From 77ea4c4009fa8f10c4bfa62c23d57515df442ecd Mon Sep 17 00:00:00 2001
From: Zeel Patel <zlpatel@hotmail.com>
Date: Tue, 15 Jun 2021 21:17:51 -0700
Subject: [PATCH] Add Histogram indicator plot style kernc#195
---
backtesting/_plotting.py | 11 +++++++++--
backtesting/backtesting.py | 8 ++++++--
backtesting/test/_test.py | 18 ++++++++++++++++++
3 files changed, 33 insertions(+), 4 deletions(-)
diff --git a/backtesting/_plotting.py b/backtesting/_plotting.py
index bec6757a..c4881eef 100644
--- a/backtesting/_plotting.py
+++ b/backtesting/_plotting.py
@@ -513,6 +513,7 @@ def __eq__(self, other):
is_overlay = value._opts['overlay']
is_scatter = value._opts['scatter']
+ is_histogram = value._opts['histogram']
if is_overlay:
fig = fig_ohlc
else:
@@ -532,7 +533,10 @@ def __eq__(self, other):
tooltips.append(f'@{{{source_name}}}{{0,0.0[0000]}}')
if is_overlay:
ohlc_extreme_values[source_name] = arr
- if is_scatter:
+ if is_histogram:
+ fig.vbar('index', BAR_WIDTH, source_name, source=source,
+ legend_label=legend_label, color=color)
+ elif is_scatter:
fig.scatter(
'index', source_name, source=source,
legend_label=legend_label, color=color,
@@ -544,7 +548,10 @@ def __eq__(self, other):
legend_label=legend_label, line_color=color,
line_width=1.3)
else:
- if is_scatter:
+ if is_histogram:
+ r = fig.vbar('index', BAR_WIDTH, source_name, source=source,
+ legend_label=LegendStr(legend_label), color=color)
+ elif is_scatter:
r = fig.scatter(
'index', source_name, source=source,
legend_label=LegendStr(legend_label), color=color,
diff --git a/backtesting/backtesting.py b/backtesting/backtesting.py
index edb7be01..41b7a7d5 100644
--- a/backtesting/backtesting.py
+++ b/backtesting/backtesting.py
@@ -75,7 +75,7 @@ def _check_params(self, params):
def I(self, # noqa: E741, E743
func: Callable, *args,
- name=None, plot=True, overlay=None, color=None, scatter=False,
+ name=None, plot=True, overlay=None, color=None, scatter=False, histogram=False,
**kwargs) -> np.ndarray:
"""
Declare indicator. An indicator is just an array of values,
@@ -105,6 +105,10 @@ def I(self, # noqa: E741, E743
If `scatter` is `True`, the plotted indicator marker will be a
circle instead of a connected line segment (default).
+ If `histogram` is `True`, the indicator values will be plotted
+ as a histogram instead of line or circle. When `histogram` is
+ `True`, 'scatter' value will be ignored even if it's set.
+
Additional `*args` and `**kwargs` are passed to `func` and can
be used for parameters.
@@ -151,7 +155,7 @@ def init():
overlay = ((x < 1.4) & (x > .6)).mean() > .6
value = _Indicator(value, name=name, plot=plot, overlay=overlay,
- color=color, scatter=scatter,
+ color=color, scatter=scatter, histogram=histogram,
# _Indicator.s Series accessor uses this:
index=self.data.index)
self._indicators.append(value)
diff --git a/backtesting/test/_test.py b/backtesting/test/_test.py
index 85ecea6a..faab4f15 100644
--- a/backtesting/test/_test.py
+++ b/backtesting/test/_test.py
@@ -771,6 +771,24 @@ def next(self):
plot_drawdown=False, plot_equity=False, plot_pl=False, plot_volume=False,
open_browser=False)
+ def test_indicator_histogram(self):
+ class S(Strategy):
+ def init(self):
+ self.I(SMA, self.data.Close, 5, overlay=True, scatter=False, histogram=True)
+ self.I(SMA, self.data.Close, 10, overlay=False, scatter=False, histogram=True)
+
+ def next(self):
+ pass
+
+ bt = Backtest(GOOG, S)
+ bt.run()
+ with _tempfile() as f:
+ bt.plot(filename=f,
+ plot_drawdown=False, plot_equity=False, plot_pl=False, plot_volume=False,
+ open_browser=True)
+ # Give browser time to open before tempfile is removed
+ time.sleep(1)
+
class TestLib(TestCase):
def test_barssince(self):