def display_fisher(
ohlc: pd.DataFrame,
length: int = 14,
s_ticker: str = "",
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
):
"""Display Fisher Indicator
Parameters
----------
ohlc : pd.DataFrame
Dataframe of prices
length : int
Length of window
s_ticker : str
Ticker string
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 = momentum_model.fisher(ohlc["High"], ohlc["Low"], 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 3 axes
if not external_axes:
_, axes = plt.subplots(2,
1,
sharex=True,
figsize=plot_autoscale(),
dpi=PLOT_DPI)
ax1, ax2 = axes
ax3 = ax2.twinx()
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.set_title(f"{s_ticker} Fisher Transform")
ax1.plot(plot_data.index, plot_data["Adj Close"].values)
ax1.set_xlim(plot_data.index[0], plot_data.index[-1])
ax1.set_ylabel("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,
label="Fisher",
)
ax2.plot(
plot_data.index,
plot_data[df_ta.columns[1]].values,
label="Signal",
)
ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
theme.style_primary_axis(
ax2,
data_index=plot_data.index.to_list(),
tick_labels=plot_data["date"].to_list(),
)
ax3.set_ylim(ax2.get_ylim())
ax3.axhspan(2, ax2.get_ylim()[1], facecolor=theme.down_color, alpha=0.2)
ax3.axhspan(ax2.get_ylim()[0], -2, facecolor=theme.up_color, alpha=0.2)
ax3.axhline(2, color=theme.down_color, ls="--")
ax3.axhline(-2, color=theme.up_color, ls="--")
theme.style_twin_axis(ax3)
ax2.set_yticks([-2, 0, 2])
ax2.set_yticklabels(["-2 STDEV", "0", "+2 STDEV"])
ax2.legend()
if external_axes is None:
theme.visualize_output()
export_data(
export,
os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
"fisher",
df_ta,
)
def display_cci(
ohlc: pd.DataFrame,
length: int = 14,
scalar: float = 0.0015,
s_ticker: str = "",
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
):
"""Display CCI Indicator
Parameters
----------
ohlc : pd.DataFrame
Dataframe of OHLC
length : int
Length of window
scalar : float
Scalar variable
s_ticker : str
Stock 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 = momentum_model.cci(ohlc["High"], ohlc["Low"], ohlc["Adj Close"],
length, 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 2 axes
if external_axes is None:
_, (ax1, ax2) = plt.subplots(2,
1,
figsize=plot_autoscale(),
sharex=True,
dpi=PLOT_DPI)
else:
if len(external_axes) != 2:
logger.error("Expected list of two axis items.")
console.print("[red]Expected list of 2 axis items./n[/red]")
return
ax1, ax2 = external_axes
ax1.set_title(f"{s_ticker} CCI")
ax1.plot(
plot_data.index,
plot_data["Adj Close"].values,
)
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)
ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
ax2.axhspan(100, ax2.get_ylim()[1], facecolor=theme.down_color, alpha=0.2)
ax2.axhspan(ax2.get_ylim()[0], -100, facecolor=theme.up_color, alpha=0.2)
theme.style_primary_axis(
ax2,
data_index=plot_data.index.to_list(),
tick_labels=plot_data["date"].to_list(),
)
ax3 = ax2.twinx()
ax3.set_ylim(ax2.get_ylim())
ax3.axhline(100, color=theme.down_color, ls="--")
ax3.axhline(-100, color=theme.up_color, ls="--")
theme.style_twin_axis(ax3)
ax2.set_yticks([-100, 100])
ax2.set_yticklabels(["OVERSOLD", "OVERBOUGHT"])
if external_axes is None:
theme.visualize_output()
export_data(
export,
os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
"cci",
df_ta,
)
def display_stoch(
ohlc: pd.DataFrame,
fastkperiod: int = 14,
slowdperiod: int = 3,
slowkperiod: int = 3,
s_ticker: str = "",
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
) -> None:
"""Plot stochastic oscillator signal
Parameters
----------
ohlc : pd.DataFrame
Dataframe of prices
fastkperiod : int
Fast k period
slowdperiod : int
Slow d period
slowkperiod : int
Slow k period
s_ticker : str
Stock ticker
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 = momentum_model.stoch(
ohlc["High"],
ohlc["Low"],
ohlc["Adj Close"],
fastkperiod,
slowdperiod,
slowkperiod,
)
# This plot has 3 axes
if not external_axes:
_, axes = plt.subplots(2,
1,
sharex=True,
figsize=plot_autoscale(),
dpi=PLOT_DPI)
ax1, ax2 = axes
ax3 = ax2.twinx()
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
plot_data = pd.merge(ohlc,
df_ta,
how="outer",
left_index=True,
right_index=True)
plot_data = reindex_dates(plot_data)
ax1.plot(plot_data.index, plot_data["Adj Close"].values)
ax1.set_title(
f"Stochastic Relative Strength Index (STOCH RSI) 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)
ax2.plot(plot_data.index, plot_data[df_ta.columns[1]].values, ls="--")
ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
theme.style_primary_axis(
ax2,
data_index=plot_data.index.to_list(),
tick_labels=plot_data["date"].to_list(),
)
ax3.set_ylim(ax2.get_ylim())
ax3.axhspan(80, 100, facecolor=theme.down_color, alpha=0.2)
ax3.axhspan(0, 20, facecolor=theme.up_color, alpha=0.2)
ax3.axhline(80, color=theme.down_color, ls="--")
ax3.axhline(20, color=theme.up_color, ls="--")
theme.style_twin_axis(ax3)
ax2.set_yticks([20, 80])
ax2.set_yticklabels(["OVERSOLD", "OVERBOUGHT"])
ax2.legend([f"%K {df_ta.columns[0]}", f"%D {df_ta.columns[1]}"])
if external_axes is None:
theme.visualize_output()
export_data(
export,
os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
"stoch",
df_ta,
)
def display_covid_ov(
country,
raw: bool = False,
limit: int = 10,
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
) -> None:
"""Show historical cases and deaths by country
Parameters
----------
country: str
Country to get data for
raw: bool
Flag to display raw data
limit: int
Number of raw data to show
export: str
Format to export data
external_axes : Optional[List[plt.Axes]], optional
External axes (2 axis is expected in the list), by default None
"""
cases = covid_model.get_global_cases(country) / 1_000
deaths = covid_model.get_global_deaths(country)
ov = pd.concat([cases, deaths], axis=1)
ov.columns = ["Cases", "Deaths"]
# This plot has 2 axes
if external_axes is None:
_, ax1 = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
ax2 = ax1.twinx()
else:
if len(external_axes) != 2:
console.print("[red]Expected list of 1 axis item./n[/red]")
return
ax1, ax2 = external_axes
ax1.plot(cases.index, cases, color=theme.up_color, alpha=0.2)
ax1.plot(cases.index, cases.rolling(7).mean(), color=theme.up_color)
ax1.set_ylabel("Cases (1k)")
theme.style_primary_axis(ax1)
ax1.yaxis.set_label_position("left")
ax2.plot(deaths.index, deaths, color=theme.down_color, alpha=0.2)
ax2.plot(deaths.index, deaths.rolling(7).mean(), color=theme.down_color)
ax2.set_title(f"Overview for {country.upper()}")
ax2.set_xlabel("Date")
ax2.set_ylabel("Deaths")
theme.style_twin_axis(ax2)
ax2.yaxis.set_label_position("right")
ax1.set_xlim(ov.index[0], ov.index[-1])
legend = ax2.legend(ov.columns)
legend.legendHandles[1].set_color(theme.down_color)
legend.legendHandles[0].set_color(theme.up_color)
if external_axes is None:
theme.visualize_output()
if raw:
ov.index = [x.strftime("%Y-%m-%d") for x in ov.index]
print_rich_table(
ov.tail(limit),
headers=[x.title() for x in ov.columns],
show_index=True,
index_name="Date",
title=f"[bold]{country} COVID Numbers[/bold]",
)
console.print("")
if export:
export_data(export, os.path.dirname(os.path.abspath(__file__)), "ov",
ov)