rename return_calc_values keys for backwards compatibility

Author: DanielGoldfarb

examples/scratch_pad/price-movement_ret_calc_vals.ipynb

@@ -258,7 +258,7 @@
     {
      "data": {
       "text/plain": [
-       "'0.12.7a11'"
+       "'0.12.7a12'"
       ]
      },
      "execution_count": 4,
@@ -360,68 +360,11 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "{'brick_dates': [datetime.datetime(2011, 7, 11, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 7, 28, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 1, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 1, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 3, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 3, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 4, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 8, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 12, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 12, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 17, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 18, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 26, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 26, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 8, 30, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 9, 1, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 9, 8, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 9, 14, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 9, 21, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 9, 21, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 9, 30, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 9, 30, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 4, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 7, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 11, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 13, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 21, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 26, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 26, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 31, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 10, 31, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 11, 2, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 11, 16, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 11, 18, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 11, 22, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 11, 29, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 11, 29, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 12, 2, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 12, 13, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2011, 12, 22, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 1, 4, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 1, 17, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 1, 24, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 2, 2, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 2, 15, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 3, 12, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 3, 12, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 3, 30, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 4, 9, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 5, 8, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 5, 14, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 5, 16, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 5, 17, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 6, 14, 0, 0, tzinfo=datetime.timezone.utc),\n",
-      "                 datetime.datetime(2012, 6, 28, 0, 0, tzinfo=datetime.timezone.utc)],\n",
-      " 'brick_size': 1.9671436428571505,\n",
-      " 'brick_values': [131.95285435714285,\n",
+      "{'maxx': 59.983333333333334,\n",
+      " 'maxy': 141.78857257142855,\n",
+      " 'minx': -0.9833333333333333,\n",
+      " 'miny': 110.3142742857142,\n",
+      " 'renko_bricks': [131.95285435714285,\n",
       "                  129.98571071428572,\n",
       "                  128.01856707142858,\n",
       "                  126.05142342857143,\n",
@@ -481,7 +424,68 @@
       "                  129.98571071428572,\n",
       "                  131.95285435714285,\n",
       "                  133.919998],\n",
-      " 'brick_volumes': [1072136600,\n",
+      " 'renko_dates': [datetime.datetime(2011, 7, 11, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 7, 28, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 1, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 1, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 3, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 3, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 4, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 8, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 12, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 12, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 17, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 18, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 26, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 26, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 8, 30, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 9, 1, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 9, 8, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 9, 14, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 9, 21, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 9, 21, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 9, 30, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 9, 30, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 4, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 5, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 7, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 11, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 13, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 21, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 26, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 26, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 31, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 10, 31, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 11, 2, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 11, 16, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 11, 18, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 11, 22, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 11, 29, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 11, 29, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 12, 2, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 12, 13, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2011, 12, 22, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 1, 4, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 1, 17, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 1, 24, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 2, 2, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 2, 15, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 3, 12, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 3, 12, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 3, 30, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 4, 9, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 5, 8, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 5, 14, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 5, 16, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 5, 17, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 6, 14, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "                 datetime.datetime(2012, 6, 28, 0, 0, tzinfo=datetime.timezone.utc)],\n",
+      " 'renko_size': 1.9671436428571505,\n",
+      " 'renko_volumes': [1072136600,\n",
       "                   2461593000,\n",
       "                   632829300,\n",
       "                   632829300,\n",
@@ -540,11 +544,7 @@
       "                   414894800,\n",
       "                   247992900,\n",
       "                   3601584000,\n",
-      "                   2110620800],\n",
-      " 'maxx': 59.983333333333334,\n",
-      " 'maxy': 141.78857257142855,\n",
-      " 'minx': -0.9833333333333333,\n",
-      " 'miny': 110.3142742857142}\n"
+      "                   2110620800]}\n"
      ]
     }
    ],
@@ -713,8 +713,12 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "{'box_counts': [-11, 3, -2, 3, -2, 1, -4, 8, -2, 1, -3, 3, -1, 9, -5, 2],\n",
-      " 'box_dates': [datetime.datetime(2011, 7, 11, 0, 0, tzinfo=datetime.timezone.utc),\n",
+      "{'maxx': 15.9375,\n",
+      " 'maxy': 135.88714164285713,\n",
+      " 'minx': -0.9375,\n",
+      " 'miny': 113.26498974999991,\n",
+      " 'pnf_counts': [-11, 3, -2, 3, -2, 1, -4, 8, -2, 1, -3, 3, -1, 9, -5, 2],\n",
+      " 'pnf_dates': [datetime.datetime(2011, 7, 11, 0, 0, tzinfo=datetime.timezone.utc),\n",
       "               datetime.datetime(2011, 8, 8, 0, 0, tzinfo=datetime.timezone.utc),\n",
       "               datetime.datetime(2011, 8, 17, 0, 0, tzinfo=datetime.timezone.utc),\n",
       "               datetime.datetime(2011, 8, 22, 0, 0, tzinfo=datetime.timezone.utc),\n",
@@ -730,8 +734,8 @@
       "               datetime.datetime(2011, 12, 20, 0, 0, tzinfo=datetime.timezone.utc),\n",
       "               datetime.datetime(2012, 4, 4, 0, 0, tzinfo=datetime.timezone.utc),\n",
       "               datetime.datetime(2012, 6, 5, 0, 0, tzinfo=datetime.timezone.utc)],\n",
-      " 'box_size': 1.9671436428571505,\n",
-      " 'box_values': [[131.95285435714285,\n",
+      " 'pnf_size': 1.9671436428571505,\n",
+      " 'pnf_values': [[131.95285435714285,\n",
       "                 129.9857107142857,\n",
       "                 128.01856707142855,\n",
       "                 126.0514234285714,\n",
@@ -779,11 +783,7 @@
       "                 131.95285435714283,\n",
       "                 129.9857107142857],\n",
       "                [129.9857107142857, 131.95285435714283]],\n",
-      " 'box_volumes': None,\n",
-      " 'maxx': 15.9375,\n",
-      " 'maxy': 135.88714164285713,\n",
-      " 'minx': -0.9375,\n",
-      " 'miny': 113.26498974999991}\n"
+      " 'pnf_volumes': None}\n"
      ]
     }
    ],

src/mplfinance/plotting.py

@@ -468,16 +468,16 @@ def plot( data, **kwargs ):
     if config['return_calculated_values'] is not None:
         retdict = config['return_calculated_values']
         if ptype == 'renko':
-            retdict['brick_values' ] = pmove_values
-            retdict['brick_dates'  ] = mdates.num2date(pmove_dates)
-            retdict['brick_size'   ] = pmove_size
-            retdict['brick_volumes'] = volumes if config['volume'] else None
+            retdict['renko_bricks' ] = pmove_values
+            retdict['renko_dates'  ] = mdates.num2date(pmove_dates)
+            retdict['renko_size'   ] = pmove_size
+            retdict['renko_volumes'] = volumes if config['volume'] else None
         elif ptype == 'pnf':
-            retdict['box_dates'    ] = mdates.num2date(pmove_dates)
-            retdict['box_counts'   ] = pmove_counts
-            retdict['box_values'   ] = pmove_values
-            retdict['box_size'     ] = pmove_size
-            retdict['box_volumes'  ] = volumes if config['volume'] else None
+            retdict['pnf_dates'    ] = mdates.num2date(pmove_dates)
+            retdict['pnf_counts'   ] = pmove_counts
+            retdict['pnf_values'   ] = pmove_values
+            retdict['pnf_size'     ] = pmove_size
+            retdict['pnf_volumes'  ] = volumes if config['volume'] else None
         if config['mav'] is not None:
             mav = config['mav']
             if len(mav) != len(mavprices):