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* 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>
207 lines
5.7 KiB
Python
207 lines
5.7 KiB
Python
"""Trend Indicators 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 pandas.plotting import register_matplotlib_converters
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from openbb_terminal.config_terminal import theme
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from openbb_terminal.common.technical_analysis import trend_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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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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register_matplotlib_converters()
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@log_start_end(log=logger)
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def display_adx(
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ohlc: pd.DataFrame,
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length: int = 14,
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scalar: int = 100,
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drift: int = 1,
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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 ADX indicator
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Parameters
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----------
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ohlc : pd.DataFrame
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Dataframe with OHLC price data
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length : int
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Length of window
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scalar : int
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Scalar variable
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drift : int
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Drift variable
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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
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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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df_ta = trend_indicators_model.adx(
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high_values=ohlc["High"],
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low_values=ohlc["Low"],
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close_values=ohlc["Adj Close"],
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length=length,
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scalar=scalar,
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drift=drift,
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)
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plot_data = pd.merge(ohlc, df_ta, how="outer", left_index=True, right_index=True)
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plot_data = reindex_dates(plot_data)
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# This plot has 2 axes
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if not external_axes:
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_, axes = plt.subplots(
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2, 1, sharex=True, figsize=plot_autoscale(), dpi=PLOT_DPI
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)
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ax1, ax2 = axes
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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.index, plot_data["Close"].values)
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ax1.set_title(f"Average Directional Movement Index (ADX) on {s_ticker}")
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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.plot(plot_data.index, plot_data[df_ta.columns[0]].values)
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ax2.plot(plot_data.index, plot_data[df_ta.columns[1]].values, color=theme.up_color)
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ax2.plot(
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plot_data.index, plot_data[df_ta.columns[2]].values, color=theme.down_color
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)
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ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax2.axhline(25, ls="--")
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ax2.legend(
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[
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f"ADX ({df_ta.columns[0]})",
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f"+DI ({df_ta.columns[1]})",
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f"-DI ({df_ta.columns[2]})",
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]
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)
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ax2.set_ylim([0, 100])
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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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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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"adx",
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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_aroon(
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ohlc: pd.DataFrame,
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length: int = 25,
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scalar: int = 100,
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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 Aroon indicator
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Parameters
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----------
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ohlc : pd.DataFrame
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Dataframe with OHLC price data
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length:int
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Length of window
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s_ticker : str
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Ticker
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scalar : int
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Scalar variable
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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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df_ta = trend_indicators_model.aroon(
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high_values=ohlc["High"],
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low_values=ohlc["Low"],
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length=length,
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scalar=scalar,
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)
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plot_data = pd.merge(ohlc, df_ta, how="outer", left_index=True, right_index=True)
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plot_data = reindex_dates(plot_data)
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# This plot has 3 axes
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if not external_axes:
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_, axes = plt.subplots(
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3, 1, sharex=True, figsize=plot_autoscale(), 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"Aroon on {s_ticker}")
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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.plot(plot_data.index, plot_data[df_ta.columns[0]].values, theme.down_color)
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ax2.plot(plot_data.index, plot_data[df_ta.columns[1]].values, theme.up_color)
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ax2.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax2.axhline(50, ls="--")
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ax2.legend([f"Aroon DOWN ({df_ta.columns[0]})", f"Aroon UP ({df_ta.columns[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.plot(plot_data.index, plot_data[df_ta.columns[2]].values)
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ax3.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax3.legend([f"Aroon OSC ({df_ta.columns[2]})"])
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ax3.set_ylim([-100, 100])
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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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"aroon",
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df_ta,
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)
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