Merge pull request #234 from DanielGoldfarb/master

External Axes Mode, and animation support

Author: DanielGoldfarb

README.md

@@ -11,8 +11,8 @@
 
 ---
 
-# <a name="announcements"></a>Announcing Version 0.12.5 and 0.12.6 Enhancements
-### [Version 0.12.5 and 0.12.6 bring a number of enhancements to mplfinance. Click here for full details.](https://github.com/matplotlib/mplfinance/blob/master/RELEASE_NOTES.md)
+# <a name="announcements"></a>Announcing Version 0.12.7
+### [External Axes Mode and Animation Support.](https://github.com/matplotlib/mplfinance/blob/master/RELEASE_NOTES.md)
 
 ---
 
@@ -21,13 +21,14 @@
   - **[The New API](https://github.com/matplotlib/mplfinance#newapi)**
   - **[Tutorials](https://github.com/matplotlib/mplfinance#tutorials)**
     - **[Basic Usage](https://github.com/matplotlib/mplfinance#usage)**
-    - **[Customizing the Appearance of Plots](https://github.com/matplotlib/mplfinance/blob/master/markdown/customization_and_styles.md)** (**New** features June 2020)
+    - **[Customizing the Appearance of Plots](https://github.com/matplotlib/mplfinance/blob/master/markdown/customization_and_styles.md)** (New features: June 2020)
     - **[Adding Your Own Technical Studies to Plots](https://github.com/matplotlib/mplfinance/blob/master/examples/addplot.ipynb)**
-    - **[Subplots: Multiple Plots on a Single Figure](https://github.com/matplotlib/mplfinance/blob/master/markdown/subplots.md)** (**New** June 2020)
+    - **[Subplots: Multiple Plots on a Single Figure](https://github.com/matplotlib/mplfinance/blob/master/markdown/subplots.md)** (**New features: August 2020**)
     - **[Price-Movement Plots (Renko, P&F, etc)](https://github.com/matplotlib/mplfinance/blob/master/examples/price-movement_plots.ipynb)**
     - **[Trends, Support, Resistance, and Trading Lines](https://github.com/matplotlib/mplfinance/blob/master/examples/using_lines.ipynb)**
     - **[Saving the Plot to a File](https://github.com/matplotlib/mplfinance/blob/master/examples/savefig.ipynb)**
-  - **[Latest Release Info](https://github.com/matplotlib/mplfinance/blob/master/RELEASE_NOTES.md)**
+    - **[Animation/Updating your plots in realtime](https://github.com/matplotlib/mplfinance/blob/master/markdown/animation.md)** (**New: August 2020**)
+  - **&roarr; [Latest Release Info](https://github.com/matplotlib/mplfinance/blob/master/RELEASE_NOTES.md) &loarr;**
   - **[Some Background History About This Package](https://github.com/matplotlib/mplfinance#history)**
   - **[Old API Availability](https://github.com/matplotlib/mplfinance#oldapi)**
 

RELEASE_NOTES.md

@@ -1,3 +1,28 @@
+####
+---
+
+### <a name="v0.12.7a0"></a>v0.12.7a0 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; released 2020-08-09
+#### Enhancements
+
+- [**External Axes Mode**](https://github.com/matplotlib/mplfinance/blob/master/markdown/subplots.md#the-matplotlib-method)
+  - [Issue #114: Display multiple plots in a row](https://github.com/matplotlib/mplfinance/issues/114).
+  - [Issue #209: Allow plotting on the existing AXIS](https://github.com/matplotlib/mplfinance/issues/209).
+  
+- [**Animation Support**](https://github.com/matplotlib/mplfinance/blob/master/markdown/animation.md):
+  - [Issue #25: Support animation/live updating of OHLCV data plots](https://github.com/matplotlib/mplfinance/issues/25).
+  
+---
+### <a name="v0.12.6a3"></a>v0.12.6a3 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; released 2020-06-28
+- accept lower case column names in dataframe (i.e. 'close' is the same as 'Close') ([Issue #197](https://github.com/matplotlib/mplfinance/issues/197))
+---
+### <a name="v0.12.6a2"></a>v0.12.6a2 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; released 2020-06-28
+- `tight_layout` now supports adjusting Figure borders (padding) around plot. ([Issue #196](https://github.com/matplotlib/mplfinance/issues/196))
+---
+### <a name="v0.12.6a1"></a>v0.12.6a1 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; released 2020-06-25
+- `make_mpf_style()` may set `y_on_right=None`: prevent crash by treating `None` the same as `False`. ([Issue #190](https://github.com/matplotlib/mplfinance/issues/190))
+
+---
+
 ### <a name="v0.12.6a0"></a>v0.12.6a0 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; released 2020-06-24
 #### Enhancements
 - **`make_addplot()`** enhancements:

examples/external_axes.ipynb

@@ -0,0 +1,36 @@
+'''
+This file contains a simple animation demo using mplfinance "external axes mode".
+
+Note that presently mplfinance does not support "blitting" (blitting makes animation
+more efficient).  Nonetheless, the animation is efficient enough to update at least
+once per second, and typically more frequently depending on the size of the plot.
+'''
+import pandas as pd
+import mplfinance as mpf
+import matplotlib.animation as animation
+
+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='charles',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
+    data = df.iloc[0:(20+ival)]
+    ax1.clear()
+    ax2.clear()
+    mpf.plot(data,ax=ax1,volume=ax2,type='candle')
+
+ani = animation.FuncAnimation(fig, animate, interval=250)
+
+mpf.show()

examples/mpf_animation_demo1.py

@@ -0,0 +1,45 @@
+'''
+This file contains a simple animation demo using mplfinance "external axes mode".
+
+In this example, instead of creating the Figure and Axes external to mplfiance,
+we allow mplfinance to create the Figure and Axes using its "panel method", and
+set kwarg `returnfig=True` so that mplfinance will return the Figure and Axes.
+
+We then take those Axes and pass them back into mplfinance ("external axes mode")
+as part of the animation.
+
+Note that presently mplfinance does not support "blitting" (blitting makes animation
+more efficient).  Nonetheless, the animation is efficient enough to update at least
+once per second, and typically more frequently depending on the size of the plot.
+'''
+import pandas as pd
+import mplfinance as mpf
+import matplotlib.animation as animation
+
+idf = pd.read_csv('data/SPY_20110701_20120630_Bollinger.csv',index_col=0,parse_dates=True)
+
+df = idf.loc['2011-07-01':'2011-12-30',:]
+
+pkwargs=dict(type='candle',mav=(10,20))
+
+fig, axes = mpf.plot(df.iloc[0:20],returnfig=True,volume=True,
+                     figsize=(11,8),panel_ratios=(2,1),
+                     title='\n\nS&P 500 ETF',**pkwargs)
+ax1 = axes[0]
+ax2 = axes[2]
+
+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
+    data = df.iloc[0:(20+ival)]
+    ax1.clear()
+    ax2.clear()
+    mpf.plot(data,ax=ax1,volume=ax2,**pkwargs)
+
+ani = animation.FuncAnimation(fig, animate, interval=200)
+
+mpf.show()

examples/mpf_animation_demo2.py

@@ -0,0 +1,90 @@
+'''
+This file contains a animation demo using mplfinance "external axes mode",
+in which animate both the display of candlesticks as well as the display
+of MACD (Moving Average Convergence Divergence) visual analysis.
+
+In this example, instead of creating the Figure and Axes external to mplfiance,
+we allow mplfinance to create the Figure and Axes using its "panel method", and
+set kwarg `returnfig=True` so that mplfinance will return the Figure and Axes.
+
+We then take those Axes and pass them back into mplfinance ("external axes mode")
+as part of the animation.
+
+Note that presently mplfinance does not support "blitting" (blitting makes animation
+more efficient).  Nonetheless, the animation is efficient enough to update at least
+once per second, and typically more frequently depending on the size of the plot.
+'''
+import pandas as pd
+import mplfinance as mpf
+import matplotlib.animation as animation
+
+mpf.__version__
+
+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',:]
+
+
+# =======
+#  MACD:
+
+df = df.iloc[0:30]
+
+exp12     = df['Close'].ewm(span=12, adjust=False).mean()
+exp26     = df['Close'].ewm(span=26, adjust=False).mean()
+macd      = exp12 - exp26
+signal    = macd.ewm(span=9, adjust=False).mean()
+histogram = macd - signal
+
+apds = [mpf.make_addplot(exp12,color='lime'),
+        mpf.make_addplot(exp26,color='c'),
+        mpf.make_addplot(histogram,type='bar',width=0.7,panel=1,
+                         color='dimgray',alpha=1,secondary_y=False),
+        mpf.make_addplot(macd,panel=1,color='fuchsia',secondary_y=True),
+        mpf.make_addplot(signal,panel=1,color='b',secondary_y=True),
+       ]
+
+s = mpf.make_mpf_style(base_mpf_style='classic',rc={'figure.facecolor':'lightgray'})
+
+fig, axes = mpf.plot(df,type='candle',addplot=apds,figscale=1.5,figratio=(7,5),title='\n\nMACD',
+                     style=s,volume=True,volume_panel=2,panel_ratios=(6,3,2),returnfig=True)
+
+ax_main = axes[0]
+ax_emav = ax_main
+ax_hisg = axes[2]
+ax_macd = axes[3]
+ax_sign = ax_macd
+ax_volu = axes[4]
+
+df =  idf.loc['2011-07-01':'2011-12-30',:]
+
+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
+    data = df.iloc[0:(30+ival)]
+    exp12     = data['Close'].ewm(span=12, adjust=False).mean()
+    exp26     = data['Close'].ewm(span=26, adjust=False).mean()
+    macd      = exp12 - exp26
+    signal    = macd.ewm(span=9, adjust=False).mean()
+    histogram = macd - signal
+    apds = [mpf.make_addplot(exp12,color='lime',ax=ax_emav),
+            mpf.make_addplot(exp26,color='c',ax=ax_emav),
+            mpf.make_addplot(histogram,type='bar',width=0.7,
+                             color='dimgray',alpha=1,ax=ax_hisg),
+            mpf.make_addplot(macd,color='fuchsia',ax=ax_macd),
+            mpf.make_addplot(signal,color='b',ax=ax_sign),
+           ]
+
+    for ax in axes:
+        ax.clear()
+    mpf.plot(data,type='candle',addplot=apds,ax=ax_main,volume=ax_volu)
+
+ani = animation.FuncAnimation(fig,animate,interval=100)
+
+mpf.show()