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https://github.com/OpenBB-finance/OpenBB.git
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2815f42a3c
* patternize validation of axes count with typo fix * remove unused console import * fix suffix_text arg name typo * Black * add docstring with typehint, fast return if true * Common : ta > fixing import * Portfolio : view fix * Black * Helper : simplify `is_valid_axes_count` Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt> Co-authored-by: Chavithra PARANA <chavithra@gmail.com> Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
334 lines
9.0 KiB
Python
334 lines
9.0 KiB
Python
"""Volume View"""
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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, 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 volume_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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reindex_dates,
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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 display_ad(
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ohlc: pd.DataFrame,
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use_open: bool = False,
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s_ticker: 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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"""Plot AD technical indicator
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Parameters
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----------
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ohlc : pd.DataFrame
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Dataframe of prices
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use_open : bool
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Whether to use open prices in calculation
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s_ticker : str
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Ticker
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export: str
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Format to export data as
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external_axes : Optional[List[plt.Axes]], optional
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External axes (3 axes are expected in the list), by default None
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"""
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divisor = 1_000_000
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df_vol = ohlc["Volume"] / divisor
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df_vol.name = "Adj Volume"
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df_ta = volume_model.ad(ohlc, use_open)
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df_cal = df_ta["AD"] / divisor
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df_cal.name = "Adj AD"
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plot_data = pd.merge(ohlc, df_vol, how="outer", left_index=True, right_index=True)
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plot_data = pd.merge(
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plot_data, df_ta, how="outer", left_index=True, right_index=True
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)
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plot_data = pd.merge(
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plot_data, df_cal, how="outer", left_index=True, right_index=True
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)
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plot_data = reindex_dates(plot_data)
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# This plot has 3 axes
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if external_axes is None:
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_, axes = plt.subplots(
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3,
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1,
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sharex=True,
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figsize=plot_autoscale(),
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dpi=PLOT_DPI,
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)
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ax1, ax2, ax3 = axes
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elif is_valid_axes_count(external_axes, 3):
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(ax1, ax2, ax3) = external_axes
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else:
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return
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ax1.plot(plot_data.index, plot_data["Adj Close"].values)
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ax1.set_title(f"{s_ticker} AD", x=0.08, y=1)
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ax1.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax1.set_ylabel("Price")
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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_ylabel("Volume [M]")
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bar_colors = [
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theme.down_color if x[1].Open < x[1].Close else theme.up_color
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for x in plot_data.iterrows()
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]
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ax2.bar(
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plot_data.index,
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plot_data["Adj Volume"].values,
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color=bar_colors,
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width=theme.volume_bar_width,
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)
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ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
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theme.style_primary_axis(
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ax2,
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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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ax3.set_ylabel("A/D [M]")
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ax3.plot(plot_data.index, plot_data["Adj AD"])
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ax3.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax3.axhline(0, linestyle="--")
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theme.style_primary_axis(
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ax3,
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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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if external_axes is None:
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theme.visualize_output()
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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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"ad",
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df_ta,
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)
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@log_start_end(log=logger)
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def display_adosc(
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ohlc: pd.DataFrame,
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fast: int = 3,
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slow: int = 10,
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use_open: bool = False,
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s_ticker: 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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"""Display AD Osc Indicator
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Parameters
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----------
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ohlc : pd.DataFrame
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Dataframe of prices
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use_open : bool
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Whether to use open prices in calculation
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fast: int
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Length of fast window
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slow : int
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Length of slow window
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s_ticker : str
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Stock ticker
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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 (3 axes are expected in the list), by default None
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"""
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divisor = 1_000_000
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df_vol = ohlc["Volume"] / divisor
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df_vol.name = "Adj Volume"
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df_ta = volume_model.adosc(ohlc, use_open, fast, slow)
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df_cal = df_ta[df_ta.columns[0]] / divisor
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df_cal.name = "Adj ADOSC"
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plot_data = pd.merge(ohlc, df_vol, how="outer", left_index=True, right_index=True)
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plot_data = pd.merge(
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plot_data, df_ta, how="outer", left_index=True, right_index=True
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)
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plot_data = pd.merge(
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plot_data, df_cal, how="outer", left_index=True, right_index=True
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)
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plot_data = reindex_dates(plot_data)
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# This plot has 3 axes
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if external_axes is None:
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_, axes = plt.subplots(
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3,
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1,
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sharex=True,
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figsize=plot_autoscale(),
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dpi=PLOT_DPI,
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)
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ax1, ax2, ax3 = axes
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elif is_valid_axes_count(external_axes, 3):
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(ax1, ax2, ax3) = external_axes
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else:
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return
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ax1.set_title(f"{s_ticker} AD Oscillator")
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ax1.plot(plot_data.index, plot_data["Adj Close"].values)
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ax1.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax1.set_ylabel("Price")
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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_ylabel("Volume [M]")
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bar_colors = [
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theme.down_color if x[1].Open < x[1].Close else theme.up_color
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for x in plot_data.iterrows()
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]
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ax2.bar(
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plot_data.index,
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plot_data["Adj Volume"],
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color=bar_colors,
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width=theme.volume_bar_width,
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)
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ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
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theme.style_primary_axis(
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ax2,
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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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ax3.set_ylabel("AD Osc [M]")
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ax3.plot(plot_data.index, plot_data["Adj ADOSC"], label="AD Osc")
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ax3.set_xlim(plot_data.index[0], plot_data.index[-1])
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theme.style_primary_axis(
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ax3,
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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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if external_axes is None:
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theme.visualize_output()
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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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"adosc",
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df_ta,
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)
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@log_start_end(log=logger)
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def display_obv(
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ohlc: pd.DataFrame,
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s_ticker: 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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"""Plot OBV technical indicator
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Parameters
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----------
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ohlc : pd.DataFrame
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Dataframe of prices
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s_ticker : str
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Ticker
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export: str
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Format to export data as
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external_axes : Optional[List[plt.Axes]], optional
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External axes (1 axis is expected in the list), by default None
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"""
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divisor = 1_000_000
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df_vol = ohlc["Volume"] / divisor
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df_vol.name = "Adj Volume"
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df_ta = volume_model.obv(ohlc)
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df_cal = df_ta[df_ta.columns[0]] / divisor
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df_cal.name = "Adj OBV"
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plot_data = pd.merge(ohlc, df_vol, how="outer", left_index=True, right_index=True)
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plot_data = pd.merge(
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plot_data, df_ta, how="outer", left_index=True, right_index=True
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)
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plot_data = pd.merge(
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plot_data, df_cal, how="outer", left_index=True, right_index=True
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)
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plot_data = reindex_dates(plot_data)
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# This plot has 3 axes
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if external_axes is None:
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_, axes = plt.subplots(
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3,
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1,
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sharex=True,
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figsize=plot_autoscale(),
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dpi=PLOT_DPI,
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)
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ax1, ax2, ax3 = axes
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elif is_valid_axes_count(external_axes, 3):
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(ax1, ax2, ax3) = external_axes
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else:
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return
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ax1.plot(plot_data.index, plot_data["Adj Close"].values)
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ax1.set_title(f"{s_ticker} OBV")
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ax1.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax1.set_ylabel("Price")
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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_xlim(plot_data.index[0], plot_data.index[-1])
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ax2.set_ylabel("Volume [M]")
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bar_colors = [
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theme.down_color if x[1].Open < x[1].Close else theme.up_color
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for x in plot_data.iterrows()
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]
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ax2.bar(
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plot_data.index,
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plot_data["Adj Volume"],
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color=bar_colors,
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alpha=0.8,
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width=theme.volume_bar_width,
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)
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theme.style_primary_axis(
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ax2,
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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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ax3.set_ylabel("OBV [M]")
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ax3.plot(plot_data.index, plot_data["Adj OBV"])
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ax3.set_xlim(plot_data.index[0], plot_data.index[-1])
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theme.style_primary_axis(
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ax3,
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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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if external_axes is None:
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theme.visualize_output()
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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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"obv",
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df_ta,
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)
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