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Extending trend lines (tlines) #539

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Extending trend lines (tlines) #539

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5854e1a
interim commit for extending tlines
sumprain May 16, 2022
2a56900
after completing extend_start extend_end
sumprain May 16, 2022
44a22fe
after finalising tlines
sumprain May 17, 2022
d63c5f3
after removing conflicts and print statements in _utils.py
sumprain Jun 14, 2022
8bfcc66
after debugging slope for show_nontrading days false
sumprain Jun 16, 2022
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interim commit for extending tlines
  • Loading branch information
@sumprain
sumprain committed May 16, 2022
commit 5854e1a4120cd5c28a52eb84ce8a4a1b2071e430
41 changes: 30 additions & 11 deletions src/mplfinance/_utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -13,11 +13,11 @@
from matplotlib.patches import Ellipse
from matplotlib.collections import LineCollection, PolyCollection, PatchCollection

from mplfinance._arg_validators import _process_kwargs, _validate_vkwargs_dict
from mplfinance._arg_validators import _alines_validator, _bypass_kwarg_validation
from mplfinance._arg_validators import _xlim_validator, _is_datelike
from mplfinance._styles import _get_mpfstyle
from mplfinance._helpers import _mpf_to_rgba
from _arg_validators import _process_kwargs, _validate_vkwargs_dict
from _arg_validators import _alines_validator, _bypass_kwarg_validation
from _arg_validators import _xlim_validator, _is_datelike
from _styles import _get_mpfstyle
from _helpers import _mpf_to_rgba

from six.moves import zip

Expand Down Expand Up @@ -482,7 +482,8 @@ def _valid_lines_kwargs():
'Description' : 'Draw one or more TREND LINES by specifying one or more pairs of date[times]'+
' between which each trend line should be drawn. May also be a dict with key'+
' `tlines` as just described, plus one or more of the following keys:'+
' `colors`, `linestyle`, `linewidths`, `alpha`, `tline_use`,`tline_method`.',
' `extend_start`, `extend_end`, `colors`,'+
' `linestyle`, `linewidths`, `alpha`, `tline_use`,`tline_method`.',
'Validator' : _bypass_kwarg_validation },

'colors' : { 'Default' : None,
Expand Down Expand Up @@ -519,7 +520,15 @@ def _valid_lines_kwargs():

'tline_method': { 'Default' : 'point-to-point',
'Description' : 'method for TREND LINE determination: "point-to-point" or "least-squares"',
'Validator' : lambda value: value in ['point-to-point','least-squares'] }
'Validator' : lambda value: value in ['point-to-point','least-squares'] },

'extend_start': { 'Default' : 0,
'Description' : 'number of time points by which the tline is to be extended from start',
'Validator' : _bypass_kwarg_validation },

'extend_end': { 'Default' : 0,
'Description' : 'number of time points by which the tline is to be extended from end',
'Validator' : _bypass_kwarg_validation }
}

_validate_vkwargs_dict(vkwargs)
Expand Down Expand Up @@ -1372,10 +1381,14 @@ def _construct_tline_collections(tlines, dtix, dates, opens, highs, lows, closes
tlines may also be a dict, containing
the following keys:

'tlines' : the same as defined above: sequence of pairs of date[time]s
'colors' : colors for the above tlines
'linestyle' : line types for the above tlines
'linewidths' : line widths for the above tlines
'tlines' : the same as defined above: sequence of pairs of date[time]s
'colors' : colors for the above tlines
'linestyle' : line types for the above tlines
'linewidths' : line widths for the above tlines
'extend_start': number of time points before the tlines start time point
from where line has to be drawn (default = 0)
'extend_end' : number of time points after the tlines end point till where
line has to be drawn (default = 0)

dtix: date index for the x-axis, used for converting the dates when
x-values are 'evenly spaced integers' (as when skipping non-trading days)
Expand Down Expand Up @@ -1411,10 +1424,14 @@ def _construct_tline_collections(tlines, dtix, dates, opens, highs, lows, closes
def _tline_point_to_point(dfslice,tline_use):
p1 = dfslice.iloc[ 0]
p2 = dfslice.iloc[-1]
print('p1: ', p1)
print('p2: ', p2)
print('tline_use: ', tline_use)
x1 = p1.name
y1 = p1[tline_use].mean()
x2 = p2.name
y2 = p2[tline_use].mean()
print(f'x1: {x1}, x2: {x2}, y1: {y1}, y2: {y2}')
return ((x1,y1),(x2,y2))

def _tline_lsq(dfslice,tline_use):
Expand Down Expand Up @@ -1453,7 +1470,9 @@ def _tline_lsq(dfslice,tline_use):
if tline_method == 'least squares' or tline_method == 'least-squares':
p1,p2 = _tline_lsq(dfslice,tline_use)
elif tline_method == 'point-to-point':
print("entering _tline_point_to_point")
p1,p2 = _tline_point_to_point(dfslice,tline_use)
print(f'p1: {p1}, p2: {p2}')
else:
raise ValueError('\nUnrecognized value for `tline_method` = "'+str(tline_method)+'"')

Expand Down