Merge pull request #529 from DanielGoldfarb/fill_between

fill_between support for addplot, and for list of fill_between.

Author: DanielGoldfarb

README.md

@@ -23,6 +23,7 @@ pip install --upgrade mplfinance
     - **[Customizing the Appearance of Plots](https://github.com/matplotlib/mplfinance/blob/master/markdown/customization_and_styles.md)** 
     - **[Adding Your Own Technical Studies to Plots](https://github.com/matplotlib/mplfinance/blob/master/examples/addplot.ipynb)**
     - **[Subplots: Multiple Plots on a Single Figure](https://github.com/matplotlib/mplfinance/blob/master/markdown/subplots.md)**
+    - **[Fill Between: Filling Plots with Color](https://github.com/matplotlib/mplfinance/blob/master/examples/fill_between.ipynb)**
     - **[Price-Movement Plots (Renko, P&F, etc)](https://github.com/matplotlib/mplfinance/blob/master/examples/price-movement_plots.ipynb)**
     - **[Trends, Support, Resistance, and Trading Lines](https://github.com/matplotlib/mplfinance/blob/master/examples/using_lines.ipynb)**
     - **[Coloring Individual Candlesticks](https://github.com/matplotlib/mplfinance/blob/master/examples/marketcolor_overrides.ipynb)** (New: December 2021)

examples/fill_between.ipynb

@@ -0,0 +1,39 @@
+import pandas as pd
+import mplfinance as mpf
+
+import matplotlib.dates as mdates
+
+idf = pd.read_csv('data/SPY_20110701_20120630_Bollinger.csv',index_col=0,parse_dates=True)
+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
+
+fb_green = dict(y1=macd.values,y2=signal.values,where=signal<macd,color="#93c47d",alpha=0.6,interpolate=True)
+fb_red   = dict(y1=macd.values,y2=signal.values,where=signal>macd,color="#e06666",alpha=0.6,interpolate=True)
+fb_green['panel'] = 1
+fb_red['panel'] = 1
+fb       = [fb_green,fb_red]
+
+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=True),
+        mpf.make_addplot(macd,panel=1,color='fuchsia',secondary_y=False),
+        mpf.make_addplot(signal,panel=1,color='b',secondary_y=False)#,fill_between=fb),
+       ]
+
+s = mpf.make_mpf_style(base_mpf_style='classic',rc={'figure.facecolor':'lightgray'})
+
+mpf.plot(df,type='candle',addplot=apds,figscale=1.6,figratio=(6,5),title='\n\nMACD',
+         style=s,volume=True,volume_panel=2,panel_ratios=(3,4,1),fill_between=fb)#,show_nontrading=True)
+

examples/macd.py

@@ -3,6 +3,7 @@
 import numpy    as np
 import datetime
 from   mplfinance._helpers import _list_of_dict, _mpf_is_color_like
+from   mplfinance._helpers import _num_or_seq_of_num
 import matplotlib as mpl
 import warnings
 
@@ -430,3 +431,15 @@ def _check_for_external_axes(config):
 
     external_axes_mode = True if isinstance(config['ax'],mpl.axes.Axes) else False
     return external_axes_mode
+
+def _valid_fb_dict(value):
+    return (isinstance(value,dict) and
+            'y1' in value and
+            _num_or_seq_of_num(value['y1']))
+
+def _fill_between_validator(value):
+    if _num_or_seq_of_num(value): return True
+    if _valid_fb_dict(value): return True
+    if _list_of_dict(value):
+        return all([_valid_fb_dict(v) for v in value])
+    return False

examples/plot_customizations.ipynb

@@ -71,9 +71,9 @@ def _list_of_dict(x):
     return isinstance(x,list) and all([isinstance(item,dict) for item in x])
 
 def _num_or_seq_of_num(value):
-    return ( isinstance(value,(int,float))  or
+    return ( isinstance(value,(int,float,np.integer,np.floating))  or
              (isinstance(value,(list,tuple,np.ndarray)) and
-              all([isinstance(v,(int,float)) for v in value]))
+             all([isinstance(v,(int,float,np.integer,np.floating)) for v in value]))
            )
 
 def roundTime(dt=None, roundTo=60):

src/mplfinance/_arg_validators.py

@@ -1,4 +1,4 @@
-version_info = (0, 12, 8, 'beta', 11)
+version_info = (0, 12, 9, 'beta', 0)
 
 _specifier_ = {'alpha': 'a','beta': 'b','candidate': 'rc','final': ''}
 

src/mplfinance/_helpers.py

@@ -32,7 +32,7 @@
 from mplfinance import _styles
 
 from mplfinance._arg_validators import _check_and_prepare_data, _mav_validator
-from mplfinance._arg_validators import _get_valid_plot_types
+from mplfinance._arg_validators import _get_valid_plot_types, _fill_between_validator
 from mplfinance._arg_validators import _process_kwargs, _validate_vkwargs_dict
 from mplfinance._arg_validators import _kwarg_not_implemented, _bypass_kwarg_validation
 from mplfinance._arg_validators import _hlines_validator, _vlines_validator
@@ -304,9 +304,7 @@ def _valid_plot_kwargs():
                                         'Description' : 'fill between specification as y-value, or sequence of'+
                                                         ' y-values, or dict containing key "y1" plus any additional'+
                                                         ' kwargs for `fill_between()`',
-                                        'Validator'   : lambda value: _num_or_seq_of_num(value) or 
-                                                                     (isinstance(value,dict) and 'y1' in value and
-                                                                       _num_or_seq_of_num(value['y1'])) },
+                                        'Validator'   : _fill_between_validator },
 
         'tight_layout'              : { 'Default'     : False,
                                         'Description' : 'True|False implement tight layout (minimal padding around Figure)'+
@@ -687,7 +685,7 @@ def plot( data, **kwargs ):
             aptype = apdict['type']
             if aptype == 'ohlc' or aptype == 'candle':
                 ax = _addplot_collections(panid,panels,apdict,xdates,config)
-                _addplot_apply_supplements(ax,apdict)
+                _addplot_apply_supplements(ax,apdict,xdates)
             else:         
                 apdata = apdict['data']
                 if isinstance(apdata,list) and not isinstance(apdata[0],(float,int)):
@@ -700,24 +698,28 @@ def plot( data, **kwargs ):
                 for column in apdata:
                     ydata = apdata.loc[:,column] if havedf else column
                     ax = _addplot_columns(panid,panels,ydata,apdict,xdates,config)
-                    _addplot_apply_supplements(ax,apdict)
+                    _addplot_apply_supplements(ax,apdict,xdates)
 
     # 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']
-        if isinstance(fb,dict):
+        fblist = copy.deepcopy(config['fill_between'])
+        if _num_or_seq_of_num(fblist):
+            fblist = [dict(y1=fblist),]
+        elif isinstance(fblist,dict):
+            fblist = [fblist,]
+        if not _list_of_dict(fblist):
+            raise TypeError('Bad type for `fill_between` specifier.')
+        for fb in fblist:
             if 'x' in fb:
                 raise ValueError('fill_between dict may not contain `x`')
+            panid = config['main_panel']
             if 'panel' in fb:
                 panid = fb['panel']
                 del fb['panel']
-        else:
-            fb = dict(y1=fb)
-        fb['x'] = xdates
-        ax = panels.at[panid,'axes'][0]
-        ax.fill_between(**fb)
+            fb['x'] = xdates # add 'x' to caller's fb dict
+            ax = panels.at[panid,'axes'][0]
+            ax.fill_between(**fb)
 
     # put the primary axis on one side,
     # and the twinx() on the "other" side:
@@ -1045,7 +1047,7 @@ def _addplot_columns(panid,panels,ydata,apdict,xdates,config):
 
     return ax
 
-def _addplot_apply_supplements(ax,apdict):
+def _addplot_apply_supplements(ax,apdict,xdates):
     if (apdict['ylabel'] is not None):
         ax.set_ylabel(apdict['ylabel'])
     if apdict['ylim'] is not None:
@@ -1059,6 +1061,20 @@ def _addplot_apply_supplements(ax,apdict):
         ax.set_yscale(yscale,**ysd)
     elif isinstance(ysd,str):
         ax.set_yscale(ysd)
+    # added by Wen
+    if "fill_between" in apdict and apdict['fill_between'] is not None:
+        # deep copy because mplfinance code sometimes modifies the fill_between dict
+        fblist = copy.deepcopy(apdict['fill_between'])
+        if isinstance(fblist,dict):
+            fblist = [fblist,]
+        if _list_of_dict(fblist):
+            for fb in fblist:
+                if 'x' in fb:
+                    raise ValueError('fill_between dict may not contain `x`')
+                fb['x'] = xdates # add 'x' to caller's fb dict
+                ax.fill_between(**fb)
+        else:
+            raise ValueError('Invalid addplot fill_between: must be `dict` or `list of dict`')
 
 def _set_ylabels_side(ax_pri,ax_sec,primary_on_right):
     # put the primary axis on one side,
@@ -1234,6 +1250,10 @@ def _valid_addplot_kwargs():
                                           " style\'s marketcolors).  For addplot `type='ohlc'`"+
                                           " and type='candle'",
                           'Validator'   : lambda value: _is_marketcolor_object(value) },
+        'fill_between': { 'Default'     : None,    # added by Wen
+                          'Description' : " fill region",
+                          'Validator'   : _fill_between_validator },
+
     }
 
     _validate_vkwargs_dict(vkwargs)