'''

This code is copyright Harrison Kinsley.

The open-source code is released under a BSD license:
Copyright (c) 2013, Harrison Kinsley
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
* Neither the name of the nor the
names of its contributors may be used to endorse or promote products
derived from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL BE LIABLE FOR ANY
DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
'''
'''
This code is copyright Harrison Kinsley.
The open-source code is released under a BSD license:
Copyright (c) 2013, Harrison Kinsley
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
* Neither the name of the nor the
names of its contributors may be used to endorse or promote products
derived from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL BE LIABLE FOR ANY
DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
'''
import urllib2
import time
import datetime
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.ticker as mticker
import matplotlib.dates as mdates
from matplotlib.finance import candlestick
import matplotlib
import pylab
matplotlib.rcParams.update({'font.size': 9})
def rsiFunc(prices, n=14):
deltas = np.diff(prices)
seed = deltas[:n+1]
up = seed[seed>=0].sum()/n
down = -seed[seed<0].sum()/n
rs = up/down
rsi = np.zeros_like(prices)
rsi[:n] = 100. - 100./(1.+rs)
for i in range(n, len(prices)):
delta = deltas[i-1] # cause the diff is 1 shorter
if delta>0:
upval = delta
downval = 0.
else:
upval = 0.
downval = -delta
up = (up*(n-1) + upval)/n
down = (down*(n-1) + downval)/n
rs = up/down
rsi[i] = 100. - 100./(1.+rs)
return rsi
def movingaverage(values,window):
weigths = np.repeat(1.0, window)/window
smas = np.convolve(values, weigths, 'valid')
return smas # as a numpy array
def ExpMovingAverage(values, window):
weights = np.exp(np.linspace(-1., 0., window))
weights /= weights.sum()
a = np.convolve(values, weights, mode='full')[:len(values)]
a[:window] = a[window]
return a
def computeMACD(x, slow=26, fast=12):
"""
compute the MACD (Moving Average Convergence/Divergence) using a fast and sl
ow exponential moving avg'
return value is emaslow, emafast, macd which are len(x) arrays
"""
emaslow = ExpMovingAverage(x, slow)
emafast = ExpMovingAverage(x, fast)
return emaslow, emafast, emafast - emaslow
def graphData(stock,MA1,MA2):
'''
Use this to dynamically pull a stock:
'''
try:
print 'Currently Pulling',stock
print str(datetime.datetime.fromtimestamp(int(time.time())).strftime('%Y
-%m-%d %H:%M:%S'))
#Keep in mind this is close high low open data from Yahoo
urlToVisit = 'http://chartapi.finance.yahoo.com/instrument/1.0/'+stock+'
/chartdata;type=quote;range=10y/csv'
stockFile =[]
try:
sourceCode = urllib2.urlopen(urlToVisit).read()
splitSource = sourceCode.split('\n')
for eachLine in splitSource:
splitLine = eachLine.split(',')
if len(splitLine)==6:
if 'values' not in eachLine:
stockFile.append(eachLine)
except Exception, e:
print str(e), 'failed to organize pulled data.'
except Exception,e:
print str(e), 'failed to pull pricing data'
try:
date, closep, highp, lowp, openp, volume = np.loadtxt(stockFile,delimite
r=',', unpack=True,
converters={ 0: md
ates.strpdate2num('%Y%m%d')})
x = 0
y = len(date)
newAr = []
while x < y:
appendLine = date[x],openp[x],closep[x],highp[x],lowp[x],volume[x]
newAr.append(appendLine)
x+=1

Av1 = movingaverage(closep, MA1)
Av2 = movingaverage(closep, MA2)
SP = len(date[MA2-1:])

fig = plt.figure(facecolor='#07000d')
ax1 = plt.subplot2grid((6,4), (1,0), rowspan=4, colspan=4, axisbg='#0700
0d')
candlestick(ax1, newAr[-SP:], width=.6, colorup='#53c156', colordown='#f
f1717')
Label1 = str(MA1)+' SMA'
Label2 = str(MA2)+' SMA'
ax1.plot(date[-SP:],Av1[-SP:],'#e1edf9',label=Label1, linewidth=1.5)
ax1.plot(date[-SP:],Av2[-SP:],'#4ee6fd',label=Label2, linewidth=1.5)

ax1.grid(True, color='w')
ax1.xaxis.set_major_locator(mticker.MaxNLocator(10))
ax1.xaxis.set_major_formatter(mdates.DateFormatter('%Y-%m-%d'))
ax1.yaxis.label.set_color("w")
ax1.spines['bottom'].set_color("#5998ff")
ax1.spines['top'].set_color("#5998ff")
ax1.spines['left'].set_color("#5998ff")
ax1.spines['right'].set_color("#5998ff")
ax1.tick_params(axis='y', colors='w')
plt.gca().yaxis.set_major_locator(mticker.MaxNLocator(prune='upper'))
ax1.tick_params(axis='x', colors='w')
plt.ylabel('Stock price and Volume')
maLeg = plt.legend(loc=9, ncol=2, prop={'size':7},
fancybox=True, borderaxespad=0.)
maLeg.get_frame().set_alpha(0.4)
textEd = pylab.gca().get_legend().get_texts()
pylab.setp(textEd[0:5], color = 'w')
volumeMin = 0

ax0 = plt.subplot2grid((6,4), (0,0), sharex=ax1, rowspan=1, colspan=4, a
xisbg='#07000d')
rsi = rsiFunc(closep)
rsiCol = '#c1f9f7'
posCol = '#386d13'
negCol = '#8f2020'

ax0.plot(date[-SP:], rsi[-SP:], rsiCol, linewidth=1.5)
ax0.axhline(70, color=negCol)
ax0.axhline(30, color=posCol)
ax0.fill_between(date[-SP:], rsi[-SP:], 70, where=(rsi[-SP:]>=70), facec
olor=negCol, edgecolor=negCol, alpha=0.5)
ax0.fill_between(date[-SP:], rsi[-SP:], 30, where=(rsi[-SP:]<=30), facec
olor=posCol, edgecolor=posCol, alpha=0.5)
ax0.set_yticks([30,70])
ax0.yaxis.label.set_color("w")
ax0.spines['bottom'].set_color("#5998ff")
ax0.spines['top'].set_color("#5998ff")
ax0.spines['left'].set_color("#5998ff")
ax0.spines['right'].set_color("#5998ff")
ax0.tick_params(axis='y', colors='w')
ax0.tick_params(axis='x', colors='w')
plt.ylabel('RSI')
ax1v = ax1.twinx()
ax1v.fill_between(date[-SP:],volumeMin, volume[-SP:], facecolor='#00ffe8
', alpha=.4)
ax1v.axes.yaxis.set_ticklabels([])
ax1v.grid(False)
ax1v.set_ylim(0, 3*volume.max())
ax1v.spines['bottom'].set_color("#5998ff")
ax1v.spines['top'].set_color("#5998ff")
ax1v.spines['left'].set_color("#5998ff")
ax1v.spines['right'].set_color("#5998ff")
ax1v.tick_params(axis='x', colors='w')
ax1v.tick_params(axis='y', colors='w')

ax2 = plt.subplot2grid((6,4), (5,0), sharex=ax1, rowspan=1, colspan=4, a
xisbg='#07000d')

# START NEW INDICATOR CODE #

# END NEW INDICATOR CODE #


plt.gca().yaxis.set_major_locator(mticker.MaxNLocator(prune='upper'))
ax2.spines['bottom'].set_color("#5998ff")
ax2.spines['top'].set_color("#5998ff")
ax2.spines['left'].set_color("#5998ff")
ax2.spines['right'].set_color("#5998ff")
ax2.tick_params(axis='x', colors='w')
ax2.tick_params(axis='y', colors='w')
ax2.yaxis.set_major_locator(mticker.MaxNLocator(nbins=5, prune='upper'))

for label in ax2.xaxis.get_ticklabels():
label.set_rotation(45)
plt.suptitle(stock.upper(),color='w')
plt.setp(ax0.get_xticklabels(), visible=False)
plt.setp(ax1.get_xticklabels(), visible=False)

'''ax1.annotate('Big news!',(date[510],Av1[510]),
xytext=(0.8, 0.9), textcoords='axes fraction',
arrowprops=dict(facecolor='white', shrink=0.05),
fontsize=14, color = 'w',
horizontalalignment='right', verticalalignment='bottom')'''
plt.subplots_adjust(left=.09, bottom=.14, right=.94, top=.95, wspace=.20
, hspace=0)
plt.show()
fig.savefig('example.png',facecolor=fig.get_facecolor())

except Exception,e:
print 'main loop',str(e)
while True:
stock = raw_input('Stock to plot: ')
graphData(stock,10,50)