matplotlib-users

Re: [Matplotlib-users] Candlestick Issues

[Daisy F. <eli...@ya...>]

John,

Thank you for your reply.  A couple of issues though. 
I looked at the documentation and saw the alpha
transperancy parameter, but for some reason I was
still getting the same results.  Maybe I am missing
something very fundamental.  If alpha is not provided
then the default is for the candlestick box not to be
transperant, correct?  Even changing the alpha value
wouldn't produced desired results, I can increase
transperancy, but not eliminate it.  I wasn't seeing
that since I can still see the lines (wicks) go
through the boxes that's why I asked here.  Also, this
may be another foolish oversight on my part, but how
come when I have candlestick2(axMiddle, opens, closes,
highs, lows, width=4, colorup='k', colordown='r')
instead of getting a bar colored black when it closes
above the open price I get the opposite --- red?  It
seems colorup should be black, colordown -- red as in 
colorup     : the color of the lines where close >=
open
colordown   : the color of the lines where close < 
open

As far as the moving average calculation, I did see
the disclaimer and didn't mean to be a stickler, it
just seem a bit misleading to me as I was trying to do
the Exponential Moving Average calculation and compare
the results to the actual financial charts.  They
didn't match and I thought I would point that out.
--- John Hunter <jdh...@ac...> wrote:
> >>>>> "Daisy" == Daisy Fuentes <eli...@ya...>
> writes:
> 
>     Daisy> I was looking at the example located @
>     Daisy>
>
http://matplotlib.sourceforge.net/screenshots/finance_work2.py
>     Daisy> and was wondering if it's possible to
> color the candlestick
>     Daisy> boxes so that the candlestick wicks are
> not visible through
>     Daisy> them. 
> 
> Yes, the alpha argument to the candlestick plot
> controls the
> transparency.  alpha is the traditional name for the
> transparency
> level, so look for it in documentation strings, eg
> in 
> 
>
http://matplotlib.sf.net/matplotlib.finance.html#-candlestick
> 
>     Daisy> Additionally, is it possible to have a
> candlestick
>     Daisy> that's not just a plain line when the
> open and the close
>     Daisy> prices are the same. Would it be possible
> to add a
>     Daisy> horizontal tick mark?
>     Daisy> |
>     Daisy> |
>     Daisy> -
>     Daisy> |
>     Daisy> |
>     
> You can add these marks fairly easily yourself by
> adding an additional
> plot command, and using the marker style TICKLEFT or
> TICKRIGHT.  In
> other words, you can plot any kind of line you want
> more or less.  The
> candlestick method may not support it directly, but
> it is easy to
> overlay.  We should probably add a marker style
> TICKCENTERX for this
> kind of marker, and better add TICKCENTERY for
> symmetry.  It's only a
> few lines of code that need to be added to the
> lines.py module.
> 
>     Daisy> Also, I noticed that the simple moving
> average is
>     Daisy> calculated based on the price open
> instead of price close.
> 
> I'm not attempting to make a financially meaningful
> plot, but to
> illustrate plotting techniques.  You are free to do
> moving averages
> over open, close, average or random data.  As I note
> in the
> finance_work screenshot text
> 
>   Some of the data in the plot, are real financial
> data, some are
>   random traces that I used since the goal was to
> illustrate plotting
>   techniques, not market analysis!
> 
> Hope this helps,
> JDH
> 


		
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Re: [Matplotlib-users] Candlestick Issues

[Daisy F. <eli...@ya...>]

John,

Thank you for your reply.  A couple of issues though. 
I looked at the documentation and saw the alpha
transperancy parameter, but for some reason I was
still getting the same results.  Maybe I am missing
something very fundamental.  If alpha is not provided
then the default is for the candlestick box not to be
transperant, correct?  Even changing the alpha value
wouldn't produced desired results, I can increase
transperancy, but not eliminate it.  I wasn't seeing
that since I can still see the lines (wicks) go
through the boxes that's why I asked here.  Also, this
may be another foolish oversight on my part, but how
come when I have candlestick2(axMiddle, opens, closes,
highs, lows, width=4, colorup='k', colordown='r')
instead of getting a bar colored black when it closes
above the open price I get the opposite --- red?  It
seems colorup should be black, colordown -- red as in 
colorup     : the color of the lines where close >=
open
colordown   : the color of the lines where close < 
open

As far as the moving average calculation, I did see
the disclaimer and didn't mean to be a stickler, it
just seem a bit misleading to me as I was trying to do
the Exponential Moving Average calculation and compare
the results to the actual financial charts.  They
didn't match and I thought I would point that out.

--- John Hunter <jdh...@ac...> wrote:
> >>>>> "Daisy" == Daisy Fuentes <eli...@ya...>
> writes:
> 
>     Daisy> I was looking at the example located @
>     Daisy>
>
http://matplotlib.sourceforge.net/screenshots/finance_work2.py
>     Daisy> and was wondering if it's possible to
> color the candlestick
>     Daisy> boxes so that the candlestick wicks are
> not visible through
>     Daisy> them. 
> 
> Yes, the alpha argument to the candlestick plot
> controls the
> transparency.  alpha is the traditional name for the
> transparency
> level, so look for it in documentation strings, eg
> in 
> 
>
http://matplotlib.sf.net/matplotlib.finance.html#-candlestick
> 
>     Daisy> Additionally, is it possible to have a
> candlestick
>     Daisy> that's not just a plain line when the
> open and the close
>     Daisy> prices are the same. Would it be possible
> to add a
>     Daisy> horizontal tick mark?
>     Daisy> |
>     Daisy> |
>     Daisy> -
>     Daisy> |
>     Daisy> |
>     
> You can add these marks fairly easily yourself by
> adding an additional
> plot command, and using the marker style TICKLEFT or
> TICKRIGHT.  In
> other words, you can plot any kind of line you want
> more or less.  The
> candlestick method may not support it directly, but
> it is easy to
> overlay.  We should probably add a marker style
> TICKCENTERX for this
> kind of marker, and better add TICKCENTERY for
> symmetry.  It's only a
> few lines of code that need to be added to the
> lines.py module.
> 
>     Daisy> Also, I noticed that the simple moving
> average is
>     Daisy> calculated based on the price open
> instead of price close.
> 
> I'm not attempting to make a financially meaningful
> plot, but to
> illustrate plotting techniques.  You are free to do
> moving averages
> over open, close, average or random data.  As I note
> in the
> finance_work screenshot text
> 
>   Some of the data in the plot, are real financial
> data, some are
>   random traces that I used since the goal was to
> illustrate plotting
>   techniques, not market analysis!
> 
> Hope this helps,
> JDH
> 
> 
>
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Re: [Matplotlib-users] Candlestick Issues

[Daisy F. <eli...@ya...>]

John,

Thank you for clarifying things for me!  As far as the
replacement function goes, well -- yours is right on
the money.  It's a simple moving average calculation
and it gets the job done.  I just kept getting a
different result when comparing to an actual financial
chart since the calculation was based on open prices. 
I just added a calculation for the Exponential Moving
Average (based on
http://www.stockcharts.com/education/IndicatorAnalysis/indic_movingAvg.html):

def ema(s, n):
    """
    returns an n period exponential moving average for
the time series s

    s is a list ordered from oldest (index 0) to most
recent (index -1)
    n is an integer

        returns a numeric array of the exponential
moving average
    """
    s = array(s)
    ema = []
    j = 1
    #get n sma first and calculate the next n period
ema
    sma = sum(s[:n]) / n
    multiplier = 2 / float(1 + n)
    ema.append(sma)
    #EMA(current) = ( (Price(current) - EMA(prev) ) x
Multiplier) + EMA(prev)
    ema.append(( (s[n] - sma) * multiplier) + sma)
    #now calculate the rest of the values
    for i in s[n+1:]:
        tmp = ( (i - ema[j]) * multiplier) + ema[j]
        j = j + 1
        ema.append(tmp)
    return ema

I hope you can find it useful in your examples.

--- John Hunter <jdh...@ac...> wrote:

> OK, I see what is going on.  The lines are being
> plotted over the
> rectangles, so even if the rectangles are
> transparent, you still see
> the lines.  There are two candlestick functions in
> matplotlib
> candlestick and candlestick2.  They have slightly
> different call
> signatures and a different implementation under the
> hood.  candlestick
> creates a bunch of separate lines and rectangles,
> candlestick2 uses
> collections (see the help for the
> matplotlib.collections module).
> 
> You can control the z-ordering on the plot by
> setting the zorder
> property (see examples/zorder_demo.py).  For
> candlestick (see
> examples/candlestick_demo.py) you would do
> 
>   lines, patches = candlestick(ax, quotes,
> width=0.6)
>   set(lines, zorder=0.9*patches[0].zorder)
> 
> for candlestick2 you would do (untested)
>   
>  linecol, rectcol = candlestick2(blah) 
>  z = rectcol.get_zorder()
>  linecol.set_zorder(0.9*z)
> 


> Argg, that's embarrassing.  Good thing mpl is
> distributed with no
> warranties....  No telling how many billions this
> bug has cost the
> wall street barons already!
> 
> In matplotlib/finance.py in the candlestick2
> function, find this code
> 
>     colord = { True : colorup,
>                False : colordown,
>                }
>     colors = [colord[open>=close] for open, close in
> zip(opens, closes) if open!=-1 and close !=-1]
> 
> 
> That should read
> 
>     colors = [colord[close>=open] for open, close in
> zip(opens, closes) if open!=-1 and close !=-1]
> 
> 
> right?  I believe this is already correct in
> candlestick, so this is a
> candlestick2 specific bug.
> 
> 
 
> OK, if you submit a replacement function that better
> matches actual
> plots, I will be happy to include it.
> 
> Thanks for the report!
> JDH
> 
> 
>
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> Products from real users.
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> Start reading now.
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>
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> 


		
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Re: [Matplotlib-users] Candlestick Issues

[John H. <jdh...@ac...>]

>>>>> "Daisy" == Daisy Fuentes <eli...@ya...> writes:

    Daisy> John, Thank you for your reply.  A couple of issues though.
    Daisy> I looked at the documentation and saw the alpha
    Daisy> transperancy parameter, but for some reason I was still
    Daisy> getting the same results.  Maybe I am missing something
    Daisy> very fundamental.  If alpha is not provided then the
    Daisy> default is for the candlestick box not to be transperant,
    Daisy> correct?  Even changing the alpha value wouldn't produced
    Daisy> desired results, I can increase transperancy, but not
    Daisy> eliminate it.  I wasn't seeing that since I can still see
    Daisy> the lines (wicks) go through the boxes that's why I asked
    Daisy> here.  Also, this may be another foolish oversight on my

OK, I see what is going on.  The lines are being plotted over the
rectangles, so even if the rectangles are transparent, you still see
the lines.  There are two candlestick functions in matplotlib
candlestick and candlestick2.  They have slightly different call
signatures and a different implementation under the hood.  candlestick
creates a bunch of separate lines and rectangles, candlestick2 uses
collections (see the help for the matplotlib.collections module).

You can control the z-ordering on the plot by setting the zorder
property (see examples/zorder_demo.py).  For candlestick (see
examples/candlestick_demo.py) you would do

  lines, patches = candlestick(ax, quotes, width=0.6)
  set(lines, zorder=0.9*patches[0].zorder)

for candlestick2 you would do (untested)
  
 linecol, rectcol = candlestick2(blah) 
 z = rectcol.get_zorder()
 linecol.set_zorder(0.9*z)


    Daisy> part, but how come when I have candlestick2(axMiddle,
    Daisy> opens, closes, highs, lows, width=4, colorup='k',
    Daisy> colordown='r') instead of getting a bar colored black when
    Daisy> it closes above the open price I get the opposite --- red?
    Daisy> It seems colorup should be black, colordown -- red as in
    Daisy> colorup : the color of the lines where close >= open
    Daisy> colordown : the color of the lines where close < open

Argg, that's embarrassing.  Good thing mpl is distributed with no
warranties....  No telling how many billions this bug has cost the
wall street barons already!

In matplotlib/finance.py in the candlestick2 function, find this code

    colord = { True : colorup,
               False : colordown,
               }
    colors = [colord[open>=close] for open, close in zip(opens, closes) if open!=-1 and close !=-1]


That should read

    colors = [colord[close>=open] for open, close in zip(opens, closes) if open!=-1 and close !=-1]


right?  I believe this is already correct in candlestick, so this is a
candlestick2 specific bug.


    Daisy> As far as the moving average calculation, I did see the
    Daisy> disclaimer and didn't mean to be a stickler, it just seem a
    Daisy> bit misleading to me as I was trying to do the Exponential
    Daisy> Moving Average calculation and compare the results to the
    Daisy> actual financial charts.  They didn't match and I thought I
    Daisy> would point that out.

OK, if you submit a replacement function that better matches actual
plots, I will be happy to include it.

Thanks for the report!
JDH