def fill_between(self, x, y1, y2 = 0,
ax = None, where = None, alpha = 1.0 , color = "#888888",
legend = [],
*args, **kwargs):
# This function fills a unique plot.
## We have to f*****g deal with dates !!
# The fill function does not work properly with datetime64
x = ul.fnp(x)
y1 = ul.fnp(y1)
if (type(ax) == type(None)):
ax = self.axes
x = ul.preprocess_dates(x)
x = ul.fnp(x)
# print len(X), len(ul.fnp(Yi).T.tolist()[0])
# print type(X), type(ul.fnp(Yi).T.tolist()[0])
# print X.shape
# print len(X.T.tolist()), len(ul.fnp(Yi).T.tolist()[0])
x = x.T.tolist()[0]
# print x
y1 = ul.fnp(y1).T.tolist()[0]
if (where is not None):
# print len(x), len(y1), len(where)
where = ul.fnp(where)
# where = np.nan_to_num(where)
where = where.T.tolist()[0]
y2 = ul.fnp(y2)
if (y2.size == 1):
y2 = y2[0,0]
else:
y2 = y2.T.tolist()[0]
# print where[0:20]
# print y2
# print len(where)
# print x[0:5], y1[0:5]
if (len(legend) == 0):
legend = None
else:
legend = legend[0]
ln = ax.fill_between(x = x, y1 = y1, y2 = y2, where = where,
color = color, alpha = alpha, zorder = self.zorder, label = legend) # *args, **kwargs)
self.plots_type.append(["fill"])
self.plots_list.append([ln]) # We store the pointers to the plots
data_i = [x,y1,y2, where, ax, alpha,color, args, kwargs]
self.Data_list.append(data_i)
return ln
def fill_between(self, x, y1, y2 = 0,
ax = None, where = None, alpha = 1.0 , color = "#888888",
legend = [],
*args, **kwargs):
# This function fills a unique plot.
## We have to f*****g deal with dates !!
# The fill function does not work properly with datetime64
x = ul.fnp(x)
y1 = ul.fnp(y1)
if (type(ax) == type(None)):
ax = self.axes
x = ul.preprocess_dates(x)
x = ul.fnp(x)
# print len(X), len(ul.fnp(Yi).T.tolist()[0])
# print type(X), type(ul.fnp(Yi).T.tolist()[0])
# print X.shape
# print len(X.T.tolist()), len(ul.fnp(Yi).T.tolist()[0])
x = x.T.tolist()[0]
# print x
y1 = ul.fnp(y1).T.tolist()[0]
if (where is not None):
# print len(x), len(y1), len(where)
where = ul.fnp(where)
# where = np.nan_to_num(where)
where = where.T.tolist()[0]
y2 = ul.fnp(y2)
if (y2.size == 1):
y2 = y2[0,0]
else:
y2 = y2.T.tolist()[0]
# print where[0:20]
# print y2
# print len(where)
# print x[0:5], y1[0:5]
if (len(legend) == 0):
legend = None
else:
legend = legend[0]
ln = ax.fill_between(x = x, y1 = y1, y2 = y2, where = where,
color = color, alpha = alpha, zorder = self.zorder, label = legend) # *args, **kwargs)
self.plots_type.append(["fill"])
self.plots_list.append([ln]) # We store the pointers to the plots
data_i = [x,y1,y2, where, ax, alpha,color, args, kwargs]
self.Data_list.append(data_i)
return ln
def add_vlines(self, X = [],Y = [], # X-Y points in the graph.
labels = [], legend = [], # Basic Labelling
color = None, lw = 2, alpha = 1.0, # Basic line properties
nf = 0, na = 0, # New axis. To plot in a new axis # TODO: shareX option
ax = None, position = [], projection = "2d", # Type of plot
sharex = None, sharey = None,
fontsize = 20,fontsizeL = 10, fontsizeA = 15, # The font for the labels in the axis
xlim = None, ylim = None, xlimPad = None, ylimPad = None, # Limits of vision
ws = None, Ninit = 0,
loc = "best",
dataTransform = None,
xaxis_mode = None,yaxis_mode = None,AxesStyle = None, # Automatically do some formatting :)
marker = [" ", None, None]
):
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X,Y,dataTransform)
NpX, NcX = X.shape
NpY, NcY = Y.shape
# Management of the figure and properties
ax = self.figure_management(nf, na, ax = ax, sharex = sharex, sharey = sharey,
projection = projection, position = position)
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X,Y,dataTransform)
NpY, NcY = Y.shape
plots,plots_typ = self.init_WidgetData(ws)
############### CALL PLOTTING FUNCTION ###########################
# X = X.astype(dt.datetime)
# self.X = self.X.astype(dt.datetime)
X = ul.preprocess_dates(X)
self.X = X
lines = [[(X[i].astype(dt.datetime), Y[i,0]),(X[i].astype(dt.datetime), Y[i,1])] for i in range(NpX)]
# lines = [[(0, 1), (1, 1)], [(2, 3), (3, 3)], [(1, 2), (1, 3)]]
# print mdates.date2num(X[i,0].astype(dt.datetime)), type(mdates.date2num(X[i,0].astype(dt.datetime)))
lc = mc.LineCollection(lines, colors= "k", linewidths=lw)
ax.add_collection(lc)
ax.autoscale()
ax.margins(0.1)
############### Last setting functions ###########################
self.update_legend(legend,NcY,ax = ax, loc = loc) # Update the legend
self.set_labels(labels)
self.set_zoom(xlim,ylim, xlimPad,ylimPad)
self.format_xaxis(ax = ax, xaxis_mode = xaxis_mode)
self.format_yaxis(ax = ax, yaxis_mode = yaxis_mode)
self.apply_style(nf,na,AxesStyle)
return ax
def add_vlines(self, X = [],Y = [], # X-Y points in the graph.
labels = [], legend = [], # Basic Labelling
color = None, lw = 2, alpha = 1.0, # Basic line properties
nf = 0, na = 0, # New axis. To plot in a new axis # TODO: shareX option
ax = None, position = [], projection = "2d", # Type of plot
sharex = None, sharey = None,
fontsize = 20,fontsizeL = 10, fontsizeA = 15, # The font for the labels in the axis
xlim = None, ylim = None, xlimPad = None, ylimPad = None, # Limits of vision
ws = None, Ninit = 0,
loc = "best",
dataTransform = None,
xaxis_mode = None,yaxis_mode = None,AxesStyle = None, # Automatically do some formatting :)
marker = [" ", None, None]
):
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X,Y,dataTransform)
NpX, NcX = X.shape
NpY, NcY = Y.shape
# Management of the figure and properties
ax = self.figure_management(nf, na, ax = ax, sharex = sharex, sharey = sharey,
projection = projection, position = position)
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X,Y,dataTransform)
NpY, NcY = Y.shape
plots,plots_typ = self.init_WidgetData(ws)
############### CALL PLOTTING FUNCTION ###########################
# X = X.astype(dt.datetime)
# self.X = self.X.astype(dt.datetime)
X = ul.preprocess_dates(X)
self.X = X
lines = [[(X[i].astype(dt.datetime), Y[i,0]),(X[i].astype(dt.datetime), Y[i,1])] for i in range(NpX)]
# lines = [[(0, 1), (1, 1)], [(2, 3), (3, 3)], [(1, 2), (1, 3)]]
# print mdates.date2num(X[i,0].astype(dt.datetime)), type(mdates.date2num(X[i,0].astype(dt.datetime)))
lc = mc.LineCollection(lines, colors= "k", linewidths=lw)
ax.add_collection(lc)
ax.autoscale()
ax.margins(0.1)
############### Last setting functions ###########################
self.update_legend(legend,NcY,ax = ax, loc = loc) # Update the legend
self.set_labels(labels)
self.set_zoom(ax = ax, xlim = xlim,ylim = ylim, xlimPad = xlimPad,ylimPad = ylimPad)
self.format_xaxis(ax = ax, xaxis_mode = xaxis_mode)
self.format_yaxis(ax = ax, yaxis_mode = yaxis_mode)
self.apply_style(nf,na,AxesStyle)
return ax
def bar(
self,
X=[],
Y=[], # X-Y points in the graph.
labels=[],
legend=[], # Basic Labelling
color=None,
lw=2,
alpha=1.0, # Basic line properties
nf=0,
na=0, # New axis. To plot in a new axis # TODO: shareX option
ax=None,
position=[],
projection="2d", # Type of plot
sharex=None,
sharey=None,
fontsize=20,
fontsizeL=10,
fontsizeA=15, # The font for the labels in the axis
xlim=None,
ylim=None,
xlimPad=None,
ylimPad=None, # Limits of vision
ws=None,
Ninit=0,
loc="best",
dataTransform=None,
xaxis_mode=None,
yaxis_mode=None,
AxesStyle=None, # Automatically do some formatting :)
marker=[" ", None, None],
fill_mode="independent", # "between", "stacked","independent"
# Particular pararm
orientation="vertical",
barwidth=None, # Rectangle width
bottom=None, ## If the y-axis start somewhere else
despx=0 # Displacement in the x axis, it is done for the dates
# so that we can move some other things (Velero graph)
):
# Management of the figure and properties
ax = self.figure_management(nf,
na,
ax=ax,
sharex=sharex,
sharey=sharey,
projection=projection,
position=position)
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X, Y, dataTransform)
NpY, NcY = Y.shape
plots, plots_typ = self.init_WidgetData(ws)
## We asume that X and Y have the same dimensions
print(self.formatXaxis)
if (self.formatXaxis == "dates" or self.formatXaxis == "intraday"):
X = ul.preprocess_dates(X)
print("Formating bar X to dates")
if (type(barwidth) == type(None)):
barwidth = self.get_barwidth(X, barwidth) * 0.8
if (Y.size != 0): # This would be just to create the axes
############### CALL PLOTTING FUNCTION ###########################
for i in range(NcY): # We plot once for every line to plot
self.zorder = self.zorder + 1 # Setting the properties
colorFinal = self.get_color(color)
legend_i = None if i >= len(legend) else legend[i]
if (type(bottom) != type(None)):
bottom = bottom[self.start_indx:self.end_indx]
if (orientation == "vertical"):
plot_i = self.axes.bar(X[self.start_indx:self.end_indx],
Y[self.start_indx:self.end_indx:, i],
width=barwidth,
align='center',
facecolor=colorFinal,
alpha=alpha,
label=legend_i,
zorder=self.zorder,
bottom=bottom)
else: # horixontal
plot_i = self.axes.bar(width=Y[self.start_indx:self.end_indx:,
i],
height=barwidth,
align='center',
facecolor=colorFinal,
alpha=alpha,
label=legend_i,
zorder=self.zorder,
left=bottom,
bottom=X[self.start_indx:self.end_indx],
orientation="horizontal")
plots.append(plot_i)
plots_typ.append("plot")
############### Last setting functions ###########################
self.store_WidgetData(plots_typ,
plots) # Store pointers to variables for interaction
self.update_legend(legend, NcY, ax=ax, loc=loc) # Update the legend
self.set_labels(labels)
self.set_zoom(xlim, ylim, xlimPad, ylimPad)
self.format_xaxis(ax=ax, xaxis_mode=xaxis_mode)
self.format_yaxis(ax=ax, yaxis_mode=yaxis_mode)
self.apply_style(nf, na, AxesStyle)
return ax
#fig, ax_list = plt. subplots(3, 1)
#x = y = np.arange(5)
#
#for ax, where in zip(ax_list, ['pre', 'post', 'mid']):
# ax.step(x, y, where=where, color='r', zorder=5, lw=5)
# fill_between_steps(ax, x, y, 0, step_where=where)
def tradingPlatform(self,
timeData,
MA1=26,
MA2=12,
volumeFactor=3,
color_mode=1):
gl = self
## TODO, it used to be this all the way:
## [-SP:]
# SP = len(date[MA2-1:])
if (color_mode == 1):
col_spines = "#5998ff"
col_axis = 'k'
bg_color = '#555555' # '#07000d'
stockTD = timeData.get_timeData()
date = stockTD.index.values
date = ul.fnp(date)
date = ul.preprocess_dates(date)
# print pd.to_datetime(date[0])
# mdates.strpdate2num('%Y%m%d')
# date = mdates.date2num(date)
# date = range(len(date))
openp = stockTD["Open"]
closep = stockTD["Close"]
highp = stockTD["High"]
lowp = stockTD["Low"]
volume = stockTD["Volume"]
x = 0
y = len(date)
newAr = []
while x < y:
appendLine = date[x], openp[x], highp[x], lowp[x], closep[x], volume[x]
newAr.append(appendLine)
x += 1
# print newAr[0:4]
newAr = ul.fnp(newAr).T
# print newAr.shape
## Plotting !!
# fig = plt.figure(facecolor='#07000d')
###########################################################
################# PLOTTING THE CANDLESTICK ################
###########################################################
# We will divide everything in 6x4 and this will take the 4x4 in the middle
# Obtain data to plot
Av1 = timeData.SMA(n=MA1)
Av2 = timeData.SMA(n=MA2)
ax1 = gl.subplot2grid((6, 4), (1, 0),
rowspan=4,
colspan=4,
axisbg=bg_color)
gl.plot(date,
Av1,
nf=0,
color='#e1edf9',
legend=[str(MA1) + ' SMA'],
lw=1.5)
gl.plot(date,
Av2,
nf=0,
color='#4ee6fd',
legend=[str(MA2) + ' SMA'],
lw=1.5)
ax1.grid(True, color='w')
gl.tradingPV(timeData,
color_mode=1,
fontsize=15,
volumeFactor=volumeFactor)
## Format the legend !!
maLeg = ax1.legend(loc=9,
ncol=2,
prop={'size': 7},
fancybox=True,
borderaxespad=0.)
maLeg.get_frame().set_alpha(0.4)
textEd = ax1.get_legend().get_texts()
pylab.setp(textEd[0:5], color='w')
#####################################################################
############## In the upper part plot RSI ###########################
#####################################################################
rsi = timeData.RSI(n=14)
# print rsi[0:30]
ax0 = gl.subplot2grid((6, 4), (0, 0),
sharex=ax1,
rowspan=1,
colspan=4,
axisbg='#07000d')
tradingOcillator(self,
timeData,
rsi,
osc_name="RSI",
ax=None,
color_mode=1,
lowline=30,
highline=70)
#####################################################################
############## MACD Axes ###########################
#####################################################################
ax2 = gl.subplot2grid((6, 4), (5, 0),
sharex=ax1,
rowspan=1,
colspan=4,
axisbg='#07000d')
gl.plotMACD(timeData, ax=ax2)
## Remove the xticklabels of the other axes !!
plt.setp(ax0.get_xticklabels(), visible=False)
plt.setp(ax1.get_xticklabels(), visible=False)
## Final touches !!!
plt.suptitle("Trasing Station", color='k', fontsize=20)
### Do some stupid anotation !!!!
# ax1.annotate('Big news!',(date[510],Av1[510]),
# xytext=(0.8, 0.9), textcoords='axes fraction',
# arrowprops=dict(facecolor='white', shrink=0.05),
# fontsize=14, color = 'w',
# horizontalalignment='right', verticalalignment='bottom')
## Smaller overall image ! So that we can put more stuff !!
plt.subplots_adjust(left=.09,
bottom=.14,
right=.70,
top=.95,
wspace=.20,
hspace=0)
plt.show()
def tradingPV(self,
timeData,
ax=None,
width=0.6,
color_mode=0,
fontsize=-1,
Ny=6,
Nx=20,
volumeFactor=3):
## This thing plots the trading price, value.
## If an axes if given to it, it plots it there,
## otherwise it does it on the last
if (color_mode == 0):
col_spines = "#5998ff"
bg_color = '#07000d'
col_axis = 'w'
colorup = '#53c156'
colordown = '#ff1717'
colorVolume = '#00ffe8'
if (color_mode == 1):
col_spines = "#5998ff"
bg_color = '#07000d'
col_axis = 'k'
colorup = '#53c156'
colordown = '#ff1717'
colorVolume = '#00ffe8'
gl = self
stockTD = timeData.get_timeData()
date = stockTD.index.values
date = ul.fnp(date)
date = ul.preprocess_dates(date)
# return 1
# print date[0:5]
openp = stockTD["Open"]
closep = stockTD["Close"]
highp = stockTD["High"]
lowp = stockTD["Low"]
volume = stockTD["Volume"]
x = 0
y = len(date)
newAr = []
while x < y:
appendLine = date[x], openp[x], highp[x], lowp[x], closep[x], volume[x]
newAr.append(appendLine)
x += 1
newAr = ul.fnp(newAr).T
# We will divide everything in 6x4 and this will take the 4x4 in the middle
# print "rev %f" % width
width = gl.get_barwidth(date, width)
# print width
if (ax is None):
ax = self.axes
gl.candlestick(newAr,
ax=ax,
width=width,
colorup=colorup,
colordown=colordown)
# return 1
# pylab.setp(ax1 , axis_bgcolor = bg_color)
ax.set_axis_bgcolor(bg_color)
### Format the axis color :) !!
gl.color_axis(ax, col_spines, col_axis)
### Format the axis locators ! :) !!
gl.format_axis2(ax, Nx=Nx, Ny=Ny, fontsize=fontsize)
ax.set_ylabel(timeData.symbol, fontsize=fontsize)
## Volume AXES, the same as the price one !
volumeMin = 0
ax1v = gl.plot(date,
volume,
fill=1,
alpha=.4,
lw=0.1,
color=colorVolume,
nf=0,
na=1)
# ax1v = gl.step(date, volume,
# fill = 1, alpha=.4, lw = 0.1, color = '#00ffe8', nf = 0, na =1)
# ax1v = gl.bar(date, volume,
# alpha=.4, color = '#00ffe8', nf = 0, na =1)
ax.grid(True, color="w")
ax1v.grid(False)
gl.color_axis(ax1v, col_spines, col_axis)
gl.format_axis2(ax1v, Nx=Nx, Ny=Ny, fontsize=fontsize)
## Remove the volume labels !!!
ax1v.yaxis.set_ticklabels([])
## Set limits !
ax1v.set_ylim(0, volumeFactor * max(volume))
ax.set_xlim(date[0] - width, date[-1] + width)
def candlestick(self, X = [],Y = [], # X-Y points in the graph.
labels = [], legend = [], # Basic Labelling
color = None, lw = 2, alpha = 1.0, # Basic line properties
nf = 0, na = 0, # New axis. To plot in a new axis # TODO: shareX option
ax = None, position = [], projection = "2d", # Type of plot
sharex = None, sharey = None,
fontsize = 20,fontsizeL = 10, fontsizeA = 15, # The font for the labels in the axis
xlim = None, ylim = None, xlimPad = None, ylimPad = None, # Limits of vision
ws = None, Ninit = 0,
loc = "best",
dataTransform = None,
xaxis_mode = None,yaxis_mode = None,AxesStyle = None, # Automatically do some formatting :)
barwidth = None, colorup = "g", colordown = "r"
):
# Management of the figure and properties
ax = self.figure_management(nf, na, ax = ax, sharex = sharex, sharey = sharey,
projection = projection, position = position)
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X,Y,dataTransform)
NpY, NcY = Y.shape
plots,plots_typ = self.init_WidgetData(ws)
##################### PREPROCESSING AND PLOTTING #######################
# Prepare the data
openp = Y[self.start_indx:self.end_indx,0]
closep = Y[self.start_indx:self.end_indx,1]
highp = Y[self.start_indx:self.end_indx,2]
lowp = Y[self.start_indx:self.end_indx,3]
dates = X[self.start_indx:self.end_indx]
dates = ul.preprocess_dates(dates)
if (type(barwidth) == type(None)):
barwidth = self.get_barwidth(dates, barwidth) * 0.8
# PLOTTING !!
Npoints = dates.size
OFFSET = barwidth / 2.0
line_factor = 0.15
barwidth_HL = barwidth * line_factor
OFFSET_HL = barwidth_HL / 2.0
lines = []
patches = []
for i in range(Npoints):
if closep[i] >= openp[i] :
color = colorup
baseRectable = openp[i]
else:
color = colordown
baseRectable = closep[i]
height = np.abs(openp[i] - closep[i])
## High-low line
# line_HL = Line2D(
# xdata=(dates[i],dates[i]), ydata=(lowp[i], highp[i]),
# color=color,
# linewidth=lw,
# antialiased=True,
# )
rect_HL = Rectangle(
xy=(dates[i] - OFFSET_HL, lowp[i]),
width=barwidth_HL,
height=highp[i] - lowp[i],
facecolor=color,
edgecolor=color,
)
# print type(dates[i]), type(OFFSET)
## Open Close rectangle
rect_OP = Rectangle(
xy=(dates[i] - OFFSET, baseRectable),
width=barwidth,
height=height,
facecolor=color,
edgecolor=color,
)
rect_OP.set_alpha(alpha)
#
# lines.append(line_HL)
# patches.append(rect_OP)
# ax.add_line(line_HL)
ax.add_patch(rect_OP)
ax.add_patch(rect_HL)
# lines = mc.LineCollection(lines)
# ax.add_collection(lines)
# ax.add_collection(patches)
ax.autoscale() # TODO: The zoom is not changed if we do not say it !
############### Last setting functions ###########################
self.store_WidgetData(plots_typ, plots) # Store pointers to variables for interaction
self.update_legend(legend,NcY,ax = ax, loc = loc) # Update the legend
self.set_labels(labels)
self.set_zoom(ax = ax, xlim = xlim,ylim = ylim, xlimPad = xlimPad,ylimPad = ylimPad)
self.format_xaxis(ax = ax, xaxis_mode = xaxis_mode)
self.format_yaxis(ax = ax, yaxis_mode = yaxis_mode)
self.apply_style(nf,na,AxesStyle)
self.plots_type.append(["candlestick"])
# self.plots_list.append([plotting]) # We store the pointers to the plots
data_i = [Y, ax]
self.Data_list.append(data_i)
return ax
def barchart(self, X = [],Y = [], # X-Y points in the graph.
labels = [], legend = [], # Basic Labelling
color = None, lw = 2, lw2 = 2,alpha = 1.0, # Basic line properties
nf = 0, na = 0, # New axis. To plot in a new axis # TODO: shareX option
ax = None, position = [], projection = "2d", # Type of plot
sharex = None, sharey = None,
fontsize = 20,fontsizeL = 10, fontsizeA = 15, # The font for the labels in the axis
xlim = None, ylim = None, xlimPad = None, ylimPad = None, # Limits of vision
ws = None, Ninit = 0,
loc = "best",
dataTransform = None,
xaxis_mode = None,yaxis_mode = None,AxesStyle = None # Automatically do some formatting :)
):
# Management of the figure and properties
ax = self.figure_management(nf, na, ax = ax, sharex = sharex, sharey = sharey,
projection = projection, position = position)
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X,Y,dataTransform)
NpY, NcY = Y.shape
NpX, NcX = Y.shape
plots,plots_typ = self.init_WidgetData(ws)
############### CALL PLOTTING FUNCTION ###########################
# X = X.astype(dt.datetime)
# self.X = self.X.astype(dt.datetime)
# print X.shape
High,Low, Open,Close = Y[:,0], Y[:,1], Y[:,2], Y[:,3]
X = ul.preprocess_dates(X)
self.X = X
# print X
width_unit = self.get_barwidth(X)
dist = width_unit /2.2
# High-Low
linesHL = [[(X[i].astype(dt.datetime),Low[i]),(X[i].astype(dt.datetime), High[i])] for i in range(NpX)]
linesO = [[(X[i].astype(dt.datetime) - dist,Open[i]),(X[i].astype(dt.datetime), Open[i])] for i in range(NpX)]
linesC = [[(X[i].astype(dt.datetime),Close[i]),(X[i].astype(dt.datetime) + dist, Close[i])] for i in range(NpX)]
# lines = [[(0, 1), (1, 1)], [(2, 3), (3, 3)], [(1, 2), (1, 3)]]
# print mdates.date2num(X[i,0].astype(dt.datetime)), type(mdates.date2num(X[i,0].astype(dt.datetime)))
self.zorder = self.zorder + 1 # Setting the properties
colorFinal = self.get_color(color)
# TODO: Handle the legend better
lcHL = mc.LineCollection(linesHL, colors= colorFinal, linewidths=lw, antialiased=True, label = legend[0])
lcO = mc.LineCollection(linesO, colors= colorFinal, linewidths=lw2, antialiased=True)
lcC = mc.LineCollection(linesC, colors= colorFinal, linewidths=lw2, antialiased=True)
ax.add_collection(lcHL)
ax.add_collection(lcO)
ax.add_collection(lcC)
ax.autoscale() # TODO: The zoom is not changed if we do not say it !
# ax.margins(0.1)
############### Last setting functions ###########################
self.store_WidgetData(plots_typ, plots) # Store pointers to variables for interaction
self.update_legend(legend,NcY,ax = ax, loc = loc) # Update the legend
self.set_labels(labels)
self.set_zoom(ax = ax, xlim = xlim,ylim = ylim, xlimPad = xlimPad,ylimPad = ylimPad)
self.format_xaxis(ax = ax, xaxis_mode = xaxis_mode)
self.format_yaxis(ax = ax, yaxis_mode = yaxis_mode)
self.apply_style(nf,na,AxesStyle)
# xfmt = mdates.DateFormatter('%b %d')
# ax.xaxis.set_major_formatter(xfmt)
return ax
def candlestick(
self,
X=[],
Y=[], # X-Y points in the graph.
labels=[],
legend=[], # Basic Labelling
color=None,
lw=2,
alpha=1.0, # Basic line properties
nf=0,
na=0, # New axis. To plot in a new axis # TODO: shareX option
ax=None,
position=[],
projection="2d", # Type of plot
sharex=None,
sharey=None,
fontsize=20,
fontsizeL=10,
fontsizeA=15, # The font for the labels in the axis
xlim=None,
ylim=None,
xlimPad=None,
ylimPad=None, # Limits of vision
ws=None,
Ninit=0,
loc="best",
dataTransform=None,
xaxis_mode=None,
yaxis_mode=None,
AxesStyle=None, # Automatically do some formatting :)
barwidth=None,
colorup="g",
colordown="r"):
# Management of the figure and properties
ax = self.figure_management(nf,
na,
ax=ax,
sharex=sharex,
sharey=sharey,
projection=projection,
position=position)
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X, Y, dataTransform)
NpY, NcY = Y.shape
plots, plots_typ = self.init_WidgetData(ws)
##################### PREPROCESSING AND PLOTTING #######################
# Prepare the data
openp = Y[self.start_indx:self.end_indx, 0]
closep = Y[self.start_indx:self.end_indx, 1]
highp = Y[self.start_indx:self.end_indx, 2]
lowp = Y[self.start_indx:self.end_indx, 3]
dates = X[self.start_indx:self.end_indx]
dates = ul.preprocess_dates(dates)
if (type(barwidth) == type(None)):
barwidth = self.get_barwidth(dates, barwidth) * 0.8
# PLOTTING !!
Npoints = dates.size
OFFSET = barwidth / 2.0
line_factor = 0.15
barwidth_HL = barwidth * line_factor
OFFSET_HL = barwidth_HL / 2.0
lines = []
patches = []
for i in range(Npoints):
if closep[i] >= openp[i]:
color = colorup
baseRectable = openp[i]
else:
color = colordown
baseRectable = closep[i]
height = np.abs(openp[i] - closep[i])
## High-low line
# line_HL = Line2D(
# xdata=(dates[i],dates[i]), ydata=(lowp[i], highp[i]),
# color=color,
# linewidth=lw,
# antialiased=True,
# )
rect_HL = Rectangle(
xy=(dates[i] - OFFSET_HL, lowp[i]),
width=barwidth_HL,
height=highp[i] - lowp[i],
facecolor=color,
edgecolor=color,
)
# print type(dates[i]), type(OFFSET)
## Open Close rectangle
rect_OP = Rectangle(
xy=(dates[i] - OFFSET, baseRectable),
width=barwidth,
height=height,
facecolor=color,
edgecolor=color,
)
rect_OP.set_alpha(alpha)
#
# lines.append(line_HL)
# patches.append(rect_OP)
# ax.add_line(line_HL)
ax.add_patch(rect_OP)
ax.add_patch(rect_HL)
# lines = mc.LineCollection(lines)
# ax.add_collection(lines)
# ax.add_collection(patches)
ax.autoscale() # TODO: The zoom is not changed if we do not say it !
############### Last setting functions ###########################
self.store_WidgetData(plots_typ,
plots) # Store pointers to variables for interaction
self.update_legend(legend, NcY, ax=ax, loc=loc) # Update the legend
self.set_labels(labels)
self.set_zoom(ax=ax,
xlim=xlim,
ylim=ylim,
xlimPad=xlimPad,
ylimPad=ylimPad)
self.format_xaxis(ax=ax, xaxis_mode=xaxis_mode)
self.format_yaxis(ax=ax, yaxis_mode=yaxis_mode)
self.apply_style(nf, na, AxesStyle)
self.plots_type.append(["candlestick"])
# self.plots_list.append([plotting]) # We store the pointers to the plots
data_i = [Y, ax]
self.Data_list.append(data_i)
return ax
def bar(self, X = [],Y = [], # X-Y points in the graph.
labels = [], legend = [], # Basic Labelling
color = None, lw = 2, alpha = 1.0, # Basic line properties
nf = 0, na = 0, # New axis. To plot in a new axis # TODO: shareX option
ax = None, position = [], projection = "2d", # Type of plot
sharex = None, sharey = None,
fontsize = 20,fontsizeL = 10, fontsizeA = 15, # The font for the labels in the axis
xlim = None, ylim = None, xlimPad = None, ylimPad = None, # Limits of vision
ws = None, Ninit = 0,
loc = "best",
dataTransform = None,
xaxis_mode = None,yaxis_mode = None,AxesStyle = None, # Automatically do some formatting :)
marker = [" ", None, None],
fill_mode = "independent", # "between", "stacked","independent"
# Particular pararm
orientation = "vertical",
barwidth = None, # Rectangle width
bottom = None, ## If the y-axis start somewhere else
despx = 0, # Displacement in the x axis, it is done for the dates
# so that we can move some other things (Velero graph)
align = "edge" # "center"
):
# Management of the figure and properties
ax = self.figure_management(nf, na, ax = ax, sharex = sharex, sharey = sharey,
projection = projection, position = position)
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X,Y,dataTransform)
NpY, NcY = Y.shape
plots,plots_typ = self.init_WidgetData(ws)
# print (X)
## We asume that X and Y have the same dimensions
# print (self.formatXaxis)
if (self.formatXaxis == "dates" or self.formatXaxis == "intraday"):
X = ul.preprocess_dates(X)
print ("Formating bar X to dates")
if (type(barwidth) == type(None)):
barwidth = self.get_barwidth(X, barwidth) * 0.8
# print ("Barwidth: ", barwidth)
if (Y.size != 0): # This would be just to create the axes
############### CALL PLOTTING FUNCTION ###########################
for i in range(NcY): # We plot once for every line to plot
self.zorder = self.zorder + 1 # Setting the properties
colorFinal = self.get_color(color)
legend_i = None if i >= len(legend) else legend[i]
if(type(bottom) != type(None)):
bottom = bottom[self.start_indx:self.end_indx].flatten()
if (orientation == "vertical"):
plot_i = self.axes.bar(X[self.start_indx:self.end_indx].flatten(), Y[self.start_indx:self.end_indx:,i].flatten(),
width = barwidth, align=align,
facecolor= colorFinal,alpha=alpha,
label = legend_i, zorder = self.zorder,
bottom = bottom)
else: # horixontal
plot_i = self.axes.bar(width = Y[self.start_indx:self.end_indx:,i].flatten(),
height = barwidth, align=align,
facecolor= colorFinal,alpha=alpha,
label = legend_i, zorder = self.zorder,
left = bottom,
bottom = X[self.start_indx:self.end_indx].flatten(),
orientation = "horizontal")
plots.append(plot_i)
plots_typ.append("plot")
############### Last setting functions ###########################
self.store_WidgetData(plots_typ, plots) # Store pointers to variables for interaction
self.update_legend(legend,NcY,ax = ax, loc = loc) # Update the legend
self.set_labels(labels)
self.set_zoom(ax = ax, xlim = xlim,ylim = ylim, xlimPad = xlimPad,ylimPad = ylimPad)
self.format_xaxis(ax = ax, xaxis_mode = xaxis_mode)
self.format_yaxis(ax = ax, yaxis_mode = yaxis_mode)
self.apply_style(nf,na,AxesStyle)
return ax
#fig, ax_list = plt. subplots(3, 1)
#x = y = np.arange(5)
#
#for ax, where in zip(ax_list, ['pre', 'post', 'mid']):
# ax.step(x, y, where=where, color='r', zorder=5, lw=5)
# fill_between_steps(ax, x, y, 0, step_where=where)
def barchart(
self,
X=[],
Y=[], # X-Y points in the graph.
labels=[],
legend=[], # Basic Labelling
color=None,
lw=2,
lw2=2,
alpha=1.0, # Basic line properties
nf=0,
na=0, # New axis. To plot in a new axis # TODO: shareX option
ax=None,
position=[],
projection="2d", # Type of plot
sharex=None,
sharey=None,
fontsize=20,
fontsizeL=10,
fontsizeA=15, # The font for the labels in the axis
xlim=None,
ylim=None,
xlimPad=None,
ylimPad=None, # Limits of vision
ws=None,
Ninit=0,
loc="best",
dataTransform=None,
xaxis_mode=None,
yaxis_mode=None,
AxesStyle=None # Automatically do some formatting :)
):
# Management of the figure and properties
ax = self.figure_management(nf,
na,
ax=ax,
sharex=sharex,
sharey=sharey,
projection=projection,
position=position)
## Preprocess the data given so that it meets the right format
X, Y = self.preprocess_data(X, Y, dataTransform)
NpY, NcY = Y.shape
NpX, NcX = Y.shape
plots, plots_typ = self.init_WidgetData(ws)
############### CALL PLOTTING FUNCTION ###########################
# X = X.astype(dt.datetime)
# self.X = self.X.astype(dt.datetime)
# print X.shape
High, Low, Open, Close = Y[:, 0], Y[:, 1], Y[:, 2], Y[:, 3]
X = ul.preprocess_dates(X)
self.X = X
# print X
width_unit = self.get_barwidth(X)
dist = width_unit / 2.2
# High-Low
linesHL = [[(X[i].astype(dt.datetime), Low[i]),
(X[i].astype(dt.datetime), High[i])] for i in range(NpX)]
linesO = [[(X[i].astype(dt.datetime) - dist, Open[i]),
(X[i].astype(dt.datetime), Open[i])] for i in range(NpX)]
linesC = [[(X[i].astype(dt.datetime), Close[i]),
(X[i].astype(dt.datetime) + dist, Close[i])]
for i in range(NpX)]
# lines = [[(0, 1), (1, 1)], [(2, 3), (3, 3)], [(1, 2), (1, 3)]]
# print mdates.date2num(X[i,0].astype(dt.datetime)), type(mdates.date2num(X[i,0].astype(dt.datetime)))
self.zorder = self.zorder + 1 # Setting the properties
colorFinal = self.get_color(color)
lcHL = mc.LineCollection(linesHL,
colors=colorFinal,
linewidths=lw,
antialiased=True)
lcO = mc.LineCollection(linesO,
colors=colorFinal,
linewidths=lw2,
antialiased=True)
lcC = mc.LineCollection(linesC,
colors=colorFinal,
linewidths=lw2,
antialiased=True)
ax.add_collection(lcHL)
ax.add_collection(lcO)
ax.add_collection(lcC)
ax.autoscale() # TODO: The zoom is not changed if we do not say it !
# ax.margins(0.1)
############### Last setting functions ###########################
self.store_WidgetData(plots_typ,
plots) # Store pointers to variables for interaction
self.update_legend(legend, NcY, ax=ax, loc=loc) # Update the legend
self.set_labels(labels)
self.set_zoom(xlim, ylim, xlimPad, ylimPad)
self.format_xaxis(ax=ax, xaxis_mode=xaxis_mode)
self.format_yaxis(ax=ax, yaxis_mode=yaxis_mode)
self.apply_style(nf, na, AxesStyle)
# xfmt = mdates.DateFormatter('%b %d')
# ax.xaxis.set_major_formatter(xfmt)
return ax
def bar(
self,
X=[],
Y=[], # X-Y points in the graph.
labels=[], # Labels for tittle, axis and so on.
legend=[], # Legend for the curves plotted
nf=1, # New figure
na=0, # New axis. To plot in a new axis
# Basic parameters that we can usually find in a plot
color=None, # Color
width=-1.0, # Rectangle width
bottom=None, ## If the y-axis start somewhere else
alpha=1.0, # Alpha
despx=0, # Displacement in the x axis, it is done for the dates
# so that we can move some other things (Velero graph)
fontsize=20, # The font for the labels in the title
fontsizeL=10, # The font for the labels in the legeng
fontsizeA=15, # The font for the labels in the axis
ws=-1,
loc=1):
## Preprocess the data given so that it meets the right format
self.preprocess_data(X, Y)
X = self.X
Y = self.Y
NpX, NcX = X.shape
NpY, NcY = Y.shape
# print X.shape, Y.shape
# Management of the figure
self.figure_management(nf, na, labels, fontsize)
##################################################################
############### CALL SCATTERING FUNCTION ###########################
##################################################################
if (ws == -1): # We only show the last ws samples
ws = NpX
if (type(bottom) == type(None)):
bottom = np.zeros((NpX, 1))
plots = []
plots_typ = []
## We asume that X and Y have the same dimensions
colorFinal = self.get_color(color)
X = ul.preprocess_dates(X)
width = self.get_barwidth(X, width)
self.zorder = self.zorder + 1
# print self.zorder
# X = ul.fnp(X) # It kills stuff
if (len(legend) == 0):
plot_i = self.axes.bar(X[(NpX - ws):],
Y[(NpX - ws):],
width=width,
align='center',
facecolor=colorFinal,
alpha=alpha,
bottom=bottom[(NpX - ws):],
zorder=self.zorder)
else:
plot_i = self.axes.bar(X[(NpX - ws):],
Y[(NpX - ws):],
width=width,
align='center',
facecolor=colorFinal,
alpha=alpha,
label=legend[0],
zorder=self.zorder,
bottom=bottom[(NpX - ws):])
plots.append(plot_i)
plots_typ.append("bar")
# print plots_typ
## Store pointers to variables for interaction
self.plots_type.append(plots_typ)
self.plots_list.append(plots) # We store the pointers to the plots
data_i = [X, Y, bottom]
self.Data_list.append(data_i)
# print len(X)
# print Y.shape
# print bottom.shape
self.format_axis(nf, fontsize=fontsizeA, wsize=ws, val=NpX - ws)
self.update_legend(legend, NcY, loc=loc)
# When nf = 0 and na = 0, we lose the grid for some reason.
if (na == 1 or nf == 1):
self.format_plot()
# print self.plots_type
ax = self.axes
return ax
def scatter(
self,
X=[],
Y=[], # X-Y points in the graph.
labels=[], # Labels for tittle, axis and so on.
legend=[], # Legend for the curves plotted
nf=1, # New figure
na=0, # New axis. To plot in a new axis
# Basic parameters that we can usually find in a plot
color=None, # Color
lw=2, # Line width
alpha=1.0, # Alpha
ws=-1,
fontsize=20, # The font for the labels in the title
fontsizeL=10, # The font for the labels in the legeng
fontsizeA=15, # The font for the labels in the axis
loc=1):
## Preprocess the data given so that it meets the right format
self.preprocess_data(X, Y)
X = self.X
Y = self.Y
NpX, NcX = X.shape
NpY, NcY = Y.shape
# Management of the figure
self.figure_management(nf, na, labels, fontsize)
##################################################################
############### CALL SCATTERING FUNCTION ###########################
##################################################################
## We asume that X and Y have the same dimensions
colorFinal = self.get_color(color)
X = ul.preprocess_dates(X)
self.zorder = self.zorder + 1
if (len(legend) == 0):
plt.scatter(X,
Y,
lw=lw,
alpha=alpha,
color=colorFinal,
zorder=self.zorder)
else:
# print X.shape, Y.shape
plt.scatter(X,
Y,
lw=lw,
alpha=alpha,
color=colorFinal,
label=legend[0],
zorder=self.zorder)
self.format_axis(nf, fontsize=fontsizeA, wsize=ws, val=NpX - ws)
self.update_legend(legend, NcY, loc=loc)
if (na == 1 or nf == 1):
self.format_plot()
return 0
def tradingPV(self, timeData, ax = None,
width = 0.6, color_mode = 0,
fontsize = -1, Ny = 6, Nx = 20,
volumeFactor = 3):
## This thing plots the trading price, value.
## If an axes if given to it, it plots it there,
## otherwise it does it on the last
if (color_mode == 0):
col_spines = "#5998ff"
bg_color = '#07000d';col_axis = 'w'
colorup='#53c156'; colordown='#ff1717'
colorVolume = '#00ffe8'
if (color_mode == 1):
col_spines = "#5998ff"
bg_color = '#07000d';col_axis = 'k'
colorup='#53c156'; colordown='#ff1717'
colorVolume = '#00ffe8'
gl = self
stockTD = timeData.get_TD()
date = stockTD.index.values
date = ul.fnp(date)
date = ul.preprocess_dates(date)
# return 1
# print date[0:5]
openp = stockTD["Open"]
closep = stockTD["Close"]
highp = stockTD["High"]
lowp = stockTD["Low"]
volume = stockTD["Volume"]
x = 0
y = len(date)
newAr = []
while x < y:
appendLine = date[x],openp[x],highp[x],lowp[x],closep[x],volume[x]
newAr.append(appendLine)
x+=1
newAr = ul.fnp(newAr).T
# We will divide everything in 6x4 and this will take the 4x4 in the middle
# print "rev %f" % width
width = gl.get_barwidth(date, width)
# print width
if (ax is None):
ax = self.axes
gl.candlestick(newAr, ax = ax, barwidth = width,colorup=colorup, colordown=colordown)
# return 1
# pylab.setp(ax1 , axis_bgcolor = bg_color)
ax.set_axis_bgcolor(bg_color)
### Format the axis color :) !!
gl.color_axis(ax, col_spines, col_axis)
### Format the axis locators ! :) !!
gl.format_axis2(ax, Nx = Nx, Ny = Ny, fontsize = fontsize)
ax.set_ylabel(timeData.symbol, fontsize = fontsize)
## Volume AXES, the same as the price one !
volumeMin = 0
ax1v = gl.plot(date, volume,
fill = 1, alpha=.4, lw = 0.1, color = colorVolume, nf = 0, na =1)
# ax1v = gl.step(date, volume,
# fill = 1, alpha=.4, lw = 0.1, color = '#00ffe8', nf = 0, na =1)
# ax1v = gl.bar(date, volume,
# alpha=.4, color = '#00ffe8', nf = 0, na =1)
ax.grid(True, color="w")
ax1v.grid(False)
gl.color_axis(ax1v, col_spines, col_axis)
gl.format_axis2(ax1v, Nx = Nx, Ny = Ny, fontsize = fontsize)
## Remove the volume labels !!!
ax1v.yaxis.set_ticklabels([])
## Set limits !
ax1v.set_ylim(0,volumeFactor * max(volume))
ax.set_xlim(date[0] -width, date[-1] + width)
def tradingPlatform(self, timeData, MA1 = 26, MA2 = 12,
volumeFactor = 3, color_mode = 1):
gl = self
## TODO, it used to be this all the way:
## [-SP:]
# SP = len(date[MA2-1:])
if (color_mode == 1):
col_spines = "#5998ff"
col_axis = 'k'
bg_color = '#555555' # '#07000d'
stockTD = timeData.get_timeData()
date = stockTD.index.values
date = ul.fnp(date)
date = ul.preprocess_dates(date)
# print pd.to_datetime(date[0])
# mdates.strpdate2num('%Y%m%d')
# date = mdates.date2num(date)
# date = range(len(date))
openp = stockTD["Open"]
closep = stockTD["Close"]
highp = stockTD["High"]
lowp = stockTD["Low"]
volume = stockTD["Volume"]
x = 0
y = len(date)
newAr = []
while x < y:
appendLine = date[x],openp[x],highp[x],lowp[x],closep[x],volume[x]
newAr.append(appendLine)
x+=1
# print newAr[0:4]
newAr = ul.fnp(newAr).T
# print newAr.shape
## Plotting !!
# fig = plt.figure(facecolor='#07000d')
###########################################################
################# PLOTTING THE CANDLESTICK ################
###########################################################
# We will divide everything in 6x4 and this will take the 4x4 in the middle
# Obtain data to plot
Av1 = timeData.SMA( n = MA1)
Av2 = timeData.SMA(n = MA2)
ax1 = gl.subplot2grid((6,4), (1,0), rowspan=4, colspan=4, axisbg= bg_color)
gl.plot(date,Av1, nf = 0,
color = '#e1edf9',legend=[str(MA1)+' SMA'], lw = 1.5)
gl.plot(date,Av2, nf = 0,
color = '#4ee6fd',legend=[str(MA2)+' SMA'], lw = 1.5)
ax1.grid(True, color='w')
gl.tradingPV(timeData, color_mode = 1, fontsize = 15, volumeFactor = volumeFactor)
## Format the legend !!
maLeg = ax1.legend(loc=9, ncol=2, prop={'size':7},
fancybox=True, borderaxespad=0.)
maLeg.get_frame().set_alpha(0.4)
textEd = ax1.get_legend().get_texts()
pylab.setp(textEd[0:5], color = 'w')
#####################################################################
############## In the upper part plot RSI ###########################
#####################################################################
rsi = timeData.RSI(n = 14)
# print rsi[0:30]
ax0 = gl.subplot2grid((6,4), (0,0), sharex=ax1, rowspan=1, colspan=4, axisbg='#07000d')
tradingOcillator(self, timeData, rsi, osc_name = "RSI", ax = None, color_mode = 1,
lowline = 30, highline = 70)
#####################################################################
############## MACD Axes ###########################
#####################################################################
ax2 = gl.subplot2grid((6,4), (5,0), sharex=ax1, rowspan=1, colspan=4, axisbg='#07000d')
gl.plotMACD(timeData, ax = ax2)
## Remove the xticklabels of the other axes !!
plt.setp(ax0.get_xticklabels(), visible=False)
plt.setp(ax1.get_xticklabels(), visible=False)
## Final touches !!!
plt.suptitle("Trasing Station",color='k', fontsize = 20)
### Do some stupid anotation !!!!
# ax1.annotate('Big news!',(date[510],Av1[510]),
# xytext=(0.8, 0.9), textcoords='axes fraction',
# arrowprops=dict(facecolor='white', shrink=0.05),
# fontsize=14, color = 'w',
# horizontalalignment='right', verticalalignment='bottom')
## Smaller overall image ! So that we can put more stuff !!
plt.subplots_adjust(left=.09, bottom=.14, right=.70, top=.95, wspace=.20, hspace=0)
plt.show()
