Finance/technical_indicators/GANN_lines_angles.py at master · shashankvemuri/Finance · GitHub

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# Import dependencies
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from matplotlib.lines import Line2D
import matplotlib.lines as mlines
import matplotlib.transforms as mtransforms
import yfinance as yf
import datetime as dt
yf.pdr_override()

# input
symbol = "AAPL"
start = dt.date.today() - dt.timedelta(days=365 * 4)
end = dt.date.today()

# Read data
df = yf.download(symbol, start, end)

# Line Chart
plt.figure(figsize=(14, 7))
plt.plot(df["Adj Close"])
y_lim = plt.ylim()
x_lim = plt.xlim()
plt.plot(x_lim, y_lim, "k-", color="r", label="45 degree")
plt.ylim(y_lim)
plt.xlim(x_lim)
plt.title("Stock of GANN Angles")
plt.legend(loc="best")
plt.show()

import math

angles = [82.5, 75, 71.25, 63.75, 45, 26.25, 18.75, 15, 7.5]
# radians = [0,7.5,15,18.5,26.25,45,63.75,71.25,75,82.5,90]
radians = [
    0.1309,
    0.261799,
    0.3228859,
    0.45814893,
    0.785398,
    1.1126474,
    1.2435471,
    1.309,
    1.439897,
]
# math.degrees(angles)
fig, ax = plt.subplots(figsize=(20, 12))
ax.plot(df.index, df["Adj Close"])

x_0 = 0
y_0 = 0

for i in range(len(radians)):
    ax.plot(
        [df.index[0], df.index[-1]],
        [df["Adj Close"][0], math.degrees(math.radians(i) * (180 / math.pi))],
        marker="^",
        markersize=10,
        label=angles[i],
    )
    # ax.plot([df.index[0], df.index[-1]], [df['Adj Close'][0], math.degrees(i)], marker='^', markersize=10, label=angles[i])

plt.legend(title="Angles")
plt.show()

# ## Candlestick with GANN Lines Angles
from matplotlib import dates as mdates

df["VolumePositive"] = df["Open"] < df["Adj Close"]
dfc = df.dropna()
dfc = df.reset_index()
dfc["Date"] = mdates.date2num(dfc["Date"].tolist())
from mplfinance.original_flavor import candlestick_ohlc

# Plot Example Angle line
angles = [82.5, 75, 71.25, 63.75, 45, 26.25, 18.75, 15, 7.5]

# plot the points
fig = plt.figure(figsize=(14, 7))
ax = plt.subplot(111)

candlestick_ohlc(ax, dfc.values, width=0.5, colorup="g", colordown="r", alpha=1.0)
ax.xaxis_date()
ax.xaxis.set_major_formatter(mdates.DateFormatter("%d-%m-%Y"))
x_0 = 0
y_0 = 0

for i in range(len(angles)):
    ax.plot(
        [df.index[0], df.index[-1]],
        [df["Adj Close"][0], math.degrees(math.radians(i) * (180 / math.pi))],
        marker="^",
        markersize=10,
        label=angles[i],
    )

axv = ax.twinx()
colors = df.VolumePositive.map({True: "g", False: "r"})
axv.bar(dfc.Date, dfc["Volume"], color=colors, alpha=0.4)
axv.axes.yaxis.set_ticklabels([])
axv.set_ylim(0, 3 * dfc.Volume.max())
ax.grid(True)
ax.set_title("Stock Closing Price")
ax.set_ylabel("Price")
ax.set_xlabel("Date")
ax.legend(loc="best")
plt.show()