"""Volatility Technical Indicators View""" __docformat__ = "numpy" import logging import os from typing import Optional, List import matplotlib.pyplot as plt import pandas as pd from gamestonk_terminal.config_terminal import theme from gamestonk_terminal.common.technical_analysis import volatility_model from gamestonk_terminal.config_plot import PLOT_DPI from gamestonk_terminal.decorators import log_start_end from gamestonk_terminal.helper_funcs import export_data, plot_autoscale, reindex_dates from gamestonk_terminal.rich_config import console logger = logging.getLogger(__name__) @log_start_end(log=logger) def display_bbands( ohlc: pd.DataFrame, ticker: str = "", length: int = 15, n_std: float = 2, mamode: str = "sma", export: str = "", external_axes: Optional[List[plt.Axes]] = None, ): """Show bollinger bands Parameters ---------- ohlc : pd.DataFrame Dataframe of stock prices ticker : str Ticker length : int Length of window to calculate BB n_std : float Number of standard deviations to show mamode : str Method of calculating average export : str Format of export file external_axes : Optional[List[plt.Axes]], optional External axes (1 axis is expected in the list), by default None """ df_ta = volatility_model.bbands(ohlc["Adj Close"], length, n_std, mamode) 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 not external_axes: _, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI) else: if len(external_axes) != 1: logger.error("Expected list of two axis items.") console.print("[red]Expected list of 2 axis items./n[/red]") return (ax,) = external_axes ax.plot( plot_data.index, plot_data["Adj Close"].values, ) ax.plot( plot_data.index, plot_data[df_ta.columns[0]].values, theme.down_color, linewidth=0.7, ) ax.plot(plot_data.index, plot_data[df_ta.columns[1]].values, ls="--", linewidth=0.7) ax.plot( plot_data.index, plot_data[df_ta.columns[2]].values, theme.up_color, linewidth=0.7, ) ax.set_title(f"{ticker} Bollinger Bands") ax.set_xlim(plot_data.index[0], plot_data.index[-1]) ax.set_ylabel("Share Price ($)") ax.legend([ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]]) ax.fill_between( df_ta.index, df_ta.iloc[:, 0].values, df_ta.iloc[:, 2].values, alpha=0.1 ) theme.style_primary_axis( ax, data_index=plot_data.index.to_list(), tick_labels=plot_data["date"].to_list(), ) if external_axes is None: theme.visualize_output() export_data( export, os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"), "bbands", df_ta, ) @log_start_end(log=logger) def display_donchian( ohlc: pd.DataFrame, ticker: str = "", upper_length: int = 20, lower_length: int = 20, export: str = "", external_axes: Optional[List[plt.Axes]] = None, ): """Show donchian channels Parameters ---------- ohlc : pd.DataFrame Dataframe of stock prices ticker : str Ticker upper_length : int Length of window to calculate upper channel lower_length : int Length of window to calculate lower channel export : str Format of export file external_axes : Optional[List[plt.Axes]], optional External axes (1 axis is expected in the list), by default None """ df_ta = volatility_model.donchian( ohlc["High"], ohlc["Low"], upper_length, lower_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 1 axis if external_axes is None: _, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI) else: if len(external_axes) != 1: logger.error("Expected list of one axis item.") console.print("[red]Expected list of 1 axis item./n[/red]") return (ax,) = external_axes ax.plot(plot_data.index, plot_data["Adj Close"].values) ax.plot( plot_data.index, plot_data[df_ta.columns[0]].values, linewidth=0.7, label="Upper", ) ax.plot(plot_data.index, plot_data[df_ta.columns[1]].values, linewidth=0.7, ls="--") ax.plot( plot_data.index, plot_data[df_ta.columns[2]].values, linewidth=0.7, label="Lower", ) ax.fill_between( plot_data.index, plot_data[df_ta.columns[0]].values, plot_data[df_ta.columns[2]].values, alpha=0.1, ) ax.set_title(f"{ticker} donchian") ax.set_xlim(plot_data.index[0], plot_data.index[-1]) ax.set_ylabel("Price ($)") ax.legend([ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]]) theme.style_primary_axis( ax, data_index=plot_data.index.to_list(), tick_labels=plot_data["date"].to_list(), ) if external_axes is None: theme.visualize_output() export_data( export, os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"), "donchian", df_ta, ) @log_start_end(log=logger) def view_kc( ohlc: pd.DataFrame, length: int = 20, scalar: float = 2, mamode: str = "ema", offset: int = 0, s_ticker: str = "", export: str = "", external_axes: Optional[List[plt.Axes]] = None, ): """View Keltner Channels Indicator Parameters ---------- ohlc : pd.DataFrame Dataframe of stock prices length : int Length of window mamode: str Type of filter offset : int Offset value s_ticker : str 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 = volatility_model.kc( ohlc["High"], ohlc["Low"], ohlc["Adj Close"], length, scalar, mamode, offset, ) plot_data = pd.merge(ohlc, df_ta, how="outer", left_index=True, right_index=True) plot_data = reindex_dates(plot_data) # This plot has 1 axis if external_axes is None: _, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI) else: if len(external_axes) != 1: logger.error("Expected list of one axis item.") console.print("[red]Expected list of 1 axis item./n[/red]") return (ax,) = external_axes ax.plot(plot_data.index, plot_data["Adj Close"].values) ax.plot( plot_data.index, plot_data[df_ta.columns[0]].values, linewidth=0.7, label="Upper", ) ax.plot(plot_data.index, plot_data[df_ta.columns[1]].values, linewidth=0.7, ls="--") ax.plot( plot_data.index, plot_data[df_ta.columns[2]].values, linewidth=0.7, label="Lower", ) ax.fill_between( plot_data.index, plot_data[df_ta.columns[0]].values, plot_data[df_ta.columns[2]].values, alpha=0.1, ) ax.set_title(f"{s_ticker} Keltner Channels") ax.set_xlim(plot_data.index[0], plot_data.index[-1]) ax.set_ylabel("Price") ax.legend([s_ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]]) theme.style_primary_axis( ax, data_index=plot_data.index.to_list(), tick_labels=plot_data["date"].to_list(), ) if external_axes is None: theme.visualize_output() export_data( export, os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"), "kc", df_ta, )