from __future__ import absolute_import from plotly import exceptions from plotly.graph_objs import graph_objs from plotly.figure_factory import utils # Default colours for finance charts _DEFAULT_INCREASING_COLOR = "#3D9970" # http://clrs.cc _DEFAULT_DECREASING_COLOR = "#FF4136" def validate_ohlc(open, high, low, close, direction, **kwargs): """ ohlc and candlestick specific validations Specifically, this checks that the high value is the greatest value and the low value is the lowest value in each unit. See FigureFactory.create_ohlc() or FigureFactory.create_candlestick() for params :raises: (PlotlyError) If the high value is not the greatest value in each unit. :raises: (PlotlyError) If the low value is not the lowest value in each unit. :raises: (PlotlyError) If direction is not 'increasing' or 'decreasing' """ for lst in [open, low, close]: for index in range(len(high)): if high[index] < lst[index]: raise exceptions.PlotlyError( "Oops! Looks like some of " "your high values are less " "the corresponding open, " "low, or close values. " "Double check that your data " "is entered in O-H-L-C order" ) for lst in [open, high, close]: for index in range(len(low)): if low[index] > lst[index]: raise exceptions.PlotlyError( "Oops! Looks like some of " "your low values are greater " "than the corresponding high" ", open, or close values. " "Double check that your data " "is entered in O-H-L-C order" ) direction_opts = ("increasing", "decreasing", "both") if direction not in direction_opts: raise exceptions.PlotlyError( "direction must be defined as " "'increasing', 'decreasing', or " "'both'" ) def make_increasing_ohlc(open, high, low, close, dates, **kwargs): """ Makes increasing ohlc sticks _make_increasing_ohlc() and _make_decreasing_ohlc separate the increasing trace from the decreasing trace so kwargs (such as color) can be passed separately to increasing or decreasing traces when direction is set to 'increasing' or 'decreasing' in FigureFactory.create_candlestick() :param (list) open: opening values :param (list) high: high values :param (list) low: low values :param (list) close: closing values :param (list) dates: list of datetime objects. Default: None :param kwargs: kwargs to be passed to increasing trace via plotly.graph_objs.Scatter. :rtype (trace) ohlc_incr_data: Scatter trace of all increasing ohlc sticks. """ (flat_increase_x, flat_increase_y, text_increase) = _OHLC( open, high, low, close, dates ).get_increase() if "name" in kwargs: showlegend = True else: kwargs.setdefault("name", "Increasing") showlegend = False kwargs.setdefault("line", dict(color=_DEFAULT_INCREASING_COLOR, width=1)) kwargs.setdefault("text", text_increase) ohlc_incr = dict( type="scatter", x=flat_increase_x, y=flat_increase_y, mode="lines", showlegend=showlegend, **kwargs ) return ohlc_incr def make_decreasing_ohlc(open, high, low, close, dates, **kwargs): """ Makes decreasing ohlc sticks :param (list) open: opening values :param (list) high: high values :param (list) low: low values :param (list) close: closing values :param (list) dates: list of datetime objects. Default: None :param kwargs: kwargs to be passed to increasing trace via plotly.graph_objs.Scatter. :rtype (trace) ohlc_decr_data: Scatter trace of all decreasing ohlc sticks. """ (flat_decrease_x, flat_decrease_y, text_decrease) = _OHLC( open, high, low, close, dates ).get_decrease() kwargs.setdefault("line", dict(color=_DEFAULT_DECREASING_COLOR, width=1)) kwargs.setdefault("text", text_decrease) kwargs.setdefault("showlegend", False) kwargs.setdefault("name", "Decreasing") ohlc_decr = dict( type="scatter", x=flat_decrease_x, y=flat_decrease_y, mode="lines", **kwargs ) return ohlc_decr def create_ohlc(open, high, low, close, dates=None, direction="both", **kwargs): """ **deprecated**, use instead the plotly.graph_objects trace :class:`plotly.graph_objects.Ohlc` :param (list) open: opening values :param (list) high: high values :param (list) low: low values :param (list) close: closing :param (list) dates: list of datetime objects. Default: None :param (string) direction: direction can be 'increasing', 'decreasing', or 'both'. When the direction is 'increasing', the returned figure consists of all units where the close value is greater than the corresponding open value, and when the direction is 'decreasing', the returned figure consists of all units where the close value is less than or equal to the corresponding open value. When the direction is 'both', both increasing and decreasing units are returned. Default: 'both' :param kwargs: kwargs passed through plotly.graph_objs.Scatter. These kwargs describe other attributes about the ohlc Scatter trace such as the color or the legend name. For more information on valid kwargs call help(plotly.graph_objs.Scatter) :rtype (dict): returns a representation of an ohlc chart figure. Example 1: Simple OHLC chart from a Pandas DataFrame >>> from plotly.figure_factory import create_ohlc >>> from datetime import datetime >>> import pandas as pd >>> df = pd.read_csv('https://raw.githubusercontent.com/plotly/datasets/master/finance-charts-apple.csv') >>> fig = create_ohlc(df['AAPL.Open'], df['AAPL.High'], df['AAPL.Low'], df['AAPL.Close'], dates=df.index) >>> fig.show() """ if dates is not None: utils.validate_equal_length(open, high, low, close, dates) else: utils.validate_equal_length(open, high, low, close) validate_ohlc(open, high, low, close, direction, **kwargs) if direction == "increasing": ohlc_incr = make_increasing_ohlc(open, high, low, close, dates, **kwargs) data = [ohlc_incr] elif direction == "decreasing": ohlc_decr = make_decreasing_ohlc(open, high, low, close, dates, **kwargs) data = [ohlc_decr] else: ohlc_incr = make_increasing_ohlc(open, high, low, close, dates, **kwargs) ohlc_decr = make_decreasing_ohlc(open, high, low, close, dates, **kwargs) data = [ohlc_incr, ohlc_decr] layout = graph_objs.Layout(xaxis=dict(zeroline=False), hovermode="closest") return graph_objs.Figure(data=data, layout=layout) class _OHLC(object): """ Refer to FigureFactory.create_ohlc_increase() for docstring. """ def __init__(self, open, high, low, close, dates, **kwargs): self.open = open self.high = high self.low = low self.close = close self.empty = [None] * len(open) self.dates = dates self.all_x = [] self.all_y = [] self.increase_x = [] self.increase_y = [] self.decrease_x = [] self.decrease_y = [] self.get_all_xy() self.separate_increase_decrease() def get_all_xy(self): """ Zip data to create OHLC shape OHLC shape: low to high vertical bar with horizontal branches for open and close values. If dates were added, the smallest date difference is calculated and multiplied by .2 to get the length of the open and close branches. If no date data was provided, the x-axis is a list of integers and the length of the open and close branches is .2. """ self.all_y = list( zip( self.open, self.open, self.high, self.low, self.close, self.close, self.empty, ) ) if self.dates is not None: date_dif = [] for i in range(len(self.dates) - 1): date_dif.append(self.dates[i + 1] - self.dates[i]) date_dif_min = (min(date_dif)) / 5 self.all_x = [ [x - date_dif_min, x, x, x, x, x + date_dif_min, None] for x in self.dates ] else: self.all_x = [ [x - 0.2, x, x, x, x, x + 0.2, None] for x in range(len(self.open)) ] def separate_increase_decrease(self): """ Separate data into two groups: increase and decrease (1) Increase, where close > open and (2) Decrease, where close <= open """ for index in range(len(self.open)): if self.close[index] is None: pass elif self.close[index] > self.open[index]: self.increase_x.append(self.all_x[index]) self.increase_y.append(self.all_y[index]) else: self.decrease_x.append(self.all_x[index]) self.decrease_y.append(self.all_y[index]) def get_increase(self): """ Flatten increase data and get increase text :rtype (list, list, list): flat_increase_x: x-values for the increasing trace, flat_increase_y: y=values for the increasing trace and text_increase: hovertext for the increasing trace """ flat_increase_x = utils.flatten(self.increase_x) flat_increase_y = utils.flatten(self.increase_y) text_increase = ("Open", "Open", "High", "Low", "Close", "Close", "") * ( len(self.increase_x) ) return flat_increase_x, flat_increase_y, text_increase def get_decrease(self): """ Flatten decrease data and get decrease text :rtype (list, list, list): flat_decrease_x: x-values for the decreasing trace, flat_decrease_y: y=values for the decreasing trace and text_decrease: hovertext for the decreasing trace """ flat_decrease_x = utils.flatten(self.decrease_x) flat_decrease_y = utils.flatten(self.decrease_y) text_decrease = ("Open", "Open", "High", "Low", "Close", "Close", "") * ( len(self.decrease_x) ) return flat_decrease_x, flat_decrease_y, text_decrease