first commit

.venv/Lib/site-packages/plotly/figure_factory/_ohlc.py

@@ -0,0 +1,297 @@
+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