support kwarg mav in addplot

Author: DanielGoldfarb

examples/addplot.ipynb

@@ -253,10 +253,12 @@ def plot( data, **kwargs ):
 
     style = config['style']
     if isinstance(style,str):
-        style = _styles._get_mpfstyle(style)
+        style = config['style'] = _styles._get_mpfstyle(style)
 
     if isinstance(style,dict):
         _styles._apply_mpfstyle(style)
+    else:
+       raise TypeError('style should be a `dict`; why is it not?')
 
     if config['figsize'] is None:
         w,h = config['figratio']
@@ -320,39 +322,17 @@ def plot( data, **kwargs ):
         for collection in collections:
             axA1.add_collection(collection)
 
-    mavgs = config['mav']
-    if mavgs is not None:
-        if isinstance(mavgs,int):
-            mavgs = mavgs,      # convert to tuple 
-        if len(mavgs) > 7:
-            mavgs = mavgs[0:7]  # take at most 7
-     
-        if style['mavcolors'] is not None:
-            mavc = cycle(style['mavcolors'])
-        else:
-            mavc = None
-
-        # Get rcParams['lines.linewidth'] and scale it
-        # according to the deinsity of data??
-
-        for mav in mavgs:
-            if ptype in VALID_PMOVE_TYPES:
-                mavprices = pd.Series(brick_values).rolling(mav).mean().values
-            else:
-                mavprices = pd.Series(closes).rolling(mav).mean().values
-
-            lw = config['_width_config']['line_width']
-            if mavc:
-                axA1.plot(xdates, mavprices, linewidth=lw, color=next(mavc))
-            else:
-                axA1.plot(xdates, mavprices, linewidth=lw)
+    if ptype in VALID_PMOVE_TYPES:
+        mavprices = _plot_mav(axA1,config,xdates,brick_values)
+    else:
+        mavprices = _plot_mav(axA1,config,xdates,closes)
 
     avg_dist_between_points = (xdates[-1] - xdates[0]) / float(len(xdates))
     if not config['tight_layout']:
         minx = xdates[0]  - avg_dist_between_points
         maxx = xdates[-1] + avg_dist_between_points
     else:
-        minx = xdates[0] - (0.45 * avg_dist_between_points)
+        minx = xdates[0]  - (0.45 * avg_dist_between_points)
         maxx = xdates[-1] + (0.45 * avg_dist_between_points)
 
     if len(xdates) == 1:  # kludge special case
@@ -387,10 +367,13 @@ def plot( data, **kwargs ):
             retdict[prekey+'_size'] = size
             if config['volume']:
                 retdict[prekey+'_volumes'] = volumes
-        if mavgs is not None:
-            # This is WRONG! Returning the same mavprices for all mavgs ??!
-            for i in range(0, len(mavgs)):     
-                retdict['mav' + str(mavgs[i])] = mavprices
+        if config['mav'] is not None:
+            mav = config['mav']
+            if len(mav) != len(mavprices):
+                warnings.warn('len(mav)='+str(len(mav))+' BUT len(mavprices)='+str(len(mavprices)))
+            else:
+                for jj in range(0,len(mav)):     
+                    retdict['mav' + str(mav[jj])] = mavprices[jj]
         retdict['minx'] = minx
         retdict['maxx'] = maxx
         retdict['miny'] = miny
@@ -504,10 +487,13 @@ def plot( data, **kwargs ):
                     ax = panels.at[panid,'axes'][0]
                 for coll in collections:
                     ax.add_collection(coll)
-                datalim = (minx, min(l)), (maxx, max(h))
+                if apdict['mav'] is not None:
+                    apmavprices = _plot_mav(ax,config,xdates,c,apdict['mav'])
+                #datalim = (minx, min(l)), (maxx, max(h))
                 #ax.update_datalim(datalim)
-                ax.autoscale_view()  # Is this really necessary??
-                #ax.set_ylim(min(l),max(h))
+                ax.autoscale_view() 
+                if (apdict["ylabel"] is not None):
+                    ax.set_ylabel(apdict["ylabel"])
                 continue
 
             if isinstance(apdata,list) and not isinstance(apdata[0],(float,int)):
@@ -563,7 +549,8 @@ def plot( data, **kwargs ):
                     ax.plot(xdates, ydata, linestyle=ls, color=color)
                 else:
                     raise ValueError('addplot type "'+str(aptype)+'" NOT yet supported.')
-
+                if apdict['mav'] is not None:
+                    apmavprices = _plot_mav(ax,config,xdates,ydata,apdict['mav'])
 
     if config['fill_between'] is not None:
         fb    = config['fill_between']
@@ -692,6 +679,34 @@ def plot( data, **kwargs ):
     # print('rcpdfhead(3)=',rcpdf.head(3))
     # return # rcpdf
 
+def _plot_mav(ax,config,xdates,prices,apmav=None):
+    style = config['style']
+    if apmav is not None:
+        mavgs = apmav
+    else:
+        mavgs = config['mav']
+    mavp_list = []
+    if mavgs is not None:
+        if isinstance(mavgs,int):
+            mavgs = mavgs,      # convert to tuple 
+        if len(mavgs) > 7:
+            mavgs = mavgs[0:7]  # take at most 7
+     
+        if style['mavcolors'] is not None:
+            mavc = cycle(style['mavcolors'])
+        else:
+            mavc = None
+
+        for mav in mavgs:
+            mavprices = pd.Series(prices).rolling(mav).mean().values
+            lw = config['_width_config']['line_width']
+            if mavc:
+                ax.plot(xdates, mavprices, linewidth=lw, color=next(mavc))
+            else:
+                ax.plot(xdates, mavprices, linewidth=lw)
+            mavp_list.append(mavprices)
+    return mavp_list
+
 def _auto_secondary_y( panels, panid, ylo, yhi ):
     # If mag(nitude) for this panel is not yet set, then set it
     # here, as this is the first ydata to be plotted on this panel:
@@ -711,7 +726,6 @@ def _auto_secondary_y( panels, panid, ylo, yhi ):
 def _valid_addplot_kwargs():
 
     valid_linestyles = ('-','solid','--','dashed','-.','dashdot','.','dotted',None,' ','')
-    #valid_types = ('line','scatter','bar','ohlc','candle')
     valid_types = ('line','scatter','bar', 'ohlc', 'candle')
 
     vkwargs = {
@@ -721,6 +735,9 @@ def _valid_addplot_kwargs():
         'type'        : { 'Default'     : 'line',
                           'Validator'   : lambda value: value in valid_types },
 
+        'mav'         : { 'Default'     : None,
+                          'Validator'   : _mav_validator },
+        
         'panel'       : { 'Default'     : 0, 
                           'Validator'   : lambda value: _valid_panel_id(value) },
 

src/mplfinance/plotting.py

@@ -223,3 +223,109 @@ def test_addplot06(bolldata):
        print('result=',result)
     assert result is None
 
+def test_addplot07(bolldata):
+
+    df = bolldata
+
+    fname = base+'07.png'
+    tname = os.path.join(tdir,fname)
+    rname = os.path.join(refd,fname)
+
+    mpf.plot(df,volume=True,savefig=tname,mav=(20,40,60))
+
+    tsize = os.path.getsize(tname)
+    print(glob.glob(tname),'[',tsize,'bytes',']')
+
+    rsize = os.path.getsize(rname)
+    print(glob.glob(rname),'[',rsize,'bytes',']')
+
+    result = compare_images(rname,tname,tol=IMGCOMP_TOLERANCE)
+    if result is not None:
+       print('result=',result)
+    assert result is None
+
+def test_addplot08(bolldata):
+    df = bolldata
+
+    fname = base+'08.png'
+    tname = os.path.join(tdir,fname)
+    rname = os.path.join(refd,fname)
+
+    tcdf = df[['LowerB','UpperB']]  # DataFrame with two columns
+
+    low_signal  = percentB_belowzero(df['PercentB'], df['Close']) 
+    high_signal = percentB_aboveone(df['PercentB'], df['Close'])
+
+    import math
+    new_low_signal = [x*20.*math.sin(x) for x in low_signal]
+
+    apds = [ mpf.make_addplot(tcdf,linestyle='dashdot'),
+             mpf.make_addplot(new_low_signal,scatter=True,markersize=200,marker='^'),
+             mpf.make_addplot(high_signal,scatter=True,markersize=200,marker='v'),
+             mpf.make_addplot((df['PercentB']),panel='lower',color='g',linestyle='dotted')
+           ]
+
+    mpf.plot(df,addplot=apds,figscale=1.5,volume=True,
+             mav=(15,30,45),style='default',savefig=tname)   
+
+    tsize = os.path.getsize(tname)
+    print(glob.glob(tname),'[',tsize,'bytes',']')
+
+    rsize = os.path.getsize(rname)
+    print(glob.glob(rname),'[',rsize,'bytes',']')
+
+    result = compare_images(rname,tname,tol=IMGCOMP_TOLERANCE)
+    if result is not None:
+       print('result=',result)
+    assert result is None
+
+def test_addplot09(bolldata):
+
+    sdf = bolldata[50:130]
+
+    fname = base+'09.png'
+    tname = os.path.join(tdir,fname)
+    rname = os.path.join(refd,fname)
+
+    ap = mpf.make_addplot((sdf['PercentB'])-0.45,panel=1,color='g',type='bar', width=0.75, mav=(7,10,15))
+    mpf.plot(sdf,addplot=ap,panel_ratios=(1,1),figratio=(1,1),figscale=1.5,savefig=tname)
+
+    tsize = os.path.getsize(tname)
+    print(glob.glob(tname),'[',tsize,'bytes',']')
+
+    rsize = os.path.getsize(rname)
+    print(glob.glob(rname),'[',rsize,'bytes',']')
+
+    # Using 0.9*IMGCOMP_TOLERANCE here because discovered that if 
+    # the only difference is the presence or absence of mav lines,
+    # then the default IMGCOMP_TOLERANCE is too linient:
+    result = compare_images(rname,tname,tol=0.9*IMGCOMP_TOLERANCE)
+    if result is not None:
+       print('result=',result)
+    assert result is None
+
+def test_addplot10(bolldata):
+
+    sdf = bolldata[50:130]
+
+    fname = base+'10.png'
+    tname = os.path.join(tdir,fname)
+    rname = os.path.join(refd,fname)
+
+    ap = mpf.make_addplot(sdf,panel=1,type='candle',ylabel='Candle',mav=12)
+    mpf.plot(sdf,mav=10,ylabel='OHLC',addplot=ap,panel_ratios=(1,1),figratio=(1,1),figscale=1.5,savefig=tname)
+
+    tsize = os.path.getsize(tname)
+    print(glob.glob(tname),'[',tsize,'bytes',']')
+
+    rsize = os.path.getsize(rname)
+    print(glob.glob(rname),'[',rsize,'bytes',']')
+
+    # Using 0.9*IMGCOMP_TOLERANCE here because discovered that if 
+    # the only difference is the presence or absence of mav lines,
+    # then the default IMGCOMP_TOLERANCE is too linient:
+    result = compare_images(rname,tname,tol=0.9*IMGCOMP_TOLERANCE)
+    if result is not None:
+       print('result=',result)
+    assert result is None
+