mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-29 05:21:48 +00:00
b71abcfbf4
* quick econ fix * black * keys and feature flags * terminal name 👀 * some more replacements * some more replacements * edit pyproject * gst -> openbb * add example portfolios back to git * Update api from gst * sorry. skipping some tests * another round of names * another round of test edits * Missed some .gst refs and update timezone * water mark stuff * Fixing Names in terminal.spec and name of GTFF_DEFAULTS to OBBFF_DEFAULTS * fix more GST to OpenBB Terminal * Logging : merge conflicts with main * Revert wrong files Co-authored-by: Andrew <andrew.kenreich@gmail.com> Co-authored-by: DidierRLopes <dro.lopes@campus.fct.unl.pt> Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
135 lines
3.5 KiB
Python
135 lines
3.5 KiB
Python
"""Custom TA indicators"""
|
|
__docformat__ = "numpy"
|
|
|
|
import logging
|
|
import os
|
|
from typing import Optional, Union, List
|
|
|
|
import matplotlib.pyplot as plt
|
|
import pandas as pd
|
|
|
|
from openbb_terminal.config_terminal import theme
|
|
from openbb_terminal.common.technical_analysis import custom_indicators_model
|
|
from openbb_terminal.config_plot import PLOT_DPI
|
|
from openbb_terminal.decorators import log_start_end
|
|
from openbb_terminal.helper_funcs import (
|
|
export_data,
|
|
plot_autoscale,
|
|
print_rich_table,
|
|
reindex_dates,
|
|
is_intraday,
|
|
)
|
|
from openbb_terminal.rich_config import console
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
@log_start_end(log=logger)
|
|
def fibonacci_retracement(
|
|
ohlc: pd.DataFrame,
|
|
period: int = 120,
|
|
start_date: Optional[Union[str, None]] = None,
|
|
end_date: Optional[Union[str, None]] = None,
|
|
s_ticker: str = "",
|
|
export: str = "",
|
|
external_axes: Optional[List[plt.Axes]] = None,
|
|
):
|
|
"""Calculate fibonacci retracement levels
|
|
|
|
Parameters
|
|
----------
|
|
ohlc: pd.DataFrame
|
|
Stock data
|
|
period: int
|
|
Days to lookback
|
|
start_date: Optional[str, None]
|
|
User picked date for starting retracement
|
|
end_date: Optional[str, None]
|
|
User picked date for ending retracement
|
|
s_ticker:str
|
|
Stock ticker
|
|
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
|
|
"""
|
|
(
|
|
df_fib,
|
|
min_date,
|
|
max_date,
|
|
min_pr,
|
|
max_pr,
|
|
) = custom_indicators_model.calculate_fib_levels(ohlc, period, start_date, end_date)
|
|
|
|
levels = df_fib.Price
|
|
|
|
plot_data = reindex_dates(ohlc)
|
|
|
|
# This plot has 1 axes
|
|
if external_axes is None:
|
|
_, ax1 = plt.subplots(
|
|
figsize=plot_autoscale(),
|
|
dpi=PLOT_DPI,
|
|
)
|
|
ax2 = ax1.twinx()
|
|
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
|
|
ax1, ax2 = external_axes
|
|
|
|
ax1.plot(plot_data["Adj Close"])
|
|
|
|
if is_intraday(ohlc):
|
|
date_format = "%b %d %H:%M"
|
|
else:
|
|
date_format = "%Y-%m-%d"
|
|
min_date_index = plot_data[
|
|
plot_data["date"] == min_date.strftime(date_format)
|
|
].index
|
|
max_date_index = plot_data[
|
|
plot_data["date"] == max_date.strftime(date_format)
|
|
].index
|
|
ax1.plot(
|
|
[min_date_index, max_date_index],
|
|
[min_pr, max_pr],
|
|
)
|
|
|
|
for i in levels:
|
|
ax1.axhline(y=i, alpha=0.5)
|
|
|
|
for i in range(6):
|
|
ax1.fill_between(plot_data.index, levels[i], levels[i + 1], alpha=0.15)
|
|
|
|
ax1.set_xlim(plot_data.index[0], plot_data.index[-1])
|
|
ax1.set_title(f"Fibonacci Support for {s_ticker.upper()}")
|
|
ax1.set_yticks(levels)
|
|
ax1.set_yticklabels([0, 0.235, 0.382, 0.5, 0.618, 0.65, 1])
|
|
theme.style_primary_axis(
|
|
ax1,
|
|
data_index=plot_data.index.to_list(),
|
|
tick_labels=plot_data["date"].to_list(),
|
|
)
|
|
|
|
ax2.set_ylim(ax1.get_ylim())
|
|
ax2.set_ylabel("Price")
|
|
theme.style_primary_axis(ax2)
|
|
|
|
if external_axes is None:
|
|
theme.visualize_output()
|
|
print_rich_table(
|
|
df_fib,
|
|
headers=["Fib Level", "Price"],
|
|
show_index=False,
|
|
title="Fibonacci retracement levels",
|
|
)
|
|
console.print("")
|
|
|
|
export_data(
|
|
export,
|
|
os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
|
|
"fib",
|
|
df_fib,
|
|
)
|