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OpenBB/openbb_terminal/common/technical_analysis/trend_indicators_view.py
2023-02-08 19:14:25 -05:00

213 lines
5.9 KiB
Python

"""Trend Indicators View"""
__docformat__ = "numpy"
import logging
import os
from typing import List, Optional
import matplotlib.pyplot as plt
import pandas as pd
from pandas.plotting import register_matplotlib_converters
from openbb_terminal.common.technical_analysis import ta_helpers, trend_indicators_model
from openbb_terminal.config_plot import PLOT_DPI
from openbb_terminal.config_terminal import theme
from openbb_terminal.decorators import log_start_end
from openbb_terminal.helper_funcs import (
export_data,
is_valid_axes_count,
plot_autoscale,
reindex_dates,
)
logger = logging.getLogger(__name__)
register_matplotlib_converters()
@log_start_end(log=logger)
def display_adx(
data: pd.DataFrame,
window: int = 14,
scalar: int = 100,
drift: int = 1,
symbol: str = "",
export: str = "",
sheet_name: Optional[str] = None,
external_axes: Optional[List[plt.Axes]] = None,
):
"""Plots ADX indicator
Parameters
----------
data : pd.DataFrame
Dataframe with OHLC price data
window : int
Length of window
scalar : int
Scalar variable
drift : int
Drift variable
symbol : 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 = trend_indicators_model.adx(
data=data,
window=window,
scalar=scalar,
drift=drift,
)
plot_data = pd.merge(data, 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:
_, axes = plt.subplots(
2, 1, sharex=True, figsize=plot_autoscale(), dpi=PLOT_DPI
)
ax1, ax2 = axes
elif is_valid_axes_count(external_axes, 2):
(ax1, ax2) = external_axes
else:
return
ax1.plot(plot_data.index, plot_data["Close"].values)
ax1.set_title(f"Average Directional Movement Index (ADX) on {symbol}")
ax1.set_xlim(plot_data.index[0], plot_data.index[-1])
ax1.set_ylabel("Price")
theme.style_primary_axis(
ax1,
data_index=plot_data.index.to_list(),
tick_labels=plot_data["date"].to_list(),
)
ax2.plot(plot_data.index, plot_data[df_ta.columns[0]].values)
ax2.plot(plot_data.index, plot_data[df_ta.columns[1]].values, color=theme.up_color)
ax2.plot(
plot_data.index, plot_data[df_ta.columns[2]].values, color=theme.down_color
)
ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
ax2.axhline(25, ls="--")
ax2.legend(
[
f"ADX ({df_ta.columns[0]})",
f"+DI ({df_ta.columns[1]})",
f"-DI ({df_ta.columns[2]})",
]
)
ax2.set_ylim([0, 100])
theme.style_primary_axis(
ax2,
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"),
"adx",
df_ta,
sheet_name,
)
@log_start_end(log=logger)
def display_aroon(
data: pd.DataFrame,
window: int = 25,
scalar: int = 100,
symbol: str = "",
export: str = "",
sheet_name: Optional[str] = None,
external_axes: Optional[List[plt.Axes]] = None,
):
"""Plots Aroon indicator
Parameters
----------
data: pd.DataFrame
Dataframe with OHLC price data
window: int
Length of window
symbol: str
Ticker
scalar: int
Scalar variable
sheet_name: str
Optionally specify the name of the sheet the data is exported to.
export: str
Format to export data
external_axes: Optional[List[plt.Axes]], optional
External axes (3 axes are expected in the list), by default None
"""
df_ta = trend_indicators_model.aroon(
data=data,
window=window,
scalar=scalar,
)
plot_data = pd.merge(data, df_ta, how="outer", left_index=True, right_index=True)
plot_data = reindex_dates(plot_data)
# This plot has 3 axes
if not external_axes:
_, axes = plt.subplots(
3, 1, sharex=True, figsize=plot_autoscale(), dpi=PLOT_DPI
)
ax1, ax2, ax3 = axes
elif is_valid_axes_count(external_axes, 3):
(ax1, ax2, ax3) = external_axes
else:
return
close_col = ta_helpers.check_columns(data)
if close_col is None:
return
ax1.plot(plot_data.index, plot_data[close_col].values)
ax1.set_title(f"Aroon on {symbol}")
ax1.set_xlim(plot_data.index[0], plot_data.index[-1])
ax1.set_ylabel("Price")
theme.style_primary_axis(
ax1,
data_index=plot_data.index.to_list(),
tick_labels=plot_data["date"].to_list(),
)
ax2.plot(plot_data.index, plot_data[df_ta.columns[0]].values, theme.down_color)
ax2.plot(plot_data.index, plot_data[df_ta.columns[1]].values, theme.up_color)
ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
ax2.axhline(50, ls="--")
ax2.legend([f"Aroon DOWN ({df_ta.columns[0]})", f"Aroon UP ({df_ta.columns[1]})"])
theme.style_primary_axis(
ax2,
data_index=plot_data.index.to_list(),
tick_labels=plot_data["date"].to_list(),
)
ax3.plot(plot_data.index, plot_data[df_ta.columns[2]].values)
ax3.set_xlim(plot_data.index[0], plot_data.index[-1])
ax3.legend([f"Aroon OSC ({df_ta.columns[2]})"])
ax3.set_ylim([-100, 100])
theme.style_primary_axis(
ax3,
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"),
"aroon",
df_ta,
sheet_name,
)