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handle OHLC and Volume on same panel #530

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merged 2 commits into from
May 25, 2022
Merged

handle OHLC and Volume on same panel #530

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70393ac
handle OHLC and Volume on same panel
DanielGoldfarb May 25, 2022
5f6f12c
bump version
DanielGoldfarb May 25, 2022
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547 changes: 547 additions & 0 deletions examples/scratch_pad/volume_and_ohlc_same_panel.ipynb
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2 changes: 1 addition & 1 deletion src/mplfinance/_version.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
version_info = (0, 12, 9, 'beta', 0)
version_info = (0, 12, 9, 'beta', 1)

_specifier_ = {'alpha': 'a','beta': 'b','candidate': 'rc','final': ''}

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48 changes: 34 additions & 14 deletions src/mplfinance/plotting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -363,6 +363,16 @@ def _valid_plot_kwargs():
'Description' : 'Volume y-axis scale: "linear", "log", "symlog", or "logit"',
'Validator' : lambda value: _yscale_validator(value) },

'volume_ylim' : { 'Default' : None,
'Description' : 'Volume y-axis limits as tuple (min,max), i.e. (bottom,top)',
'Validator' : lambda value: isinstance(value, (list,tuple)) and len(value) == 2
and all([isinstance(v,(int,float)) for v in value])},

'volume_alpha' : { 'Default' : 1, # alpha of Volume bars
'Description' : 'opacity for Volume bar: 0.0 (transparent) to 1.0 (opaque)',
'Validator' : lambda value: isinstance(value,(int,float)) or
all([isinstance(v,(int,float)) for v in value]) },

'warn_too_much_data' : { 'Default' : 599,
'Description' : 'Tolerance for data amount in plot. Default=599 rows.'+
' Values greater than \'warn_too_much_data\' will trigger a warning.',
Expand Down Expand Up @@ -452,13 +462,26 @@ def plot( data, **kwargs ):
raise ValueError('Request for volume, but NO volume data.')

if external_axes_mode:
panels = None
panels = None
axA1 = config['ax']
axA1.set_axisbelow(config['saxbelow'])
if config['volume']:
volumeAxes = config['volume']
volumeAxes.set_axisbelow(config['saxbelow'])
else:
panels = _build_panels(fig, config)
volumeAxes = panels.at[config['volume_panel'],'axes'][0] if config['volume'] is True else None
axA1 = panels.at[config['main_panel'],'axes'][0]
if config['volume']:
if config['volume_panel'] == config['main_panel']:
# ohlc and volume on same panel: move volume to secondary axes:
volumeAxes = panels.at[config['volume_panel'],'axes'][1]
volumeAxes.set_zorder(axA1.get_zorder()-0.1) # Make sure ohlc is above volume
axA1.patch.set_visible(False) # Let volume show through
panels.at[config['main_panel'],'used2nd'] = True
else:
volumeAxes = panels.at[config['volume_panel'],'axes'][0]
else:
volumeAxes = None

fmtstring = _determine_format_string(dates, config['datetime_format'])

Expand All @@ -471,20 +494,12 @@ def plot( data, **kwargs ):
formatter = IntegerIndexDateTimeFormatter(dates, fmtstring)
xdates = np.arange(len(dates))

if external_axes_mode:
axA1 = config['ax']
axA1.set_axisbelow(config['saxbelow'])
else:
axA1 = panels.at[config['main_panel'],'axes'][0]

# Will have to handle widths config separately for PMOVE types ??
config['_width_config'] = _determine_width_config(xdates, config)


rwc = config['return_width_config']
if isinstance(rwc,dict) and len(rwc)==0:
config['return_width_config'].update(config['_width_config'])


collections = None
if ptype == 'line':
Expand Down Expand Up @@ -621,10 +636,15 @@ def plot( data, **kwargs ):
w = config['_width_config']['volume_width']
lw = config['_width_config']['volume_linewidth']

adjc = _adjust_color_brightness(vcolors,0.90)
volumeAxes.bar(xdates,volumes,width=w,linewidth=lw,color=vcolors,ec=adjc)
vymin = 0.3 * np.nanmin(volumes)
vymax = 1.1 * np.nanmax(volumes)
adjc = _adjust_color_brightness(vcolors,0.90)
valp = config['volume_alpha']
volumeAxes.bar(xdates,volumes,width=w,linewidth=lw,color=vcolors,ec=adjc,alpha=valp)
if config['volume_ylim'] is not None:
vymin = config['volume_ylim'][0]
vymax = config['volume_ylim'][1]
else:
vymin = 0.3 * np.nanmin(volumes)
vymax = 1.1 * np.nanmax(volumes)
volumeAxes.set_ylim(vymin,vymax)

xrotation = config['xrotation']
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