mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 04:27:43 +00:00
Miha Kralj
158 lines
38 KiB
Plaintext
158 lines
38 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div><div></div><div></div><div></div></div>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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},
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{
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"data": {
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"text/markdown": [
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"Loading extensions from `Plotly.NET.Interactive.dll`"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"#r \"nuget: QuanTAlib;\"\n",
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"#r \"nuget: Plotly.NET;\"\n",
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"#r \"nuget: Plotly.NET.Interactive;\"\n",
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"\n",
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"using QuanTAlib;\n",
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"using Plotly.NET;\n",
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"using Plotly.NET.LayoutObjects;\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 49,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [],
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"source": [
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"Yahoo_Feed data = new(Symbol: \"MSFT\", Period: 200);\n",
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"ZLEMA_Series calc1 = new(data.OHLC4,20,true);\n",
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"HMA_Series calc2 = new(data.OHLC4,20, true);\n",
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"HEMA_Series calc3 = new(data.OHLC4,20, true);"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 50,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"\n",
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"<div>\n",
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" <div id=\"34d44d07-fcaa-4072-9017-5faa3448ff33\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
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"<script type=\"text/javascript\">\r\n",
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"\r\n",
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" var renderPlotly_34d44d07fcaa407290175faa3448ff33 = function() {\r\n",
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" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
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" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
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"\r\n",
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" var data = 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1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"error_y\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}}],\"barpolar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}}}],\"carpet\":[{\"aaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"endlinecolor\":\"rgba(42, 63, 95, 1.0)\",\"minorgridcolor\":\"rgba(255, 255, 255, 1.0)\",\"startlinecolor\":\"rgba(42, 63, 95, 1.0)\"},\"baxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"endlinecolor\":\"rgba(42, 63, 95, 1.0)\",\"minorgridcolor\":\"rgba(255, 255, 255, 1.0)\",\"startlinecolor\":\"rgba(42, 63, 95, 1.0)\"}}],\"choropleth\":[{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"},\"colorscale\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]}],\"contour\":[{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"},\"colorscale\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]}],\"contourcarpet\":[{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}],\"heatmap\":[{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"},\"colorscale\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]}],\"heatmapgl\":[{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"},\"colorscale\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]}],\"histogram\":[{\"marker\":{\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}}}],\"histogram2d\":[{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"},\"colorscale\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]}],\"histogram2dcontour\":[{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"},\"colorscale\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]}],\"mesh3d\":[{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}],\"parcoords\":[{\"line\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"pie\":[{\"automargin\":true}],\"scatter\":[{\"marker\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"scatter3d\":[{\"marker\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"line\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"scattercarpet\":[{\"marker\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"scattergeo\":[{\"marker\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"scattergl\":[{\"marker\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"scattermapbox\":[{\"marker\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"scatterpolar\":[{\"marker\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"scatterpolargl\":[{\"marker\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"scatterternary\":[{\"marker\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}}}],\"surface\":[{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"},\"colorscale\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]}],\"table\":[{\"cells\":{\"fill\":{\"color\":\"rgba(235, 240, 248, 1.0)\"},\"line\":{\"color\":\"rgba(255, 255, 255, 1.0)\"}},\"header\":{\"fill\":{\"color\":\"rgba(200, 212, 227, 1.0)\"},\"line\":{\"color\":\"rgba(255, 255, 255, 1.0)\"}}}]}},\"margin\":{\"l\":30,\"r\":10,\"t\":40,\"b\":30,\"pad\":1,\"autoexpand\":false},\"xaxis\":{\"rangeslider\":{\"visible\":false,\"yaxis\":{}},\"gridcolor\":\"#252525\"},\"yaxis\":{\"gridcolor\":\"#252525\"},\"title\":{\"text\":\"MSFT\"},\"font\":{\"size\":10.0,\"color\":\"#ffffff\"},\"paper_bgcolor\":\"#1e1e1e\",\"plot_bgcolor\":\"#1e1e1e\"};\r\n",
|
|
" var config = {\"responsive\":true};\r\n",
|
|
" Plotly.newPlot('34d44d07-fcaa-4072-9017-5faa3448ff33', data, layout, config);\r\n",
|
|
"});\r\n",
|
|
" };\r\n",
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
|
" var script = document.createElement(\"script\");\r\n",
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
|
" script.onload = function(){\r\n",
|
|
" renderPlotly_34d44d07fcaa407290175faa3448ff33();\r\n",
|
|
" };\r\n",
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
|
" }\r\n",
|
|
" else {\r\n",
|
|
" renderPlotly_34d44d07fcaa407290175faa3448ff33();\r\n",
|
|
" }\r\n",
|
|
"</script>\r\n",
|
|
"\n",
|
|
" \n",
|
|
"</div> \n"
|
|
]
|
|
},
|
|
"metadata": {},
|
|
"output_type": "display_data"
|
|
}
|
|
],
|
|
"source": [
|
|
"var layout = Layout.init<IConvertible>( \n",
|
|
" PlotBGColor : Color.fromString(\"#1e1e1e\"),\n",
|
|
" PaperBGColor : Color.fromString(\"#1e1e1e\"),\n",
|
|
" Font:Font.init(Size:10, Color: Color.fromString(\"#ffffff\")));\n",
|
|
"\n",
|
|
"var yAxis = LinearAxis.init<IConvertible, IConvertible, IConvertible, IConvertible, IConvertible, IConvertible>(\n",
|
|
" GridColor:Color.fromString(\"#252525\")); \n",
|
|
"\n",
|
|
"var candles = Chart2D.Chart.Candlestick<double, double, double, double, DateTime, string>(data.Open.v, data.High.v, data.Low.v, data.Close.v, data.Open.t, \"\");\n",
|
|
"var line1 = Chart2D.Chart.Line<DateTime,double,bool>(calc1.t, calc1.v,false,\"\").WithLineStyle(Width: 2, Color: Color.fromString(\"yellow\"));\n",
|
|
"var line2 = Chart2D.Chart.Line<DateTime,double,bool>(calc2.t, calc2.v, false,\"\").WithLineStyle(Width: 3, Color: Color.fromString(\"red\"));\n",
|
|
"var line3 = Chart2D.Chart.Line<DateTime,double,bool>(calc3.t, calc3.v, false,\"\").WithLineStyle(Width: 2, Color: Color.fromString(\"blue\"));\n",
|
|
"var chart = Chart.Combine(new []{candles, line1, line2, line3})\n",
|
|
" .WithSize(1200,600)\n",
|
|
" .WithMargin(Margin.init<int, int, int, int, int, bool>(30,10,40,30,1,false))\n",
|
|
" .WithXAxisRangeSlider(RangeSlider.init(Visible:false))\n",
|
|
" .WithYAxis(yAxis)\n",
|
|
" .WithXAxis(yAxis)\n",
|
|
" .WithTitle(\"MSFT\")\n",
|
|
" .WithLayout(layout);\n",
|
|
"\n",
|
|
"chart"
|
|
]
|
|
}
|
|
],
|
|
"metadata": {
|
|
"kernelspec": {
|
|
"display_name": ".NET (C#)",
|
|
"language": "C#",
|
|
"name": ".net-csharp"
|
|
},
|
|
"language_info": {
|
|
"file_extension": ".cs",
|
|
"mimetype": "text/x-csharp",
|
|
"name": "C#",
|
|
"pygments_lexer": "csharp",
|
|
"version": "9.0"
|
|
},
|
|
"orig_nbformat": 4
|
|
},
|
|
"nbformat": 4,
|
|
"nbformat_minor": 2
|
|
}
|