# Label each point with the price
ax.annotate(label, # this is the text
(x,y+(day_1_u.price-day_0.price)/2), # this is the point to label
va='center',
ha='center',
c=colors_3,
fontname=font) # horizontal alignment can be left, right or center
# Real-life data
real_life_data_day = [0,1,2,3,4]
real_life_data_price = [(fetch.close_data()[i-5]) for i in range(5)]
# Plot real-life data as a line plot
ax.plot(real_life_data_day,real_life_data_price, c=colors_4, zorder=4)
plt.xticks(np.arange(0,5,1))
stock = fetch.stock()
start_day = datetime.today() - timedelta(days=4)
d1 = start_day.strftime("%B %d, %Y")
ax.set_xlabel('Days past ' + d1, fontname=font, weight='bold')
ax.set_ylabel('Price ($)', fontname=font, weight='bold')
ax.set_title(stock + ' Predicted Close Price Over Time', fontname=font, weight='bold')
fig.tight_layout()
plt.show()
def plot(q, entry):
u = u_and_d.u(q, entry)
d = u_and_d.d(q, entry)
tree_object = n.gen_tree(q, entry)
tree = [
tree_object.n0,
tree_object.n1,
tree_object.n2,
tree_object.n3,
tree_object.n4,
tree_object.n5,
tree_object.n6,
tree_object.n7,
tree_object.n8,
tree_object.n9,
tree_object.n10,
tree_object.n11,
tree_object.n12,
tree_object.n13,
tree_object.n14
]
fig,ax = plt.subplots()
day = [i.day for i in tree]
price = [i.price for i in tree]
#scale = [1000*abs(i.probability) for i in tree]
scale = 150
#colors = [i.probability for i in tree]
colors = 'royalblue'
colors_2 = 'grey'
colors_3 = 'white'
colors_4 = 'black'
colors_5 = 'red'
marker = '.'
font = 'Tahoma'
# Add arrows
for i in tree[0:10]:
x_tail = i.day
y_tail = i.price
x_head = i.day + 1
y_head_u = i.price * u
y_head_d = i.price * d
dx = x_head - x_tail
#dy_u = y_head_u - y_tail
#dy_d = y_head_d - y_tail
arrow_u = mpatches.FancyArrowPatch((x_tail, y_tail),(x_head, y_head_u), mutation_scale=15, zorder=1, color=colors_2)
arrow_d = mpatches.FancyArrowPatch((x_tail, y_tail),(x_head, y_head_d), mutation_scale=15, zorder=1, color=colors_2)
ax.add_patch(arrow_u)
ax.add_patch(arrow_d)
# Plot the chart
ax.scatter(day,price, s=scale, c=colors, marker=marker, zorder=2)
# Add rectangles
width = 0.5
height = (tree_object.n10.price-tree_object.n14.price)/15
for x,y in zip(day,price):
ax.add_patch(mpatches.Rectangle(xy=(x-width/2, y-height/2+(tree_object.n1.price-tree_object.n0.price)/2),
width=width,
height=height,
linewidth=1,
color=colors))
# Zip joins x and y coordinates in pairs
for x,y in zip(day,price):
label = "{:.2f}".format(y)
# Label each point with the price
ax.annotate(label, # this is the text
(x,y+(tree_object.n1.price-tree_object.n0.price)/2), # this is the point to label
va='center',
ha='center',
c=colors_3,
fontname=font) # horizontal alignment can be left, right or center
# Expected value plot
real_life_data_day = [0,1,2,3,4]
day_0_ev = tree[0].price
day_1_ev = (sum(tree[i].price*tree[i].probability for i in range(1,3)))
day_2_ev = (sum(tree[i].price*tree[i].probability for i in range(3,6)))
day_3_ev = (sum(tree[i].price*tree[i].probability for i in range(6,10)))
day_4_ev = (sum(tree[i].price*tree[i].probability for i in range(10,15)))
ev = [day_0_ev,day_1_ev,day_2_ev,day_3_ev,day_4_ev]
print(ev)
x = np.array(real_life_data_day)
y = np.array(ev)
m, b = np.polyfit(x, y, 1)
print(m)
ax.scatter(real_life_data_day,ev, s=scale, c=colors_5, marker=marker, zorder=2)
ax.plot(x, m*x + b, c=colors_5)
label2 = str(round(m,3)) + "(x)+ " + str(round(b,2))
print(label2)
ax.annotate(label2, # this is the text
(2,(tree_object.n14.price)), # this is the point to label
va='center',
ha='center',
c=colors_5,
fontname=font) # horizontal alignment can be left, right or center
# Real-life data
real_life_data_price = [(fetch.close_data(entry)[i-5]) for i in range(5)]
# Plot real-life data as a line plot
ax.plot(real_life_data_day,real_life_data_price, c=colors_4, zorder=4)
plt.xticks(np.arange(0,5,1))
stock = fetch.stock(entry)
start_day = datetime.today() - timedelta(days=4)
d1 = start_day.strftime("%B %d, %Y")
ax.set_xlabel('Days past ' + d1, fontname=font, weight='bold')
ax.set_ylabel('Price ($)', fontname=font, weight='bold')
ax.set_title(stock + ' Predicted Close Price Over Time', fontname=font, weight='bold')
fig.tight_layout()
plt.show()