added ability to plot hollow candles

Author: KenanHArik

examples/scratch_pad/stash_plotting.yscale.py

@@ -86,7 +86,7 @@ def _valid_plot_kwargs():
                                                                    and all(isinstance(c, str) for c in value) },
         'type'                      : { 'Default'     : 'ohlc',
                                         'Validator'   : lambda value: value in ('candle','candlestick','ohlc','ohlc_bars',
-                                                                                'line','renko','pnf') },
+                                                                                'line','renko','pnf','hollow_candle') },
 
         'style'                     : { 'Default'     : 'default',
                                         'Validator'   : lambda value: value in _styles.available_styles() or isinstance(value,dict) },

src/mplfinance/_styledata/default.py

@@ -1,6 +1,6 @@
 style = dict(style_name    = 'default',
              base_mpl_style= 'seaborn-darkgrid', 
-             marketcolors  = {'candle'  : {'up':'w', 'down':'k'},
+             marketcolors  = {'candle'  : {'up':'w', 'down':'k', 'up':'w', 'down':'k'},
                               'edge'    : {'up':'k', 'down':'k'},
                               'wick'    : {'up':'k', 'down':'k'},
                               'ohlc'    : {'up':'k', 'down':'k'},

src/mplfinance/_styles.py

@@ -159,6 +159,12 @@ def _valid_make_marketcolors_kwargs():
 
         'down'       : { 'Default'     : None,
                          'Validator'   : lambda value: mcolors.is_color_like(value) },
+        
+        'up_hollow'     : { 'Default'     : None,
+                         'Validator'   : lambda value: mcolors.is_color_like(value) },
+        
+        'down_hollow'     : { 'Default'     : None,
+                         'Validator'   : lambda value: mcolors.is_color_like(value) },
 
         'alpha'       : { 'Default'     : None,
                          'Validator'   : lambda value: ( isinstance(value,float) and
@@ -219,6 +225,7 @@ def make_marketcolors(**kwargs):
 
     up   = config['up']
     down = config['down']
+    hollow = config['down']
     if up is not None and down is not None:
         marketcolors.update(candle=dict(up=up,down=down))
     elif up is not None:
@@ -229,6 +236,10 @@ def make_marketcolors(**kwargs):
         candle = marketcolors['candle']
         candle.update(down=down)
         marketcolors.update(down=down)
+    elif hollow is not None:
+        candle = marketcolors['candle']
+        candle.update(hollow=hollow)
+        marketcolors.update(hollow=hollow)
 
     def _check_and_set_mktcolor(candle,**kwarg):
         if len(kwarg) != 1:

src/mplfinance/_utils.py

@@ -67,6 +67,11 @@ def _construct_mpf_collections(ptype,dates,xdates,opens,highs,lows,closes,volume
     if ptype == 'candle' or ptype == 'candlestick':
         collections = _construct_candlestick_collections(xdates, opens, highs, lows, closes,
                                                          marketcolors=style['marketcolors'],config=config )
+
+    elif ptype =='hollow_candle':
+            collections = _construct_hollow_candlestick_collections(xdates, opens, highs, lows, closes,
+                                                         marketcolors=style['marketcolors'],config=config )
+
     elif ptype == 'ohlc' or ptype == 'bars' or ptype == 'ohlc_bars':
         collections = _construct_ohlc_collections(xdates, opens, highs, lows, closes,
                                                   marketcolors=style['marketcolors'],config=config )
@@ -159,6 +164,18 @@ def _updown_colors(upcolor,downcolor,opens,closes,use_prev_close=False):
         _list = [ cmap[pre < cls] for cls,pre in zip(closes[1:], closes) ]
         return [first] + _list
 
+
+def _updownhollow_colors(upcolor,downcolor,uphollow,downhollow,opens,closes):
+    if upcolor == downcolor == downhollow== uphollow:
+        return upcolor
+    cmap = {True : upcolor, False : downcolor}
+    first = cmap[opens[0] < closes[0]]
+    umap = {True : upcolor, False : uphollow}
+    dmap = {True : downcolor, False : downhollow}
+    _list = [ umap[cls > opn] if cls > cls0 else dmap[cls < opn] for opn0,cls0,opn,cls in zip(opens[0:-1],closes[0:-1],opens[1:],closes[1:]) ]
+    return [first] + _list
+
+
 def _date_to_iloc(dtseries,date):
     d1s = dtseries.loc[date:]
     if len(d1s) < 1:
@@ -471,6 +488,93 @@ def _construct_candlestick_collections(dates, opens, highs, lows, closes, market
 
     return [rangeCollection, barCollection]
 
+
+def _construct_hollow_candlestick_collections(dates, opens, highs, lows, closes, marketcolors=None, config=None):
+    """Represent the open, close as a bar line and high low range as a
+    vertical line. Same as basic candlestick, but utilizes solid and hollow candlesticks
+
+    NOTE: this code assumes if any value open, low, high, close is
+    missing they all are missing
+
+
+    Parameters
+    ----------
+    opens : sequence
+        sequence of opening values
+    highs : sequence
+        sequence of high values
+    lows : sequence
+        sequence of low values
+    closes : sequence
+        sequence of closing values
+    marketcolors : dict of colors: up, down, edge, wick, alpha
+    alpha : float
+        bar transparency
+
+    Returns
+    -------
+    ret : list
+        (lineCollection, barCollection)
+    """
+    
+    _check_input(opens, highs, lows, closes)
+
+    if marketcolors is None:
+        marketcolors = _get_mpfstyle('classic')['marketcolors']
+        #print('default market colors:',marketcolors)
+
+    datalen = len(dates)
+
+    avg_dist_between_points = (dates[-1] - dates[0]) / float(datalen)
+
+    delta = config['_width_config']['candle_width'] / 2.0
+
+    barVerts = [((date - delta, open),
+                 (date - delta, close),
+                 (date + delta, close),
+                 (date + delta, open))
+                for date, open, close in zip(dates, opens, closes)]
+
+    rangeSegLow   = [((date, low), (date, min(open,close)))
+                     for date, low, open, close in zip(dates, lows, opens, closes)]
+    
+    rangeSegHigh  = [((date, high), (date, max(open,close)))
+                     for date, high, open, close in zip(dates, highs, opens, closes)]
+                      
+    rangeSegments = rangeSegLow + rangeSegHigh
+
+    alpha  = marketcolors['alpha']
+
+    uc     = mcolors.to_rgba(marketcolors['candle'][ 'up' ], alpha)
+    dc     = mcolors.to_rgba(marketcolors['candle']['down'], alpha)
+    uh     = mcolors.to_rgba(marketcolors['candle']['up_hollow'], alpha)
+    dh     = mcolors.to_rgba(marketcolors['candle']['down_hollow'], alpha)
+    colors = _updownhollow_colors(uc, dc, uh, dh, opens, closes)
+
+    uc     = mcolors.to_rgba(marketcolors['edge'][ 'up' ], 1.0)
+    dc     = mcolors.to_rgba(marketcolors['edge']['down'], 1.0)
+    edgecolor = _updownhollow_colors(uc, dc, uc, dc, opens, closes)
+    
+    uc     = mcolors.to_rgba(marketcolors['wick'][ 'up' ], 1.0)
+    dc     = mcolors.to_rgba(marketcolors['wick']['down'], 1.0)
+    wickcolor = _updownhollow_colors(uc, dc, uc, dc, opens, closes)
+
+    lw = config['_width_config']['candle_linewidth']
+
+    rangeCollection = LineCollection(rangeSegments,
+                                     colors=wickcolor,
+                                     linewidths=lw,
+                                     )
+
+    barCollection = PolyCollection(barVerts,
+                                   facecolors=colors,
+                                   edgecolors=edgecolor,
+                                   linewidths=lw
+                                   )
+
+    return [rangeCollection, barCollection]
+
+
 def _construct_renko_collections(dates, highs, lows, volumes, config_renko_params, closes, marketcolors=None):
     """Represent the price change with bricks
 

src/mplfinance/plotting.py

@@ -100,7 +100,7 @@ def _valid_plot_kwargs():
                                                                    and all(isinstance(c, str) for c in value) },
         'type'                      : { 'Default'     : 'ohlc',
                                         'Validator'   : lambda value: value in ('candle','candlestick','ohlc','ohlc_bars',
-                                                                                'line','renko','pnf') },
+                                                                                'line','renko','pnf','hollow_candle') },
 
         'style'                     : { 'Default'     : None,
                                         'Validator'   : _styles._valid_mpf_style },