seolpyo-mplchart 0.0.1__py3-none-any.whl

seolpyo_mplchart/draw.py

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+from time import time
+
+from matplotlib.backend_bases import PickEvent
+from matplotlib.collections import LineCollection
+from matplotlib.lines import Line2D
+import numpy as np
+import pandas as pd
+
+
+from .base import Base
+
+
+class Mixin:
+    def generate_data(self, df):
+        "This function works after data generate process is done."
+        return
+
+    def on_blit(self):
+        "This function works after cavas.blit()."
+        return
+    def on_draw(self, e):
+        "This function works if draw event active."
+        return
+    def on_move(self, e):
+        "This function works if mouse move event active."
+        return
+    def on_pick(self, e):
+        "This function works if pick event active."
+        return
+
+
+_set_key = {'x', 'left', 'right', 'top', 'bottom',}
+
+class DataMixin(Base):
+    df: pd.DataFrame
+    date = 'date'
+    Open, high, low, close = ('open', 'high', 'low', 'close')
+    volume = 'volume'
+
+    _visible_ma = set()
+    label_ma = '{}일선'
+    list_ma = (5, 20, 60, 120, 240)
+    # https://matplotlib.org/stable/gallery/color/named_colors.html
+    list_macolor = ('darkred', 'fuchsia', 'olive', 'orange', 'navy', 'darkmagenta', 'limegreen', 'darkcyan',)
+
+    color_up = '#fe3032'
+    color_down = '#0095ff'
+    color_flat = 'k'
+    color_up_down = 'w'
+    color_down_up = 'w'
+    colors_volume = '#1f77b4'
+
+    def _generate_data(self, df: pd.DataFrame):
+        for i in ['date', 'Open', 'high', 'low', 'close', 'volume']:
+            v = getattr(self, i)
+            if v in _set_key: raise Exception(f'you can not set "self.{i}" value in {_set_key}.\nself.{i}={v!r}')
+
+        for i in self.list_ma: df[f'ma{i}'] = df[self.close].rolling(i).mean()
+
+        candlewidth_half = 0.3
+        volumewidth_half = 0.36
+        df['x'] = df.index + 0.5
+        df['left'] = df['x'] - candlewidth_half
+        df['right'] = df['x'] + candlewidth_half
+        df['vleft'] = df['x'] - volumewidth_half
+        df['vright'] = df['x'] + volumewidth_half
+
+        df['top'] = np.where(df['open'] <= df['close'], df['close'], df['open'])
+        df['top'] = np.where(df['close'] < df['open'], df['open'], df['close'])
+        df['bottom'] = np.where(df['open'] <= df['close'], df['open'], df['close'])
+        df['bottom'] = np.where(df['close'] < df['open'], df['close'], df['open'])
+
+        # 양봉
+        df.loc[:, ['facecolor', 'edgecolor']] = (self.color_up, self.color_up)
+        if self.color_up != self.color_down:
+            # 음봉
+            df.loc[df['close'] < df['open'], ['facecolor', 'edgecolor']] = (self.color_down, self.color_down)
+        if self.color_up != self.color_flat:
+            # 보합
+            df.loc[df['close'] == df['open'], ['facecolor', 'edgecolor']] = (self.color_flat, self.color_flat)
+        if self.color_up != self.color_up_down:
+            # 양봉(비우기)
+            df.loc[(df['facecolor'] == self.color_up) & (df['close'] < df['close'].shift(1)), 'facecolor'] = self.color_up_down
+        if self.color_down != self.color_down_up:
+            # 음봉(비우기)
+            df.loc[(df['facecolor'] == self.color_down) & (df['close'].shift(1) < df['close']), ['facecolor']] = self.color_down_up
+
+        self.df = df
+        return
+
+
+class CollectionMixin(DataMixin):
+    color_sliderline = 'k'
+
+    _masegment, _macolors = ({}, {})
+
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+
+        self._connect_event()
+        self._add_collection()
+        return
+
+    def _connect_event(self):
+        self.canvas.mpl_connect('pick_event', lambda x: self._on_pick(x))
+        return
+
+    def _add_collection(self):
+        self.macollection = LineCollection([], animated=True, antialiased=True, linewidth=1)
+        self.ax_price.add_collection(self.macollection)
+
+        self.slidercollection = LineCollection([], animated=True, antialiased=True)
+        self.ax_slider.add_collection(self.slidercollection)
+
+        # https://white.seolpyo.com/entry/145/
+        self.candlecollection = LineCollection([], animated=True, antialiased=True, linewidths=1)
+        self.ax_price.add_collection(self.candlecollection)
+
+        # https://white.seolpyo.com/entry/145/
+        self.volumecollection = LineCollection([], animated=True, antialiased=True, facecolors=self.colors_volume, linewidths=1, edgecolors='k')
+        self.ax_volume.add_collection(self.volumecollection)
+
+        return
+
+    def _get_candlesegment(self, s: pd.Series):
+        v = s.values
+        segment = (
+            (v[0], v[3]), # 심지 상단
+            (v[0], v[5]), # 몸통 상단
+            (v[1], v[5]), # 몸통 상단 좌측
+            (v[1], v[6]), # 몸통 하단 좌측
+            (v[0], v[6]), # 몸통 하단
+            (v[0], v[4]), # 심지 하단
+            (v[0], v[6]), # 몸통 하단
+            (v[2], v[6]), # 몸통 하단 우측
+            (v[2], v[5]), # 몸통 상단 우측
+            (v[0], v[5]), # 몸통 상단
+        )
+        return segment
+
+    def _get_volumesegment(self, s: pd.Series):
+        v = s.values
+        segment = (
+            (v[0], 0), # 몸통 하단 좌측
+            (v[0], v[2]), # 몸통 상단 좌측
+            (v[1], v[2]), # 몸통 하단 우측
+            (v[1], 0), # 몸통 상단 우측
+        )
+        return segment
+
+    def _set_collection(self):
+        self.df.loc[:, ['candlesegment']] = self.df[['x', 'left', 'right', self.high, self.low, 'top', 'bottom']].agg(self._get_candlesegment, axis=1)
+        self.df.loc[:, ['volumesegment']] = self.df[['vleft', 'vright', self.volume]].agg(self._get_volumesegment, axis=1)
+
+        self._set_macollection()
+
+        # 가격이동평균선
+        segments = list(reversed(self._masegment.values()))
+        colors, widths = ([], [])
+        for i in reversed(self._macolors.values()): (colors.append(i), widths.append(1))
+        self.macollection.set_segments(segments)
+        self.macollection.set_edgecolor(colors)
+
+        # 슬라이더 선형차트
+        segments.append(self.df[['x', self.close]].apply(tuple, axis=1).tolist())
+        (colors.append(self.color_sliderline), widths.append(1.8))
+        self.slidercollection.set_segments(segments)
+        self.slidercollection.set_edgecolor(colors)
+        self.slidercollection.set_linewidth(widths)
+
+        self.candlecollection.set_segments(self.df['candlesegment'])
+        self.candlecollection.set_facecolor(self.df['facecolor'].values)
+        self.candlecollection.set_edgecolor(self.df['edgecolor'].values)
+
+        self.volumecollection.set_segments(self.df['volumesegment'])
+        return
+
+    def _set_macollection(self):
+        # 기존 legend 제거
+        legends = self.ax_legend.get_legend()
+        if legends: legends.remove()
+
+        self._masegment.clear(), self._macolors.clear()
+        handles, labels = ([], [])
+        self._visible_ma.clear()
+        for n, i in enumerate(self.list_ma):
+            try: c = self.list_macolor[n]
+            except: c = self.color_sliderline
+            self._macolors[i] = c
+            self._masegment[i] = self.df[['x', f'ma{i}']].apply(tuple, axis=1).tolist()
+
+            handles.append(Line2D([0, 1], [0, 1], color=c, linewidth=5, label=i))
+            labels.append(self.label_ma.format(i))
+
+            self._visible_ma.add(i)
+
+        # 가격이동평균선 legend 생성
+        if handles:
+            legends = self.ax_legend.legend(handles, labels, loc='lower left', ncol=10)
+
+            for i in legends.legend_handles:
+                i.set_picker(5)
+        return
+
+    def _on_pick(self, e):
+        self._pick_ma_action(e)
+
+        return self._draw()
+
+    def _pick_ma_action(self, e: PickEvent):
+        handle = e.artist
+        if e.artist.get_alpha() == 0.2:
+            visible = True
+            handle.set_alpha(1.0)
+        else:
+            visible = False
+            handle.set_alpha(0.2)
+
+        n = int(handle.get_label())
+
+        if visible: self._visible_ma = {i for i in self.list_ma if i in self._visible_ma or i == n}
+        else: self._visible_ma = {i for i in self._visible_ma if i != n}
+
+        self.macollection.set_segments([self._masegment[i] for i in reversed(self._masegment) if i in self._visible_ma])
+        colors = [self._macolors[i] for i in reversed(self._macolors) if i in self._visible_ma]
+        self.macollection.set_colors(colors)
+        return
+
+    def _draw(self):
+        if self.fig.canvas is not self.canvas:
+            self.canvas = self.fig.canvas
+        self.canvas.draw()
+        return
+
+
+class BackgroundMixin(CollectionMixin):
+    background = None
+    candle_on_ma = True
+
+    _creating_background = False
+
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+        return
+
+    def _connect_event(self):
+        super()._connect_event()
+        self.canvas.mpl_connect('draw_event', lambda x: self._on_draw(x))
+        return
+
+    def _create_background(self):
+        if self._creating_background: return
+
+        if self.fig.canvas is not self.canvas:
+            self.canvas = self.fig.canvas
+
+        self._creating_background = True
+        self._copy_bbox()
+        self._creating_background = False
+        return
+
+    def _copy_bbox(self):
+        self._draw_artist()
+        self.background = self.canvas.renderer.copy_from_bbox(self.fig.bbox)
+        return
+
+    def _draw_artist(self):
+        renderer = self.canvas.renderer
+
+        self.ax_slider.xaxis.draw(renderer)
+        self.ax_slider.yaxis.draw(renderer)
+
+        self.slidercollection.draw(renderer)
+
+        self.ax_price.xaxis.draw(renderer)
+        self.ax_price.yaxis.draw(renderer)
+
+        if self.candle_on_ma:
+            self.macollection.draw(renderer)
+            self.candlecollection.draw(renderer)
+        else:
+            self.candlecollection.draw(renderer)
+            self.macollection.draw(renderer)
+
+        self.ax_volume.xaxis.draw(renderer)
+        self.ax_volume.yaxis.draw(renderer)
+
+        self.volumecollection.draw(renderer)
+        return
+
+    def _on_draw(self, e):
+        self.background = None
+        self._restore_region()
+        return
+
+    def _restore_region(self):
+        if not self.background: self._create_background()
+
+        self.canvas.renderer.restore_region(self.background)
+        return
+
+
+class DrawMixin(BackgroundMixin):
+    def set_data(self, df: pd.DataFrame):
+        self._generate_data(df)
+        self._set_collection()
+        self._draw_collection()
+        return
+
+    def _draw_collection(self):
+        xmax = self.df['x'].values[-1] + 1
+
+        xspace = xmax / 40
+        self.xmin, self.xmax = (-xspace, xmax+xspace)
+        # 슬라이더 xlim
+        self.ax_slider.set_xlim(self.xmin, self.xmax)
+        # 주가 xlim
+        self.ax_price.set_xlim(self.xmin, self.xmax)
+        # 거래량 xlim
+        self.ax_volume.set_xlim(self.xmin, self.xmax)
+
+        ymin, ymax = (self.df[self.low].min(), self.df[self.high].max())
+        ysub = (ymax - ymin) / 15
+
+        # 슬라이더 ylim
+        self._slider_ymin, self._slider_ymax = (ymin-ysub, ymax+ysub)
+        self.ax_slider.set_ylim(self._slider_ymin, self._slider_ymax)
+
+        # 주가 ylim
+        self._price_ymin, self._price_ymax = (ymin-ysub, ymax+ysub)
+        self.ax_price.set_ylim(self._price_ymin, self._price_ymax)
+
+        # 거래량 ylim
+        self._vol_ymax = self.df[self.volume].max() * 1.2
+        self.ax_volume.set_ylim(0, self._vol_ymax)
+        return
+
+
+class Chart(DrawMixin, Mixin):
+    def _generate_data(self, df):
+        super()._generate_data(df)
+        return self.generate_data(self.df)
+
+    def _on_draw(self, e):
+        super()._on_draw(e)
+        return self.on_draw(e)
+
+    def _on_pick(self, e):
+        self.on_pick(e)
+        return super()._on_pick(e)
+
+
+if __name__ == '__main__':
+    import json
+    from pathlib import Path
+    import matplotlib.pyplot as plt
+    with open(Path(__file__).parent / 'data/samsung.txt', 'r', encoding='utf-8') as txt:
+        data = json.load(txt)
+    print(f'{len(data)=}')
+    # data = data[:200]
+    df = pd.DataFrame(data)
+
+    t = time()
+    DrawMixin().set_data(df)
+    t2 = time() - t
+    print(f'{t2=}')
+    plt.show()