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ohlc: open-high-low-close types and tools

Project description

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Ohlc: Types + Tools for Open-High-Low-Close Values

Ohlc provides Ohlc, a namedtuple for storing and efficiently processing open-high-low-close data, used for financial charts and calculations. It also provides tools for processing, generating, and visualizing lists of Ohlc values in the console.

Installation

pip install ohlc

Using the Data Type

from ohlc import Ohlc

o = Ohlc.from_values([2,5,4,7,11,7,2,9,5])  # Ohlc(open=2, high=11, low=2, close=5)
o.spread()                                  # 9
o = Ohlc(3,4,1,2)                           # Ohlc(open=3, high=4, low=1, close=2)
o == (3,4,1,2)                              # True -- Yeay! It is a regular tuple!

o1 = Ohlc.from_values(range(5,15))              # Ohlc(open=5, high=14, low=5, close=14)
o2 = Ohlc.from_values(range(14,3,-1), prev=o1)  # Ohlc(open=14, high=14, low=4, close=4)
o3 = Ohlc.from_values(range(5,20),    prev=o2)  # Ohlc(open=5, high=19, low=5, close=19)

o3.heikin()                                 # compute Heikin-Ashi candle from Ohlc chain
                                            # Ohlc(open=9.0, high=19, low=5, close=12.0)

Formatting Values

for o in [o1,o2,o3]: print(o.format())  # 5.000000 14.000000 5.000000 14.000000
                                        # 14.000000 14.000000 4.000000 4.000000
                                        # 5.000000 19.000000 5.000000 19.000000

print(o.format(sep=','))                # 5.000000,19.000000,5.000000,19.000000
print(o.format(sep='', fmt='{:d}\n'))   # 5
                                        # 19
                                        # 5
                                        # 19

Transformation + Aggregation

o1                                      # Ohlc(open=5, high=14, low=5, close=14)
o1.transform(scale=1.25, offset=1)      # Ohlc(open=7.5, high=18.75, low=7.5, close=18.75)]

agg = o.from_ohlc_list([o1,o2,o3])      # Ohlc(open=5, high=19, low=4, close=19)

Ohlc Plotting

For plotting, the class ohlc.candles.CandleCanvas provides raw colored console output using terminal colors, but also supports styled output for embedding in urwid console apps.

A simpe plotter (powered by urwid + widdy widgets) can be started using the provided ohlc command.

    # start the ohlc candlestick visualization using random values, heikin-ashi candles,
    # price action bars (colors), and the chart title: 'Candles'
    ohlc --pab --ha --random --title 'Candles'

ohlc demo screen

Omitting most options produces classic candle stick charts.

    ohlc --random --title 'Classic Candles'

ohlc classic screen

To plot input data do not use /dev/stdin (this is already used by urwid). Use a file or file descriptor as the positional input argument to ohlc.

	 # plot some input data
    ohlc <(echo -e "8 11 7 4 5\n5 4 8 6\n6\n6 5\n5 6 1 4") --title "Input"

ohlc input plot

Tools

The command ohlc-input computes an Ohlc tuple for each input line and pipes out the four values.

ohlc-input <(echo 3 4 1 6; echo 6 1 6 2; echo 1 3 8 2)
# 3.000000 6.000000 1.000000 6.000000
# 6.000000 6.000000 1.000000 2.000000
# 1.000000 8.000000 1.000000 2.000000

The command ohlc-random generates and prints random Ohlc values.

ohlc-random --data_rate 1
# 0.100000 0.100000 0.073059 0.076472
# 0.076472 0.106526 0.073043 0.104767
# 0.104767 0.146023 0.098335 0.142284
# 0.142284 0.169882 0.118809 0.162817
# 0.162817 0.164071 0.131635 0.140002
# 0.140002 0.140246 0.111727 0.124778

Development

First clone/fork the repo.

git clone https://github.com/ubunatic/ohlc
cd ohlc

Then install the cloned version and install any missing tools.

make             # clean and run all tests
make install     # install the checked-out dev version
make build       # transpile Py3 to Py2

You may need to install some tools and modules, i.e., flake8, pytest, twine, urwid, and maybe others.

Do not customize project.mk. This is fancy cross-project Makefile inclusion to handle building, packaging, publishing, and testing in general.

Pull requests are welcome!

Open Issues (by priority)

  • bug: try detect unicode support and fallback to ASCII (e.g., in default iTerm2 on OSX)
  • example: BTC Ticker or Custom Symbol Ticker
  • usability: react on urwid resizing events
  • musthave: add or allow adding datetime to Ohlc tuples
  • feature: draw correct time axis
  • feature: set candle interval (5m 15m 30m 1h 4h, 6h, 1d, 3d, 1w, 1M, etc.)
  • feature: add axis labels
  • feature: support for bright color scheme
  • feature: scrolling over all cached data
  • feature: interactively shrink/grow the canvas (adjust top/bottom padding)
  • feature: allow setting the cache size
  • feature: allow seeking over input files
  • feature: monitor CPU usage and reduce redraw (big + fast charts are still very expensive)
  • example: Iteractive Ticker
  • example: MultiChart App
  • example: MultiChart Tickers
  • example: Interactive MultiChart Tickers
  • feature: indiator overlays (RSI, EMA12, EMA26, etc.)
  • feature: indicators bars below chart (price action colored volume bars)

Project details


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