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Add visualization with mplfinance.
Add config attribute to Candles class. Add plots_dir property and plots_dir_name attribute to the Config class. Update documentation for Candle, Candles and Config classes.
This commit is contained in:
Victor Joseph
@@ -29,6 +29,7 @@ A single instance of this class is created and used per bot instance.
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| `root` | `Path` | The root directory of the project |
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| `record_trades` | `bool` | To record trades or not. Default is True |
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| `records_dir` | `Path` | The directory to store trade records, relative to the root directory |
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| `plots_dir` | `Path` | Save chart plots as images |
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| `backtest_dir` | `Path` | The directory to store backtest results, relative to the root directory |
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| `task_queue` | `TaskQueue` | The TaskQueue object for handling background tasks |
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| `_backtest_engine` | `BackTestEngine` | The backtest engine object |
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+64
-27
@@ -14,6 +14,8 @@ Candle and Candles classes for handling bars from the MetaTrader 5 terminal.
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- [ta_lib](#candles.ta_lib)
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- [data](#candles.data)
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- [rename](#candles.rename)
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- [plot](#candles.plot)
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- [make_subplot](#candles.make_subplot)
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<a id="candle.candle"></a>
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### Candle
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@@ -22,18 +24,21 @@ class Candle
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```
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A class representing bars from the MetaTrader 5 terminal as a customized class analogous to Japanese Candlesticks.
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You can subclass this class for added customization.
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### Attributes
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| Name | Type | Description |
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|---------------|---------|-------------------------------------------------------------------------|
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| `time` | `int` | Period start time |
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| `open` | `int` | Open price |
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| `high` | `float` | The highest price of the period |
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| `low` | `float` | The lowest price of the period |
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| `close` | `float` | Close price |
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| `tick_volume` | `float` | Tick volume |
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| `real_volume` | `float` | Trade volume |
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| `spread` | `float` | Spread |
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| `Index` | `int` | Custom attribute representing the position of the candle in a sequence. |
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| Name | Type | Description |
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|---------------|-------------|-------------------------------------------------------------------------|
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| `time` | `int` | Period start time |
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| `open` | `int` | Open price |
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| `high` | `float` | The highest price of the period |
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| `low` | `float` | The lowest price of the period |
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| `close` | `float` | Close price |
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| `tick_volume` | `float` | Tick volume |
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| `real_volume` | `float` | Trade volume |
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| `spread` | `float` | Spread |
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| `Index` | `int` | Custom attribute representing the position of the candle in a sequence. |
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| `index` | `Timestamp` | Index of the object in the DataFrame, as a timestamp. |
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<a id='candle.__init__'></a>
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### \_\_init\_\_
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@@ -118,24 +123,25 @@ object for accessing the columns of the underlying data attribute.
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The attributes of this class vary depending on the columns of underlying **data** attribute. i.e. each column of the **data**
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attribute is an attribute of the class.
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| Name | Type | Description |
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|---------------|-----------------|-------------------------------------------------------------------|
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| `data` | `DataFrame` | The pandas DataFrame containing the data. |
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| `Index` | `Series['int']` | A pandas Series of the indexes of all candles in the object |
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| `time` | `Series['int']` | A pandas Series of the time of all candles in the object |
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| `open` | `Series[float]` | A pandas Series of the opening price of all candles in the object |
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| `high` | `Series[float]` | A pandas Series of the high price of all candles in the object |
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| `low` | `Series[float]` | A pandas Series of the low price of all candles in the object |
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| `close` | `Series[float]` | A pandas Series of the closing price of all candles in the object |
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| `tick_volume` | `Series[float]` | A pandas Series of the tick volume of all candles in the object |
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| `real_volume` | `Series[float]` | A pandas Series of the real volume of all candles in the object |
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| `spread` | `Series[float]` | A pandas Series of the spread of all candles in the object |
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| `timeframe` | `TimeFrame` | The timeframe of the candles in the object |
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| `Candle` | `Type[Candle]` | The Candle class for representing the candles in the object. |
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| `data` | `DataFrame` | A pandas DataFrame of all candles in the object. |
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| Name | Type | Description |
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|---------------|-----------------------|-------------------------------------------------------------------|
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| `data` | `DataFrame` | The pandas DataFrame containing the data. |
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| `Index` | `Series['int']` | A pandas Series of the indexes of all candles in the object |
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| `index` | `Series['Timestamp']` | DatetimeIndex of the underlying DataFrame object. |
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| `time` | `Series['int']` | A pandas Series of the time of all candles in the object |
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| `open` | `Series[float]` | A pandas Series of the opening price of all candles in the object |
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| `high` | `Series[float]` | A pandas Series of the high price of all candles in the object |
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| `low` | `Series[float]` | A pandas Series of the low price of all candles in the object |
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| `close` | `Series[float]` | A pandas Series of the closing price of all candles in the object |
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| `tick_volume` | `Series[float]` | A pandas Series of the tick volume of all candles in the object |
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| `real_volume` | `Series[float]` | A pandas Series of the real volume of all candles in the object |
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| `spread` | `Series[float]` | A pandas Series of the spread of all candles in the object |
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| `timeframe` | `TimeFrame` | The timeframe of the candles in the object |
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| `Candle` | `Type[Candle]` | The Candle class for representing the candles in the object. |
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| `data` | `DataFrame` | A pandas DataFrame of all candles in the object. |
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#### Notes
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When subclassing this class make sure the Candle attribute is set to your desired candle class.
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When subclassing this class, make sure the Candle attribute is set to your desired candle class.
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<a id="candles.__init__"></a>
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### \_\_init\_\_
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@@ -203,3 +209,34 @@ Rename columns of the data object.
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| Type | Description |
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|-----------|---------------------------------------------------------------------------|
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| `Candles` | A new instance of the class with the renamed columns if inplace is False. |
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<a id="candles.plot"></a>
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### plot
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```python
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def plot(subplots=None, span: int = None, filename="", **kwargs):
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```
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Create a plot with mplfinance, can be saved as png.
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#### Parameters:
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| Name | Type | Description | Default |
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|------------|--------|-------------------------|---------|
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| `subplots` | `dict` | Add subplots | None |
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| `span` | `int` | Take the last n candles | None |
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| `filename` | `str` | A name to save plot | "" |
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| `**kwargs` | `Any` | Kwargs to plot function | |
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<a id="candles.make_subplot"></a>
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### make_subplot
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```python
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def make_subplot(column: str | list[str], span: int = None, **kwargs):
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```
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Create a plot with mplfinance, can be saved as png.
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#### Parameters:
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| Name | Type | Description | Default |
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|------------|-------------------|--------------------------------------------------|---------|
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| `column` | `list[str]\| str` | An iterable of column names as a list or strings | None |
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| `span` | `int` | Take the last n candles | None |
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| `**kwargs` | `Any` | Kwargs to plot function | |
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+3
-1
@@ -33,6 +33,7 @@ Price Tick of a Financial Instrument.
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| `flags` | `TickFlag` | Tick flags | None |
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| `volume_real` | `float` | Volume for the current Last price | None |
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| `Index` | `int` | Custom attribute representing the position of the tick in a sequence. | None |
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| `index` | `int` | Index of the tick in the input dataframe object. | None |
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<a id="tick.__init__"></a>
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@@ -86,12 +87,13 @@ Supports iteration, slicing and assignment. Similar to `Candles` class but for p
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| `flags` | `Series` | Tick flags | None |
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| `volume_real` | `Series` | Volume for the current Last price | None |
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| `Index` | `Series` | Custom attribute representing the position of the tick in a sequence | None |
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| `index` | `Series` | Custom attribute representing the index of the tick in the DataFrame | None |
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<a id="ticks.__init__"></a>
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### \__init\__
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```python
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def __init__(*, data: DataFrame | Iterable, flip=False)
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def __init__(*, data: DataFrame | Iterable, flip=False):
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```
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Initialize the Ticks class. Creates a DataFrame of price ticks from the data argument.
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#### Arguments:
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