seolpyo-mplchart 0.1.3.1__py3-none-any.whl → 2.0.0.3__py3-none-any.whl

seolpyo_mplchart/_draw.py

@@ -0,0 +1,634 @@
+from matplotlib.backend_bases import PickEvent
+from matplotlib.collections import LineCollection
+from matplotlib.lines import Line2D
+from matplotlib.text import Text
+import numpy as np
+import pandas as pd
+
+
+from ._base import Base
+
+
+class Mixin:
+    def draw_artist(self):
+        "This method work before ```figure.canvas.blit()```."
+        return
+
+    def on_change_xlim(self, xmin, xmax, simpler=False, set_ma=True):
+        "This method work if xlim change."
+        return
+
+    def on_draw(self, e):
+        "If draw event active, This method work."
+        return
+
+    def on_pick(self, e):
+        "If draw pick active, This method work."
+        return
+
+
+class CollectionMixin(Base):
+    facecolor_volume, edgecolor_volume = ('#1f77b4', 'k')
+    watermark = 'seolpyo mplchart'
+
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+
+        self._add_collection()
+        return
+
+    def _add_collection(self):
+        self.artist_watermark = Text(
+            x=0.5, y=0.5, text=self.watermark,
+            animated=True,
+            fontsize=20, color=self.color_tick_label, alpha=0.2,
+            horizontalalignment='center', verticalalignment='center',
+            transform=self.ax_price.transAxes
+        )
+        self.ax_price.add_artist(self.artist_watermark)
+
+        self.collection_candle = LineCollection([], animated=True, linewidths=0.8)
+        self.ax_price.add_collection(self.collection_candle)
+
+        self.collection_ma = LineCollection([], animated=True, linewidths=1)
+        self.ax_price.add_collection(self.collection_ma)
+
+        self.collection_volume = LineCollection([], animated=True, linewidths=1)
+        self.ax_volume.add_collection(self.collection_volume)
+        return
+
+    def change_background_color(self, color):
+        self.figure.set_facecolor(color)
+        self.ax_price.set_facecolor(color)
+        self.ax_volume.set_facecolor(color)
+        legends = self.ax_legend.get_legend()
+        if legends: legends.get_frame().set_facecolor(color)
+        return
+
+    def change_tick_color(self, color):
+        for ax in (self.ax_price, self.ax_volume):
+            for i in ('top', 'bottom', 'left', 'right'): ax.spines[i].set_color(self.color_tick)
+            ax.tick_params(colors=color)
+            ax.tick_params(colors=color)
+
+        legends = self.ax_legend.get_legend()
+        if legends: legends.get_frame().set_edgecolor(color)
+
+        self.change_text_color(color)
+        return
+
+    def change_text_color(self, color):
+        self.artist_watermark.set_color(color)
+        legends = self.ax_legend.get_legend()
+        if legends:
+            for i in legends.texts: i.set_color(color)
+        return
+
+    def change_line_color(self, color): return
+
+
+class DrawMixin(CollectionMixin):
+    candle_on_ma = True
+
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+
+        self._connect_event()
+        return
+
+    def _connect_event(self):
+        self.figure.canvas.mpl_connect('draw_event', lambda x: self._on_draw(x))
+        return
+
+    def _on_draw(self, e):
+        self._draw_artist()
+        self.figure.canvas.blit()
+        return
+
+    def _draw_artist(self):
+        self._draw_ax_price()
+        self._draw_ax_volume()
+        return
+
+    def _draw_ax_price(self):
+        renderer = self.figure.canvas.renderer
+
+        self.ax_price.xaxis.draw(renderer)
+        self.ax_price.yaxis.draw(renderer)
+
+        if self.candle_on_ma:
+            self.collection_ma.draw(renderer)
+            self.collection_candle.draw(renderer)
+        else:
+            self.collection_candle.draw(renderer)
+            self.collection_ma.draw(renderer)
+
+        if self.watermark:
+            self.artist_watermark.set_text(self.watermark)
+            self.artist_watermark.draw(renderer)
+        return
+
+    def _draw_ax_volume(self):
+        renderer = self.figure.canvas.renderer
+
+        self.ax_volume.xaxis.draw(renderer)
+        self.ax_volume.yaxis.draw(renderer)
+
+        self.collection_volume.draw(renderer)
+        return
+
+
+_set_key = {
+    'x', 'zero', 'close_pre', 'ymax_volume',
+    'is_up',
+    'top_candle', 'bottom_candle',
+    'left_candle', 'right_candle',
+    'left_volume', 'right_volume',
+}
+
+class DataMixin(DrawMixin):
+    df: pd.DataFrame
+
+    date = 'date'
+    Open, high, low, close = ('open', 'high', 'low', 'close')
+    volume = 'volume'
+    list_ma = (5, 20, 60, 120, 240)
+
+    candle_width_half, volume_width_half = (0.24, 0.36)
+    color_up, color_down = ('#FF2400', '#1E90FF')
+    color_flat = 'k'
+    color_up_down, color_down_up = ('w', 'w')
+
+    color_volume_up, color_volume_down = ('#FF5555', '#5CA8F4')
+    color_volume_flat = '#909090'
+
+    set_candlecolor, set_volumecolor = (True, True)
+
+    def _generate_data(self, df: pd.DataFrame, sort_df, calc_ma, set_candlecolor, set_volumecolor, *_, **__):
+        self.set_candlecolor = set_candlecolor
+        self.set_volumecolor = set_volumecolor
+
+        self.chart_price_ymax = df[self.high].max() * 1.3
+        self.chart_volume_ymax = df[self.volume].max() * 1.3
+
+        self._validate_column_key(df)
+
+        # 오름차순 정렬
+        if sort_df: df = df.sort_values([self.date])
+        df = df.reset_index(drop=True)
+
+        self.list_index = df.index.tolist()
+        self.xmin, self.xmax = (0, self.list_index[-1])
+
+        if not self.list_ma: self.list_ma = tuple()
+        else:
+            self.list_ma = sorted(self.list_ma)
+            # 가격이동평균선 계산
+            if calc_ma:
+                for i in self.list_ma: df[f'ma{i}'] = df[self.close].rolling(i).mean()
+            else:
+                set_key = set(self.df.keys())
+                for i in self.list_ma:
+                    key = f'ma{i}'
+                    if key not in set_key:
+                        raise KeyError(f'"{key}" column not found.\nset calc_ma=True or add "{key}" column.')
+
+        df['x'] = df.index + 0.5
+        df['left_candle'] = df['x'] - self.candle_width_half
+        df['right_candle'] = df['x'] + self.candle_width_half
+        df['left_volume'] = df['x'] - self.volume_width_half
+        df['right_volume'] = df['x'] + self.volume_width_half
+        df.loc[:, 'zero'] = 0
+
+        df['is_up'] = np.where(df[self.Open] < df[self.close], True, False)
+        df['top_candle'] = np.where(df['is_up'], df[self.close], df[self.Open])
+        df['bottom_candle'] = np.where(df['is_up'], df[self.Open], df[self.close])
+
+        df['close_pre'] = df[self.close].shift(1)
+        if self.volume: df['ymax_volume'] = df[self.volume] * 1.2
+
+        self.df = df
+        return
+
+    def _validate_column_key(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 "{i}" to column key.\nself.{i}={v!r}')
+
+        if not self.set_candlecolor:
+            keys = set(df.keys())
+            for i in ('facecolor', 'edgecolor', 'facecolor_volume', 'edgecolor_volume',):
+                if i not in keys:
+                    raise Exception(f'"{i}" column not in DataFrame.\nadd column or set set_candlecolor=True.')
+
+        if not self.set_volumecolor:
+            keys = set(df.keys())
+            for i in ('facecolor_volume', 'edgecolor_volume',):
+                if i not in keys:
+                    raise Exception(f'"{i}" column not in DataFrame.\nadd column or set set_volumecolor=True.')
+        return
+
+
+class CandleSegmentMixin(DataMixin):
+    color_priceline = 'k'
+    limit_candle = 800
+
+    def get_candle_segment(self, *, is_up, x, left, right, top, bottom, high, low):
+        """
+        get candle segment
+
+        Args:
+            is_up (bool): (True if open < close else False)
+            x (float): center of candle
+            left (float): left of candle
+            right (float): right of candle
+            top (float): top of candle(close if open < close else open)
+            bottom (float): bottom of candle(open if open < close else close)
+            high (float): top of candle wick
+            low (float): bottom of candle wick
+
+        Returns:
+            tuple[tuple[float, float]]: candle segment
+        """
+        return (
+            (x, top),
+            (left, top), (left, bottom),
+            (x, bottom), (x, low), (x, bottom),
+            (right, bottom), (right, top),
+            (x, top), (x, high)
+        )
+
+    def _create_candle_segments(self):
+        # 캔들 세그먼트
+        segment_candle = []
+        for x, left, right, top, bottom, is_up, high, low in zip(
+            self.df['x'].to_numpy().tolist(),
+            self.df['left_candle'].to_numpy().tolist(), self.df['right_candle'].to_numpy().tolist(),
+            self.df['top_candle'].to_numpy().tolist(), self.df['bottom_candle'].to_numpy().tolist(),
+            self.df['is_up'].to_numpy().tolist(),
+            self.df[self.high].to_numpy().tolist(), self.df[self.low].to_numpy().tolist(),
+        ):
+            segment_candle.append(
+                self.get_candle_segment(
+                    is_up=is_up,
+                    x=x, left=left, right=right,
+                    top=top, bottom=bottom,
+                    high=high, low=low,
+                )
+            )
+        self.segment_candle = np.array(segment_candle)
+
+        # 심지 세그먼트
+        segment_wick = self.df[[
+            'x', self.high,
+            'x', self.low,
+        ]].values
+        self.segment_candle_wick = segment_wick.reshape(segment_wick.shape[0], 2, 2)
+
+        # 종가 세그먼트
+        segment_priceline = segment_wick = self.df[['x', self.close]].values
+        self.segment_priceline = segment_priceline.reshape(1, *segment_wick.shape)
+
+        self._create_candle_color_segments()
+        return
+
+    def add_candle_color_column(self):
+        columns = ['facecolor', 'edgecolor']
+        # 양봉
+        self.df.loc[:, columns] = (self.color_up, self.color_up)
+        if self.color_up != self.color_down:
+            # 음봉
+            self.df.loc[self.df[self.close] < self.df[self.Open], columns] = (self.color_down, self.color_down)
+        if self.color_up != self.color_flat and self.color_down != self.color_flat:
+            # 보합
+            self.df.loc[self.df[self.close] == self.df[self.Open], columns] = (self.color_flat, self.color_flat)
+        if self.color_up != self.color_up_down:
+            # 양봉(비우기)
+            self.df.loc[(self.df['facecolor'] == self.color_up) & (self.df[self.close] <= self.df['close_pre']), 'facecolor'] = self.color_up_down
+        if self.color_down != self.color_down_up:
+            # 음봉(비우기)
+            self.df.loc[(self.df['facecolor'] == self.color_down) & (self.df['close_pre'] <= self.df[self.close]), ['facecolor']] = self.color_down_up
+        return
+
+    def _create_candle_color_segments(self):
+        if self.set_candlecolor: self.add_candle_color_column()
+
+        self.facecolor_candle = self.df['facecolor'].values
+        self.edgecolor_candle = self.df['edgecolor'].values
+        return
+
+    def _set_candle_segments(self, index_start, index_end):
+        self.collection_candle.set_segments(self.segment_candle[index_start:index_end])
+        self.collection_candle.set_facecolor(self.facecolor_candle[index_start:index_end])
+        self.collection_candle.set_edgecolor(self.edgecolor_candle[index_start:index_end])
+        return
+
+    def _set_candle_wick_segments(self, index_start, index_end):
+        self.collection_candle.set_segments(self.segment_candle_wick[index_start:index_end])
+        self.collection_candle.set_facecolor([])
+        self.collection_candle.set_edgecolor(self.edgecolor_candle[index_start:index_end])
+        return
+
+    def _set_priceline_segments(self, index_start, index_end):
+        self.collection_candle.set_segments(self.segment_priceline[:, index_start:index_end])
+        self.collection_candle.set_facecolor([])
+        self.collection_candle.set_edgecolor(self.color_priceline)
+        return
+
+
+class MaSegmentMixin(CandleSegmentMixin):
+    format_ma = '{}일선'
+    # https://matplotlib.org/stable/gallery/color/named_colors.html
+    list_macolor = ('#006400', '#8B008B', '#FFA500', '#0000FF', '#FF0000')
+
+    _visible_ma = set()
+
+    def _create_ma_segments(self):
+        # 주가 차트 가격이동평균선
+        key_ma = []
+        for i in reversed(self.list_ma):
+            key_ma.append('x')
+            key_ma.append(f'ma{i}')
+        if key_ma:
+            segment_ma = self.df[key_ma].values
+            self.segment_ma = segment_ma.reshape(segment_ma.shape[0], len(self.list_ma), 2).swapaxes(0, 1)
+
+        self._create_ma_color_segments()
+        return
+
+    def _create_ma_color_segments(self):
+        # 기존 legend 제거
+        legends = self.ax_legend.get_legend()
+        if legends: legends.remove()
+
+        self._visible_ma.clear()
+
+        list_handle, list_label, list_color = ([], [], [])
+        arr = [0, 1]
+        for n, i in enumerate(self.list_ma):
+            try: c = self.list_macolor[n]
+            except: c = self.color_priceline
+            list_color.append(c)
+
+            list_handle.append(Line2D(arr, arr, color=c, linewidth=5, label=i))
+            list_label.append(self.format_ma.format(i))
+
+            self._visible_ma.add(i)
+        self.edgecolor_ma = list(reversed(list_color))
+
+        # 가격이동평균선 legend 생성
+        if list_handle:
+            legends = self.ax_legend.legend(
+                list_handle, list_label, loc='lower left', ncol=10,
+                facecolor=self.color_background, edgecolor=self.color_tick,
+                labelcolor=self.color_tick_label,
+            )
+            for i in legends.legend_handles: i.set_picker(5)
+        return
+
+    def _set_ma_segments(self, index_start, index_end, set_ma):
+        if not set_ma: self.collection_ma.set_segments([])
+        else:
+            self.collection_ma.set_segments(self.segment_ma[:, index_start:index_end])
+            self.collection_ma.set_edgecolor(self.edgecolor_ma)
+        return
+
+
+class VolumeSegmentMixin(MaSegmentMixin):
+    limit_volume = 200
+
+    def get_volume_segment(self, *, x, left, right, top):
+        """
+        get volume bar segment
+
+        Args:
+            x (float): center of volume bar
+            left (float): left of volume bar
+            right (float): right of volume bar
+            top (float): top of volume bar
+
+        Returns:
+            tuple[tuple[float, float]]: volume bar segment
+        """
+        return (
+            (left, 0), (left, top),
+            (right, top), (right, 0), 
+        )
+
+    def _create_volume_segments(self):
+        # 거래량 바 세그먼트
+        segment_volume = []
+        for x, left, right, top in zip(
+            self.df['x'].to_numpy().tolist(),
+            self.df['left_volume'].to_numpy().tolist(), self.df['right_volume'].to_numpy().tolist(),
+            self.df[self.volume].to_numpy().tolist(),
+        ):
+            segment_volume.append(
+                self.get_volume_segment(x=x, left=left, right=right, top=top)
+            )
+        self.segment_volume = np.array(segment_volume)
+
+        # 거래량 심지 세그먼트
+        segment_volume_wick = self.df[[
+            'x', 'zero',
+            'x', self.volume,
+        ]].values
+        self.segment_volume_wick = segment_volume_wick.reshape(segment_volume_wick.shape[0], 2, 2)
+
+        self._create_volume_color_segments()
+        return
+
+    def add_volume_color_column(self):
+        columns = ['facecolor_volume', 'edgecolor_volume']
+        # 거래량
+        self.df.loc[:, columns] = (self.color_volume_up, self.color_volume_up)
+        if self.color_up != self.color_down:
+            # 전일대비 하락
+            condition = self.df[self.close] < self.df['close_pre']
+            self.df.loc[condition, columns] = (self.color_volume_down, self.color_volume_down)
+        if self.color_up != self.color_flat:
+            # 전일과 동일
+            condition = self.df[self.close] == self.df['close_pre']
+            self.df.loc[condition, columns] = (self.color_volume_flat, self.color_volume_flat)
+        return
+
+    def _create_volume_color_segments(self):
+        if self.set_volumecolor: self.add_volume_color_column()
+
+        self.facecolor_volume = self.df['facecolor_volume'].values
+        self.edgecolor_volume = self.df['edgecolor_volume'].values
+        return
+
+    def _set_volume_segments(self, index_start, index_end):
+        self.collection_volume.set_segments(self.segment_volume[index_start:index_end])
+        self.collection_volume.set_linewidth(0.7)
+        self.collection_volume.set_facecolor(self.facecolor_volume[index_start:index_end])
+        self.collection_volume.set_edgecolor(self.edgecolor_volume[index_start:index_end])
+        return
+
+    def _set_volume_wick_segments(self, index_start, index_end, simpler):
+        seg_volume = self.segment_volume_wick[index_start:index_end]
+        seg_facecolor_volume = self.facecolor_volume[index_start:index_end]
+        seg_edgecolor_volume = self.edgecolor_volume[index_start:index_end]
+        if simpler:
+            values = seg_volume[:, 1, 1]
+            top_index = np.argsort(-values)[:self.limit_volume]
+            seg_volume = seg_volume[top_index]
+            seg_facecolor_volume = seg_facecolor_volume[top_index]
+            seg_edgecolor_volume = seg_edgecolor_volume[top_index]
+        self.collection_volume.set_segments(seg_volume)
+        self.collection_volume.set_linewidth(1.3)
+        self.collection_volume.set_facecolor(seg_facecolor_volume)
+        self.collection_volume.set_edgecolor(seg_edgecolor_volume)
+        return
+
+
+class SegmentMixin(VolumeSegmentMixin):
+    limit_wick = 4_000
+
+    def _create_segments(self):
+        self._create_candle_segments()
+        self._create_ma_segments()
+        if self.volume: self._create_volume_segments()
+        return
+
+    def _set_collection_segments(self, index_start, index_end, indsub, simpler, set_ma=True):
+        if indsub < self.limit_candle:
+            self._set_candle_segments(index_start, index_end)
+            self._set_ma_segments(index_start, index_end, set_ma)
+            if self.volume: self._set_volume_segments(index_start, index_end)
+        elif indsub < self.limit_wick:
+            self._set_candle_wick_segments(index_start, index_end)
+            self._set_ma_segments(index_start, index_end, set_ma)
+            if self.volume: self._set_volume_wick_segments(index_start, index_end, simpler)
+        else:
+            self._set_priceline_segments(index_start, index_end)
+            self._set_ma_segments(index_start, index_end, set_ma)
+            if self.volume: self._set_volume_wick_segments(index_start, index_end, simpler)
+        return
+
+
+class EventMixin(SegmentMixin):
+    def _connect_event(self):
+        super()._connect_event()
+
+        self.figure.canvas.mpl_connect('pick_event', lambda x: self._on_pick(x))
+        return
+
+    def _on_pick(self, e):
+        self._pick_ma_action(e)
+        return
+
+    def _pick_ma_action(self, e: PickEvent):
+        handle = e.artist
+
+        visible = handle.get_alpha() == 0.2
+        handle.set_alpha(1.0 if visible else 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}
+
+        alphas = [(1 if i in self._visible_ma else 0) for i in reversed(self.list_ma)]
+        self.collection_ma.set_alpha(alphas)
+
+        self.figure.canvas.draw()
+        return
+
+
+class LimMixin(EventMixin):
+    candle_on_ma = True
+
+    def set_data(self, df, sort_df=True, calc_ma=True, set_candlecolor=True, set_volumecolor=True, *args, **kwargs):
+        self._generate_data(df, sort_df, calc_ma, set_candlecolor, set_volumecolor, *args, **kwargs)
+        self._create_segments()
+
+        vmin, vmax = self.get_default_lim()
+        self._set_lim(vmin, vmax)
+        return
+
+    def _set_lim(self, xmin, xmax, simpler=False, set_ma=True):
+        self.vxmin, self.vxmax = (xmin, xmax)
+        if xmin < 0: xmin = 0
+        if xmax < 1: xmax = 1
+
+        ymin, ymax = (self.df[self.low][xmin:xmax].min(), self.df[self.high][xmin:xmax].max())
+        yspace = (ymax - ymin) / 15
+        # 주가 차트 ymin, ymax
+        self.price_ymin, self.price_ymax = (ymin-yspace, ymax+yspace)
+
+        # 거래량 차트 ymax
+        self.volume_ymax = self.df['ymax_volume'][xmin:xmax].max() if self.volume else 1
+
+        self._change_lim(self.vxmin, self.vxmax)
+        xsub = xmax - xmin
+        self._set_collection_segments(xmin, xmax, xsub, simpler, set_ma)
+        return
+
+    def _change_lim(self, xmin, xmax):
+        # 주가 차트 xlim
+        self.ax_price.set_xlim(xmin, xmax)
+        # 거래량 차트 xlim
+        self.ax_volume.set_xlim(xmin, xmax)
+
+        # 주가 차트 ylim
+        self.ax_price.set_ylim(self.price_ymin, self.price_ymax)
+        # 거래량 차트 ylim
+        self.ax_volume.set_ylim(0, self.volume_ymax)
+        return
+
+    def get_default_lim(self):
+        return (0, self.list_index[-1]+1)
+
+
+class BackgroundMixin(LimMixin):
+    background = None
+
+    _creating_background = False
+
+    def _create_background(self):
+        if self._creating_background: return
+
+        self._creating_background = True
+        self._copy_bbox()
+        self._creating_background = False
+        return
+
+    def _copy_bbox(self):
+        self._draw_artist()
+        self.background = self.figure.canvas.renderer.copy_from_bbox(self.figure.bbox)
+        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.figure.canvas.renderer.restore_region(self.background)
+        return
+
+
+class BaseMixin(BackgroundMixin):
+    pass
+
+
+class Chart(BaseMixin, Mixin):
+    def _draw_artist(self):
+        super()._draw_artist()
+        return self.draw_artist()
+
+    def _set_lim(self, xmin, xmax, simpler=False, set_ma=True):
+        super()._set_lim(xmin, xmax, simpler, set_ma)
+        return self.on_change_xlim(xmin, xmax, simpler, set_ma)
+
+    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)
+