alihan/backtesting.py
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REF: Darken trades indicator lines on OHLC plot

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Kernc
2019-07-03 23:36:22 +02:00
parent 8e2bfb5322
commit f84ee3747c
1 changed files with 21 additions and 7 deletions
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28
backtesting/_plotting.py
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@@ -6,6 +6,10 @@ from functools import partial
import numpy as np
import pandas as pd
from bokeh.colors.named import (
lime as BULL_COLOR,
tomato as BEAR_COLOR
)
from bokeh.plotting import figure as _figure
from bokeh.models import (
CustomJS,
@@ -59,6 +63,12 @@ def colorgen():
yield from cycle(Category10[10])
def lightness(color, lightness=.94):
color = color.to_hsl()
color.l = lightness
return color.to_rgb()
def plot(*, results, df, indicators, filename='', plot_width=1200,
plot_equity=True, plot_pl=True,
plot_volume=True, plot_drawdown=False,
@@ -73,8 +83,7 @@ def plot(*, results, df, indicators, filename='', plot_width=1200,
# TestPlot.test_file_size() test was failing).
_bokeh_reset(filename)
COLORS = ['tomato', 'lime']
COLORS_LIGHT = ['#ffe3e3', '#e3ffe3']
COLORS = [BEAR_COLOR, BULL_COLOR]
orig_trade_data = trade_data = results._trade_data.copy(False)
@@ -134,6 +143,9 @@ def plot(*, results, df, indicators, filename='', plot_width=1200,
inc_cmap = factor_cmap('inc', COLORS, ['0', '1'])
cmap = factor_cmap('returns_pos', COLORS, ['0', '1'])
colors_darker = [lightness(BEAR_COLOR, .35),
lightness(BULL_COLOR, .35)]
trades_cmap = factor_cmap('returns_pos', colors_darker, ['0', '1'])
if is_datetime_index and omit_missing:
fig_ohlc.xaxis.formatter = FuncTickFormatter(
@@ -368,8 +380,10 @@ return this.labels[index] || "";
df2.index.name = None
source2 = ColumnDataSource(df2)
fig_ohlc.segment('index', 'High', 'index', 'Low', source=source2, color='#bbbbbb')
colors_lighter = [lightness(BEAR_COLOR, .92),
lightness(BULL_COLOR, .92)]
fig_ohlc.vbar('index', width2, 'Open', 'Close', source=source2, line_color=None,
fill_color=factor_cmap('inc', COLORS_LIGHT, ['0', '1']))
fill_color=factor_cmap('inc', colors_lighter, ['0', '1']))
def _plot_ohlc():
"""Main OHLC bars"""
@@ -378,8 +392,8 @@ return this.labels[index] || "";
line_color="black", fill_color=inc_cmap)
return r
def _plot_ohlc_orders():
"""Order entry / exit markers on OHLC plot"""
def _plot_ohlc_trades():
"""Trade entry / exit markers on OHLC plot"""
exit_price = trade_data['Exit Price'].dropna()
entry_price = trade_data['Entry Price'].dropna().iloc[:exit_price.size] # entry can be one more at the end # noqa: E501
trade_source.add(np.column_stack((entry_price.index, exit_price.index)).tolist(),
@@ -387,7 +401,7 @@ return this.labels[index] || "";
trade_source.add(np.column_stack((entry_price, exit_price)).tolist(),
'position_lines_ys')
fig_ohlc.multi_line(xs='position_lines_xs', ys='position_lines_ys',
source=trade_source, line_color=cmap,
source=trade_source, line_color=trades_cmap,
legend='Trades',
line_width=8, line_alpha=1, line_dash='dotted')
@@ -501,7 +515,7 @@ return this.labels[index] || "";
_plot_superimposed_ohlc()
ohlc_bars = _plot_ohlc()
_plot_ohlc_orders()
_plot_ohlc_trades()
_plot_indicators()
set_tooltips(fig_ohlc, ohlc_tooltips, vline=True, renderers=[ohlc_bars])