コード例 #1
0
def view_kc(
    ohlc: pd.DataFrame,
    length: int = 20,
    scalar: float = 2,
    mamode: str = "ema",
    offset: int = 0,
    s_ticker: str = "",
    export: str = "",
    external_axes: Optional[List[plt.Axes]] = None,
):
    """View Keltner Channels Indicator

    Parameters
    ----------

    ohlc : pd.DataFrame
        Dataframe of stock prices
    length : int
        Length of window
    mamode: str
        Type of filter
    offset : int
        Offset value
    s_ticker : str
        Ticker
    export : str
        Format to export data
    external_axes : Optional[List[plt.Axes]], optional
        External axes (2 axes are expected in the list), by default None
    """
    df_ta = volatility_model.kc(
        ohlc["High"],
        ohlc["Low"],
        ohlc["Adj Close"],
        length,
        scalar,
        mamode,
        offset,
    )
    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"{s_ticker} Keltner Channels")
    ax.set_xlim(plot_data.index[0], plot_data.index[-1])
    ax.set_ylabel("Price")
    ax.legend([s_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"),
        "kc",
        df_ta,
    )
コード例 #2
0
def view_kc(
    s_ticker: str,
    s_interval: str,
    df_stock: pd.DataFrame,
    length: int,
    scalar: float,
    mamode: str,
    offset: int,
    export: str = "",
):
    """View Keltner Channels Indicator

    Parameters
    ----------
    s_ticker : str
        Ticker
    s_interval : str
        Interval of data
    df_stock : pd.DataFrame
        Dataframe of stock prices
    length : int
        Length of window
    mamode: str
        Type of filter
    offset : int
        Offset value
    export : str
        Format to export data
    """
    df_ta = volatility_model.kc(s_interval, df_stock, length, scalar, mamode,
                                offset)
    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="fuchsia")
    else:
        ax.plot(df_stock.index, df_stock["Close"].values, color="fuchsia")
    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"{s_ticker} Keltner Channels")
    ax.set_xlim(df_stock.index[0], df_stock.index[-1])
    ax.set_xlabel("Time")
    ax.set_ylabel("Price")

    ax.legend([s_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"),
        "kc",
        df_ta,
    )
コード例 #3
0
async def kc_command(ctx,
                     ticker="",
                     length="20",
                     scalar="2",
                     mamode="sma",
                     offset="0",
                     start="",
                     end=""):
    """Displays chart with keltner channel [Yahoo Finance]"""

    try:

        # Debug
        if cfg.DEBUG:
            # pylint: disable=logging-too-many-args
            logger.debug(
                "!stocks.ta.kc %s %s %s %s %s %s %s",
                ticker,
                length,
                scalar,
                mamode,
                offset,
                start,
                end,
            )

        # Check for argument
        possible_ma = ["sma", "ema", "wma", "hma", "zlma"]

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

        if mamode not in possible_ma:
            raise Exception("Invalid ma entered")

        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.kc(
            df_stock["High"],
            df_stock["Low"],
            df_stock["Adj Close"],
            length,
            scalar,
            mamode,
            offset,
        )

        # Output Data
        fig = go.Figure()
        fig.add_trace(
            go.Scatter(
                name="upper",
                x=df_ta.index,
                y=df_ta.iloc[:, 2].values,
                opacity=1,
                mode="lines",
                line_color="indigo",
                showlegend=False,
            ), )
        fig.add_trace(
            go.Scatter(
                name="lower",
                x=df_ta.index,
                y=df_ta.iloc[:, 0].values,
                opacity=1,
                mode="lines",
                line_color="indigo",
                fill="tonexty",
                fillcolor="rgba(74, 0, 128, 0.2)",
                showlegend=False,
            ), )
        fig.add_trace(
            go.Scatter(
                name="mid",
                x=df_ta.index,
                y=df_ta.iloc[:, 1].values,
                opacity=1,
                line=dict(
                    width=1.5,
                    dash="dash",
                ),
            ), )
        fig.add_trace(
            go.Scatter(
                name=f"{ticker}",
                x=df_stock.index,
                y=df_stock["Adj Close"],
                line=dict(color="#fdc708", width=2),
                opacity=1,
            ), )
        fig.update_layout(
            margin=dict(l=0, r=0, t=50, b=20),
            template=cfg.PLT_TA_STYLE_TEMPLATE,
            colorway=cfg.PLT_TA_COLORWAY,
            title=f"{ticker} Keltner Channels ({mamode.upper()})",
            title_x=0.5,
            yaxis_title="Stock Price ($)",
            xaxis_title="Time",
            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_kc.png"

        # Check if interactive settings are enabled
        plt_link = ""
        if cfg.INTERACTIVE:
            html_ran = random.randint(69, 69420)
            fig.write_html(f"in/kc_{html_ran}.html", config=config)
            plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/kc_{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 = "Stocks: Keltner-Channel " + 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: Keltner-Channel",
            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 #4
0
def kc_command(
    ticker="",
    interval: int = 15,
    past_days: int = 0,
    length="20",
    scalar="2",
    ma_mode="sma",
    offset="0",
    start="",
    end="",
    extended_hours: bool = False,
    heikin_candles: bool = False,
    news: bool = False,
):
    """Displays chart with keltner channel [Yahoo Finance]"""

    # Debug
    if imps.DEBUG:
        # pylint: disable=logging-too-many-args
        logger.debug(
            "ta kc %s %s %s %s %s %s %s %s %s %s %s %s",
            ticker,
            interval,
            past_days,
            length,
            scalar,
            ma_mode,
            offset,
            start,
            end,
            extended_hours,
            heikin_candles,
            news,
        )

    # Check for argument
    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)
    if not offset.lstrip("-").isnumeric():
        raise Exception("Number has to be an integer")
    offset = float(offset)

    # 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)]

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

    ta_data = volatility_model.kc(
        df_stock["High"],
        df_stock["Low"],
        df_stock["Adj Close"],
        length,
        scalar,
        ma_mode,
        offset,
    )
    df_ta = df_ta.join(ta_data)

    # 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,
        shared_xaxes=True,
        vertical_spacing=0.07,
    )
    title = f"<b>{plot['plt_title']} Keltner Channels ({ma_mode.upper()})</b>"
    fig = plot["fig"]
    idx = 6 if interval != 1440 else 11

    fig.add_trace(
        go.Scatter(
            name="upper",
            x=df_ta.index,
            y=df_ta.iloc[:, (idx + 2)].values,
            opacity=1,
            mode="lines",
            line_color="indigo",
            showlegend=False,
        ),
        row=1,
        col=1,
        secondary_y=True,
    )
    fig.add_trace(
        go.Scatter(
            name="lower",
            x=df_ta.index,
            y=df_ta.iloc[:, idx].values,
            opacity=1,
            mode="lines",
            line_color="indigo",
            fill="tonexty",
            fillcolor="rgba(74, 0, 128, 0.2)",
            showlegend=False,
        ),
        row=1,
        col=1,
        secondary_y=True,
    )
    fig.add_trace(
        go.Scatter(
            name="mid",
            x=df_ta.index,
            y=df_ta.iloc[:, (idx + 1)].values,
            opacity=1,
            line=dict(
                width=1.5,
                dash="dash",
            ),
            showlegend=False,
        ),
        row=1,
        col=1,
        secondary_y=True,
    )
    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=0.02,
        title_font_size=14,
        dragmode="pan",
    )
    imagefile = "ta_kc.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: Keltner-Channel {ticker.upper()}",
        "description": plt_link,
        "imagefile": imagefile,
    }
コード例 #5
0
async def kc_command(ctx,
                     ticker="",
                     length="20",
                     scalar="2",
                     mamode="sma",
                     offset="0",
                     start="",
                     end=""):
    """Displays chart with keltner channel [Yahoo Finance]"""

    try:

        # Debug
        if cfg.DEBUG:
            # pylint: disable=logging-too-many-args
            logger.debug(
                "!stocks.ta.kc %s %s %s %s %s %s %s",
                ticker,
                length,
                scalar,
                mamode,
                offset,
                start,
                end,
            )

        # Check for argument
        possible_ma = ["sma", "ema", "wma", "hma", "zlma"]

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

        if mamode not in possible_ma:
            raise Exception("Invalid ma entered")

        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.kc(
            df_stock["High"],
            df_stock["Low"],
            df_stock["Adj Close"],
            length,
            scalar,
            mamode,
            offset,
        )

        # Output Data
        fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
        ax.plot(df_stock.index, df_stock["Adj Close"].values, color="fuchsia")
        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} Keltner Channels")
        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_kc.png")
        uploaded_image = gst_imgur.upload_image("ta_kc.png", title="something")
        image_link = uploaded_image.link
        if cfg.DEBUG:
            logger.debug("Image URL: %s", image_link)
        title = "Stocks: Keltner-Channel " + 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_kc.png")

        await ctx.send(embed=embed)

    except Exception as e:
        embed = discord.Embed(
            title="ERROR Stocks: Keltner-Channel",
            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
ファイル: kc.py プロジェクト: sinyeeftw/GamestonkTerminal
def kc_command(ticker="",
               length="20",
               scalar="2",
               mamode="sma",
               offset="0",
               start="",
               end=""):
    """Displays chart with keltner channel [Yahoo Finance]"""

    # Debug
    if cfg.DEBUG:
        # pylint: disable=logging-too-many-args
        logger.debug(
            "ta-kc %s %s %s %s %s %s %s",
            ticker,
            length,
            scalar,
            mamode,
            offset,
            start,
            end,
        )

    # Check for argument
    possible_ma = ["sma", "ema", "wma", "hma", "zlma"]

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

    if mamode not in possible_ma:
        raise Exception("Invalid ma entered")

    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 = volatility_model.kc(
        df_stock["High"],
        df_stock["Low"],
        df_stock["Adj Close"],
        length,
        scalar,
        mamode,
        offset,
    )

    # Output Data
    fig = go.Figure()
    fig.add_trace(
        go.Scatter(
            name="upper",
            x=df_ta.index,
            y=df_ta.iloc[:, 2].values,
            opacity=1,
            mode="lines",
            line_color="indigo",
            showlegend=False,
        ), )
    fig.add_trace(
        go.Scatter(
            name="lower",
            x=df_ta.index,
            y=df_ta.iloc[:, 0].values,
            opacity=1,
            mode="lines",
            line_color="indigo",
            fill="tonexty",
            fillcolor="rgba(74, 0, 128, 0.2)",
            showlegend=False,
        ), )
    fig.add_trace(
        go.Scatter(
            name="mid",
            x=df_ta.index,
            y=df_ta.iloc[:, 1].values,
            opacity=1,
            line=dict(
                width=1.5,
                dash="dash",
            ),
        ), )
    fig.add_trace(
        go.Scatter(
            name=f"{ticker}",
            x=df_stock.index,
            y=df_stock["Adj Close"],
            line=dict(color="#fdc708", width=2),
            opacity=1,
        ), )
    fig.update_layout(
        margin=dict(l=0, r=0, t=50, b=20),
        template=cfg.PLT_TA_STYLE_TEMPLATE,
        colorway=cfg.PLT_TA_COLORWAY,
        title=f"{ticker} Keltner Channels ({mamode.upper()})",
        title_x=0.5,
        yaxis_title="Stock Price ($)",
        xaxis_title="Time",
        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_kc.png"

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

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

    imagefile = helpers.image_border(imagefile, fig=fig)

    return {
        "title": f"Stocks: Keltner-Channel {ticker}",
        "description": plt_link,
        "imagefile": imagefile,
    }