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Finance plotting

Project description

Finance Plot

Finance Plotter, or finplot, is a performant library with a clean api to help you with your backtesting. It's optionated with good defaults, so you can start doing your work without having to setup plots, colors, scales, autoscaling, keybindings, handle panning+vertical zooming (which all non-finance libraries have problems with). And best of all: it can show hundreds of thousands of datapoints without batting an eye.

Features

  • Great performance compared to mpl_finance, plotly and Bokeh
  • Clean api
  • Works with both stocks as well as cryptocurrencies on any time resolution
  • Show as many charts as you want on the same time axis, zoom on all of them at once
  • Auto-reload position where you were looking last run
  • Overlays, fill between, value bands, symbols, labels, legend, volume profile, heatmaps, etc.
  • Can show real-time updates, including orderbook. Save screenshot.
  • Comes with a dozen great examples.

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What it is not

finplot is not a web app. It does not help you create an homebrew exchange. It does not work with Jupyter Labs.

It is only intended for you to do backtesting in. That is not to say that you can't create a ticker or a trade widget yourself. The library is based on the eminent pyqtgraph, which is fast and flexible, so feel free to hack away if that's what you want.

Easy installation

$ pip install finplot

Example

It's straight-forward to start using. This shows every daily candle of Apple since the 80'ies:

import finplot as fplt
import yfinance

df = yfinance.download('AAPL')
fplt.candlestick_ochl(df[['Open', 'Close', 'High', 'Low']])
fplt.show()

Example 2

sample

This 25-liner pulls some BitCoin data off of Bittrex and shows the above:

import finplot as fplt
import numpy as np
import pandas as pd
import requests

# pull some data
symbol = 'USDT-BTC'
url = 'https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=%s&tickInterval=fiveMin' % symbol
data = requests.get(url).json()

# format it in pandas
df = pd.DataFrame(data['result'])
df = df.rename(columns={'T':'time', 'O':'open', 'C':'close', 'H':'high', 'L':'low', 'V':'volume'})
df = df.astype({'time':'datetime64[ns]'})

# create two axes
ax,ax2 = fplt.create_plot(symbol, rows=2)

# plot candle sticks
candles = df[['time','open','close','high','low']]
fplt.candlestick_ochl(candles, ax=ax)

# overlay volume on the top plot
volumes = df[['time','open','close','volume']]
fplt.volume_ocv(volumes, ax=ax.overlay())

# put an MA on the close price
fplt.plot(df['time'], df['close'].rolling(25).mean(), ax=ax, legend='ma-25')

# place some dumb markers on low wicks
lo_wicks = df[['open','close']].T.min() - df['low']
df.loc[(lo_wicks>lo_wicks.quantile(0.99)), 'marker'] = df['low']
fplt.plot(df['time'], df['marker'], ax=ax, color='#4a5', style='^', legend='dumb mark')

# draw some random crap on our second plot
fplt.plot(df['time'], np.random.normal(size=len(df)), ax=ax2, color='#927', legend='stuff')
fplt.set_y_range(-1.4, +3.7, ax=ax2) # hard-code y-axis range limitation

# restore view (X-position and zoom) if we ever run this example again
fplt.autoviewrestore()

# we're done
fplt.show()

Real-time examples

Included in this repo are a 40-liner Bitfinex example and a slightly longer BitMEX websocket example, which both update in realtime with Bitcoin/Dollar pulled from the exchange. A more complicated example show real-time updates and interactively varying of asset, time scales, indicators and color scheme.

finplot is mainly intended for backtesting, so the API is clunky for real-time applications. The examples/complicated.py was written a result of popular demand.

MACD, Parabolic SAR, RSI, volume profile and others

There are plenty of examples that show different indicators.

Indicator Example
MACD S&P 500
RSI Analyze
SMA Analyze 2
EMA Analyze
TD sequential Bitfinex
Bollinger bands BitMEX
Parabolic SAR BitMEX
Heikin ashi Analyze
Renko Renko dark mode
Accumulation/distribution Analyze
On balance volume Analyze
Heat map Heatmap
Volume profile Volume profile
VWAP Volume profile
Period returns Analyze 2
Asset correlation Overlay correlate
Lines Bitcoin long term
ms time resolution Line

For interactively modifying what indicators are shown, see examples/complicated.py.

Snippets

Background color

# finplot uses no background (i.e. white) on even rows and a slightly different color on odd rows.
# Set your own before creating the plot.
fplt.background = '#ff0' # yellow
fplt.odd_plot_background = '#f0f' # purple
fplt.plot(df.Close)
fplt.show()

Unordered time series

finplot requires time-ordered time series - otherwise you'll get a crosshair and an X-axis showing the millisecond epoch instead of the actual time. See my comment here and issue 50 for more info.

It is also imperative that you either put your datetimes in your index, or in the first column. If your datetime is in the first column, you normally want to have a zero-based range index, df.reset_index(drop=True), before plotting.

Restore the zoom at startup

# By default finplot shows all or a subset of your time series at startup. To store/restore zoom position:
fplt.autoviewrestore()
fplt.show() # will load zoom when showing, and save zoom when closing

Time zone

# Pandas normally reads datetimes in UTC time zone.
# finplot by default use the local time zone of your computer (for crosshair and X-axis)
from dateutil.tz import gettz
fplt.display_timezone = gettz('Asia/Jakarta')

# ... or in UTC = "display same as timezone-unaware data"
import datetime
finplot.display_timezone = datetime.timezone.utc

Scatter plot with X-offset

To offset your scatter markers (say 0.2 time intervals to the left), see my comment here.

Align X-axes

See issue 27, and possibly (rarely a problem) issue 4.

Disable zoom/pan sync between axes

# finplot assumes all your axes are in the same time span. To decouple the zoom/pan link, use:
ax2.decouple()

Move viewport along X-axis (and autozoom)

Use fplt.set_x_pos(xmin, xmax, ax). See examples/animate.py.

Place Region of Interest (ROI) markers

For placing ellipses, see issue 57. For drawing lines, see examples/line.py. (Interactively use Ctrl+drag for lines and Ctrl+mbutton-drag for ellipses.)

More than one Y-axis in same viewbox

fplt.candlestick_ochl(df2[['Open','Close','High','Low']], ax=ax.overlay(scale=1.0, yaxis='linear'))

The scale parameter means it goes all the way to the top of the axis (volume normally stays at the bottom). The yaxis parameter can be one of False (hidden which is default), 'linear' or 'log'. See issue 52 for more info.

Plot non-timeseries

finplot is made for plotting time series. To plot something different use ax.disable_x_index(). See second axis of examples/overlay-correlate.py.

Custom crosshair and legend

S&P500 example shows how to set crosshair texts and update legend text+color as a result of mouse hover.

Custom axes ticks

To use your own labels on the X-axis see comment on issue 50. If you want to roll your own Y-axis, inherit fplt.YAxisItem.

Saving screenshot

See examples/line.py. To keep screenshot in RAM see issue 28.

For creating multiple screenshots see issue 71.

Scaling plot heights

See issue 56. Changing the default window size can be achieved by setting fplt.winw = 900; fplt.winh = 500; before creating your plot.

Threading

See issue 55.

Titles on axes

See issue 41. To show grid and further adapt axes, etc:

ax.set_visible(crosshair=False, xaxis=False, yaxis=True, xgrid=True, ygrid=True)

Fixing auto-zoom on realtime updates

See issue 131.

Beep

fplt.play_sound('bot-happy.wav') # Ooh! Watch me - I just made a profit!

Keys

Esc, Home, End, g, Left arrow, Right arrow. Ctrl+drag.

Missing snippets

Plot valign on mouse hover, update an orderbook, etc.

Coffee

For future support and features, consider a small donation.

BTC: bc1qk8m8yh86l2pz4eypflchr0tkn5aeud6cmt426m

ETH: 0x684d7d4C52ed428AE9a36B2407ba909D896cDB67

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