Merge pull request #299 from DanielGoldfarb/master

Fix timezone bug (issue 236)

Author: DanielGoldfarb

examples/scratch_pad/issue296.a.py

@@ -12,27 +12,27 @@
 idf.shape
 idf.head(3)
 idf.tail(3)
-df = idf.loc['2011-07-01':'2011-12-30',:]
+# 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)
+factors = [0.9869459423651993, 0.9869459423651994, 90000000000000., 90000000000.,
+           90000000., 900000., 30000., 3000., 300., 30., 10., 1.0, 0.1, 0.01, 0.001 ]
 
-vmin = np.nanmin(df.iloc[0:20]['Volume'])
-vmax = np.nanmax(df.iloc[0:20]['Volume'])
+#  factors = [0.9869459423651993,]
 
-print('vmin=',vmin,' vmax=',vmax)
+for factor in factors:
+    df = idf.loc['2011-07-01':'2011-12-30',:]
+    df.loc[:,'Volume'] *= (0.003*factor)
+    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')
 
-mpf.plot(df.iloc[0:20],volume=True,type='candle')
+df = idf.loc['2011-07-01':'2011-12-30',:]
+df.loc[:,'Volume'] *= (0.003*30000.)
+mpf.plot(df.iloc[0:20],volume=True,type='candle',volume_exponent='legacy')
+mpf.plot(df.iloc[0:20],volume=True,type='candle',volume_exponent=3)
+mpf.plot(df.iloc[0:20],volume=True,type='candle',volume_exponent=5)
+mpf.plot(df.iloc[0:20],volume=True,type='candle',volume_exponent=8)
+mpf.plot(df.iloc[0:20],volume=True,type='candle',volume_exponent=11)
+mpf.plot(df.iloc[0:20],volume=True,type='candle',volume_exponent=13)
+mpf.plot(df.iloc[0:20],volume=True,type='candle',volume_exponent='what?')

examples/scratch_pad/issues/issue#236_timezone_bug.ipynb

@@ -40,7 +40,10 @@ def _check_and_prepare_data(data, config):
     o, h, l, c, v = columns
     cols = [o, h, l, c]
 
-    dates   = mdates.date2num(data.index.to_pydatetime())
+    if config['tz_localize']:
+        dates   = mdates.date2num(data.index.tz_localize(None).to_pydatetime())
+    else:  # Just in case someone was depending on this bug (Issue 236)
+        dates   = mdates.date2num(data.index.to_pydatetime())
     opens   = data[o].values
     highs   = data[h].values
     lows    = data[l].values

examples/scratch_pad/issues/issue236_timezone_bug.ipynb

@@ -1,5 +1,5 @@
 
-version_info = (0, 12, 7, 'alpha', 3)
+version_info = (0, 12, 7, 'alpha', 4)
 
 _specifier_ = {'alpha': 'a','beta': 'b','candidate': 'rc','final': ''}
 

src/mplfinance/_arg_validators.py

@@ -256,6 +256,9 @@ def _valid_plot_kwargs():
 
         'volume_exponent'           : { 'Default'     : None,
                                         'Validator'   : lambda value: isinstance(value,int) or value == 'legacy'},
+
+        'tz_localize'               : { 'Default'     : True,
+                                        'Validator'   : lambda value: isinstance(value,bool) },
     }
 
     _validate_vkwargs_dict(vkwargs)