Script additions for 'ema' plotting

src/mplfinance/_version.py

@@ -1,4 +1,4 @@
-version_info = (0, 12, 9, 'beta', 2)
+version_info = (0, 12, 9, 'beta', 3)
 
 _specifier_ = {'alpha': 'a','beta': 'b','candidate': 'rc','final': ''}
 

src/mplfinance/plotting.py

@@ -119,7 +119,17 @@ def _valid_plot_kwargs():
  'mav' : { 'Default' : None,
  'Description' : 'Moving Average window size(s); (int or tuple of ints)',
  'Validator' : _mav_validator },
+
+ 'ema' : { 'Default' : None,
+ 'Description' : 'Exponential Moving Average window size(s); (int or tuple of ints)',
+ 'Validator' : _mav_validator },
 
+ 'mavcolors' : { 'Default' : None,
+ 'Description' : 'color cycle for moving averages (list or tuple of colors)'+
+ '(overrides mpf style mavcolors).',
+ 'Validator' : lambda value: isinstance(value,(list,tuple)) and
+ all([mcolors.is_color_like(v) for v in value]) },
+
  'renko_params' : { 'Default' : dict(),
  'Description' : 'dict of renko parameters; call `mpf.kwarg_help("renko_params")`',
  'Validator' : lambda value: isinstance(value,dict) },
@@ -450,6 +460,13 @@ def plot( data, **kwargs ):
  else:
  raise TypeError('style should be a `dict`; why is it not?')
 
+ if config['mavcolors'] is not None:
+ config['_ma_color_cycle'] = cycle(config['mavcolors'])
+ elif style['mavcolors'] is not None:
+ config['_ma_color_cycle'] = cycle(style['mavcolors'])
+ else:
+ config['_ma_color_cycle'] = None
+
  if not external_axes_mode:
  fig = plt.figure()
  _adjust_figsize(fig,config)
@@ -528,8 +545,10 @@ def plot( data, **kwargs ):
 
  if ptype in VALID_PMOVE_TYPES:
  mavprices = _plot_mav(axA1,config,xdates,pmove_avgvals)
+ emaprices = _plot_ema(axA1, config, xdates, pmove_avgvals)
  else:
  mavprices = _plot_mav(axA1,config,xdates,closes)
+ emaprices = _plot_ema(axA1, config, xdates, closes)
 
  avg_dist_between_points = (xdates[-1] - xdates[0]) / float(len(xdates))
  if not config['tight_layout']:
@@ -595,6 +614,13 @@ def plot( data, **kwargs ):
  else:
  for jj in range(0,len(mav)): 
  retdict['mav' + str(mav[jj])] = mavprices[jj]
+ if config['ema'] is not None:
+ ema = config['ema']
+ if len(ema) != len(emaprices):
+ warnings.warn('len(ema)='+str(len(ema))+' BUT len(emaprices)='+str(len(emaprices)))
+ else:
+ for jj in range(0, len(ema)):
+ retdict['ema' + str(ema[jj])] = emaprices[jj]
  retdict['minx'] = minx
  retdict['maxx'] = maxx
  retdict['miny'] = miny
@@ -1129,10 +1155,7 @@ def _plot_mav(ax,config,xdates,prices,apmav=None,apwidth=None):
  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
+ mavc = config['_ma_color_cycle']
 
  for idx,mav in enumerate(mavgs):
  mean = pd.Series(prices).rolling(mav).mean()
@@ -1147,6 +1170,42 @@ def _plot_mav(ax,config,xdates,prices,apmav=None,apwidth=None):
  mavp_list.append(mavprices)
  return mavp_list
 
+
+def _plot_ema(ax,config,xdates,prices,apmav=None,apwidth=None):
+ '''ema: exponential moving average'''
+ style = config['style']
+ if apmav is not None:
+ mavgs = apmav
+ else:
+ mavgs = config['ema']
+ mavp_list = []
+ if mavgs is not None:
+ shift = None
+ if isinstance(mavgs,dict):
+ shift = mavgs['shift']
+ mavgs = mavgs['period']
+ if isinstance(mavgs,int):
+ mavgs = mavgs, # convert to tuple
+ if len(mavgs) > 7:
+ mavgs = mavgs[0:7] # take at most 7
+
+ mavc = config['_ma_color_cycle']
+
+ for idx,mav in enumerate(mavgs):
+ # mean = pd.Series(prices).rolling(mav).mean()
+ mean = pd.Series(prices).ewm(span=mav,adjust=False).mean()
+ if shift is not None:
+ mean = mean.shift(periods=shift[idx])
+ emaprices = mean.values
+ lw = config['_width_config']['line_width']
+ if mavc:
+ ax.plot(xdates, emaprices, linewidth=lw, color=next(mavc))
+ else:
+ ax.plot(xdates, emaprices, linewidth=lw)
+ mavp_list.append(emaprices)
+ 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:

tests/test_ema.py

@@ -0,0 +1,124 @@
+import os
+import os.path
+import glob
+import mplfinance as mpf
+import pandas as pd 
+import matplotlib.pyplot as plt
+from matplotlib.testing.compare import compare_images
+
+print('mpf.__version__ =',mpf.__version__) # for the record
+print('mpf.__file__ =',mpf.__file__) # for the record
+print("plt.rcParams['backend'] =",plt.rcParams['backend']) # for the record
+
+base='ema'
+tdir = os.path.join('tests','test_images')
+refd = os.path.join('tests','reference_images')
+
+globpattern = os.path.join(tdir,base+'*.png')
+oldtestfiles = glob.glob(globpattern)
+for fn in oldtestfiles:
+ try:
+ os.remove(fn)
+ except:
+ print('Error removing file "'+fn+'"')
+
+IMGCOMP_TOLERANCE = 10.0 # this works fine for linux
+# IMGCOMP_TOLERANCE = 11.0 # required for a windows pass. (really 10.25 may do it).
+
+_df = pd.DataFrame()
+def get_ema_data():
+ global _df
+ if len(_df) == 0:
+ _df = pd.read_csv('./examples/data/yahoofinance-GOOG-20040819-20180120.csv',
+ index_col='Date',parse_dates=True)
+ return _df
+
+
+def create_ema_image(tname):
+
+ df = get_ema_data()
+ df = df[-50:] # show last 50 data points only 
+
+ ema25 = df['Close'].ewm(span=25.0, adjust=False).mean() 
+ mav25 = df['Close'].rolling(window=25).mean()
+
+ ap = [
+ mpf.make_addplot(df, panel=1, type='ohlc', color='c',
+ ylabel='mpf mav', mav=25, secondary_y=False),
+ mpf.make_addplot(ema25, panel=2, type='line', width=2, color='c',
+ ylabel='calculated', secondary_y=False),
+ mpf.make_addplot(mav25, panel=2, type='line', width=2, color='blue',
+ ylabel='calculated', secondary_y=False)
+ ]
+
+ # plot and save in `tname` path
+ mpf.plot(df, ylabel="mpf ema", type='ohlc',
+ ema=25, addplot=ap, panel_ratios=(1, 1), savefig=tname
+ )
+
+
+def test_ema01():
+
+ fname = base+'01.png'
+ tname = os.path.join(tdir,fname)
+ rname = os.path.join(refd,fname)
+
+ create_ema_image(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_ema02():
+ fname = base+'02.png'
+ tname = os.path.join(tdir,fname)
+ rname = os.path.join(refd,fname)
+
+ df = get_ema_data()
+ df = df[-125:-35]
+
+ mpf.plot(df, type='candle', ema=(5,15,25), mav=(5,15,25), 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_ema03():
+ fname = base+'03.png'
+ tname = os.path.join(tdir,fname)
+ rname = os.path.join(refd,fname)
+
+ df = get_ema_data()
+ df = df[-125:-35]
+
+ mac = ['red','orange','yellow','green','blue','purple']
+
+ mpf.plot(df, type='candle', ema=(5,10,15,25), mav=(5,15,25),
+ mavcolors=mac, 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
+