Inbuilt Bollinger Bands Indicator With Custom Color, Period, and Lege…

src/mplfinance/_indicators.py

@@ -0,0 +1,246 @@
+from mplfinance._arg_validators import _process_kwargs, _validate_vkwargs_dict
+from mplfinance._arg_validators import _mav_validator
+import numpy  as np
+import pandas as pd
+import matplotlib.colors as mcolors
+from mplfinance._helpers import _list_of_dict
+
+def _valid_indicator_kwargs():
+    valid_indicators = ('sma','ema','ichimoku','bband')
+
+    vikwargs = {
+        'kind'        : { 'Default'     : 'sma',
+                          'Description' : 'Name of Studies: "sma","ema","ichimoku","bband"',
+                          'Validator'   : lambda value: value in valid_indicators },
+
+        'period'      : { 'Default'     : None,
+                          'Description' : 'Indicator window size(s); (int or tuple of ints)',
+                          'Validator'   : _mav_validator },
+
+        'color'       : { 'Default'     : None,
+                          'Description' : 'color (or sequence of colors) of line(s), scatter marker(s), or bar(s).',
+                          'Validator'   : lambda value: mcolors.is_color_like(value) or
+                                         (isinstance(value,(list,tuple,np.ndarray)) and all([mcolors.is_color_like(v) for v in value])) },
+
+        'legend_label' : { 'Default'     : None,
+                          'Description' : 'Figure Title (see also `axtitle`)',
+                          'Validator'   : lambda value: isinstance(value,(str,list)) },
+    }
+
+    _validate_vkwargs_dict(vikwargs)
+
+    return vikwargs
+
+
+def _validate_indicator_para(inlist):
+    valid_study = _process_kwargs(inlist, _valid_indicator_kwargs())
+
+    return valid_study
+
+def _make_indicator_plot(astudy,colss,axA1,closes,highs,lows,xdates,script_title):
+    if astudy.get("kind") == "ema":
+        if astudy.get("period") is not None:
+            ema_period = astudy['period']
+        else:
+            ema_period = 7
+
+        if astudy.get("color") is not None:
+            colss = astudy['color']
+
+        else:
+            colss = colss
+
+        yticks = [*axA1.get_yticks(),]
+        yticklabels = [*axA1.get_yticklabels(),]
+        colors = {}
+
+        if isinstance(ema_period,tuple):
+            for i_id,ilength in enumerate(ema_period):
+                iema = pd.Series(closes).ewm(span=ilength,adjust=False).mean()
+                iema_values = iema.values
+                yticks.append(iema_values[-1].round(2))
+                yticklabels.append(float(iema_values[-1].round(2)))
+                colors.update({str(iema_values[-1].round(2)):colss[i_id]})
+                if 'legend_label' in astudy:
+                    label = astudy['legend_label']
+                    axA1.plot(xdates,iema_values,color=colss[i_id],label=label[0])
+                    axA1.legend(title=script_title, title_fontsize='large',loc='upper left')
+                else:
+                    axA1.plot(xdates,iema_values,color=colss[i_id])
+        else:
+            iema = pd.Series(closes).ewm(span=ema_period,adjust=False).mean()
+            iema_values = iema.values
+            yticks.append(iema_values[-1].round(2))
+            yticklabels.append(iema_values[-1].round(2))
+            colors.update({str(iema_values[-1].round(2)):colss[0]})
+            if 'legend_label' in astudy:
+                label = astudy['legend_label']
+                axA1.plot(xdates,iema_values,color=colss[0],label=label[0])
+                axA1.legend(title=script_title, title_fontsize='large',loc='upper left')
+            else:
+                axA1.plot(xdates,iema_values,color=colss[0])
+        axA1.set_yticks(yticks, labels=yticklabels)
+        for xtic in axA1.get_yticklabels():
+            if xtic.get_text() in colors.keys():
+                xtic.set_color(colors[xtic.get_text()])
+
+    if astudy.get("kind") == "sma":  
+        if astudy.get("period") is not None:
+            sma_period = astudy['period']
+        else:
+            sma_period = 7
+
+        if astudy.get("color") is not None:
+            colss = astudy['color']
+
+        else:
+            colss == colss
+
+        yticks = [*axA1.get_yticks(),]
+        yticklabels = [*axA1.get_yticklabels(),]
+        colors = {}
+
+        if isinstance(sma_period,tuple):
+            for i_id,ilength in enumerate(sma_period):
+                isma = pd.Series(closes).rolling(ilength).mean()
+                isma_values = isma.values
+                yticks.append(isma_values[-1].round(2))
+                yticklabels.append(float(isma_values[-1].round(2)))
+                colors.update({str(isma_values[-1].round(2)):colss[i_id]})
+                if 'legend_label' in astudy:
+                    label = astudy['legend_label']
+                    axA1.plot(xdates,isma_values,color=colss[i_id],label=label[0])
+                    axA1.legend(title=script_title, title_fontsize='large',loc='upper left')
+                else:
+                    axA1.plot(xdates,isma_values,color=colss[i_id])
+        else:
+            isma = pd.Series(closes).rolling(sma_period).mean()
+            isma_values = isma.values
+            yticks.append(isma_values[-1].round(2))
+            yticklabels.append(isma_values[-1].round(2))
+            colors.update({str(isma_values[-1].round(2)):colss[0]})
+            if 'legend_label' in astudy:
+                label = astudy['legend_label']
+                axA1.plot(xdates,isma_values,color=colss[0],label=label[0])
+                axA1.legend(title=script_title, title_fontsize='large',loc='upper left')
+            else:
+                axA1.plot(xdates,isma_values,color=colss[0])
+        axA1.set_yticks(yticks, labels=yticklabels)
+        for xtic in axA1.get_yticklabels():
+            if xtic.get_text() in colors.keys():
+                xtic.set_color(colors[xtic.get_text()])   
+
+    if astudy.get("kind") == "BBand":
+        if astudy.get("period") is not None:
+            BBand_period = astudy['period']
+        else:
+            BBand_period = 21
+
+        if astudy.get("color") is not None:
+            colss = astudy['color']
+        else:
+            colss = colss
+        rolling_mean = pd.Series(closes).rolling(window=BBand_period).mean()
+        rolling_std =  pd.Series(closes).rolling(window=BBand_period).std()
+        middle_band = pd.Series(closes).rolling(window=BBand_period).mean()
+        upper_band = rolling_mean + (rolling_std * 3)
+        lower_band = rolling_mean - (rolling_std * 3)
+
+
+        if 'legend_label' in astudy:
+            label = astudy['legend_label']
+            axA1.plot(xdates,upper_band.values,color=colss[0],label=label[0])
+            axA1.plot(xdates,middle_band.values,color=colss[1],label=label[1])
+            axA1.plot(xdates,lower_band.values,color=colss[2],label=label[2])
+            axA1.legend(title=script_title, title_fontsize='large',loc='upper left')
+        else:
+            axA1.plot(xdates,upper_band.values,color=colss[0])
+            axA1.plot(xdates,middle_band.values,color=colss[1])
+            axA1.plot(xdates,lower_band.values,color=colss[2])
+
+
+        upper = upper_band.values[-1].round(2)
+        middle = middle_band.values[-1].round(2)
+        lower = lower_band.values[-1].round(2)
+
+        yticks = [*axA1.get_yticks(), upper,middle,lower]
+        yticklabels = [*axA1.get_yticklabels(), float(upper),float(middle),float(lower)]
+        colors = {str(upper):colss[0],str(middle):colss[1],str(lower):colss[2]}
+
+        axA1.set_yticks(yticks, labels=yticklabels)
+        for xtic in axA1.get_yticklabels():
+            if xtic.get_text() in colors.keys():
+                xtic.set_color(colors[xtic.get_text()])
+
+    if astudy['kind'] == 'ichimoku':
+            if astudy.get("period") is not None:
+                short_period = astudy['period'][0]
+                long_period = astudy['period'][1]
+                window_period = astudy['period'][2]
+            else:
+                short_period = 9
+                long_period = 26
+                window_period = 52
+
+            if astudy.get("color") is not None:
+                colss = astudy['color']
+
+            else:
+                colss = colss
+
+            yticks = [*axA1.get_yticks(),]
+            yticklabels = [*axA1.get_yticklabels(),]
+            colors = {}
+
+
+            Tenkan_sen = (pd.Series(closes).rolling(window=short_period).max() + pd.Series(closes).rolling(window=short_period).min()) / 2
+            Kijun_sen = (pd.Series(closes).rolling(window=long_period).max() + pd.Series(closes).rolling(window=long_period).min()) / 2
+            Senkou_Span_A = (Tenkan_sen + Kijun_sen) / 2
+            Senkou_Span_B = (pd.Series(highs).rolling(window=window_period).max() + pd.Series(lows).rolling(window=window_period).min()) / 2
+            Chikou_Span  = pd.Series(closes).shift(periods=-long_period)
+            Tenkan_sen_values = Tenkan_sen.values
+            yticks.append(Tenkan_sen_values[-1].round(2))
+            yticklabels.append(float(Tenkan_sen_values[-1].round(2)))
+            colors.update({str(Tenkan_sen_values[-1].round(2)):colss[0]})
+
+            Kijun_sen_values = Kijun_sen.values
+            yticks.append(Kijun_sen_values[-1].round(2))
+            yticklabels.append(float(Kijun_sen_values[-1].round(2)))
+            colors.update({str(Kijun_sen_values[-1].round(2)):colss[1]})
+
+            Senkou_Span_A_values =  Senkou_Span_A.values
+            yticks.append(Senkou_Span_A_values[-1].round(2))
+            yticklabels.append(float(Senkou_Span_A_values[-1].round(2)))
+            colors.update({str(Senkou_Span_A_values[-1].round(2)):colss[2]})
+
+            Senkou_Span_B_values = Senkou_Span_B.values
+            yticks.append(Senkou_Span_B_values[-1].round(2))
+            yticklabels.append(float(Senkou_Span_B_values[-1].round(2)))
+            colors.update({str(Senkou_Span_B_values[-1].round(2)):colss[3]})
+
+            Chikou_Span_values = Chikou_Span.values
+            yticks.append(Chikou_Span_values[-(long_period + 1)].round(2))
+            yticklabels.append(float(Chikou_Span_values[-(long_period + 1)].round(2)))
+            colors.update({str(Chikou_Span_values[-1].round(2)):colss[4]})
+
+            if 'legend_label' in astudy:
+                label = astudy['legend_label']
+                axA1.plot(xdates,Tenkan_sen_values,color=colss[0],label=label[0])
+                axA1.plot(xdates,Kijun_sen_values,color=colss[1],label=label[1])
+                axA1.plot(xdates,Senkou_Span_A_values,color=colss[2],label=label[2])
+                axA1.plot(xdates,Senkou_Span_B_values,color=colss[3],label=label[3])
+                axA1.plot(xdates,Chikou_Span_values,color=colss[4],label=label[4])
+                axA1.legend(title=script_title, title_fontsize='large',loc='upper left')
+            else:
+                axA1.plot(xdates,Tenkan_sen_values,color=colss[0])
+                axA1.plot(xdates,Kijun_sen_values,color=colss[1])
+                axA1.plot(xdates,Senkou_Span_A_values,color=colss[2])
+                axA1.plot(xdates,Senkou_Span_B_values,color=colss[3])
+                axA1.plot(xdates,Chikou_Span_values,color=colss[4])
+
+            axA1.fill_between(xdates,Senkou_Span_A_values,Senkou_Span_B_values,where = Senkou_Span_A_values>= Senkou_Span_B_values, color='green',alpha=0.1)
+            axA1.fill_between(xdates,Senkou_Span_A_values,Senkou_Span_B_values,where = Senkou_Span_A_values<= Senkou_Span_B_values, color='red',alpha=0.1)
+            axA1.set_yticks(yticks, labels=yticklabels)
+            for xtic in axA1.get_yticklabels():
+                if xtic.get_text() in colors.keys():
+                    xtic.set_color(colors[xtic.get_text()])  

src/mplfinance/_kwarg_help.py

@@ -69,6 +69,7 @@ def kwarg_help( func_name=None, kwarg_names=None, sort=False ):
         'lines'             : mpf._utils._valid_lines_kwargs,
         'scale_width_adjustment': mpf._widths._valid_scale_width_kwargs,
         'update_width_config': mpf._widths._valid_update_width_kwargs,
+        'indicators'         : mpf._indicators._valid_indicator_kwargs,
     }
 
     func_kwarg_aliases = {

src/mplfinance/_version.py

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

src/mplfinance/plotting.py

@@ -49,6 +49,8 @@
 from mplfinance._helpers import _list_of_dict
 from mplfinance._helpers import _num_or_seq_of_num
 from mplfinance._helpers import _adjust_color_brightness
+from mplfinance._indicators import _validate_indicator_para
+from mplfinance._indicators import _make_indicator_plot
 
 VALID_PMOVE_TYPES = ['renko', 'pnf']
 
@@ -121,6 +123,10 @@ def _valid_plot_kwargs():
                                         'Description' : 'Moving Average window size(s); (int or tuple of ints)',
                                         'Validator'   : _mav_validator },
 
+        'indicators'                : { 'Default'     : None,
+                                        'Description' : 'Moving Average window size(s); (int or tuple of ints)',
+                                        'Validator'   : lambda value: isinstance(value,dict) or (isinstance(value,list) and all([isinstance(d,dict) for d in value])) },
+
         'ema'                       : { 'Default'     : None,
                                         'Description' : 'Exponential Moving Average window size(s); (int or tuple of ints)',
                                         'Validator'   : _mav_validator },
@@ -840,6 +846,30 @@ def plot( data, **kwargs ):
 
     axA1.set_ylabel(config['ylabel'])
 
+    indicator_list = config['indicators']
+
+    prop_cycle = plt.rcParams['axes.prop_cycle']
+    colss = prop_cycle.by_key()['color']
+
+    if indicator_list is not None: 
+        if isinstance(indicator_list,dict):
+            indicator_list = [indicator_list,]
+
+        elif not _list_of_dict(indicator_list):
+            raise TypeError('indicator must be `dict`, or `list of dict`, NOT '+str(type(indicator_list)))
+    else: 
+        indicator_list = []
+
+    for indict in indicator_list:
+        astudy = _validate_indicator_para(indict)
+        _make_indicator_plot(astudy,colss,axA1,closes,highs,lows,xdates,script_title)
+
+    if config['title']:
+        script_title = config['title']
+    else:
+        script_title = None
+
+
     if config['volume']:
         if external_axes_mode:
             volumeAxes.tick_params(axis='x',rotation=xrotation)
@@ -910,7 +940,10 @@ def plot( data, **kwargs ):
             title_kwargs.update(title_dict)  # allows override default values set by mplfinance above
         else:
             title = config['title']      # config['title'] is a string
-        fig.suptitle(title,**title_kwargs)
+        if config['indicators']:
+            pass
+        else:
+            fig.suptitle(title,**title_kwargs)
 
 
     if config['axtitle'] is not None:
@@ -1395,4 +1428,4 @@ def make_addplot(data, **kwargs):
     if config['scatter'] == True and config['type'] == 'line':
         config['type'] = 'scatter'
 
-    return dict( data=data, **config)
+    return dict( data=data, **config)