new method for volume exponent (per issue#296)

DanielGoldfarb · DanielGoldfarb · commit 029e3fb63204 · 2020-12-21T21:55:55.000-05:00
diff --git a/examples/scratch_pad/issue296.a.py b/examples/scratch_pad/issue296.a.py
@@ -0,0 +1,38 @@
+import pandas as pd
+import mplfinance as mpf
+import matplotlib
+import numpy as np
+
+print(matplotlib.__version__)
+print(matplotlib.get_backend())
+print(mpf.__version__)
+
+#idf = pd.read_csv('abc.csv',index_col=0,parse_dates=True)
+idf = pd.read_csv('../data/SPY_20110701_20120630_Bollinger.csv',index_col=0,parse_dates=True)
+idf.shape
+idf.head(3)
+idf.tail(3)
+df = idf.loc['2011-07-01':'2011-12-30',:]
+
+#  df.loc[:,'Volume'] *= (0.003*0.9869459423651993)
+#  df.loc[:,'Volume'] *= (0.003*0.9869459423651994)
+#  df.loc[:,'Volume'] *= (0.003*90000000000000.)
+#  df.loc[:,'Volume'] *= (0.003*90000000000.)
+#  df.loc[:,'Volume'] *= (0.003*90000000.)
+#  df.loc[:,'Volume'] *= (0.003*900000.)
+#  df.loc[:,'Volume'] *= (0.003*30000.)
+#  df.loc[:,'Volume'] *= (0.003*3000.)
+#  df.loc[:,'Volume'] *= (0.003*300.)
+#  df.loc[:,'Volume'] *= (0.003*30.)
+#  df.loc[:,'Volume'] *= (0.003*10.)
+#  df.loc[:,'Volume'] *= (0.003*1.0)
+#  df.loc[:,'Volume'] *= (0.003*0.1)
+#  df.loc[:,'Volume'] *= (0.003*0.01)
+df.loc[:,'Volume'] *= (0.003*0.001)
+
+vmin = np.nanmin(df.iloc[0:20]['Volume'])
+vmax = np.nanmax(df.iloc[0:20]['Volume'])
+
+print('vmin=',vmin,' vmax=',vmax)
+
+mpf.plot(df.iloc[0:20],volume=True,type='candle')
diff --git a/examples/scratch_pad/issue296.b.py b/examples/scratch_pad/issue296.b.py
@@ -0,0 +1,35 @@
+import pandas as pd
+import matplotlib
+print(matplotlib.__version__)
+print(matplotlib.get_backend())
+
+import matplotlib.pyplot as plt
+
+import mplfinance as mpf
+print(mpf.__version__)
+
+#idf = pd.read_csv('abc.csv',index_col=0,parse_dates=True)
+idf = pd.read_csv('../data/SPY_20110701_20120630_Bollinger.csv',index_col=0,parse_dates=True)
+idf.shape
+idf.head(3)
+idf.tail(3)
+df = idf.loc['2011-07-01':'2011-12-30',:]*1000000.
+
+x = [0,1,2,3,4,5,6,7,8,9]
+y = [n*1000000 for n in x]
+
+
+fig = plt.figure()
+
+ax  = fig.add_subplot(1,1,1)
+
+#ax.ticklabel_format(useOffset=False)
+ax.ticklabel_format(useOffset=False,scilimits=(5,5),axis='y')
+ax.ticklabel_format(useOffset=False,scilimits=(0,0),axis='x')
+#ax.yaxis.offsetText.set_visible(False)
+
+
+ax.plot(x,y)
+
+plt.show()
+
diff --git a/examples/scratch_pad/issue296.py b/examples/scratch_pad/issue296.py
@@ -0,0 +1,45 @@
+import pandas as pd
+import mplfinance as mpf
+import matplotlib.animation as animation
+import tkinter
+from matplotlib.backends.backend_tkagg import (
+    FigureCanvasTkAgg, NavigationToolbar2Tk)
+import matplotlib
+print(matplotlib.__version__)
+print(matplotlib.get_backend())
+
+import mplfinance as mpf
+print(mpf.__version__)
+
+#idf = pd.read_csv('abc.csv',index_col=0,parse_dates=True)
+idf = pd.read_csv('../data/SPY_20110701_20120630_Bollinger.csv',index_col=0,parse_dates=True)
+idf.shape
+idf.head(3)
+idf.tail(3)
+df = idf.loc['2011-07-01':'2011-12-30',:]
+
+fig = mpf.figure(style='yahoo', figsize=(7, 8))
+ax1 = fig.add_subplot(2,1,1)
+ax2 = fig.add_subplot(3,1,3)
+
+def animate(ival):
+    if (20+ival) > len(df):
+        print('no more data to plot')
+        ani.event_source.interval *= 3
+        if ani.event_source.interval > 12000:
+            exit()
+        return
+    #return
+    data = df.iloc[0:(20+ival)]
+    ax1.clear()
+    ax2.clear()
+    mpf.plot(data,ax=ax1,volume=ax2,type='candle')
+
+root = tkinter.Tk()
+canvas = FigureCanvasTkAgg(fig, master=root)  # A tk.DrawingArea.
+canvas.draw()
+canvas.get_tk_widget().pack(side=tkinter.TOP, fill=tkinter.BOTH, expand=1)
+ani = animation.FuncAnimation(fig, animate, interval=250)
+mpf.plot(df.iloc[0:20],ax=ax1,volume=ax2,type='candle')
+
+root.mainloop()
diff --git a/src/mplfinance/plotting.py b/src/mplfinance/plotting.py
@@ -253,6 +253,9 @@ def _valid_plot_kwargs():
 
         'ax'                        : { 'Default'     : None,
                                         'Validator'   : lambda value: isinstance(value,mpl_axes.Axes) },
+
+        'volume_exponent'           : { 'Default'     : None,
+                                        'Validator'   : lambda value: isinstance(value,int) or value == 'legacy'},
     }
 
     _validate_vkwargs_dict(vkwargs)
@@ -484,9 +487,9 @@ def plot( data, **kwargs ):
 
         adjc =  _adjust_color_brightness(vcolors,0.90)
         volumeAxes.bar(xdates,volumes,width=w,linewidth=lw,color=vcolors,ec=adjc)
-        miny = 0.3 * np.nanmin(volumes)
-        maxy = 1.1 * np.nanmax(volumes)
-        volumeAxes.set_ylim( miny, maxy )
+        vymin = 0.3 * np.nanmin(volumes)
+        vymax = 1.1 * np.nanmax(volumes)
+        volumeAxes.set_ylim(vymin,vymax)
 
     xrotation = config['xrotation']
     if not external_axes_mode:
@@ -609,21 +612,42 @@ def plot( data, **kwargs ):
     axA1.set_ylabel(config['ylabel'])
 
     if config['volume']:
-        volumeAxes.figure.canvas.draw()  # This is needed to calculate offset
-        offset = volumeAxes.yaxis.get_major_formatter().get_offset()
+        if external_axes_mode:
+            volumeAxes.tick_params(axis='x',rotation=xrotation)
+            volumeAxes.xaxis.set_major_formatter(formatter)
+        vxp = config['volume_exponent']
+        if vxp == 'legacy':
+            volumeAxes.figure.canvas.draw()  # This is needed to calculate offset
+            offset = volumeAxes.yaxis.get_major_formatter().get_offset()
+            if len(offset) > 0:
+                offset = (' x '+offset)
+        elif isinstance(vxp,int) and vxp > 0:
+            volumeAxes.ticklabel_format(useOffset=False,scilimits=(vxp,vxp),axis='y')
+            offset = '  $10^{'+str(vxp)+'}$'
+        elif isinstance(vxp,int) and vxp == 0:
+            volumeAxes.ticklabel_format(useOffset=False,style='plain',axis='y')
+            offset = ''
+        else:
+            offset = ''
+            scilims = plt.rcParams['axes.formatter.limits']
+            if scilims[0] < scilims[1]:
+                for power in (5,4,3,2,1):
+                    xp = scilims[1]*power
+                    if vymax >= 10.**xp:
+                        volumeAxes.ticklabel_format(useOffset=False,scilimits=(xp,xp),axis='y')
+                        offset = '  $10^{'+str(xp)+'}$'
+                        break
+            elif scilims[0] == scilims[1] and scilims[1] != 0:
+                volumeAxes.ticklabel_format(useOffset=False,scilimits=scilims,axis='y')
+                offset = ' $10^'+str(scilims[1])+'$'
         volumeAxes.yaxis.offsetText.set_visible(False)
-        if len(offset) > 0:
-            offset = (' x '+offset)
         if config['ylabel_lower'] is None:
             vol_label = 'Volume'+offset
         else:
             if len(offset) > 0:
                 offset = '\n'+offset
             vol_label = config['ylabel_lower'] + offset
         volumeAxes.set_ylabel(vol_label)
-        if external_axes_mode:
-            volumeAxes.tick_params(axis='x',rotation=xrotation)
-            volumeAxes.xaxis.set_major_formatter(formatter)
     
     if config['title'] is not None:
         if config['tight_layout']:
