def test_bollinger_bands(self):
a = [10,12,12,13,9,12,12,13]
q = pd.DataFrame(a)
res=(pd.DataFrame([nan,nan,nan,nan,16.129503,16.149725,16.149725,16.729503]),
pd.DataFrame([nan,nan,nan,nan,6.270497,7.050275,7.050275,6.870497]),
pd.DataFrame([nan,nan,nan,nan,11.2,11.6,11.6,11.8]))
assert_frame_equal(bollinger_bands(q,5,3)[0],res[0])
assert_frame_equal(bollinger_bands(q,5,3)[1],res[1])
assert_frame_equal(bollinger_bands(q,5,3)[2],res[2])
def plot_data(data,
name='',
date=[0, 0],
smas=var.default_smas,
emas=var.default_emas,
entry_points=None,
exit_points=None,
market_name='',
to_file=False,
show_smas=False,
show_emas=False,
show_bbands=False):
'''
Plots selected data.
entry_points is a tuple of lists: (entry_points_x,entry_points_y)
'''
#plt.clf()
# For when it's called outside backtest.
if date != [0, 0]:
if len(data) != date[1] - date[0]:
data = data[date[0]:date[1]]
f, (ax1, ax2, ax3) = plt.subplots(3,
sharex=True,
figsize=(9, 4),
gridspec_kw={'height_ratios': [3, 1, 1]})
ax1.grid(True)
ax2.grid(True)
ax3.grid(True)
# var date is causing conflicts. using name date.
if date[1] == 0:
end_date = len(data)
else:
end_date = date[1]
x = range(date[0], end_date)
ax1.plot(x, data.Last, color='black', linewidth=1, alpha=0.65)
if show_bbands:
bb_upper, bb_lower, bb_sma = bollinger_bands(data.Last, 10, 2)
#ax1.plot(x, bb_upper, color='red', linestyle='none', linewidth=1)
#ax1.plot(x, bb_lower, color='green', linestyle='none', linewidth=1)
ax1.fill_between(x, bb_sma, bb_upper, color='green', alpha=0.3)
ax1.fill_between(x, bb_lower, bb_sma, color='red', alpha=0.3)
if show_smas:
for sma in smas:
ax1.plot(x, data.Last.rolling(sma).mean())
if show_emas:
for ema in emas:
ax1.plot(x, data.Last.ewm(ema).mean())
if entry_points:
ax1.plot(entry_points[0],
entry_points[1],
marker='o',
linestyle='None',
color='green',
alpha=0.75)
if exit_points:
ax1.plot(exit_points[0],
exit_points[1],
marker='o',
linestyle='None',
color='red',
alpha=0.75)
ax2.bar(x, data.BaseVolume.iloc[:], 1, color='black', alpha=0.55)
try:
ax3.plot(x, data.OpenSell.iloc[:])
except Exception as e:
ax3.plot(x, data.High.iloc[:])
plt.xlim(date[0], end_date)
plt.tight_layout()
f.subplots_adjust(hspace=0)
if to_file:
if not name:
name = 'fig_test' + str(time())
f.savefig(var.fig_dir + name + '.pdf', bbox_inches='tight')
plt.close(f)
#plt.show()
return True