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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>
278 lines
7.4 KiB
Python
278 lines
7.4 KiB
Python
"""Volatility Technical 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 openbb_terminal.config_terminal import theme
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from openbb_terminal.common.technical_analysis import volatility_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_bbands(
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ohlc: pd.DataFrame,
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ticker: str = "",
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length: int = 15,
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n_std: float = 2,
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mamode: str = "sma",
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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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"""Show bollinger bands
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Parameters
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----------
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ohlc : pd.DataFrame
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Dataframe of stock prices
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ticker : str
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Ticker
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length : int
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Length of window to calculate BB
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n_std : float
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Number of standard deviations to show
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mamode : str
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Method of calculating average
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export : str
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Format of export file
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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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df_ta = volatility_model.bbands(ohlc["Adj Close"], length, n_std, mamode)
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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 1 axis
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if not external_axes:
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_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
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elif is_valid_axes_count(external_axes, 1):
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(ax,) = external_axes
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else:
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return
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ax.plot(
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plot_data.index,
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plot_data["Adj Close"].values,
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)
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ax.plot(
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plot_data.index,
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plot_data[df_ta.columns[0]].values,
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theme.down_color,
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linewidth=0.7,
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)
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ax.plot(plot_data.index, plot_data[df_ta.columns[1]].values, ls="--", linewidth=0.7)
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ax.plot(
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plot_data.index,
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plot_data[df_ta.columns[2]].values,
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theme.up_color,
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linewidth=0.7,
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)
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ax.set_title(f"{ticker} Bollinger Bands")
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ax.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax.set_ylabel("Share Price ($)")
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ax.legend([ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]])
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ax.fill_between(
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df_ta.index, df_ta.iloc[:, 0].values, df_ta.iloc[:, 2].values, alpha=0.1
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)
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theme.style_primary_axis(
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ax,
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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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"bbands",
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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_donchian(
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ohlc: pd.DataFrame,
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ticker: str = "",
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upper_length: int = 20,
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lower_length: int = 20,
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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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"""Show donchian channels
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Parameters
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----------
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ohlc : pd.DataFrame
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Dataframe of stock prices
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ticker : str
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Ticker
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upper_length : int
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Length of window to calculate upper channel
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lower_length : int
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Length of window to calculate lower channel
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export : str
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Format of export file
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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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df_ta = volatility_model.donchian(
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ohlc["High"], ohlc["Low"], upper_length, lower_length
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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 1 axis
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if external_axes is None:
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_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
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elif is_valid_axes_count(external_axes, 1):
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(ax,) = external_axes
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else:
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return
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ax.plot(plot_data.index, plot_data["Adj Close"].values)
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ax.plot(
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plot_data.index,
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plot_data[df_ta.columns[0]].values,
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linewidth=0.7,
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label="Upper",
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)
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ax.plot(plot_data.index, plot_data[df_ta.columns[1]].values, linewidth=0.7, ls="--")
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ax.plot(
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plot_data.index,
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plot_data[df_ta.columns[2]].values,
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linewidth=0.7,
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label="Lower",
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)
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ax.fill_between(
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plot_data.index,
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plot_data[df_ta.columns[0]].values,
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plot_data[df_ta.columns[2]].values,
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alpha=0.1,
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)
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ax.set_title(f"{ticker} donchian")
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ax.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax.set_ylabel("Price ($)")
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ax.legend([ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]])
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theme.style_primary_axis(
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ax,
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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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"donchian",
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df_ta,
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)
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@log_start_end(log=logger)
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def view_kc(
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ohlc: pd.DataFrame,
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length: int = 20,
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scalar: float = 2,
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mamode: str = "ema",
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offset: int = 0,
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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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"""View Keltner Channels Indicator
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Parameters
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----------
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ohlc : pd.DataFrame
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Dataframe of stock prices
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length : int
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Length of window
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mamode: str
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Type of filter
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offset : int
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Offset value
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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 = volatility_model.kc(
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ohlc["High"],
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ohlc["Low"],
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ohlc["Adj Close"],
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length,
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scalar,
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mamode,
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offset,
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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 1 axis
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if external_axes is None:
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_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
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elif is_valid_axes_count(external_axes, 1):
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(ax,) = external_axes
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else:
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return
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ax.plot(plot_data.index, plot_data["Adj Close"].values)
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ax.plot(
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plot_data.index,
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plot_data[df_ta.columns[0]].values,
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linewidth=0.7,
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label="Upper",
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)
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ax.plot(plot_data.index, plot_data[df_ta.columns[1]].values, linewidth=0.7, ls="--")
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ax.plot(
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plot_data.index,
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plot_data[df_ta.columns[2]].values,
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linewidth=0.7,
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label="Lower",
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)
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ax.fill_between(
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plot_data.index,
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plot_data[df_ta.columns[0]].values,
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plot_data[df_ta.columns[2]].values,
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alpha=0.1,
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)
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ax.set_title(f"{s_ticker} Keltner Channels")
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ax.set_xlim(plot_data.index[0], plot_data.index[-1])
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ax.set_ylabel("Price")
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ax.legend([s_ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]])
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theme.style_primary_axis(
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ax,
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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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"kc",
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df_ta,
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)
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