コード例 #1
0
def display_aroon(
    ohlc: pd.DataFrame,
    length: int = 25,
    scalar: int = 100,
    s_ticker: str = "",
    export: str = "",
    external_axes: Optional[List[plt.Axes]] = None,
):
    """Plot Aroon indicator

    Parameters
    ----------
    ohlc : pd.DataFrame
        Dataframe with OHLC price data
    length:int
        Length of window
    s_ticker : str
        Ticker
    scalar : int
        Scalar variable
    export: str
        Format to export data
    external_axes : Optional[List[plt.Axes]], optional
        External axes (3 axes are expected in the list), by default None
    """
    df_ta = trend_indicators_model.aroon(
        high_values=ohlc["High"],
        low_values=ohlc["Low"],
        length=length,
        scalar=scalar,
    )
    plot_data = pd.merge(ohlc, df_ta, how="outer", left_index=True, right_index=True)
    plot_data = reindex_dates(plot_data)

    # This plot has 3 axes
    if not external_axes:
        _, axes = plt.subplots(
            3, 1, sharex=True, figsize=plot_autoscale(), dpi=PLOT_DPI
        )
        ax1, ax2, ax3 = axes
    else:
        if len(external_axes) != 3:
            logger.error("Expected list of three axis items.")
            console.print("[red]Expected list of 3 axis items./n[/red]")
            return
        ax1, ax2, ax3 = external_axes

    ax1.plot(plot_data.index, plot_data["Adj Close"].values)
    ax1.set_title(f"Aroon on {s_ticker}")
    ax1.set_xlim(plot_data.index[0], plot_data.index[-1])
    ax1.set_ylabel("Share Price ($)")
    theme.style_primary_axis(
        ax1,
        data_index=plot_data.index.to_list(),
        tick_labels=plot_data["date"].to_list(),
    )

    ax2.plot(plot_data.index, plot_data[df_ta.columns[0]].values, theme.down_color)
    ax2.plot(plot_data.index, plot_data[df_ta.columns[1]].values, theme.up_color)
    ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
    ax2.axhline(50, ls="--")
    ax2.legend([f"Aroon DOWN ({df_ta.columns[0]})", f"Aroon UP ({df_ta.columns[1]})"])
    theme.style_primary_axis(
        ax2,
        data_index=plot_data.index.to_list(),
        tick_labels=plot_data["date"].to_list(),
    )

    ax3.plot(plot_data.index, plot_data[df_ta.columns[2]].values)
    ax3.set_xlim(plot_data.index[0], plot_data.index[-1])
    ax3.legend([f"Aroon OSC ({df_ta.columns[2]})"])
    ax3.set_ylim([-100, 100])
    theme.style_primary_axis(
        ax3,
        data_index=plot_data.index.to_list(),
        tick_labels=plot_data["date"].to_list(),
    )

    if external_axes is None:
        theme.visualize_output()

    export_data(
        export,
        os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
        "aroon",
        df_ta,
    )
コード例 #2
0
def display_aroon(
    df_stock: pd.DataFrame,
    length: int = 25,
    scalar: int = 100,
    s_ticker: str = "",
    export: str = "",
):
    """Plot Aroon indicator

    Parameters
    ----------
    df_stock : pd.DataFrame.length
        Dataframe of prices
    length:int
        Length of window
    s_ticker : str
        Ticker
    scalar : int
        Scalar variable
    """
    df_ta = trend_indicators_model.aroon(
        high_values=df_stock["High"],
        low_values=df_stock["Low"],
        length=length,
        scalar=scalar,
    )

    fig, ax = plt.subplots(3, 1, figsize=plot_autoscale(), dpi=PLOT_DPI)
    ax0 = ax[0]
    # Daily
    ax0.plot(df_stock.index, df_stock["Adj Close"].values, "k", lw=2)

    ax0.set_title(f"Aroon on {s_ticker}")
    ax0.set_xlim(df_stock.index[0], df_stock.index[-1])
    ax0.set_ylabel("Share Price ($)")
    ax0.grid(b=True, which="major", color="#666666", linestyle="-")

    ax1 = ax[1]
    ax1.plot(df_ta.index, df_ta.iloc[:, 0].values, "r", lw=2)
    ax1.plot(df_ta.index, df_ta.iloc[:, 1].values, "g", lw=2)
    ax1.set_xlim(df_stock.index[0], df_stock.index[-1])
    ax1.axhline(50, linewidth=1, color="k", ls="--")
    ax1.legend(
        [f"Aroon DOWN ({df_ta.columns[0]})", f"Aroon UP ({df_ta.columns[1]})"],
        loc="upper left",
    )
    ax1.grid(b=True, which="major", color="#666666", linestyle="-")
    ax1.set_ylim([0, 100])

    ax2 = ax[2]
    ax2.plot(df_ta.index, df_ta.iloc[:, 2].values, "b", lw=2)
    ax2.set_xlim(df_stock.index[0], df_stock.index[-1])
    ax2.set_xlabel("Time")
    ax2.legend([f"Aroon OSC ({df_ta.columns[2]})"], loc="upper left")
    ax2.grid(b=True, which="major", color="#666666", linestyle="-")
    ax2.set_ylim([-100, 100])

    if gtff.USE_ION:
        plt.ion()

    fig.tight_layout(pad=1)
    plt.show()
    plt.gcf().autofmt_xdate()

    console.print("")

    export_data(
        export,
        os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
        "aroon",
        df_ta,
    )
コード例 #3
0
ファイル: aroon.py プロジェクト: bhoang/GamestonkTerminal
def aroon_command(
    ticker="",
    interval: int = 15,
    past_days: int = 0,
    length="25",
    scalar="100",
    start="",
    end="",
    extended_hours: bool = False,
    heikin_candles: bool = False,
    news: bool = False,
):
    """Displays chart with aroon indicator [Yahoo Finance]"""

    # Debug
    if imps.DEBUG:
        logger.debug(
            "ta aroon %s %s %s %s %s, %s, %s, %s, %s, %s",
            ticker,
            interval,
            past_days,
            length,
            scalar,
            start,
            end,
            extended_hours,
            heikin_candles,
            news,
        )

    # Check for argument
    if ticker == "":
        raise Exception("Stock ticker is required")

    if not length.lstrip("-").isnumeric():
        raise Exception("Number has to be an integer")
    length = int(length)
    if not scalar.lstrip("-").isnumeric():
        raise Exception("Number has to be an integer")
    scalar = float(scalar)

    # Retrieve Data
    df_stock, start, end, bar_start = load_candle.stock_data(
        ticker=ticker,
        interval=interval,
        past_days=past_days,
        extended_hours=extended_hours,
        start=start,
        end=end,
        heikin_candles=heikin_candles,
    )

    if df_stock.empty:
        raise Exception("No Data Found")

    df_ta = df_stock.loc[(df_stock.index >= start) & (df_stock.index < end)]
    df_ta = df_ta.join(
        trend_indicators_model.aroon(df_ta["High"], df_ta["Low"], length,
                                     scalar))

    # Output Data
    if interval != 1440:
        df_ta = df_ta.loc[(df_ta.index >= bar_start) & (df_ta.index < end)]
    df_ta = df_ta.fillna(0.0)

    plot = load_candle.candle_fig(
        df_ta,
        ticker,
        interval,
        extended_hours,
        news,
        bar=bar_start,
        int_bar=interval,
        rows=3,
        cols=1,
        shared_xaxes=True,
        vertical_spacing=0.02,
        row_width=[0.2, 0.2, 0.3],
        specs=[
            [{
                "secondary_y": True
            }],
            [{
                "secondary_y": False
            }],
            [{
                "secondary_y": False
            }],
        ],
    )
    title = f"<b>{plot['plt_title']} Aroon ({length})</b>"
    fig = plot["fig"]
    idx = 6 if interval != 1440 else 11

    fig.add_trace(
        go.Scatter(
            name="Aroon DOWN",
            x=df_ta.index,
            y=df_ta.iloc[:, idx].values,
            opacity=1,
        ),
        row=2,
        col=1,
        secondary_y=False,
    )
    fig.add_trace(
        go.Scatter(
            name="Aroon UP",
            x=df_ta.index,
            y=df_ta.iloc[:, (idx + 1)].values,
            opacity=1,
        ),
        row=2,
        col=1,
        secondary_y=False,
    )
    fig.add_trace(
        go.Scatter(
            name="Aroon OSC",
            x=df_ta.index,
            y=df_ta.iloc[:, (idx + 2)].values,
            opacity=1,
        ),
        row=3,
        col=1,
        secondary_y=False,
    )
    fig.add_hline(
        y=50,
        fillcolor="grey",
        opacity=1,
        layer="below",
        line_width=3,
        line=dict(color="grey", dash="dash"),
        row=2,
        col=1,
    )
    fig.update_layout(
        margin=dict(l=0, r=0, t=50, b=20),
        template=imps.PLT_TA_STYLE_TEMPLATE,
        colorway=imps.PLT_TA_COLORWAY,
        title=title,
        title_x=0.1,
        title_font_size=14,
        dragmode="pan",
        yaxis=dict(nticks=10),
        yaxis2=dict(nticks=10),
    )
    imagefile = "ta_aroon.png"

    # Check if interactive settings are enabled
    plt_link = ""
    if imps.INTERACTIVE:
        plt_link = imps.inter_chart(fig, imagefile, callback=False)

    fig.update_layout(
        width=800,
        height=500,
    )
    imagefile = imps.image_border(imagefile, fig=fig)

    return {
        "title": f"Stocks: Aroon-Indicator {ticker.upper()}",
        "description": plt_link,
        "imagefile": imagefile,
    }
コード例 #4
0
ファイル: aroon.py プロジェクト: hbqdev/GamestonkTerminal
async def aroon_command(ctx,
                        ticker="",
                        length="25",
                        scalar="100",
                        start="",
                        end=""):
    """Displays chart with aroon indicator [Yahoo Finance]"""

    try:

        # Debug
        if cfg.DEBUG:
            logger.debug(
                "!stocks.ta.aroon %s %s %s %s %s",
                ticker,
                length,
                scalar,
                start,
                end,
            )

        # Check for argument
        if ticker == "":
            raise Exception("Stock ticker is required")

        if start == "":
            start = datetime.now() - timedelta(days=365)
        else:
            start = datetime.strptime(start, cfg.DATE_FORMAT)

        if end == "":
            end = datetime.now()
        else:
            end = datetime.strptime(end, cfg.DATE_FORMAT)

        if not length.lstrip("-").isnumeric():
            raise Exception("Number has to be an integer")
        length = int(length)
        if not scalar.lstrip("-").isnumeric():
            raise Exception("Number has to be an integer")
        scalar = float(scalar)

        ticker = ticker.upper()
        df_stock = discordbot.helpers.load(ticker, start)
        if df_stock.empty:
            raise Exception("Stock ticker is invalid")

        # Retrieve Data
        df_stock = df_stock.loc[(df_stock.index >= start)
                                & (df_stock.index < end)]

        df_ta = trend_indicators_model.aroon(df_stock["High"], df_stock["Low"],
                                             length, scalar)

        # Output Data
        aadown = df_ta.columns[0].replace("_", " ")
        aaup = df_ta.columns[1].replace("_", " ")
        aaosc = df_ta.columns[2].replace("_", " ")

        fig = make_subplots(
            rows=3,
            cols=1,
            shared_xaxes=True,
            vertical_spacing=0.07,
            row_width=[0.2, 0.2, 0.2],
        )
        fig.add_trace(
            go.Scatter(
                name=ticker,
                x=df_stock.index,
                y=df_stock["Adj Close"].values,
                line=dict(color="#fdc708", width=2),
                opacity=1,
                showlegend=False,
            ),
            row=1,
            col=1,
        )
        fig.add_trace(
            go.Scatter(
                name=f"Aroon DOWN ({aadown})",
                x=df_ta.index,
                y=df_ta.iloc[:, 0].values,
                opacity=1,
            ),
            row=2,
            col=1,
        )
        fig.add_trace(
            go.Scatter(
                name=f"Aroon UP ({aaup})",
                x=df_ta.index,
                y=df_ta.iloc[:, 1].values,
                opacity=1,
            ),
            row=2,
            col=1,
        )
        fig.add_trace(
            go.Scatter(
                name=f"Aroon OSC ({aaosc})",
                x=df_ta.index,
                y=df_ta.iloc[:, 2].values,
                opacity=1,
            ),
            row=3,
            col=1,
        )
        fig.add_hline(
            y=50,
            fillcolor="grey",
            opacity=1,
            layer="below",
            line_width=3,
            line=dict(color="grey", dash="dash"),
            row=2,
            col=1,
        )
        fig.update_layout(
            margin=dict(l=0, r=20, t=30, b=20),
            template=cfg.PLT_TA_STYLE_TEMPLATE,
            colorway=cfg.PLT_TA_COLORWAY,
            title=f"Aroon on {ticker}",
            title_x=0.5,
            yaxis_title="Stock Price ($)",
            yaxis=dict(fixedrange=False, ),
            xaxis=dict(
                rangeslider=dict(visible=False),
                type="date",
            ),
            dragmode="pan",
            legend=dict(yanchor="top", y=0.99, xanchor="left", x=0.01),
        )
        config = dict({"scrollZoom": True})
        imagefile = "ta_aroon.png"

        # Check if interactive settings are enabled
        plt_link = ""
        if cfg.INTERACTIVE:
            html_ran = random.randint(69, 69420)
            fig.write_html(f"in/aroon_{html_ran}.html", config=config)
            plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/aroon_{html_ran}.html)"

        fig.update_layout(
            width=800,
            height=500,
        )
        fig.write_image(imagefile)

        img = Image.open(imagefile)
        print(img.size)
        im_bg = Image.open(cfg.IMG_BG)
        h = img.height + 240
        w = img.width + 520

        # Paste fig onto background img and autocrop background
        img = img.resize((w, h), Image.ANTIALIAS)
        x1 = int(0.5 * im_bg.size[0]) - int(0.5 * img.size[0])
        y1 = int(0.5 * im_bg.size[1]) - int(0.5 * img.size[1])
        x2 = int(0.5 * im_bg.size[0]) + int(0.5 * img.size[0])
        y2 = int(0.5 * im_bg.size[1]) + int(0.5 * img.size[1])
        img = img.convert("RGB")
        im_bg.paste(img, box=(x1 - 5, y1, x2 - 5, y2))
        im_bg.save(imagefile, "PNG", quality=100)
        image = Image.open(imagefile)
        image = autocrop_image(image, 0)
        image.save(imagefile, "PNG", quality=100)

        image = disnake.File(imagefile)

        print(f"Image {imagefile}")
        if cfg.DEBUG:
            logger.debug("Image: %s", imagefile)
        title = f"Stocks: Aroon-Indicator {ticker}"
        embed = disnake.Embed(title=title,
                              description=plt_link,
                              colour=cfg.COLOR)
        embed.set_image(url=f"attachment://{imagefile}")
        embed.set_author(
            name=cfg.AUTHOR_NAME,
            icon_url=cfg.AUTHOR_ICON_URL,
        )
        os.remove(imagefile)

        await ctx.send(embed=embed, file=image)

    except Exception as e:
        embed = disnake.Embed(
            title="ERROR Stocks: Aroon-Indicator",
            colour=cfg.COLOR,
            description=e,
        )
        embed.set_author(
            name=cfg.AUTHOR_NAME,
            icon_url=cfg.AUTHOR_ICON_URL,
        )

        await ctx.send(embed=embed, delete_after=30.0)
コード例 #5
0
ファイル: aroon.py プロジェクト: aia/GamestonkTerminal
async def aroon_command(ctx,
                        ticker="",
                        length="25",
                        scalar="100",
                        start="",
                        end=""):
    """Displays chart with aroon indicator [Yahoo Finance]"""

    try:

        # Debug
        if cfg.DEBUG:
            logger.debug(
                "!stocks.ta.aroon %s %s %s %s %s",
                ticker,
                length,
                scalar,
                start,
                end,
            )

        # Check for argument
        if ticker == "":
            raise Exception("Stock ticker is required")

        if start == "":
            start = datetime.now() - timedelta(days=365)
        else:
            start = datetime.strptime(start, cfg.DATE_FORMAT)

        if end == "":
            end = datetime.now()
        else:
            end = datetime.strptime(end, cfg.DATE_FORMAT)

        if not length.lstrip("-").isnumeric():
            raise Exception("Number has to be an integer")
        length = int(length)
        if not scalar.lstrip("-").isnumeric():
            raise Exception("Number has to be an integer")
        scalar = float(scalar)

        ticker = ticker.upper()
        df_stock = discordbot.helpers.load(ticker, start)
        if df_stock.empty:
            raise Exception("Stock ticker is invalid")

        # Retrieve Data
        df_stock = df_stock.loc[(df_stock.index >= start)
                                & (df_stock.index < end)]

        df_ta = trend_indicators_model.aroon(df_stock["High"], df_stock["Low"],
                                             length, scalar)

        fig, ax = plt.subplots(3, 1, figsize=plot_autoscale(), dpi=PLOT_DPI)
        ax0 = ax[0]
        ax0.plot(df_stock.index, df_stock["Adj Close"].values, "k", lw=2)

        ax0.set_title(f"Aroon on {ticker}")
        ax0.set_xlim(df_stock.index[0], df_stock.index[-1])
        ax0.set_ylabel("Share Price ($)")
        ax0.grid(b=True, which="major", color="#666666", linestyle="-")

        ax1 = ax[1]
        ax1.plot(df_ta.index, df_ta.iloc[:, 0].values, "r", lw=2)
        ax1.plot(df_ta.index, df_ta.iloc[:, 1].values, "g", lw=2)
        ax1.set_xlim(df_stock.index[0], df_stock.index[-1])
        ax1.axhline(50, linewidth=1, color="k", ls="--")
        ax1.legend(
            [
                f"Aroon DOWN ({df_ta.columns[0]})",
                f"Aroon UP ({df_ta.columns[1]})"
            ],
            loc="upper left",
        )
        ax1.grid(b=True, which="major", color="#666666", linestyle="-")
        ax1.set_ylim([0, 100])

        ax2 = ax[2]
        ax2.plot(df_ta.index, df_ta.iloc[:, 2].values, "b", lw=2)
        ax2.set_xlim(df_stock.index[0], df_stock.index[-1])
        ax2.set_xlabel("Time")
        ax2.legend([f"Aroon OSC ({df_ta.columns[2]})"], loc="upper left")
        ax2.grid(b=True, which="major", color="#666666", linestyle="-")
        ax2.set_ylim([-100, 100])

        fig.tight_layout(pad=1)
        plt.gcf().autofmt_xdate()

        plt.savefig("ta_aroon.png")
        uploaded_image = gst_imgur.upload_image("ta_aroon.png",
                                                title="something")
        image_link = uploaded_image.link
        if cfg.DEBUG:
            logger.debug("Image URL: %s", image_link)
        title = "Stocks: Aroon-Indicator " + ticker
        embed = discord.Embed(title=title, colour=cfg.COLOR)
        embed.set_author(
            name=cfg.AUTHOR_NAME,
            icon_url=cfg.AUTHOR_ICON_URL,
        )
        embed.set_image(url=image_link)
        os.remove("ta_aroon.png")

        await ctx.send(embed=embed)

    except Exception as e:
        embed = discord.Embed(
            title="ERROR Stocks: Aroon-Indicator",
            colour=cfg.COLOR,
            description=e,
        )
        embed.set_author(
            name=cfg.AUTHOR_NAME,
            icon_url=cfg.AUTHOR_ICON_URL,
        )

        await ctx.send(embed=embed)
コード例 #6
0
def aroon_command(ticker="", length="25", scalar="100", start="", end=""):
    """Displays chart with aroon indicator [Yahoo Finance]"""

    # Debug
    if cfg.DEBUG:
        logger.debug(
            "ta-aroon %s %s %s %s %s",
            ticker,
            length,
            scalar,
            start,
            end,
        )

    # Check for argument
    if ticker == "":
        raise Exception("Stock ticker is required")

    if start == "":
        start = datetime.now() - timedelta(days=365)
    else:
        start = datetime.strptime(start, cfg.DATE_FORMAT)

    if end == "":
        end = datetime.now()
    else:
        end = datetime.strptime(end, cfg.DATE_FORMAT)

    if not length.lstrip("-").isnumeric():
        raise Exception("Number has to be an integer")
    length = int(length)
    if not scalar.lstrip("-").isnumeric():
        raise Exception("Number has to be an integer")
    scalar = float(scalar)

    ticker = ticker.upper()
    df_stock = helpers.load(ticker, start)
    if df_stock.empty:
        raise Exception("Stock ticker is invalid")

    # Retrieve Data
    df_stock = df_stock.loc[(df_stock.index >= start) & (df_stock.index < end)]

    df_ta = trend_indicators_model.aroon(
        df_stock["High"], df_stock["Low"], length, scalar
    )

    # Output Data
    aadown = df_ta.columns[0].replace("_", " ")
    aaup = df_ta.columns[1].replace("_", " ")
    aaosc = df_ta.columns[2].replace("_", " ")

    fig = make_subplots(
        rows=3,
        cols=1,
        shared_xaxes=True,
        vertical_spacing=0.07,
        row_width=[0.2, 0.2, 0.2],
    )
    fig.add_trace(
        go.Scatter(
            name=ticker,
            x=df_stock.index,
            y=df_stock["Adj Close"].values,
            line=dict(color="#fdc708", width=2),
            opacity=1,
            showlegend=False,
        ),
        row=1,
        col=1,
    )
    fig.add_trace(
        go.Scatter(
            name=f"Aroon DOWN ({aadown})",
            x=df_ta.index,
            y=df_ta.iloc[:, 0].values,
            opacity=1,
        ),
        row=2,
        col=1,
    )
    fig.add_trace(
        go.Scatter(
            name=f"Aroon UP ({aaup})",
            x=df_ta.index,
            y=df_ta.iloc[:, 1].values,
            opacity=1,
        ),
        row=2,
        col=1,
    )
    fig.add_trace(
        go.Scatter(
            name=f"Aroon OSC ({aaosc})",
            x=df_ta.index,
            y=df_ta.iloc[:, 2].values,
            opacity=1,
        ),
        row=3,
        col=1,
    )
    fig.add_hline(
        y=50,
        fillcolor="grey",
        opacity=1,
        layer="below",
        line_width=3,
        line=dict(color="grey", dash="dash"),
        row=2,
        col=1,
    )
    fig.update_layout(
        margin=dict(l=0, r=20, t=30, b=20),
        template=cfg.PLT_TA_STYLE_TEMPLATE,
        colorway=cfg.PLT_TA_COLORWAY,
        title=f"Aroon on {ticker}",
        title_x=0.5,
        yaxis_title="Stock Price ($)",
        yaxis=dict(
            fixedrange=False,
        ),
        xaxis=dict(
            rangeslider=dict(visible=False),
            type="date",
        ),
        dragmode="pan",
        legend=dict(yanchor="top", y=0.99, xanchor="left", x=0.01),
    )
    config = dict({"scrollZoom": True})
    imagefile = "ta_aroon.png"

    # Check if interactive settings are enabled
    plt_link = ""
    if cfg.INTERACTIVE:
        html_ran = helpers.uuid_get()
        fig.write_html(f"in/aroon_{html_ran}.html", config=config)
        plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/aroon_{html_ran}.html)"

    fig.update_layout(
        width=800,
        height=500,
    )
    imagefile = helpers.image_border(imagefile, fig=fig)

    return {
        "title": f"Stocks: Aroon-Indicator {ticker}",
        "description": plt_link,
        "imagefile": imagefile,
    }