Files
OpenBB/openbb_terminal/common/technical_analysis/custom_indicators_view.py
Chavithra 72b0a9f1ee Next release : reports on steroids (#2349)
* fix gov tests

* refactor insider

* new virtual path extraction

* removed some symbol default params as they're considered critical

* little adjustments

* portfolio refactor

* merge API factory

* add helpers, stocks, crypto, forex

* minor forex changes

* include forex api paths

* add 2 missing forex funcs

* portfolio brokers refactor

* display help on api func call

* add econometrics virtual paths to api

* add api unit test

* fixed report for the new api

* minor portfolio refactorings

* added gdapps

* anchor_yield path

* some more crypto path fixes

* small change

* fixed wrong param

* minor fixes

* wip - inital commit for forex report

* add bw as a model, we'll get better solution afterwards

* added ema with dummy model as it adds great functionality to the report

* minor fixes

* wip - added functions to forex report

* add feedparser news path

* add new virtual paths to api

* adding commands to equity report

* revert to old paths, new ones were breaking

* Add in very basic ETF report

* Add candle chart to ETF report

* add etf load

* allow use of candle without data

* add raw to candle

* added forex report

* ongoing equity report

* equity report change

* fix some portfolio bugs and add docstrings

* include portfolio paths and coin class

* add crypto paths

* change event dates to str

* starting economy report

* window for limit

* equity report and refactor newsapi

* add helper to api

* update on economy report

* equity report

* update economy report

* refactor some docstrings

* change maturities helper

* refactor newsapi

* refactor futures command

* add some sauce to ycrv plot

* black

* update report

* refactor alphavantage

* refactor wsj

* update economy report

* ycrv tenor

* map avaiable_indices

* map economy helpers

* fix econdb docstring

* add plots on economy report

* minor fixes

* wip - crypto report

* update economy report

* added same default args as view

* added view to explicity use chart=True when suing the api

* adjustments - removed rich tables to use only df

* final version economy report

* change report name

* equity report for review

* linting

* add etf symbols endpoint

* incorporate feedback economy report

* fix reports launch by adding tag to economy report

* fix equity bug

* remove analyst name

* fix

* fix news

* make links hyperlinks for equity

* click links

* fixed arg name

* improved news

* small improves

* Fix light terminal stylesheet that would prevent using it in notebooks (#2473)

* improved report

* run reports in installer

* fix #2209

* minor ycrv refactoring

* refactor portfolio/holdv virtual path

* refactor benchmark trades

* fix events args

* adapt economy report to changes

* fix portfolio controller bug

* holdv refactor

* refactor perf command

* start portfolio report

* remove perf view

* refactor holp

* add textwrap3 to poetry (doesn't solve the error)

* fix equity after merge

* add some rolling commands

* fix equity after save button

* improved crypto report, plus minor fixes

* minor fixes on the reports

* add maxdd and distr

* refactor qa

* var command

* refactor qa expected shortfall

* add es command

* add es command

* fix qa percentile bug

* fix economy rendering

* refactor qa omega

* add om command

* add summary command

* add dret command

* add mret command

* add yret command

* add metrics

* add allocs to report

* remove bro and po commands, add later

* fixed some tests

* adjustments to crypto report

* Fix docstring for VSCode

Added a note about installing Jupyter PowerToys extension for optimal API usage in Jupyter VSCode, in the API_README.md.

* minor adjustment

* remove nft calendar model virtual paths

* Add in Portfolio report

* fix external axes portfolio view

* Update portfolio report with rolling plots

* Details for ETF and Portfolio

* fix economy report

* change analyst to openbb

* floppy

* fixed unmatched axis in reports

* Speed up tests

* fix file and load on po

* get_news output

* add some po paths

* Add integration tests for Reports menu

* refactor maxsharpe

* open maxsharpe

* open minrisk

* open maxutil

* open maxret

* Added fixes

* black

* remove useless views

* Fixed small issue

* refactor ef

* open ef api

* portfolio optimization report

* Added fixes

* unblock api loading

* add more endpoints

* update po report

* unblock api loading

* update po report

* expose herc

* expose property endpoint

* Added fixes

* More api fixes

* flake8

* Fixed some mypy

* news api model

* flake8

* mypy fix

* mypy

* black

* pylint

* fix tests

* markdown

* markdown

* Added fixes

* fix economy report

* merge

* fix economy report

* remove empty notebook

* expose nco

* remove jupyter notebook

* expose plot endpoint

* remove po report, just used for tests

* api v paths plot

* remove api_old

* change loading msg

Co-authored-by: montezdesousa <montezdesousa@gmail.com>
Co-authored-by: hjoaquim <h.joaquim@campus.fct.unl.pt>
Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com>
Co-authored-by: Om Gupta <guptagom@gmail.com>
Co-authored-by: minhhoang1023 <40023817+minhhoang1023@users.noreply.github.com>
Co-authored-by: JerBouma <jer.bouma@gmail.com>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
Co-authored-by: Om Gupta <85685255+soggyomelette@users.noreply.github.com>
Co-authored-by: Diogo Sousa <diogosousa@Diogos-MBP.lan>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: northern-64bit <75195383+northern-64bit@users.noreply.github.com>
Co-authored-by: colin99d <colin99delahunty@gmail.com>
Co-authored-by: Minh Hoang <nminh.hoang1023@gmail.com>
2022-09-20 15:07:58 +01:00

132 lines
3.4 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,
is_valid_axes_count,
)
logger = logging.getLogger(__name__)
@log_start_end(log=logger)
def fibonacci_retracement(
data: pd.DataFrame,
limit: int = 120,
start_date: Optional[Union[str, None]] = None,
end_date: Optional[Union[str, None]] = None,
symbol: str = "",
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
):
"""Calculate fibonacci retracement levels
Parameters
----------
data: pd.DataFrame
OHLC data
limit: 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
symbol: str
Ticker symbol
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_fib,
min_date,
max_date,
min_pr,
max_pr,
) = custom_indicators_model.calculate_fib_levels(data, limit, start_date, end_date)
levels = df_fib.Price
plot_data = reindex_dates(data)
# This plot has 2 axes
if external_axes is None:
_, ax1 = plt.subplots(
figsize=plot_autoscale(),
dpi=PLOT_DPI,
)
ax2 = ax1.twinx()
elif is_valid_axes_count(external_axes, 2):
(ax1, ax2) = external_axes
else:
return
ax1.plot(plot_data["Adj Close"])
if is_intraday(data):
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 {symbol.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",
)
export_data(
export,
os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
"fib",
df_fib,
)