Candlestick chart add_trace(mode="markers") gives wrong output - python

I'm currently building a financial dashboard with dash and plotly. I added the following candlestick chart to my dashboard:
candlestick_chart = go.Figure(data=[go.Candlestick(x=financial_data["Date"],
open=financial_data['Open'],
high=financial_data['High'],
low=financial_data['Low'],
close=financial_data['Close'])])
Which returns the expected result:
I would like to be able to highlight specific candlesticks (e.g. with a marker)
I tried to achieve this with the add_trace function and the following code:
candlestick_chart.add_trace(
go.Scatter(
x=["2020-07-01"],
y=["350"],
mode="markers",
marker=dict(symbol="6")
)
)
But this ruins the chart.
Why does that happen? How can I fix this?
EDIT: ADDED DATASOURCE
I got the data from https://finance.yahoo.com/quote/SPY/history?p=SPY with Time period set to max.
I parsed the data the following way:
start = "2000-01-01"
end = "2021-01-01"
# Get a pandas dataframe
datapath = ('D:\\Programmieren\\trading_bot\\etf_data\\SPY.csv')
financial_data = pd.read_csv(datapath,
parse_dates=True,
index_col=0)
financial_data= financial_data.loc[start:end]
# Process data
financial_data = financial_data["2020-06-01":"2021-01-01"]
financial_data.reset_index(inplace=True)
EDIT2: SYSTEM AND VERSIONS
My packages have the following versions:
print(pd.__version__) # 1.2.3
print(plotly.__version__) # 4.14.3
And I am working with:
Windows 10 Home (64-Bit)
Python 3.9
Python 3.8 doesn't work either

This could be regarded as a version issue, but the core problem is that you've defined your y-value as a list of strings with ["350"] instead of a number like [350] in:
go.Scatter(
x=["2020-07-01"],
y=["350"],
mode="markers",
marker=dict(symbol="6")
)
)
Different versions of plotly seem to handle this differently. Simply remove the quotation marks to let Plotly interpret the value as a number instead to produce this:
Complete code with sample data
import plotly.graph_objects as go
from plotly.subplots import make_subplots
import pandas as pd
# data
df = pd.read_csv('https://raw.githubusercontent.com/plotly/datasets/master/finance-charts-apple.csv')
df=df.tail(10)
# set up figure with values not high and not low
# include candlestick with rangeselector
fig = go.Figure(go.Candlestick(x=df['Date'],
open=df['AAPL.Open'], high=df['AAPL.High'],
low=df['AAPL.Low'], close=df['AAPL.Close']))
fig.add_trace(
go.Scatter(
x=["2017-02-10"],
y=[135],
mode="markers+text",
marker=dict(symbol='triangle-down-open', size = 12),
# text = 'important',
# textposition = 'middle right'
)
)
fig.show()

When I run your code I get the following error:
ValueError:
Invalid value of type 'builtins.str' received for the 'symbol' property of scatter.marker
Received value: '6'
The 'symbol' property is an enumeration that may be specified as:
- One of the following enumeration values:
[0, 'circle', 100, 'circle-open', 200, 'circle-dot', 300,
'circle-open-dot', 1, 'square', 101, 'square-open', 201,
'square-dot', 301, 'square-open-dot', 2, 'diamond', 102,
'diamond-open', 202, 'diamond-dot', 302,
'diamond-open-dot', 3, 'cross', 103, 'cross-open', 203,
'cross-dot', 303, 'cross-open-dot', 4, 'x', 104, 'x-open',
204, 'x-dot', 304, 'x-open-dot', 5, 'triangle-up', 105,
'triangle-up-open', 205, 'triangle-up-dot', 305,
'triangle-up-open-dot', 6, 'triangle-down', 106,
'triangle-down-open', 206, 'triangle-down-dot', 306,
'triangle-down-open-dot', 7, 'triangle-left', 107,
'triangle-left-open', 207, 'triangle-left-dot', 307,
'triangle-left-open-dot', 8, 'triangle-right', 108,
'triangle-right-open', 208, 'triangle-right-dot', 308,
'triangle-right-open-dot', 9, 'triangle-ne', 109,
'triangle-ne-open', 209, 'triangle-ne-dot', 309,
'triangle-ne-open-dot', 10, 'triangle-se', 110,
'triangle-se-open', 210, 'triangle-se-dot', 310,
'triangle-se-open-dot', 11, 'triangle-sw', 111,
'triangle-sw-open', 211, 'triangle-sw-dot', 311,
'triangle-sw-open-dot', 12, 'triangle-nw', 112,
'triangle-nw-open', 212, 'triangle-nw-dot', 312,
'triangle-nw-open-dot', 13, 'pentagon', 113,
'pentagon-open', 213, 'pentagon-dot', 313,
'pentagon-open-dot', 14, 'hexagon', 114, 'hexagon-open',
214, 'hexagon-dot', 314, 'hexagon-open-dot', 15,
'hexagon2', 115, 'hexagon2-open', 215, 'hexagon2-dot',
315, 'hexagon2-open-dot', 16, 'octagon', 116,
'octagon-open', 216, 'octagon-dot', 316,
'octagon-open-dot', 17, 'star', 117, 'star-open', 217,
'star-dot', 317, 'star-open-dot', 18, 'hexagram', 118,
'hexagram-open', 218, 'hexagram-dot', 318,
'hexagram-open-dot', 19, 'star-triangle-up', 119,
'star-triangle-up-open', 219, 'star-triangle-up-dot', 319,
'star-triangle-up-open-dot', 20, 'star-triangle-down',
120, 'star-triangle-down-open', 220,
'star-triangle-down-dot', 320,
'star-triangle-down-open-dot', 21, 'star-square', 121,
'star-square-open', 221, 'star-square-dot', 321,
'star-square-open-dot', 22, 'star-diamond', 122,
'star-diamond-open', 222, 'star-diamond-dot', 322,
'star-diamond-open-dot', 23, 'diamond-tall', 123,
'diamond-tall-open', 223, 'diamond-tall-dot', 323,
'diamond-tall-open-dot', 24, 'diamond-wide', 124,
'diamond-wide-open', 224, 'diamond-wide-dot', 324,
'diamond-wide-open-dot', 25, 'hourglass', 125,
'hourglass-open', 26, 'bowtie', 126, 'bowtie-open', 27,
'circle-cross', 127, 'circle-cross-open', 28, 'circle-x',
128, 'circle-x-open', 29, 'square-cross', 129,
'square-cross-open', 30, 'square-x', 130, 'square-x-open',
31, 'diamond-cross', 131, 'diamond-cross-open', 32,
'diamond-x', 132, 'diamond-x-open', 33, 'cross-thin', 133,
'cross-thin-open', 34, 'x-thin', 134, 'x-thin-open', 35,
'asterisk', 135, 'asterisk-open', 36, 'hash', 136,
'hash-open', 236, 'hash-dot', 336, 'hash-open-dot', 37,
'y-up', 137, 'y-up-open', 38, 'y-down', 138,
'y-down-open', 39, 'y-left', 139, 'y-left-open', 40,
'y-right', 140, 'y-right-open', 41, 'line-ew', 141,
'line-ew-open', 42, 'line-ns', 142, 'line-ns-open', 43,
'line-ne', 143, 'line-ne-open', 44, 'line-nw', 144,
'line-nw-open']
- A tuple, list, or one-dimensional numpy array of the above
To fix this, I simply just gave the marker value one of the values that it instructed for example I did marker=dict(symbol='triangle-down-open') which returned a graph like this:
The code for the graphs is:
candlestick_chart = go.Figure(data=[go.Candlestick(x=financial_data["Date"],
open=financial_data['Open'],
high=financial_data['High'],
low=financial_data['Low'],
close=financial_data['Close'])])
candlestick_chart.add_trace(
go.Scatter(
x=["2020-07-01"],
y=["350"],
mode="markers",
marker=dict(symbol='triangle-down-open')
)
)
candlestick_chart.show()

Related

Convert long series keys to hex, then Choose desired values from a list of long separated keys

I have code to generate series of keys as in below:
def Keygen (x,r,size):
key=[]
for i in range(size):
x= r*x*(1-x)
key.append(int((x*pow(10,16))%256))
return key
if __name__=="__main__":
key=Keygen(0.45,0.685,92)#Intial Parameters
print('nx key:', key, "\n")
The output keys are:
nx key: [0, 11, 53, 42, 111, 38, 55, 102, 252, 155, 54, 219, 149, 220, 235, 177, 140, 46, 209, 249, 46, 241, 218, 243, 6, 166, 247, 106, 33, 24, 220, 185, 129, 182, 214, 210, 180, 28, 84, 117, 228, 213, 205, 240, 125, 37, 181, 234, 246, 54, 22, 195, 38, 174, 212, 166, 9, 237, 25, 225, 81, 23, 244, 235, 171, 196, 111, 182, 227, 26, 22, 246, 35, 52, 225, 249, 90, 237, 162, 111, 76, 52, 35, 24, 16, 11, 7, 5, 3, 2, 1, 1]
I try to convert all key values to hex by used the following code:
K=hex(key)
print('nx key:', key, "\n")
But when run I got the error "TypeError: 'list' object cannot be interpreted as an integer" 
Then try to use "K= hex(ord(key))" but also got another error "TypeError: ord() expected string of length 1, but list found"
What I need is to convert all keys to hex, then select just 4 keys to be like this 
K = (0x3412, 0x7856, 0xBC9A, 0xF0DE)
In order to get hex values for your list of keys, you have to iterate over the list and turn each element seperately into a hex value:
K = tuple(hex(x) for x in key)
Then you can select 4 random keys (no repeat) from this list by:
import random
selectedKeys = random.sample(K, 4)
Maybe a better name for key is keys, cause is a list of keys. That said
[hex(key) for key in keys]
should do the trick.
This a is a usage of list comprehension
Based on your output with your values wrapped in [], you have a list for key. What you then want to do is iterate through each element in that list to apply your hex.
hexed_keys = [hex(i) for i in key]

Multi-threading program in python, only one sub-threads work and program didnot quit normally even though I use join()

I created ten threads to process item in a global list
but I do not why only the first worker do this work
and also, the main thread finished before sub-threads finished, even though I had used the thread.join().
here is the code, I think the problem may because I use while loop in myThread.run . but I do not know how to tell these threads keep working before the global list is empty.
# coding=utf-8
import threading
import numpy as np
dfs = ['units' + str(i).zfill(5) for i in range(250)]
units = dfs.copy()
k = [str(i).zfill(5) for i in range(500, 21800000)]
units.extend(k)
np.random.shuffle(units)
marker = []
def working_fun(df, unit):
global marker
if unit in df:
threadlock.acquire()
marker.append(int(unit[5:]))
class myThread(threading.Thread):
def __init__(self, name):
threading.Thread.__init__(self)
self.name = name
self.work_load = []
def run(self):
global dfs
print("start thread" + self.name)
while True:
threadlock.acquire()
if units != []:
unit = units.pop()
else:
unit = None
threadlock.release()
if unit is not None:
self.work_load.append(unit)
working_fun(dfs, unit)
else:
print('------', self.name, '--finish---', len(self.work_load), '--------')
break
threadlock = threading.RLock()
thds = []
for i in range(10):
thd = myThread(name='thd' + str(i))
thds.append(thd)
for thd in thds:
thd.start()
thd.join()
print('output:', marker)
Try it this way:
import numpy
import multiprocessing
# Same as before
dfs = ['units' + str(i).zfill(5) for i in range(250)]
units = dfs.copy()
k = [str(i).zfill(5) for i in range(500, 21800000)]
units.extend(k)
numpy.random.shuffle(units)
# Almost the same as before
def working_fun(inp):
df, unit = inp
if unit in df:
return int(unit[5:])
# This is needed for multiprocessing/threading
if __name__ == "__main__":
# Create a pool of workers (10 in this case)
with multiprocessing.Pool(10) as pool:
# Map some (global) iterable on the pool of workers
result = pool.map(working_fun, [(dfs, unit) for unit in units])
# Show the results (note that the function returns None if the unit is not in df)
print([r for r in result if r is not None])
Output:
$ python test.py
[1, 75, 139, 24, 101, 72, 156, 55, 58, 235, 14, 123, 177, 112, 168, 178, 173, 162, 104, 226, 230, 205, 69, 100, 246, 18, 117, 149, 37, 214, 206, 26, 136, 87, 144, 79, 50, 222, 7, 133, 36, 41, 30, 163, 103, 187, 6, 225, 15, 223, 234, 138, 126, 19, 64, 224, 39, 145, 130, 42, 11, 221, 128, 213, 204, 2, 45, 220, 242, 109, 59, 238, 232, 68, 152, 107, 148, 83, 197, 241, 118, 32, 90, 99, 22, 119, 0, 67, 48, 181, 71, 193, 95, 29, 113, 40, 134, 218, 141, 27, 121, 8, 207, 110, 60, 237, 47, 94, 73, 157, 184, 78, 159, 49, 202, 239, 124, 215, 127, 209, 62, 4, 52, 82, 74, 9, 199, 158, 188, 3, 61, 180, 57, 219, 245, 38, 16, 190, 12, 17, 175, 46, 196, 125, 194, 76, 129, 161, 81, 93, 137, 155, 174, 54, 35, 25, 115, 140, 216, 23, 21, 233, 77, 33, 92, 208, 120, 86, 165, 70, 135, 28, 91, 66, 85, 169, 203, 211, 114, 154, 122, 217, 247, 31, 147, 96, 142, 191, 10, 183, 80, 179, 189, 56, 105, 160, 228, 185, 132, 5, 53, 106, 13, 210, 182, 89, 192, 153, 170, 111, 65, 212, 186, 151, 200, 248, 229, 102, 240, 198, 176, 43, 131, 166, 236, 231, 116, 172, 146, 88, 44, 98, 227, 20, 34, 164, 108, 171, 244, 243, 195, 150, 249, 97, 167, 51, 201, 84, 63, 143]

Pyplot not plotting marker for detected peaks

I'm writing a Python script that plots a candlestick chart of with x markers indicating peak candlesticks. The used data is a series of USD/JPY rates read using pandas.read_csv() from a csv file provided by Oanda API. The result of pandas.DataFrame.head() is as follows:
time close open high low volume
0 2016/08/19 06:00:00 100.256 99.919 100.471 99.887 30965
1 2016/08/22 06:00:00 100.335 100.832 100.944 100.221 32920
2 2016/08/23 06:00:00 100.253 100.339 100.405 99.950 26069
3 2016/08/24 06:00:00 100.460 100.270 100.619 100.104 22340
4 2016/08/25 06:00:00 100.546 100.464 100.627 100.314 17224
While the candlestick chart itself is displayed properly (although it needs some foramtting), I don't see any markers on it.
What I expect is something like an example graph output shown on the scipy.signal.find_peaks document, only it is a candlestick chart instead of a line graph.
Here is my code:
import sys
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from scipy.signal import find_peaks
import mpl_finance
df = pd.read_csv(sys.argv[1])
opens = df['open']
highs = df['high']
lows = df['low']
closes = df['close']
indices = find_peaks(highs)[0]
fig = plt.figure(figsize=(12, 4))
ax1 = fig.add_subplot(1, 1, 1)
mpl_finance.candlestick2_ohlc(ax1, opens, highs, lows, closes, width=4, colorup='k', colordown='r', alpha=0.75)
ax1.plot(x=indices, y=[highs[j] for j in indices], fmt="x", label="peak highs")
ax1.grid()
plt.show()
I suspected it's either the x or y parameter of ax1.plot() being empty, which is shown otherwise using pdb debugger:
-> ax1.plot(x=indices, y=[highs[j] for j in indices], fmt="x", label="peak highs")
(Pdb) indices
array([ 1, 10, 15, 18, 23, 25, 29, 34, 39, 47, 50, 59, 66,
70, 74, 76, 78, 81, 84, 87, 92, 95, 99, 101, 107, 113,
118, 126, 130, 138, 143, 145, 158, 161, 164, 170, 172, 176, 182,
186, 196, 203, 208, 215, 220, 222, 226, 230, 233, 237, 241, 246,
248, 256, 261, 263, 267, 282, 286, 290, 293, 296, 304, 306, 308,
310, 313, 316, 322, 331, 336, 342, 349, 352, 359, 367, 369, 373,
378, 382, 391, 395, 400, 403, 405, 411, 416, 422, 425, 428, 438,
441, 444, 447, 450, 454, 459, 466, 471, 473, 477, 485, 493, 497],
dtype=int32)
(Pdb) [highs[j] for j in indices]
[100.944, 104.33, 103.07, 103.367, 102.79799999999999, 101.258, 101.851, 104.17399999999999, 104.64299999999999, 104.882, 105.544, 106.95700000000001, 111.375, 113.911, 114.837, 114.78399999999999, 114.415, 116.134, 118.676, 118.251, 117.822, 118.624, 117.54299999999999, 116.89, 115.634, 115.38600000000001, 113.538, 114.962, 113.787, 114.765, 115.512, 115.2, 112.213, 111.48, 111.587, 109.23299999999999, 109.5, 111.79, 113.05799999999999, 114.39299999999999, 112.135, 111.721, 110.823, 111.8, 112.47399999999999, 112.935, 113.696, 114.505, 113.583, 112.429, 112.21600000000001, 110.99, 111.05799999999999, 110.95700000000001, 109.833, 109.85600000000001, 110.678, 112.72399999999999, 113.264, 113.20200000000001, 113.446, 112.834, 113.589, 114.10700000000001, 114.25, 114.462, 114.288, 114.742, 113.91799999999999, 111.70100000000001, 113.095, 113.758, 113.64399999999999, 113.398, 113.39299999999999, 111.49, 111.23200000000001, 109.77799999999999, 110.491, 109.79, 107.912, 107.685, 106.47, 107.06200000000001, 107.305, 106.65, 107.01799999999999, 107.499, 107.405, 107.788, 109.552, 110.044, 109.406, 110.02600000000001, 110.461, 111.40299999999999, 109.84899999999999, 110.275, 110.85799999999999, 110.91, 110.765, 111.14399999999999, 112.80799999999999, 113.18700000000001]
Could anyone give me a possible solution or an explanation of the cause?

OpenCV format knnMatch Descriptors

I am using OpenCV 2.4.9 Python knnMatch where the query descriptors come directly from detectAndCompute and are formatted correctly, but the train descriptors will come from a list I made in a different program.
When I get the descriptors from my other program, they look like:
[array([ 14, 21, 234, 147, 215, 115, 190, 215, 94, 231, 31, 34, 200,
124, 127, 104, 255, 123, 179, 147, 180, 240, 61, 226, 111, 95,
159, 131, 151, 127, 253, 231], dtype=uint8), array([162, 150, 101, 219, 117, 151, 173, 113, 93, 29, 81, 23, 232,
13, 60, 133, 221, 2, 147, 165, 242, 188, 120, 221, 39, 26,
154, 194, 87, 140, 245, 252], dtype=uint8)]
That would be 2 descriptors.
How can I format these so I do not get the "OpenCV Error: Unsupported format or combination of formats" error when matching these descriptors with those coming straight out of detectAndCompute? I have tried using np.asarray(list, np.float32) to no avail. If I do:
[[d for d in des] for des in list] with list as the train descriptors then the two lists will LOOK the same but I get the same error!
list = [[d for d in des] for des in list]
list = np.asarray(list, np.uint8)
for d in list:
for x in d:
x = x.astype(np.uint8)

Matplotlib: colorbar breaks when using PySAL natural breaks

I'm making a choropleth map based on this tutorial.
But instead of splitting the data into equal intervals, like this:
bins = np.linspace(values.min(), values.max(), 7)
I'm using PySAL's Jenks natural breaks because my data is unevenly distributed:
from pysal.esda.mapclassify import Natural_Breaks as nb
# values is a pandas Series
breaks = nb( values, initial=150, k = 7)
This makes the map colors look good, but it messes up the legend:
So I tried assigning Jenks colors to the map, and equal intervals to the legend, but this happens:
The colorbar is assigned the right tick labels, but at the wrong position. So my question is: how can I get the colorbar to be equal intervals but the tick labels to be the Natural Breaks values in the right position?
Here's the pertinent code for the legend:
import pandas as pd
import numpy as np
import matplotlib as mpl
import matplotlib.pyplot as plt
from pysal.esda.mapclassify import Natural_Breaks as nb
values = pd.Series([71664, 65456, 60378, 50128, 46618, 44028, 42642, 41237, 35300, 34891, 34848, 33089, 29964, 25193, 25088, 23879, 23458, 18149, 16537, 15576, 15235, 14741, 11981, 11963, 11616, 10280, 9723, 9720, 9709, 9659, 9649, 9631, 9369, 8345, 8211, 7809, 7758, 7119, 7034, 6979, 6455, 5861, 5580, 5498, 5469, 5448, 5317, 4749, 4498, 4254, 4152, 3876, 3861, 3836, 3813, 3786, 3655, 3582, 3475, 2922, 2870, 2866, 2849, 2634, 2598, 2185, 1950, 1924, 1886, 1879, 1794, 1756, 1702, 1700, 1637, 1632, 1524, 1505, 1453, 1415, 1396, 1345, 1327, 1306, 1250, 1125, 1084, 1079, 1025, 976, 920, 903, 877, 868, 842, 815, 803, 799, 799, 792, 762, 725, 718, 714, 710, 660, 654, 647, 617, 616, 611, 600, 588, 572, 572, 567, 547, 536, 522, 482, 463, 439, 434, 428, 419, 415, 412, 410, 395, 390, 389, 386, 375, 374, 370, 345, 338, 325, 324, 285, 276, 272, 250, 236, 229, 227, 226, 216, 213, 209, 203, 200, 186, 186, 182, 182, 175, 173, 170, 169, 164, 164, 159, 155, 153, 148, 147, 140, 131, 129, 127, 127, 126, 124, 119, 117, 115, 114, 111, 109, 105, 103, 101, 97, 90, 89, 89, 85, 84, 77, 76, 74, 72, 71, 70, 70, 69, 62, 61, 61, 60, 57, 54, 53, 53, 51, 50, 50, 48, 44, 43, 42, 35, 34, 30, 29, 26, 23, 20, 19, 16, 15, 15, 12, 11, 9, 8, 8, 5, 3, 1])
num_colors = 7
# Jenks natural breaks for colormap
breaks = nb( values, initial=150, k = num_colors - 1)
bins = breaks.bins
# Orange-Red colormap
cm = plt.get_cmap('OrRd')
scheme = cm(1.*np.arange(num_colors)/num_colors)
fig = plt.figure(figsize=(19, 7))
ax_legend = fig.add_axes([0.35, 0.15, 0.3, 0.03], zorder=3)
cmap = mpl.colors.ListedColormap(scheme)
# Round legend ticks to nearest 100
legend_bins = np.around(bins, decimals = -2)
# Split colormap into equal intervals
legend_colors = np.linspace(values.min(), values.max(), num_colors)
cb = mpl.colorbar.ColorbarBase(ax_legend,
cmap=cmap,
ticks=legend_bins,
boundaries=legend_colors,
orientation='horizontal' )
After much wrestling, I found the answer. It's all about setting the ticks and boundaries parameters to the same thing, i.e. the bins. Then set the ticks to legend_colors.
The relevant bit to make it work is:
cb = mpl.colorbar.ColorbarBase(ax_legend,
cmap=cmap,
ticks=bins,
boundaries=bins,
orientation='horizontal' )
cb.set_ticks(legend_colors[1:])

Categories

Resources