mirror of
https://github.com/OpenBB-finance/OpenBB.git
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2cb229f35e
* spacing before and after rich tables * fix menus to have standard UI * fix tests * fix tests * fix tests
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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ohlc: pd.DataFrame,
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period: 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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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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"""Calculate fibonacci retracement levels
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Parameters
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----------
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ohlc: pd.DataFrame
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Stock data
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period: 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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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 (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(ohlc, period, start_date, end_date)
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levels = df_fib.Price
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plot_data = reindex_dates(ohlc)
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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(ohlc):
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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 {s_ticker.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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