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* 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>
132 lines
3.4 KiB
Python
132 lines
3.4 KiB
Python
"""Custom TA indicators"""
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__docformat__ = "numpy"
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import logging
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import os
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from typing import Optional, Union, List
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import matplotlib.pyplot as plt
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import pandas as pd
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from openbb_terminal.config_terminal import theme
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from openbb_terminal.common.technical_analysis import custom_indicators_model
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from openbb_terminal.config_plot import PLOT_DPI
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from openbb_terminal.decorators import log_start_end
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from openbb_terminal.helper_funcs import (
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export_data,
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plot_autoscale,
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print_rich_table,
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reindex_dates,
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is_intraday,
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is_valid_axes_count,
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)
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logger = logging.getLogger(__name__)
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@log_start_end(log=logger)
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def fibonacci_retracement(
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data: pd.DataFrame,
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limit: int = 120,
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start_date: Optional[Union[str, None]] = None,
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end_date: Optional[Union[str, None]] = None,
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symbol: str = "",
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export: str = "",
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external_axes: Optional[List[plt.Axes]] = None,
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):
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"""Calculate fibonacci retracement levels
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Parameters
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----------
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data: pd.DataFrame
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OHLC data
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limit: int
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Days to lookback
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start_date: Optional[str, None]
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User picked date for starting retracement
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end_date: Optional[str, None]
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User picked date for ending retracement
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symbol: str
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Ticker symbol
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export: str
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Format to export data
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external_axes : Optional[List[plt.Axes]], optional
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External axes (2 axes are expected in the list), by default None
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"""
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(
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df_fib,
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min_date,
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max_date,
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min_pr,
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max_pr,
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) = custom_indicators_model.calculate_fib_levels(data, limit, start_date, end_date)
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levels = df_fib.Price
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plot_data = reindex_dates(data)
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# This plot has 2 axes
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if external_axes is None:
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_, ax1 = plt.subplots(
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figsize=plot_autoscale(),
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dpi=PLOT_DPI,
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)
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ax2 = ax1.twinx()
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elif is_valid_axes_count(external_axes, 2):
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(ax1, ax2) = external_axes
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else:
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return
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ax1.plot(plot_data["Adj Close"])
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if is_intraday(data):
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date_format = "%b %d %H:%M"
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else:
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date_format = "%Y-%m-%d"
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min_date_index = plot_data[
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plot_data["date"] == min_date.strftime(date_format)
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].index
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max_date_index = plot_data[
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plot_data["date"] == max_date.strftime(date_format)
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].index
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ax1.plot(
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[min_date_index, max_date_index],
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[min_pr, max_pr],
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)
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for i in levels:
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ax1.axhline(y=i, alpha=0.5)
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for i in range(6):
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ax1.fill_between(plot_data.index, levels[i], levels[i + 1], alpha=0.15)
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ax1.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax1.set_title(f"Fibonacci Support for {symbol.upper()}")
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ax1.set_yticks(levels)
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ax1.set_yticklabels([0, 0.235, 0.382, 0.5, 0.618, 0.65, 1])
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theme.style_primary_axis(
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ax1,
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data_index=plot_data.index.to_list(),
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tick_labels=plot_data["date"].to_list(),
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)
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ax2.set_ylim(ax1.get_ylim())
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ax2.set_ylabel("Price")
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theme.style_primary_axis(ax2)
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if external_axes is None:
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theme.visualize_output()
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print_rich_table(
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df_fib,
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headers=["Fib Level", "Price"],
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show_index=False,
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title="Fibonacci retracement levels",
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)
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export_data(
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export,
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os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
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"fib",
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df_fib,
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)
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