fill_between now accepts list of dict for multiple fill_betweens

Author: DanielGoldfarb

examples/macd.py

@@ -0,0 +1,39 @@
+import pandas as pd
+import mplfinance as mpf
+
+import matplotlib.dates as mdates
+
+idf = pd.read_csv('data/SPY_20110701_20120630_Bollinger.csv',index_col=0,parse_dates=True)
+df = idf.loc['2011-07-01':'2011-12-30',:]
+
+
+# =======
+#  MACD:
+
+#  df = df.iloc[0:30]
+
+exp12     = df['Close'].ewm(span=12, adjust=False).mean()
+exp26     = df['Close'].ewm(span=26, adjust=False).mean()
+macd      = exp12 - exp26
+signal    = macd.ewm(span=9, adjust=False).mean()
+histogram = macd - signal
+
+fb_green = dict(y1=macd.values,y2=signal.values,where=signal<macd,color="#93c47d",alpha=0.6,interpolate=True)
+fb_red   = dict(y1=macd.values,y2=signal.values,where=signal>macd,color="#e06666",alpha=0.6,interpolate=True)
+fb_green['panel'] = 1
+fb_red['panel'] = 1
+fb       = [fb_green,fb_red]
+
+apds = [mpf.make_addplot(exp12,color='lime'),
+        mpf.make_addplot(exp26,color='c'),
+        mpf.make_addplot(histogram,type='bar',width=0.7,panel=1,
+                         color='dimgray',alpha=1,secondary_y=True),
+        mpf.make_addplot(macd,panel=1,color='fuchsia',secondary_y=False),
+        mpf.make_addplot(signal,panel=1,color='b',secondary_y=False)#,fill_between=fb),
+       ]
+
+s = mpf.make_mpf_style(base_mpf_style='classic',rc={'figure.facecolor':'lightgray'})
+
+mpf.plot(df,type='candle',addplot=apds,figscale=1.6,figratio=(6,5),title='\n\nMACD',
+         style=s,volume=True,volume_panel=2,panel_ratios=(3,4,1),fill_between=fb)#,show_nontrading=True)
+

src/mplfinance/_arg_validators.py

@@ -3,6 +3,7 @@
 import numpy    as np
 import datetime
 from   mplfinance._helpers import _list_of_dict, _mpf_is_color_like
+from   mplfinance._helpers import _num_or_seq_of_num
 import matplotlib as mpl
 import warnings
 
@@ -434,3 +435,15 @@ def _check_for_external_axes(config):
 
     external_axes_mode = True if isinstance(config['ax'],mpl.axes.Axes) else False
     return external_axes_mode
+
+def _valid_fb_dict(value):
+    return (isinstance(value,dict) and
+            'y1' in value and
+            _num_or_seq_of_num(value['y1']))
+
+def _fill_between_validator(value):
+    if _num_or_seq_of_num(value): return True
+    if _valid_fb_dict(value): return True
+    if _list_of_dict(value):
+        return all([_valid_fb_dict(v) for v in value])
+    return False

src/mplfinance/_version.py

@@ -1,5 +1,5 @@
 
-version_info = (0, 12, 8, 'beta', 9)
+version_info = (0, 12, 9, 'beta', 0)
 
 _specifier_ = {'alpha': 'a','beta': 'b','candidate': 'rc','final': ''}
 

src/mplfinance/plotting.py

@@ -32,7 +32,7 @@
 from mplfinance import _styles
 
 from mplfinance._arg_validators import _check_and_prepare_data, _mav_validator
-from mplfinance._arg_validators import _get_valid_plot_types
+from mplfinance._arg_validators import _get_valid_plot_types, _fill_between_validator
 from mplfinance._arg_validators import _process_kwargs, _validate_vkwargs_dict
 from mplfinance._arg_validators import _kwarg_not_implemented, _bypass_kwarg_validation
 from mplfinance._arg_validators import _hlines_validator, _vlines_validator
@@ -304,9 +304,7 @@ def _valid_plot_kwargs():
                                         'Description' : 'fill between specification as y-value, or sequence of'+
                                                         ' y-values, or dict containing key "y1" plus any additional'+
                                                         ' kwargs for `fill_between()`',
-                                        'Validator'   : lambda value: _num_or_seq_of_num(value) or 
-                                                                     (isinstance(value,dict) and 'y1' in value and
-                                                                       _num_or_seq_of_num(value['y1'])) },
+                                        'Validator'   : _fill_between_validator },
 
         'tight_layout'              : { 'Default'     : False,
                                         'Description' : 'True|False implement tight layout (minimal padding around Figure)'+
@@ -705,19 +703,23 @@ def plot( data, **kwargs ):
     # fill_between is NOT supported for external_axes_mode
     # (caller can easily call ax.fill_between() themselves).
     if config['fill_between'] is not None and not external_axes_mode:
-        fb    = config['fill_between']
-        panid = config['main_panel']
-        if isinstance(fb,dict):
+        fblist = config['fill_between']
+        panid  = config['main_panel']
+        if _num_or_seq_of_num(fblist):
+            fblist = [dict(y1=fblist),]
+        elif isinstance(fblist,dict):
+            fblist = [fblist,]
+        if not _list_of_dict(fblist):
+            raise TypeError('Bad type for `fill_between` specifier.')
+        for fb in fblist:
             if 'x' in fb:
                 raise ValueError('fill_between dict may not contain `x`')
             if 'panel' in fb:
                 panid = fb['panel']
                 del fb['panel']
-        else:
-            fb = dict(y1=fb)
-        fb['x'] = xdates
-        ax = panels.at[panid,'axes'][0]
-        ax.fill_between(**fb)
+            fb['x'] = xdates
+            ax = panels.at[panid,'axes'][0]
+            ax.fill_between(**fb)
 
     # put the primary axis on one side,
     # and the twinx() on the "other" side:
@@ -1061,9 +1063,13 @@ def _addplot_apply_supplements(ax,apdict,xdates):
         ax.set_yscale(ysd)
     # added by Wen
     if "fill_between" in apdict and apdict['fill_between'] is not None:
-        fb = apdict['fill_between']
-        fb['x'] = xdates
-        ax.fill_between(**fb)
+        fblist = apdict['fill_between']
+        if isinstance(fblist,dict):
+            fblist = [fblist,]
+        if _list_of_dict(fblist):
+            for fb in fblist:
+                fb['x'] = xdates
+                ax.fill_between(**fb)
 
 def _set_ylabels_side(ax_pri,ax_sec,primary_on_right):
     # put the primary axis on one side,
@@ -1241,7 +1247,7 @@ def _valid_addplot_kwargs():
                           'Validator'   : lambda value: _is_marketcolor_object(value) },
         'fill_between': { 'Default'     : None,    # added by Wen
                           'Description' : " fill region",
-                          'Validator'   : lambda value: isinstance(value,dict) },
+                          'Validator'   : _fill_between_validator },
 
     }