def display_donchian(
ohlc: pd.DataFrame,
ticker: str = "",
upper_length: int = 20,
lower_length: int = 20,
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
):
"""Show donchian channels
Parameters
----------
ohlc : pd.DataFrame
Dataframe of stock prices
ticker : str
Ticker
upper_length : int
Length of window to calculate upper channel
lower_length : int
Length of window to calculate lower channel
export : str
Format of export file
external_axes : Optional[List[plt.Axes]], optional
External axes (1 axis is expected in the list), by default None
"""
df_ta = volatility_model.donchian(ohlc["High"], ohlc["Low"], upper_length,
lower_length)
plot_data = pd.merge(ohlc,
df_ta,
how="outer",
left_index=True,
right_index=True)
plot_data = reindex_dates(plot_data)
# This plot has 1 axis
if external_axes is None:
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
else:
if len(external_axes) != 1:
console.print("[red]Expected list of 1 axis item./n[/red]")
return
(ax, ) = external_axes
ax.plot(plot_data.index, plot_data["Adj Close"].values)
ax.plot(
plot_data.index,
plot_data[df_ta.columns[0]].values,
linewidth=0.7,
label="Upper",
)
ax.plot(plot_data.index,
plot_data[df_ta.columns[1]].values,
linewidth=0.7,
ls="--")
ax.plot(
plot_data.index,
plot_data[df_ta.columns[2]].values,
linewidth=0.7,
label="Lower",
)
ax.fill_between(
plot_data.index,
plot_data[df_ta.columns[0]].values,
plot_data[df_ta.columns[2]].values,
alpha=0.1,
)
ax.set_title(f"{ticker} donchian")
ax.set_xlim(plot_data.index[0], plot_data.index[-1])
ax.set_ylabel("Price ($)")
ax.legend([ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]])
theme.style_primary_axis(
ax,
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"),
"donchian",
df_ta,
)
async def donchian_command(ctx,
ticker="",
upper_length="25",
lower_length="100",
start="",
end=""):
"""Displays chart with donchian channel [Yahoo Finance]"""
try:
# Debug
if cfg.DEBUG:
logger.debug(
"!stocks.ta.donchian %s %s %s %s %s",
ticker,
upper_length,
lower_length,
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 upper_length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
upper_length = float(upper_length)
if not lower_length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
lower_length = float(lower_length)
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 = volatility_model.donchian(df_stock["High"], df_stock["Low"],
upper_length, lower_length)
# Output Data
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
ax.plot(df_stock.index, df_stock["Adj Close"].values, color="k", lw=3)
ax.plot(df_ta.index,
df_ta.iloc[:, 0].values,
"b",
lw=1.5,
label="upper")
ax.plot(df_ta.index, df_ta.iloc[:, 1].values, "b", lw=1.5, ls="--")
ax.plot(df_ta.index,
df_ta.iloc[:, 2].values,
"b",
lw=1.5,
label="lower")
ax.set_title(f"{ticker} donchian")
ax.set_xlim(df_stock.index[0], df_stock.index[-1])
ax.set_xlabel("Time")
ax.set_ylabel("Price ($)")
ax.legend(
[ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]])
ax.fill_between(
df_ta.index,
df_ta.iloc[:, 0].values,
df_ta.iloc[:, 2].values,
alpha=0.1,
color="b",
)
ax.grid(b=True, which="major", color="#666666", linestyle="-")
plt.gcf().autofmt_xdate()
fig.tight_layout(pad=1)
plt.legend()
plt.savefig("ta_donchian.png")
uploaded_image = gst_imgur.upload_image("ta_donchian.png",
title="something")
image_link = uploaded_image.link
if cfg.DEBUG:
logger.debug("Image URL: %s", image_link)
title = "Stocks: Donchian-Channels " + 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_donchian.png")
await ctx.send(embed=embed)
except Exception as e:
embed = discord.Embed(
title="ERROR Stocks: Donchian-Channels",
colour=cfg.COLOR,
description=e,
)
embed.set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
await ctx.send(embed=embed)
def view_donchian(
ticker: str,
s_interval: str,
df_stock: pd.DataFrame,
upper_length: int,
lower_length: int,
export: str = "",
):
"""Show donchian channels
Parameters
----------
ticker : str
Ticker
s_interval : str
Interval of stock data
df_stock : pd.DataFrame
Dataframe of stock prices
upper_length : int
Length of window to calculate upper channel
lower_length : int
Length of window to calculate lower channel
export : str
Format of export file
"""
df_ta = volatility_model.donchian(df_stock, upper_length, lower_length)
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
if s_interval == "1440min":
ax.plot(df_stock.index, df_stock["Adj Close"].values, color="k", lw=3)
else:
ax.plot(df_stock.index, df_stock["Close"].values, color="k", lw=3)
ax.plot(df_ta.index, df_ta.iloc[:, 0].values, "b", lw=1.5, label="upper")
ax.plot(df_ta.index, df_ta.iloc[:, 1].values, "b", lw=1.5, ls="--")
ax.plot(df_ta.index, df_ta.iloc[:, 2].values, "b", lw=1.5, label="lower")
ax.set_title(f"{ticker} donchian")
ax.set_xlim(df_stock.index[0], df_stock.index[-1])
ax.set_xlabel("Time")
ax.set_ylabel("Price ($)")
ax.legend([ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]])
ax.fill_between(
df_ta.index,
df_ta.iloc[:, 0].values,
df_ta.iloc[:, 2].values,
alpha=0.1,
color="b",
)
ax.grid(b=True, which="major", color="#666666", linestyle="-")
if gtff.USE_ION:
plt.ion()
plt.gcf().autofmt_xdate()
fig.tight_layout(pad=1)
plt.legend()
plt.show()
print("")
export_data(
export,
os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
"donchian",
df_ta,
)
def donchian_command(ticker="",
upper_length="25",
lower_length="100",
start="",
end=""):
"""Displays chart with donchian channel [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
logger.debug(
"ta donchian %s %s %s %s %s",
ticker,
upper_length,
lower_length,
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 upper_length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
upper_length = float(upper_length)
if not lower_length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
lower_length = float(lower_length)
ticker = ticker.upper()
df_stock = 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 = volatility_model.donchian(df_stock["High"], df_stock["Low"],
upper_length, lower_length)
df_ta = df_ta.fillna(0.0)
# Output Data
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
ax.plot(df_stock.index, df_stock["Adj Close"].values, lw=3)
ax.plot(df_ta.index, df_ta.iloc[:, 0].values, lw=1.5, label="upper")
ax.plot(df_ta.index, df_ta.iloc[:, 1].values, lw=1.5, ls="--")
ax.plot(df_ta.index, df_ta.iloc[:, 2].values, lw=1.5, label="lower")
ax.set_title(f"{ticker} donchian")
ax.set_xlim(df_stock.index[0], df_stock.index[-1])
ax.set_xlabel("Time")
ax.set_ylabel("Price ($)")
ax.legend([ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]])
ax.fill_between(
df_ta.index,
df_ta.iloc[:, 0].values,
df_ta.iloc[:, 2].values,
alpha=0.1,
)
ax.grid(b=True, which="major", color="#666666", linestyle="-")
plt.gcf().autofmt_xdate()
fig.tight_layout(pad=1)
plt.legend()
imagefile = "ta_donchian.png"
dataBytesIO = io.BytesIO()
plt.savefig(dataBytesIO)
plt.close("all")
dataBytesIO.seek(0)
imagefile = image_border(imagefile, base64=dataBytesIO)
return {
"title": f"Stocks: Donchian-Channels {ticker}",
"imagefile": imagefile,
}
