######## CREATE THE OBJECT AND LOAD THE DATA ##########
# Tell which company and which period we want
timeData = CTD.CTimeData(symbols[0], periods[0])
timeData.set_csv(storage_folder) # Load the data into the model
timeData.set_interval(sdate, edate) # Set the interval period to be analysed
trading_indicators_complex = 1
if (trading_indicators_complex == 1):
## Example on how to construct complex graphs showing better graphs
dates = timeData.get_dates()
Ndiv = 6
HPV = 2
### Plot the initial Price Volume
gl.plot_indicator(timeData, Ndiv=Ndiv, HPV=HPV)
axes = gl.get_axes()
axP = axes[0] # Price axes
axV = axes[1] # Volumne exes
# Plot something on the price
priceA = timeData.get_timeSeries(["Average"])
MA1 = 16
MA2 = 9
Av1 = timeData.SMA(n=MA1)
Av2 = timeData.SMA(n=MA2)
gl.plot(dates,
Av1,
nf=0,
ax=axP,
color='#e1edf9',
AxesStyle="Normal2")
gl.stem([],
EMAw2,
nf=1,
sharex=ax1,
sharey=ax1,
labels=["", "Lag", ""],
legend=["EMA(%i)" % nMA2],
color="k",
xlimPad=[0.1, 0.3],
ylimPad=[0.1, 0.4],
marker=marker,
AxesStyle="Normal2 - No yaxis")
gl.set_zoom(xlim=[-2, nMA2 * (1.10)], ylim=[-0.01, 0.25])
axes_list = gl.get_axes()
for ax in axes_list:
gl.format_yaxis(ax=ax, Nticks=10)
gl.subplots_adjust(left=.09,
bottom=.10,
right=.90,
top=.95,
wspace=.05,
hspace=0.05)
gl.savefig(folder_images + 'windows.png',
dpi=100,
sizeInches=[2 * 8, 2 * 3])
if (MAMAs):
### PLOT THE ORIGINAL PRICE AND MOVING AVERAGES
timeData = Cartera.get_timeDataObj(period = -1, symbol_names = [symbols[indx]])[0]
gl.init_figure()
########################## AX0 ########################
### Plot the initial Price Volume
gl.subplot2grid((Ndiv,4), (0,0), rowspan=HPV, colspan=4)
# gl.plot_indicator(timeData, Ndiv = Ndiv, HPV = HPV)
gl.plot(dates, prices[:,indx], legend = ["Price"], nf = 0,
labels = ["Xing Average Strategy","Price","Time"])
Volume = timeData.get_timeSeries(seriesNames = ["Volume"])
gl.plot(dates, Volume, nf = 0, na = 1, lw = 0, alpha = 0)
gl.fill_between(dates, Volume)
axes = gl.get_axes()
axP = axes[0] # Price axes
axV = axes[1] # Volumne exes
axV.set_ylim(0,3 * max(Volume))
gl.plot(dates, EMAfast[:,indx],ax = axP, legend = ["EMA = %i" %(n_fast)], nf = 0)
gl.plot(dates, EMAslow[:,indx],ax = axP, legend = ["EMA = %i" %(n_slow)], nf = 0)
########################## AX1 ########################
pos = 0
gl.subplot2grid((Ndiv,4), (HPV + pos,0), rowspan=1, colspan=4, sharex = axP)
gl.plot(dates, Y_data, nf = 0, legend = ["Y data filtered"])
########################## AX2 ########################
pos = pos +1
gl.subplot2grid((Ndiv,4), (HPV + pos,0), rowspan=1, colspan=4, sharex = axP)
#######################################################
############# DANSKE BANK Stuff ###################
######################################################
timeDataObjs = Cartera.get_timeDataObj(period1)
Nsym = len(timeDataObjs)
gl.init_figure()
#ax1.xaxis_date()
i = 0
for tdo in timeDataObjs:
gl.subplot2grid((Nsym, 4), (i, 0), rowspan=1, colspan=4)
gl.tradingPV(tdo, color_mode=1, fontsize=15)
i = i + 1
ax = gl.get_axes()[-1]
all_axes = gl.get_axes()
for i in range(len(all_axes) - 2):
ax = all_axes[i]
plt.setp(ax.get_xticklabels(), visible=False)
#plt.setp(ax.get_xticklabels(), visible=True)
plt.suptitle("Danske Bank", color='k', fontsize=20)
plt.subplots_adjust(left=.09,
bottom=.10,
right=.90,
top=.95,
wspace=.20,
hspace=0)
#gl.savefig("./pene.png", dpi = 200)
legend = ["WMA(%i)"%nMA2], color = "k",
xlimPad = [0.1,0.3], ylimPad = [0.1,0.4],
marker = marker, AxesStyle = "Normal2 - No yaxis - No xaxis")
gl.stem([], EMAw, nf = 1, sharex = ax1, sharey = ax1,
labels = ["","Lag","EMA"],
legend = ["EMA(%i)"%nMA1],
xlimPad = [0.1,0.3], ylimPad = [0.1,0.4],
marker = marker, AxesStyle = "Normal2")
gl.stem([], EMAw2, nf = 1, sharex = ax1, sharey = ax1,
labels = ["","Lag",""],
legend = ["EMA(%i)"%nMA2], color = "k",
xlimPad = [0.1,0.3], ylimPad = [0.1,0.4],
marker = marker, AxesStyle = "Normal2 - No yaxis")
gl.set_zoom(xlim = [-2,nMA2 * (1.10)], ylim = [-0.01, 0.25])
axes_list = gl.get_axes()
for ax in axes_list:
gl.format_yaxis(ax = ax, Nticks = 10)
gl.subplots_adjust(left=.09, bottom=.10, right=.90, top=.95, wspace=.05, hspace=0.05)
gl.savefig(folder_images +'windows.png',
dpi = 100, sizeInches = [2*8, 2*3])
if (MAMAs):
# Some basic indicators.
price = timeData.get_timeSeries(["Close"]);
dates = timeData.get_dates()
# For comparing SMA, EMA, WMA
nHMA = 10