def plot_bollinger_bands(df, ax):
mean = df.close.rolling(20).mean()
stddev = df.close.rolling(20).std()
df['boll_hi'] = mean + 2.5 * stddev
df['boll_lo'] = mean - 2.5 * stddev
p0 = df.boll_hi.plot(ax=ax, color='#808080', legend='BB')
p1 = df.boll_lo.plot(ax=ax, color='#808080')
fplt.fill_between(p0, p1, color='#bbb')
def update_plot():
global orderbook
calc_bollinger_bands(df)
candlesticks = df['t o c h l'.split()]
bollband_hi = df['t bbh'.split()]
bollband_lo = df['t bbl'.split()]
if not plots: # 1st time
candlestick_plot = fplt.candlestick_ochl(candlesticks)
plots.append(candlestick_plot)
plots.append(fplt.plot(bollband_hi, color='#4e4ef1'))
plots.append(fplt.plot(bollband_lo, color='#4e4ef1'))
fplt.fill_between(plots[1], plots[2], color='#9999fa')
# generate dummy orderbook plot, which we update next time
x = len(candlesticks) + 0.5
y = candlesticks.c.iloc[-1]
orderbook = [[x, [(y, 1)]]]
orderbook_colorfunc = fplt.horizvol_colorfilter([(0, 'bull'),
(10, 'bear')])
orderbook_plot = fplt.horiz_time_volume(orderbook,
candle_width=1,
draw_body=10,
colorfunc=orderbook_colorfunc)
plots.append(orderbook_plot)
# use bitmex colors
candlestick_plot.colors.update(
dict(bull_shadow='#388d53',
bull_frame='#205536',
bull_body='#52b370',
bear_shadow='#d56161',
bear_frame='#5c1a10',
bear_body='#e8704f'))
orderbook_plot.colors.update(
dict(bull_frame='#52b370',
bull_body='#bae1c6',
bear_frame='#e8704f',
bear_body='#f6c6b9'))
else: # update
plots[0].update_data(candlesticks)
plots[1].update_data(bollband_hi)
plots[2].update_data(bollband_lo)
plots[3].update_data(orderbook)
def update_plot():
calc_bollinger_bands(df)
candlesticks = df['t o c h l'.split()]
bollband_hi = df['t bbh'.split()]
bollband_lo = df['t bbl'.split()]
if not plots:
candlestick_plot = fplt.candlestick_ochl(candlesticks)
plots.append(candlestick_plot)
plots.append(fplt.plot(bollband_hi, color='#4e4ef1'))
plots.append(fplt.plot(bollband_lo, color='#4e4ef1'))
fplt.fill_between(plots[1], plots[2], color='#9999fa')
# redraw using bitmex colors
candlestick_plot.colors.update(
dict(bull_shadow='#388d53',
bull_frame='#205536',
bull_body='#52b370',
bear_shadow='#d56161',
bear_frame='#5c1a10',
bear_body='#e8704f'))
candlestick_plot.repaint()
else:
plots[0].update_data(candlesticks)
plots[1].update_data(bollband_hi)
plots[2].update_data(bollband_lo)