def redraw_chart(myTimeData):
dataTransform = ["intraday", opentime, closetime]
period = periods[0]
myTimeData = mySymbol.get_timeData(period)
AxesStyle = ""
title = "Bar Chart. " + str(symbolID) + r" . Price ($\$$)"
ylabel = ul5.period_dic[myTimeData.period]
# fig = gl.init_figure()
ax = gl.tradingBarChart(myTimeData,
legend=["Close price"],
color="k",
nf=1,
labels=[title, "", ylabel],
AxesStyle="Normal" + AxesStyle,
dataTransform=dataTransform)
gl.subplots_adjust(left=.09,
bottom=.10,
right=.90,
top=.95,
wspace=.20,
hspace=0)
########## Obtain the data ###############
price = Cartera.get_timeData(symbolIDs[symbol_ID_indx1],periods[0]).get_timeSeries(["Close"])
volume = Cartera.get_timeData(symbolIDs[symbol_ID_indx1],periods[0]).get_timeSeries(["Volume"])
ret1 = Cartera.get_timeData(symbolIDs[symbol_ID_indx1],periods[0]).get_timeSeriesReturn(["Close"])*100
dates = Cartera.get_timeData(symbolIDs[symbol_ID_indx1],periods[0]).get_dates()
#print dates[0], dates[26], dates[27]
################# Plotting the data #################
if(trading_graph):
# Trading plot of the points !
title = "CLOSE Price, Volume and Return evolution"
ax1 = gl.subplot2grid((5,1), (0,0), rowspan=2, colspan=1)
gl.tradingBarChart(Cartera.get_timeData(symbolIDs[symbol_ID_indx1],periods[0]), ax = ax1,
dataTransform = dataTransform, AxesStyle = "Normal - No xaxis",
labels = [title,"",symbolIDs[symbol_ID_indx1] +"(" +str(periods[0])+")"])
ax2 = gl.subplot2grid((5,1), (2,0), rowspan=1, colspan=1, sharex = ax1)
gl.stem(dates, volume, ax = ax2, dataTransform = dataTransform,
AxesStyle = "Normal - No xaxis - Ny:4",
labels = ["","",symbolIDs[0] +"("+ str(periods[0])+ "M)"], legend = [ "Volume"])
ax3 = gl.subplot2grid((5,1), (3,0), rowspan=2, colspan=1, sharex = ax1)
gl.stem(dates, ret1, ax = ax3, dataTransform = dataTransform,
AxesStyle = "Normal",
labels = ["","",symbolIDs[0] +"("+ str(periods[0])+ "M)"], legend = ["Return"])
#
gl.set_fontSizes(ax = [ax1,ax2,ax3], title = 20, xlabel = 20, ylabel = 20,
legend = 20, xticks = 10, yticks = 10)
symbolID = symbolIDs_pf[i]
myTimeData = myPortfolio.get_symbols([symbolID])[0].get_timeData(period)
returns = myTimeData.get_timeSeriesReturn(["Close"])
dates = myTimeData.get_dates()
AxesStyle = " - No xaxis"
if (i == len(symbolIDs_pf) -1):
AxesStyle = ""
if (i == 0):
title = "Bar Chart. " + str(symbolIDs) + r" . Price ($\$$)"
title2 = "Return"
else:
title = ""
title2 = ""
ylabel = symbolID + " (" + ul.period_dic[myTimeData.period] + ")"
ax = gl.tradingBarChart(myTimeData, legend = ["Close price"], color = "k",
nf = 1, sharex = axeshare, labels = [title,"",ylabel],
AxesStyle = "Normal" + AxesStyle)
# dataTransform = dataTransform)
ax = gl.stem(dates, returns, legend = ["Return"], color = "k",
nf = 1, sharex = axeshare, labels = [title2,"",""],
AxesStyle = "Normal" + AxesStyle + " - No yaxis")
# dataTransform = dataTransform)
axeshare = ax
gl.subplots_adjust(left=.09, bottom=.10, right=.90, top=.95, wspace=.10, hspace=0)
image_name = "differentSymbols.png"
gl.savefig(folder_images + image_name,
dpi = 100, sizeInches = [30, 12])
folder_images = "../pics/gl/"
gl.set_subplots(4,1)
# TODO: Align the transformation of the daily prices to
axeshare = None
for i in range(len(periods)):
period = periods[i]
myTimeData = mySymbol.get_timeData(period)
AxesStyle = " - No xaxis"
if (i == len(periods) -1):
AxesStyle = ""
if (i == 0):
title = "Bar Chart. " + str(symbols[0]) + r" . Price ($\$$)"
else:
title = ""
ylabel = ul.period_dic[myTimeData.period]
ax = gl.tradingBarChart(myTimeData, legend = ["Close price"], color = "k",
nf = 1, sharex = axeshare, labels = [title,"",ylabel], AxesStyle = "Normal" + AxesStyle,
dataTransform = dataTransform)
axeshare = ax
gl.subplots_adjust(left=.09, bottom=.10, right=.90, top=.95, wspace=.20, hspace=0)
image_name = "differentPeriods.png"
gl.savefig(folder_images + image_name,
dpi = 100, sizeInches = [30, 12])
# TODO: We can also use the library of indicators especifing the period.
# If no period specified, we use the dayly or the bigges one.
#######################
symbols[0]) + "(" + ul.period_dic[timeData.period] + ")"
gl.tradingLineChart(timeData,
seriesName="Close",
ax=ax1,
legend=["Close price"],
labels=[title, "", r"Price ($\$$)"],
AxesStyle="Normal - No xaxis",
dataTransform=dataTransform)
elif (typeChart == "Bar"):
title = "Bar Chart. " + str(
symbols[0]) + "(" + ul.period_dic[timeData.period] + ")"
gl.tradingBarChart(timeData,
ax=ax1,
legend=["Close price"],
color="k",
labels=[title, "", r"Price ($\$$)"],
AxesStyle="Normal - No xaxis",
dataTransform=dataTransform)
elif (typeChart == "CandleStick"):
title = "CandleStick Chart. " + str(
symbols[0]) + "(" + ul.period_dic[timeData.period] + ")"
gl.tradingCandleStickChart(timeData,
ax=ax1,
legend=["Close price"],
color="k",
colorup="r",
colordown="k",
alpha=0.5,
lw=3,
############### PLOTTING #################################
##########################################################
"""
if (plotting_daily):
# Get the daily values of the remaining days
timeData_daily = tut.get_daily_timedata(timeData, symbols[0])
## Get the daily HLOC
H,L,O,C,V = np.array(timeData_daily.TD[["High","Low","Open","Close","Volume"]][:]).T
gl.init_figure()
ax1 = gl.subplot2grid((4,1), (0,0), rowspan=3, colspan=1)
title = "Bar Chart. " + str(symbols[0]) + "(" + ul.period_dic[1440]+ ")"
gl.tradingBarChart(timeData_daily, ax = ax1, legend = ["Close price"], color = "k",
labels = [title,"",r"Rate"], AxesStyle = "Normal - No xaxis")
ax2 = gl.subplot2grid((4,1), (3,0), rowspan=1, colspan=1, sharex = ax1)
gl.tradingVolume(timeData_daily, ax = ax2,legend = ["Volume"],
AxesStyle = "Normal", labels = ["","","Volume"], color = "#53868B")
gl.set_fontSizes(ax = [ax1,ax2], title = 20, xlabel = 20, ylabel = 20,
legend = 10, xticks = 10, yticks = 10)
image_name = "daily_data"
gl.savefig(folder_images + image_name,
dpi = 100, sizeInches = [20, 7])
if (plotting_flag):
# Open and close hours !
if(tranformIntraday):
EMAslow = Cartera.symbols[symbol1].TDs[period1].EMA(n = Lslow)
EMAfast = Cartera.symbols[symbol1].TDs[period1].EMA(n = Lfast)
price = Cartera.symbols[symbol1].TDs[period1].get_timeSeries()
dataHLOC = Cartera.symbols[symbol1].TDs[period1].get_timeSeries(["High","Low","Open","Close"])
dates = Cartera.symbols[symbol1].TDs[period1].get_dates()
########## Plotting ! ####################
gl.set_subplots(4,1)
## Plot both prices and EMAs
ax1 = gl.plot(dates,price, legend = ["Price"],
labels = ["Crossing MA Strategy", "","Price"], alpha = 0, nf = 1)
title = "Bar Chart. " + str(symbols[0]) + "(" + ul.period_dic[timeData.period]+ ")"
timeData = Cartera.symbols[]
gl.tradingBarChart(timeData, ax = ax1, legend = ["Close price"], color = "k",
labels = [title,"",r"Price ($\$$)"], AxesStyle = "Normal - No xaxis")
gl.plot(dates,EMAslow, legend = ["Slow"], lw = 1, color = "b")
gl.plot(dates,EMAfast, legend = ["fast"], lw = 1, color = "r", xaxis_mode = "hidden")
## Entry Axes
ax2 = gl.plot(dates, ul.scale(EMAfast - EMAslow), legend = ["Difference"]
,nf = 1, sharex = ax1, labels = ["","","Events"], fill = 1, alpha = 0.3)
gl.stem(dates,crosses, legend = ["TradeSignal"] )
gl.scatter(dates, ul.scale(EMAfast - EMAslow), lw = 0.5, alpha = 0.5)
gl.plot(dates,np.zeros(crosses.shape))
# We can observe the apparent delay !
symbol_ID2 = symbolIDs[symbol_ID_indx2]
#print dates[0], dates[26], dates[27]
################# Plotting the data #################
if (trading_graph):
# Trading plot of the points !
title = "CLOSE Price, Volume and Return evolution"
ax1 = gl.subplot2grid((4, 1), (0, 0), rowspan=1, colspan=1)
gl.tradingBarChart(Cartera.get_timeData(symbolIDs[symbol_ID_indx1],
periods[0]),
ax=ax1,
dataTransform=dataTransform,
AxesStyle="Normal - No xaxis",
color="k",
labels=[
title, "", symbolIDs[symbol_ID_indx1] + "(" +
str(periods[0]) + "M)"
])
ax2 = gl.subplot2grid((4, 1), (1, 0), rowspan=1, colspan=1, sharex=ax1)
gl.tradingBarChart(
Cartera.get_timeData(symbolIDs[symbol_ID_indx2], periods[0]),
ax=ax2,
dataTransform=dataTransform,
AxesStyle="Normal - No xaxis",
color="k",
labels=[
"", "", symbolIDs[symbol_ID_indx2] + "(" + str(periods[0]) + "M)"
])
#Cartera.get_timeData(symbolIDs[0],15).fill_data()
#Cartera.get_timeData(symbolIDs[1],15).fill_data()
ret1 = Cartera.get_timeData(symbolIDs[0], 15).get_timeSeriesReturn() * 100
ret2 = Cartera.get_timeData(symbolIDs[1], 15).get_timeSeriesReturn() * 100
dates = Cartera.get_timeData(symbolIDs[1], 15).get_dates()
print(dates[0], dates[26], dates[27])
################# Plotting the data #################
if (trading_graph):
# Trading plot of the points !
gl.set_subplots(2, 1)
title = "Price evolution for 2 securities"
ax1 = gl.tradingBarChart(Cartera.get_timeData(symbolIDs[0], 15),
nf=1,
dataTransform=dataTransform,
AxesStyle="Normal - No xaxis",
labels=[title, "", symbolIDs[0] + "(15M)"])
gl.tradingBarChart(Cartera.get_timeData(symbolIDs[1], 15),
nf=1,
sharex=ax1,
dataTransform=dataTransform,
AxesStyle="Normal",
labels=["", "", symbolIDs[1] + "(15M)"])
gl.savefig(folder_images + 'PriceEvolution2Symb15.png',
dpi=100,
sizeInches=[14, 7])
# Returns stem plot of the points
gl.set_subplots(2, 1)
dataTransform = ["intraday", opentime, closetime]
#Cartera.get_timeData(symbolIDs[0],15).fill_data()
#Cartera.get_timeData(symbolIDs[1],15).fill_data()
ret1 = Cartera.get_timeData(symbolIDs[0],15).get_timeSeriesReturn()*100
ret2 = Cartera.get_timeData(symbolIDs[1],15).get_timeSeriesReturn()*100
dates = Cartera.get_timeData(symbolIDs[1],15).get_dates()
print (dates[0], dates[26], dates[27])
################# Plotting the data #################
if(trading_graph):
# Trading plot of the points !
gl.set_subplots(2,1)
title = "Price evolution for 2 securities"
ax1 = gl.tradingBarChart(Cartera.get_timeData(symbolIDs[0],15), nf = 1,
dataTransform = dataTransform, AxesStyle = "Normal - No xaxis",
labels = [title,"",symbolIDs[0] +"(15M)"])
gl.tradingBarChart(Cartera.get_timeData(symbolIDs[1],15), nf = 1, sharex = ax1,
dataTransform = dataTransform, AxesStyle = "Normal",
labels = ["","",symbolIDs[1] +"(15M)"])
gl.savefig(folder_images +'PriceEvolution2Symb15.png',
dpi = 100, sizeInches = [14, 7])
# Returns stem plot of the points
gl.set_subplots(2,1)
title = "Return for 2 securities"
ax1 = gl.stem(dates, ret1, nf = 1, dataTransform = dataTransform,
AxesStyle = "Normal - No xaxis",
labels = [title,"",symbolIDs[0] +"(15M)"])
gl.stem(dates, ret2, nf = 1, dataTransform = dataTransform, sharex = ax1,