addplot external axes

examples/mpf_animation_demo1.py

@@ -0,0 +1,29 @@
+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.py → examples/mpf_animation_demo2.py

@@ -1,19 +1,10 @@
 import pandas as pd
 import mplfinance as mpf
-import matplotlib.pyplot as plt
 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',:]
-
-print('len(df)=',len(df))
 
-# fig = mpf.figure(style='default',figsize=(7,8))
-# ax1 = fig.add_subplot(2,1,1)
-# ax2 = fig.add_subplot(3,1,3)
+df = idf.loc['2011-07-01':'2011-12-30',:]
 
 pkwargs=dict(type='candle',mav=(10,20))
 
@@ -24,9 +15,6 @@
 def animate(ival):
  if (20+ival) > len(df):
  print('no more data to plot')
- #answer = input('Exit (y/n)?')
- #if answer.lower()[0:1] == 'y':
- # exit()
  ani.event_source.interval *= 3
  if ani.event_source.interval > 12000:
  exit()
@@ -36,6 +24,6 @@ def animate(ival):
  ax2.clear()
  mpf.plot(data,ax=ax1,volume=ax2,**pkwargs)
 
-ani = animation.FuncAnimation(fig, animate, interval=250)
+ani = animation.FuncAnimation(fig, animate, interval=200)
 
-plt.show()
+mpf.show()

examples/mpf_animation_macd.py

@@ -0,0 +1,74 @@
+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()

src/mplfinance/__init__.py

@@ -2,4 +2,4 @@
 from mplfinance.plotting import plot, make_addplot
 from mplfinance._styles import make_mpf_style, make_marketcolors, available_styles
 from mplfinance._version import __version__
-from mplfinance._mplwraps import figure
+from mplfinance._mplwraps import figure, show

src/mplfinance/_mplwraps.py

@@ -22,8 +22,12 @@
  - Figure.add_axes() 
  - Figure.subplot() (this is analogous to pyplot.subplot() which calls Figure.add_subplot())
  - Figure.subplots() 
+
+ (3) A wrapper to matplot.pyplot.show(), because it happens often enough, when using mplfinance,
+ that sometimes one has to import matplotlib.pyplot *ONLY* for the purpose of calling .show()
 """
 
+show = plt.show # Not a true wrapper, rather an assignment.
 
 def _check_for_and_apply_style(kwargs):
 

src/mplfinance/plotting.py

@@ -497,21 +497,27 @@ def plot( data, **kwargs ):
 
  addplot = config['addplot']
  if addplot is not None and ptype not in VALID_PMOVE_TYPES:
- # Calculate the Order of Magnitude Range ('mag')
- # If addplot['secondary_y'] == 'auto', then: If the addplot['data']
- # is out of the Order of Magnitude Range, then use secondary_y.
- # Calculate omrange for Main panel, and for Lower (volume) panel:
- lo = math.log(max(math.fabs(np.nanmin(lows)),1e-7),10) - 0.5
- hi = math.log(max(math.fabs(np.nanmax(highs)),1e-7),10) + 0.5
+ # NOTE: If in external_axes_mode, then all code relating
+ # to panels and secondary_y becomes irrrelevant.
+ # If the user wants something on a secondary_y then user should
+ # determine that externally, and pass in the appropriate axes.
 
- panels['mag'] = [None]*len(panels) # create 'mag'nitude column
+ if not external_axes_mode:
+ # Calculate the Order of Magnitude Range ('mag')
+ # If addplot['secondary_y'] == 'auto', then: If the addplot['data']
+ # is out of the Order of Magnitude Range, then use secondary_y.
 
- panels.at[config['main_panel'],'mag'] = {'lo':lo,'hi':hi} # update main panel magnitude range
+ lo = math.log(max(math.fabs(np.nanmin(lows)),1e-7),10) - 0.5
+ hi = math.log(max(math.fabs(np.nanmax(highs)),1e-7),10) + 0.5
 
- if config['volume']:
- lo = math.log(max(math.fabs(np.nanmin(volumes)),1e-7),10) - 0.5
- hi = math.log(max(math.fabs(np.nanmax(volumes)),1e-7),10) + 0.5
- panels.at[config['volume_panel'],'mag'] = {'lo':lo,'hi':hi}
+ panels['mag'] = [None]*len(panels) # create 'mag'nitude column
+
+ panels.at[config['main_panel'],'mag'] = {'lo':lo,'hi':hi} # update main panel magnitude range
+
+ if config['volume']:
+ lo = math.log(max(math.fabs(np.nanmin(volumes)),1e-7),10) - 0.5
+ hi = math.log(max(math.fabs(np.nanmax(volumes)),1e-7),10) + 0.5
+ panels.at[config['volume_panel'],'mag'] = {'lo':lo,'hi':hi}
 
  if isinstance(addplot,dict):
  addplot = [addplot,] # make list of dict to be consistent
@@ -521,11 +527,12 @@ def plot( data, **kwargs ):
 
  for apdict in addplot:
 
- panid = apdict['panel']
- if panid == 'main' : panid = 0 # for backwards compatibility
- elif panid == 'lower': panid = 1 # for backwards compatibility
- if apdict['y_on_right'] is not None:
- panels.at[panid,'y_on_right'] = apdict['y_on_right']
+ panid = apdict['panel'] 
+ if not external_axes_mode:
+ if panid == 'main' : panid = 0 # for backwards compatibility
+ elif panid == 'lower': panid = 1 # for backwards compatibility
+ if apdict['y_on_right'] is not None:
+ panels.at[panid,'y_on_right'] = apdict['y_on_right']
 
  aptype = apdict['type']
  if aptype == 'ohlc' or aptype == 'candle':
@@ -545,6 +552,8 @@ def plot( data, **kwargs ):
  ax = _addplot_columns(panid,panels,ydata,apdict,xdates,config)
  _addplot_apply_supplements(ax,apdict)
 
+ # fill_between is NOT supported for external_axes_mode
+ # (caller can easily call ax.fill_between() themselves).
  if config['fill_between'] is not None and not external_axes_mode:
  fb = config['fill_between']
  panid = config['main_panel']
@@ -696,6 +705,7 @@ def _addplot_collections(panid,panels,apdict,xdates,config):
 
  apdata = apdict['data']
  aptype = apdict['type']
+ external_axes_mode = apdict['ax'] is not None
 
  #--------------------------------------------------------------#
  # Note: _auto_secondary_y() sets the 'magnitude' column in the
@@ -716,16 +726,21 @@ def _addplot_collections(panid,panels,apdict,xdates,config):
  raise TypeError('addplot type "'+aptype+'" MUST be accompanied by addplot data of type `pd.DataFrame`')
  d,o,h,l,c,v = _check_and_prepare_data(apdata,config)
  collections = _construct_mpf_collections(aptype,d,xdates,o,h,l,c,v,config,config['style'])
- lo = math.log(max(math.fabs(np.nanmin(l)),1e-7),10) - 0.5
- hi = math.log(max(math.fabs(np.nanmax(h)),1e-7),10) + 0.5
- secondary_y = _auto_secondary_y( panels, panid, lo, hi )
- if 'auto' != apdict['secondary_y']:
- secondary_y = apdict['secondary_y'] 
- if secondary_y:
- ax = panels.at[panid,'axes'][1] 
- panels.at[panid,'used2nd'] = True
- else: 
- ax = panels.at[panid,'axes'][0]
+
+ if not external_axes_mode:
+ lo = math.log(max(math.fabs(np.nanmin(l)),1e-7),10) - 0.5
+ hi = math.log(max(math.fabs(np.nanmax(h)),1e-7),10) + 0.5
+ secondary_y = _auto_secondary_y( panels, panid, lo, hi )
+ if 'auto' != apdict['secondary_y']:
+ secondary_y = apdict['secondary_y'] 
+ if secondary_y:
+ ax = panels.at[panid,'axes'][1] 
+ panels.at[panid,'used2nd'] = True
+ else: 
+ ax = panels.at[panid,'axes'][0]
+ else:
+ ax = apdict['ax']
+
  for coll in collections:
  ax.add_collection(coll)
  if apdict['mav'] is not None:
@@ -734,21 +749,25 @@ def _addplot_collections(panid,panels,apdict,xdates,config):
  return ax
 
 def _addplot_columns(panid,panels,ydata,apdict,xdates,config):
- secondary_y = False
- if apdict['secondary_y'] == 'auto':
- yd = [y for y in ydata if not math.isnan(y)]
- ymhi = math.log(max(math.fabs(np.nanmax(yd)),1e-7),10)
- ymlo = math.log(max(math.fabs(np.nanmin(yd)),1e-7),10)
- secondary_y = _auto_secondary_y( panels, panid, ymlo, ymhi )
+ external_axes_mode = apdict['ax'] is not None
+ if not external_axes_mode:
+ secondary_y = False
+ if apdict['secondary_y'] == 'auto':
+ yd = [y for y in ydata if not math.isnan(y)]
+ ymhi = math.log(max(math.fabs(np.nanmax(yd)),1e-7),10)
+ ymlo = math.log(max(math.fabs(np.nanmin(yd)),1e-7),10)
+ secondary_y = _auto_secondary_y( panels, panid, ymlo, ymhi )
+ else:
+ secondary_y = apdict['secondary_y']
+ #print("apdict['secondary_y'] says secondary_y is",secondary_y)
+
+ if secondary_y:
+ ax = panels.at[panid,'axes'][1] 
+ panels.at[panid,'used2nd'] = True
+ else: 
+ ax = panels.at[panid,'axes'][0]
  else:
- secondary_y = apdict['secondary_y']
- #print("apdict['secondary_y'] says secondary_y is",secondary_y)
-
- if secondary_y:
- ax = panels.at[panid,'axes'][1] 
- panels.at[panid,'used2nd'] = True
- else: 
- ax = panels.at[panid,'axes'][0]
+ ax = apdict['ax']
 
  aptype = apdict['type']
  if aptype == 'scatter':