mirror of
https://github.com/kernc/backtesting.py.git
synced 2024-01-28 15:29:30 +03:00
REF: Reorganize plotting of indicators
BUG: Fix incorrect plot when multiple indicators share the
same name.
E.g. both these names are 'λ' yet both plots contained values
of the latter of the two.
self.I(lambda: self.data.Open, overlay=False)
self.I(lambda: self.data.High, overlay=False)
This commit is contained in:
Kernc
@@ -422,15 +422,12 @@ return this.labels[index] || "";
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# legend items are listed separately even when they have the
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# same string contents. Otherwise, Bokeh would always consider
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# equal strings as one and the same legend item.
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# This also prevents legend items named the same as some
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# ColumnDataSource's column to be replaced with that column's
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# values.
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def __eq__(self, other):
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return self is other
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ohlc_colors = colorgen()
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for value in indicators:
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for i, value in enumerate(indicators):
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value = np.atleast_2d(value)
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# Use .get()! A user might have assigned a Strategy.data-evolved
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@@ -438,48 +435,49 @@ return this.labels[index] || "";
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if not value._opts.get('plot') or _too_many_dims(value):
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continue
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tooltips = []
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# Overlay indicators on the OHLC figure
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if value._opts['overlay']:
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color = value._opts['color']
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color = color and _as_list(color)[0] or next(ohlc_colors)
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legend = LegendStr(value.name)
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for i, arr in enumerate(value):
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source_name = '{}_{}'.format(value.name, i)
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source.add(arr, source_name)
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if value._opts.get('scatter'):
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fig_ohlc.scatter(
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'index', source_name, source=source,
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color=color, line_color='black', fill_alpha=.8,
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marker='circle', radius=bar_width / 2 * 1.5, legend_label=legend)
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else:
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fig_ohlc.line(
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'index', source_name, source=source,
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line_width=1.3, line_color=color, legend_label=legend)
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ohlc_extreme_values[source_name] = arr
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tooltips.append('@{{{}}}{{0,0.0[0000]}}'.format(source_name))
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ohlc_tooltips.append((value.name, NBSP.join(tooltips)))
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is_overlay = value._opts['overlay']
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is_scatter = value._opts['scatter']
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if is_overlay:
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fig = fig_ohlc
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else:
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# Standalone indicator sections at the bottom
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color = value._opts['color']
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color = color and cycle(_as_list(color)) or colorgen()
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fig = new_indicator_figure()
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for i, arr in enumerate(value, 1):
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legend = '{}-{}'.format(value.name, i) if len(value) > 1 else value.name
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name = legend + '_' # Otherwise fig.line(legend=) is interpreted as col of source # noqa: E501
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tooltips.append('@{{{}}}'.format(name))
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source.add(arr.astype(int if arr.dtype == bool else float), name)
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if value._opts.get('scatter'):
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figs_below_ohlc.append(fig)
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tooltips = []
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colors = value._opts['color']
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colors = colors and cycle([_as_list(colors)[0]]) or (
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cycle([next(ohlc_colors)]) if is_overlay else colorgen())
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legend_label = LegendStr(value.name)
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for j, arr in enumerate(value, 1):
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color = next(colors)
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source_name = '{}_{}_{}'.format(legend_label, i, j)
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if arr.dtype == bool:
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arr = arr.astype(int)
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source.add(arr, source_name)
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tooltips.append('@{{{}}}{{0,0.0[0000]}}'.format(source_name))
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if is_overlay:
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ohlc_extreme_values[source_name] = arr
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if is_scatter:
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fig.scatter(
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'index', source_name, source=source,
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legend_label=legend_label, color=color,
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line_color='black', fill_alpha=.8,
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marker='circle', radius=bar_width / 2 * 1.5)
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else:
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fig.line(
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'index', source_name, source=source,
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legend_label=legend_label, line_color=color,
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line_width=1.3)
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else:
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if is_scatter:
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r = fig.scatter(
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'index', name, source=source, color=next(color),
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marker='circle', radius=bar_width / 2 * .9,
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legend_label=LegendStr(legend))
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'index', source_name, source=source,
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legend_label=LegendStr(legend_label), color=color,
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marker='circle', radius=bar_width / 2 * .9)
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else:
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r = fig.line(
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'index', name, source=source, line_color=next(color),
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line_width=1.3, legend_label=LegendStr(legend))
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'index', source_name, source=source,
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legend_label=LegendStr(legend_label), line_color=color,
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line_width=1.3)
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# Add dashed centerline just because
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mean = float(pd.Series(arr).mean())
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if not np.isnan(mean) and (abs(mean) < .1 or
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@@ -488,16 +486,15 @@ return this.labels[index] || "";
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fig.add_layout(Span(location=float(mean), dimension='width',
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line_color='#666666', line_dash='dashed',
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line_width=.5))
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set_tooltips(fig, [(value.name, NBSP.join(tooltips))], vline=True, renderers=[r])
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if is_overlay:
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ohlc_tooltips.append((legend_label, NBSP.join(tooltips)))
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else:
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set_tooltips(fig, [(legend_label, NBSP.join(tooltips))], vline=True, renderers=[r])
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# If the sole indicator line on this figure,
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# have the legend only contain text without the glyph
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if len(value) == 1:
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fig.legend.glyph_width = 0
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figs_below_ohlc.append(fig)
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# Construct figure ...
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if plot_equity:
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