescolor)
for hline in hlines:
span = Span(location=hline,
dimension='width',
line_color=hline_color,
line_dash=convert_linestyle(self._scheme.hlinesstyle),
line_width=self._scheme.hlineswidth)
self.figure.renderers.append(span)
def _plot_indicator_observer(self,
obj: Union[bt.Indicator, bt.Observer],
master,
strat_clk: array = None):
pl = plotobj2label(obj)
self._figure_append_title(pl)
indlabel = obj.plotlabel()
plotinfo = obj.plotinfo
for lineidx in range(obj.size()):
line = obj.lines[lineidx]
source_id = Figure._source_id(line)
linealias = obj.lines._getlinealias(lineidx)
lineplotinfo = getattr(obj.plotlines, '_%d' % lineidx, None)
if not lineplotinfo:
lineplotinfo = getattr(obj.plotlines, linealias, None)
if not lineplotinfo:
lineplotinfo = bt.AutoInfoClass()
if lineplotinfo._get('_plotskip', False):
continue
marker = lineplotinfo._get("marker", None)
method = lineplotinfo._get('_method', "line")
color = getattr(lineplotinfo, "color", None)
if color is None:
if not lineplotinfo._get('_samecolor', False):
self._nextcolor()
color = self._color()
color = convert_color(color)
kwglyphs = {'name': linealias}
dataline = line.plotrange(self._start, self._end)
line_clk = get_data_obj(obj).lines.datetime.plotrange(
self._start, self._end)
dataline = resample_line(dataline, line_clk, strat_clk)
self._add_to_cds(dataline, source_id)
label = None
if master is None or lineidx == 0 or plotinfo.plotlinelabels:
label = indlabel
if master is None or plotinfo.plotlinelabels:
label += " " + (lineplotinfo._get("_name", "")
or linealias)
kwglyphs['legend_label'] = label
if marker is not None:
kwglyphs['size'] = lineplotinfo.markersize * 1.2
kwglyphs['color'] = color
kwglyphs['y'] = source_id
mrk_fncs = {
'^': self.figure.triangle,
'v': self.figure.inverted_triangle,
'o': self.figure.circle,
'<': self.figure.circle_cross,
'>': self.figure.circle_x,
'1': self.figure.diamond,
'2': self.figure.diamond_cross,
'3': self.figure.hex,
'4': self.figure.square,
'8': self.figure.square_cross,
's': self.figure.square_x,
'p': self.figure.triangle,
'*': self.figure.asterisk,
'h': self.figure.hex,
'H': self.figure.hex,
'+': self.figure.asterisk,
'x': self.figure.x,
'D': self.figure.diamond_cross,
'd': self.figure.diamond,
}
if marker not in mrk_fncs:
raise Exception(
f"Sorry, unsupported marker: '{marker}'. Please report to GitHub."
)
glyph_fnc = mrk_fncs[marker]
elif method == "bar":
kwglyphs['bottom'] = 0
kwglyphs['line_color'] = 'black'
kwglyphs['fill_color'] = color
kwglyphs['width'] = get_bar_width()
kwglyphs['top'] = source_id
glyph_fnc = self.figure.vbar
elif method == "line":
kwglyphs['line_width'] = 1
kwglyphs['color'] = color
kwglyphs['y'] = source_id
linestyle = getattr(lineplotinfo, "ls", None)
if linestyle is not None:
kwglyphs['line_dash'] = convert_linestyle(linestyle)
glyph_fnc = self.figure.line
else:
raise Exception(f"Unknown plotting method '{method}'")
renderer = glyph_fnc("index", source=self._cds, **kwglyphs)
# for markers add additional renderer so hover pops up for all of them
if marker is None:
self._set_single_hover_renderer(renderer)
else:
self._add_hover_renderer(renderer)
hover_label_suffix = f" - {linealias}" if obj.size(
) > 1 else "" # we need no suffix if there is just one line in the indicator anyway
hover_label = indlabel + hover_label_suffix
hover_data = f"@{source_id}{{{self._scheme.number_format}}}"
self._hoverc.add_hovertip(hover_label, hover_data, obj)
# adapt y-axis if needed
if master is None or getattr(master.plotinfo, 'plotylimited',
False) is False:
adapt_yranges(self.figure.y_range, dataline)
self._set_yticks(obj)
self._plot_hlines(obj)
def plot_volume(self,
data: bt.AbstractDataBase,
strat_clk: array,
alpha,
extra_axis=False):
"""extra_axis displays a second axis (for overlay on data plotting)"""
source_id = Figure._source_id(data)
df = convert_to_pandas(strat_clk, data, self._start, self._end)
if len(nanfilt(df.volume)) == 0:
return
colorup = convert_color(self._scheme.volup)
colordown = convert_color(self._scheme.voldown)
is_up = df.close > df.open
colors = [colorup if x else colordown for x in is_up]
self._add_to_cds(df.volume, f'{source_id}volume')
self._add_to_cds(colors, f'{source_id}volume_colors')
kwargs = {
'fill_alpha': alpha,
'line_alpha': alpha,
'name': 'Volume',
'legend_label': 'Volume'
}
ax_formatter = NumeralTickFormatter(format=self._scheme.number_format)
if extra_axis:
self.figure.extra_y_ranges = {'axvol': DataRange1d()}
adapt_yranges(self.figure.extra_y_ranges['axvol'], df.volume)
self.figure.extra_y_ranges['axvol'].end /= self._scheme.volscaling
ax_color = colorup
ax = LinearAxis(y_range_name="axvol",
formatter=ax_formatter,
axis_label_text_color=ax_color,
axis_line_color=ax_color,
major_label_text_color=ax_color,
major_tick_line_color=ax_color,
minor_tick_line_color=ax_color)
self.figure.add_layout(ax, 'left')
kwargs['y_range_name'] = "axvol"
else:
self.figure.yaxis.formatter = ax_formatter
adapt_yranges(self.figure.y_range, df.volume)
self.figure.y_range.end /= self._scheme.volscaling
self.figure.vbar('index',
get_bar_width(),
f'{source_id}volume',
0,
source=self._cds,
fill_color=f'{source_id}volume_colors',
line_color="black",
**kwargs)
self._hoverc.add_hovertip(
"Volume", f"@{source_id}volume{{({self._scheme.number_format})}}",
data)
def plot_data(self, data: bt.AbstractDataBase, strat_clk: array = None):
source_id = Figure._source_id(data)
title = sanitize_source_name(label_resolver.datatarget2label([data]))
# append to title
self._figure_append_title(title)
df = convert_to_pandas(strat_clk, data, self._start, self._end)
# configure colors
colorup = convert_color(self._scheme.barup)
colordown = convert_color(self._scheme.bardown)
colorup_wick = convert_color(self._scheme.barup_wick)
colordown_wick = convert_color(self._scheme.bardown_wick)
colorup_outline = convert_color(self._scheme.barup_outline)
colordown_outline = convert_color(self._scheme.bardown_outline)
is_up = df.close > df.open
self._add_to_cds(df.open, source_id + 'open')
self._add_to_cds(df.high, source_id + 'high')
self._add_to_cds(df.low, source_id + 'low')
self._add_to_cds(df.close, source_id + 'close')
self._add_to_cds([colorup if x else colordown for x in is_up],
source_id + 'colors_bars')
self._add_to_cds(
[colorup_wick if x else colordown_wick for x in is_up],
source_id + 'colors_wicks')
self._add_to_cds(
[colorup_outline if x else colordown_outline for x in is_up],
source_id + 'colors_outline')
if self._scheme.style == 'line':
if data.plotinfo.plotmaster is None:
color = convert_color(self._scheme.loc)
else:
self._nextcolor(data.plotinfo.plotmaster)
color = convert_color(self._color(data.plotinfo.plotmaster))
renderer = self.figure.line('index',
source_id + 'close',
source=self._cds,
line_color=color,
legend=title)
self._set_single_hover_renderer(renderer)
self._hoverc.add_hovertip("Close", f"@{source_id}close", data)
elif self._scheme.style == 'bar':
self.figure.segment('index',
source_id + 'high',
'index',
source_id + 'low',
source=self._cds,
color=source_id + 'colors_wicks',
legend_label=title)
renderer = self.figure.vbar(
'index',
get_bar_width(),
source_id + 'open',
source_id + 'close',
source=self._cds,
fill_color=source_id + 'colors_bars',
line_color=source_id + 'colors_outline',
legend_label=title,
)
self._set_single_hover_renderer(renderer)
self._hoverc.add_hovertip(
"Open", f"@{source_id}open{{{self._scheme.number_format}}}",
data)
self._hoverc.add_hovertip(
"High", f"@{source_id}high{{{self._scheme.number_format}}}",
data)
self._hoverc.add_hovertip(
"Low", f"@{source_id}low{{{self._scheme.number_format}}}",
data)
self._hoverc.add_hovertip(
"Close", f"@{source_id}close{{{self._scheme.number_format}}}",
data)
else:
raise Exception(f"Unsupported style '{self._scheme.style}'")
adapt_yranges(self.figure.y_range, df.low, df.high)
# check if we have to plot volume overlay
if self._scheme.volume and self._scheme.voloverlay:
self.plot_volume(data, strat_clk, self._scheme.voltrans, True)
def _init_figure(self):
# plot height will be set later
f = figure(tools=Figure._tools,
x_axis_type='linear',
aspect_ratio=self._scheme.plot_aspect_ratio)
# TODO: backend webgl (output_backend="webgl") removed due to this bug:
# https://github.com/bokeh/bokeh/issues/7568
f.border_fill_color = convert_color(self._scheme.border_fill)
f.xaxis.axis_line_color = convert_color(self._scheme.axis_line_color)
f.yaxis.axis_line_color = convert_color(self._scheme.axis_line_color)
f.xaxis.minor_tick_line_color = convert_color(
self._scheme.tick_line_color)
f.yaxis.minor_tick_line_color = convert_color(
self._scheme.tick_line_color)
f.xaxis.major_tick_line_color = convert_color(
self._scheme.tick_line_color)
f.yaxis.major_tick_line_color = convert_color(
self._scheme.tick_line_color)
f.xaxis.major_label_text_color = convert_color(
self._scheme.axis_label_text_color)
f.yaxis.major_label_text_color = convert_color(
self._scheme.axis_label_text_color)
f.xgrid.grid_line_color = convert_color(self._scheme.grid_line_color)
f.ygrid.grid_line_color = convert_color(self._scheme.grid_line_color)
f.title.text_color = convert_color(self._scheme.plot_title_text_color)
f.left[0].formatter.use_scientific = False
f.background_fill_color = convert_color(self._scheme.background_fill)
# mechanism for proper date axis without gaps, thanks!
# https://groups.google.com/a/continuum.io/forum/#!topic/bokeh/t3HkalO4TGA
f.xaxis.formatter = FuncTickFormatter(args=dict(
axis=f.xaxis[0],
formatter=DatetimeTickFormatter(
minutes=[self._scheme.axis_tickformat_minutes],
hourmin=[self._scheme.axis_tickformat_hourmin],
hours=[self._scheme.axis_tickformat_hours],
days=[self._scheme.axis_tickformat_days],
months=[self._scheme.axis_tickformat_months],
years=[self._scheme.axis_tickformat_years],
),
source=self._cds,
),
code="""
// We override this axis' formatter's `doFormat` method
// with one that maps index ticks to dates. Some of those dates
// are undefined (e.g. those whose ticks fall out of defined data
// range) and we must filter out and account for those, otherwise
// the formatter computes invalid visible span and returns some
// labels as 'ERR'.
// Note, after this assignment statement, on next plot redrawing,
// our override `doFormat` will be called directly
// -- FunctionTickFormatter.doFormat(), i.e. _this_ code, no longer
// executes.
axis.formatter.doFormat = function (ticks) {
const dates = ticks.map(i => source.data.datetime[i]),
valid = t => t !== undefined,
labels = formatter.doFormat(dates.filter(valid));
let i = 0;
return dates.map(t => valid(t) ? labels[i++] : '');
};
// we do this manually only for the first time we are called
const labels = axis.formatter.doFormat(ticks);
return labels[index];
""")
ch = CrosshairTool(line_color=self._scheme.crosshair_line_color)
f.tools.append(ch)
h = HoverTool(tooltips=[
('Time', f'@datetime{{{self._scheme.hovertool_timeformat}}}')
],
mode="vline",
formatters={'datetime': 'datetime'})
f.tools.append(h)
self._hover = h
self.figure = f
def _color(self, key: object = None):
return convert_color(self._scheme.color(self._coloridx[key]))
def _plot_indicator_observer(self, obj: Union[bt.Indicator, bt.Observer]):
pl = labelizer.label(obj)
self._figure_append_title(pl)
indlabel = obj.plotlabel()
plotinfo = obj.plotinfo
is_multiline = obj.size() > 1
for lineidx in range(obj.size()):
line = obj.lines[lineidx]
source_id = get_source_id(line)
linealias = obj.lines._getlinealias(lineidx)
lineplotinfo = get_plotlineinfo(obj, lineidx)
if lineplotinfo._get('_plotskip', False):
continue
method = lineplotinfo._get('_method', 'line')
color = getattr(lineplotinfo, 'color', None)
if color is None:
if not lineplotinfo._get('_samecolor', False):
self._nextcolor()
color = self._color()
color = convert_color(color)
kwglyphs = {'name': linealias}
self._add_column(source_id, np.float64)
# either all individual lines of are displayed in the legend or only the ind/obs as a whole
label = indlabel
if is_multiline and plotinfo.plotlinelabels:
label += " " + (lineplotinfo._get("_name", "") or linealias)
kwglyphs['legend_label'] = label
marker = lineplotinfo._get('marker', None)
if marker is not None:
fnc_name, extra_kwglyphs = build_marker_call(marker, self.bfigure, source_id, color, lineplotinfo.markersize)
kwglyphs.update(extra_kwglyphs)
glyph_fnc = getattr(self.bfigure, fnc_name)
elif method == "bar":
kwglyphs['bottom'] = 0
kwglyphs['line_color'] = 'black'
kwglyphs['fill_color'] = color
kwglyphs['width'] = get_bar_width()
kwglyphs['top'] = source_id
glyph_fnc = self.bfigure.vbar
elif method == "line":
kwglyphs['line_width'] = 1
kwglyphs['color'] = color
kwglyphs['y'] = source_id
linestyle = getattr(lineplotinfo, "ls", None)
if linestyle is not None:
kwglyphs['line_dash'] = convert_linestyle(linestyle)
linewidth = getattr(lineplotinfo, "lw", None)
if linewidth is not None:
kwglyphs['line_width'] = linewidth
glyph_fnc = self.bfigure.line
else:
raise Exception(f"Unknown plotting method '{method}'")
renderer = glyph_fnc("index", source=self._cds, **kwglyphs)
# iterate again to generate area plot data
for fattr, y1, y2, fcol, falpha, fop in get_ind_areas(obj, lineidx):
self._add_column(y1, np.float64)
falpha = falpha or self._scheme.fillalpha
fcol = convert_color(fcol)
self.bfigure.varea('index', source=self._cds, y1=y1, y2=y2, fill_color=fcol, fill_alpha=falpha)
# make sure the regular y-axis only scales to the normal data (data + ind/obs) on 1st axis (not to e.g. volume data on 2nd axis)
self.bfigure.y_range.renderers.append(renderer)
# for markers add additional renderer so hover pops up for all of them
if marker is None:
self._set_single_hover_renderer(renderer)
else:
self._add_hover_renderer(renderer)
hover_label_suffix = f" - {linealias}" if obj.size() > 1 else "" # we need no suffix if there is just one line in the indicator anyway
hover_label = indlabel + hover_label_suffix
hover_data = f"@{source_id}{{{self._scheme.number_format}}}"
self._hoverc.add_hovertip(hover_label, hover_data, obj)
self._set_yticks(obj)
self._plot_hlines(obj)
def _plot_indicator_observer(self, obj: Union[bt.Indicator, bt.Observer], master):
# pl = plotobj2label(obj)
pl = ""
self._figure_append_title(pl)
indlabel = obj.plotlabel()
plotinfo = obj.plotinfo
is_multiline = obj.size() > 1
for lineidx in range(obj.size()):
line = obj.lines[lineidx]
source_id = FigureEnvelope._source_id(line)
linealias = obj.lines._getlinealias(lineidx)
lineplotinfo = getattr(obj.plotlines, '_%d' % lineidx, None)
if not lineplotinfo:
lineplotinfo = getattr(obj.plotlines, linealias, None)
if not lineplotinfo:
lineplotinfo = bt.AutoInfoClass()
if lineplotinfo._get('_plotskip', False):
continue
marker = lineplotinfo._get("marker", None)
method = lineplotinfo._get('_method', "line")
color = getattr(lineplotinfo, "color", None)
if color is None:
if not lineplotinfo._get('_samecolor', False):
self._nextcolor()
color = self._color()
color = convert_color(color)
kwglyphs = {'name': linealias}
self._add_column(source_id, np.float64)
# either all individual lines of are displayed in the legend or only the ind/obs as a whole
label = indlabel
if is_multiline and plotinfo.plotlinelabels:
label += " " + (lineplotinfo._get("_name", "") or linealias)
kwglyphs['legend_label'] = label
if marker is not None:
kwglyphs['size'] = lineplotinfo.markersize * 1.2
kwglyphs['color'] = color
kwglyphs['y'] = source_id
if marker not in FigureEnvelope._mrk_fncs:
raise Exception(f"Sorry, unsupported marker: '{marker}'. Please report to GitHub.")
glyph_fnc_name = FigureEnvelope._mrk_fncs[marker]
glyph_fnc = getattr(self.figure, glyph_fnc_name)
elif method == "bar":
kwglyphs['bottom'] = 0
kwglyphs['line_color'] = 'black'
kwglyphs['fill_color'] = color
kwglyphs['width'] = get_bar_width()
kwglyphs['top'] = source_id
glyph_fnc = self.figure.vbar
elif method == "line":
kwglyphs['line_width'] = 1
kwglyphs['color'] = color
kwglyphs['y'] = source_id
linestyle = getattr(lineplotinfo, "ls", None)
if linestyle is not None:
kwglyphs['line_dash'] = convert_linestyle(linestyle)
glyph_fnc = self.figure.line
else:
raise Exception(f"Unknown plotting method '{method}'")
renderer = glyph_fnc("index", source=self._cds, **kwglyphs)
# make sure the regular y-axis only scales to the normal data (data + ind/obs) on 1st axis (not to e.g. volume data on 2nd axis)
self.figure.y_range.renderers.append(renderer)
# for markers add additional renderer so hover pops up for all of them
if marker is None:
self._set_single_hover_renderer(renderer)
else:
self._add_hover_renderer(renderer)
hover_label_suffix = f" - {linealias}" if obj.size() > 1 else "" # we need no suffix if there is just one line in the indicator anyway
hover_label = indlabel + hover_label_suffix
hover_data = f"@{source_id}{{{self._scheme.number_format}}}"
# self._hoverc.add_hovertip(hover_label, hover_data, obj)
self._set_yticks(obj)
self._plot_hlines(obj)
