add ability to shift moving average on plots

Author: Ted

src/mplfinance/_arg_validators.py

@@ -110,14 +110,36 @@ def _mav_validator(mav_value):
     '''
     if isinstance(mav_value,int) and mav_value > 1:
         return True
-    elif not isinstance(mav_value,tuple) and not isinstance(mav_value,list):
+    elif not isinstance(mav_value,tuple) and not isinstance(mav_value,list) and not isinstance(mav_value,dict):
         return False
 
-    if not len(mav_value) < 8:
-        return False
-    for num in mav_value:
-        if not isinstance(num,int) and num > 1:
+    if isinstance(mav_value,dict):
+        if 'scale' not in mav_value or not (isinstance(mav_value['scale'],tuple) or\
+                isinstance(mav_value['scale'],int) or isinstance(mav_value['scale'], list)):
+            return False
+        if 'shift' in mav_value:
+            if not (isinstance(mav_value['shift'],tuple) or isinstance(mav_value['shift'],int) or\
+                    isinstance(mav_value['shift'], list)):
+                return False
+            if isinstance(mav_value['scale'], int) and isinstance(mav_value['shift'], int):
+                return True
+            elif isinstance(mav_value['scale'], int) or isinstance(mav_value['shift'], int):
+                return False
+            if len(mav_value['scale']) == len(mav_value['shift']):
+                for num in mav_value['scale']:
+                    if not isinstance(num, int) and num > 1:
+                        return False
+                for num in mav_value['shift']:
+                    if not isinstance(num, int) and num > 1:
+                        return False
+                return True
             return False
+    elif not len(mav_value) < 8:
+        return False
+    else:
+        for num in mav_value:
+            if not isinstance(num,int) and num > 1:
+                return False
     return True
 
 def _hlines_validator(value):

src/mplfinance/plotting.py

@@ -978,8 +978,12 @@ def _plot_mav(ax,config,xdates,prices,apmav=None,apwidth=None):
         mavgs = config['mav']
     mavp_list = []
     if mavgs is not None:
+        shift = None
+        if isinstance(mavgs,dict):
+            shift = mavgs['shift']
+            mavgs = mavgs['scale']
         if isinstance(mavgs,int):
-            mavgs = mavgs,      # convert to tuple 
+            mavgs = mavgs,      # convert to tuple
         if len(mavgs) > 7:
             mavgs = mavgs[0:7]  # take at most 7
 
@@ -988,8 +992,11 @@ def _plot_mav(ax,config,xdates,prices,apmav=None,apwidth=None):
         else:
             mavc = None
 
-        for mav in mavgs:
-            mavprices = pd.Series(prices).rolling(mav).mean().values
+        for idx,mav in enumerate(mavgs):
+            mean = pd.Series(prices).rolling(mav).mean()
+            if shift is not None:
+                mean = mean.shift(periods=shift[idx])
+            mavprices = mean.values
             lw = config['_width_config']['line_width']
             if mavc:
                 ax.plot(xdates, mavprices, linewidth=lw, color=next(mavc))

tests/reference_images/addplot12.png

@@ -354,3 +354,23 @@ def test_addplot11(bolldata):
         print('result=',result)
     assert result is None
 
+def test_addplot12(bolldata):
+
+    df = bolldata
+
+    fname = base+'12.png'
+    tname = os.path.join(tdir,fname)
+    rname = os.path.join(refd,fname)
+
+    mpf.plot(df,type='candle',volume=True,savefig=tname,mav={'scale':(20,40,60), 'shift': [5,10,20]})
+
+    tsize = os.path.getsize(tname)
+    print(glob.glob(tname),'[',tsize,'bytes',']')
+
+    rsize = os.path.getsize(rname)
+    print(glob.glob(rname),'[',rsize,'bytes',']')
+
+    result = compare_images(rname,tname,tol=IMGCOMP_TOLERANCE)
+    if result is not None:
+       print('result=',result)
+    assert result is None