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sugiki/candlechart_demo.ipynb

Created September 24, 2017 03:03
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candlechart_demo.ipynb
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"import requests\n",
"import pandas as pd\n",
"import arrow\n",
"\n",
"def get_currency_data(symbol='JPY=X', data_range='1d', data_interval='5m'):\n",
" res = requests.get('https://query1.finance.yahoo.com/v8/finance/chart/{symbol}?range={data_range}&interval={data_interval}'.format(**locals()))\n",
" data = res.json()\n",
" body = data['chart']['result'][0]\n",
" dt = pd.Series(map(lambda x: arrow.get(x).to('JST').datetime.replace(tzinfo=None), body['timestamp']), name='dt')\n",
" df = pd.DataFrame(body['indicators']['quote'][0], index=dt)\n",
" return df.loc[:, ('open', 'high', 'low', 'close')]"
]
},
{
"cell_type": "code",
"execution_count": 156,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"jpy5m = get_currency_data('JPY=X', '1d', '5m')"
]
},
{
"cell_type": "code",
"execution_count": 157,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"jpy5m.dropna(inplace=True)"
]
},
{
"cell_type": "code",
"execution_count": 246,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style>\n",
" .dataframe thead tr:only-child th {\n",
" text-align: right;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: left;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>open</th>\n",
" <th>high</th>\n",
" <th>low</th>\n",
" <th>close</th>\n",
" </tr>\n",
" <tr>\n",
" <th>dt</th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>2017-09-22 08:00:00</th>\n",
" <td>112.459999</td>\n",
" <td>112.476997</td>\n",
" <td>112.430000</td>\n",
" <td>112.464996</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-09-22 08:05:00</th>\n",
" <td>112.468002</td>\n",
" <td>112.474998</td>\n",
" <td>112.430000</td>\n",
" <td>112.461998</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-09-22 08:10:00</th>\n",
" <td>112.459000</td>\n",
" <td>112.467003</td>\n",
" <td>112.440002</td>\n",
" <td>112.459000</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-09-22 08:15:00</th>\n",
" <td>112.460999</td>\n",
" <td>112.475998</td>\n",
" <td>112.430000</td>\n",
" <td>112.462997</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-09-22 08:20:00</th>\n",
" <td>112.468002</td>\n",
" <td>112.475998</td>\n",
" <td>112.430000</td>\n",
" <td>112.459000</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" open high low close\n",
"dt \n",
"2017-09-22 08:00:00 112.459999 112.476997 112.430000 112.464996\n",
"2017-09-22 08:05:00 112.468002 112.474998 112.430000 112.461998\n",
"2017-09-22 08:10:00 112.459000 112.467003 112.440002 112.459000\n",
"2017-09-22 08:15:00 112.460999 112.475998 112.430000 112.462997\n",
"2017-09-22 08:20:00 112.468002 112.475998 112.430000 112.459000"
]
},
"execution_count": 246,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"jpy5m.head()"
]
},
{
"cell_type": "code",
"execution_count": 183,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"from bokeh.plotting import figure,show \n",
"from bokeh.io import output_notebook\n",
"from math import pi"
]
},
{
"cell_type": "code",
"execution_count": 184,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"\n",
" <div class=\"bk-root\">\n",
" <a href=\"https://bokeh.pydata.org\" target=\"_blank\" class=\"bk-logo bk-logo-small bk-logo-notebook\"></a>\n",
" <span id=\"d31b4595-0745-4cf8-b127-c7a4c022c54d\">Loading BokehJS ...</span>\n",
" </div>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"application/javascript": [
"\n",
"(function(root) {\n",
" function now() {\n",
" return new Date();\n",
" }\n",
"\n",
" var force = true;\n",
"\n",
" if (typeof (root._bokeh_onload_callbacks) === \"undefined\" || force === true) {\n",
" root._bokeh_onload_callbacks = [];\n",
" root._bokeh_is_loading = undefined;\n",
" }\n",
"\n",
" var JS_MIME_TYPE = 'application/javascript';\n",
" var HTML_MIME_TYPE = 'text/html';\n",
" var EXEC_MIME_TYPE = 'application/vnd.bokehjs_exec.v0+json';\n",
" var CLASS_NAME = 'output_bokeh rendered_html';\n",
"\n",
" /**\n",
" * Render data to the DOM node\n",
" */\n",
" function render(props, node) {\n",
" var script = document.createElement(\"script\");\n",
" node.appendChild(script);\n",
" }\n",
"\n",
" /**\n",
" * Handle when an output is cleared or removed\n",
" */\n",
" function handleClearOutput(event, handle) {\n",
" var cell = handle.cell;\n",
"\n",
" var id = cell.output_area._bokeh_element_id;\n",
" var server_id = cell.output_area._bokeh_server_id;\n",
" // Clean up Bokeh references\n",
" if (id !== undefined) {\n",
" Bokeh.index[id].model.document.clear();\n",
" delete Bokeh.index[id];\n",
" }\n",
"\n",
" if (server_id !== undefined) {\n",
" // Clean up Bokeh references\n",
" var cmd = \"from bokeh.io import _state; print(_state.uuid_to_server['\" + server_id + \"'].get_sessions()[0].document.roots[0]._id)\";\n",
" cell.notebook.kernel.execute(cmd, {\n",
" iopub: {\n",
" output: function(msg) {\n",
" var element_id = msg.content.text.trim();\n",
" Bokeh.index[element_id].model.document.clear();\n",
" delete Bokeh.index[element_id];\n",
" }\n",
" }\n",
" });\n",
" // Destroy server and session\n",
" var cmd = \"from bokeh import io; io._destroy_server('\" + server_id + \"')\";\n",
" cell.notebook.kernel.execute(cmd);\n",
" }\n",
" }\n",
"\n",
" /**\n",
" * Handle when a new output is added\n",
" */\n",
" function handleAddOutput(event, handle) {\n",
" var output_area = handle.output_area;\n",
" var output = handle.output;\n",
"\n",
" // limit handleAddOutput to display_data with EXEC_MIME_TYPE content only\n",
" if ((output.output_type != \"display_data\") || (!output.data.hasOwnProperty(EXEC_MIME_TYPE))) {\n",
" return\n",
" }\n",
"\n",
" var toinsert = output_area.element.find(`.${CLASS_NAME.split(' ')[0]}`);\n",
"\n",
" if (output.metadata[EXEC_MIME_TYPE][\"id\"] !== undefined) {\n",
" toinsert[0].firstChild.textContent = output.data[JS_MIME_TYPE];\n",
" // store reference to embed id on output_area\n",
" output_area._bokeh_element_id = output.metadata[EXEC_MIME_TYPE][\"id\"];\n",
" }\n",
" if (output.metadata[EXEC_MIME_TYPE][\"server_id\"] !== undefined) {\n",
" var bk_div = document.createElement(\"div\");\n",
" bk_div.innerHTML = output.data[HTML_MIME_TYPE];\n",
" var script_attrs = bk_div.children[0].attributes;\n",
" for (var i = 0; i < script_attrs.length; i++) {\n",
" toinsert[0].firstChild.setAttribute(script_attrs[i].name, script_attrs[i].value);\n",
" }\n",
" // store reference to server id on output_area\n",
" output_area._bokeh_server_id = output.metadata[EXEC_MIME_TYPE][\"server_id\"];\n",
" }\n",
" }\n",
"\n",
" function register_renderer(events, OutputArea) {\n",
"\n",
" function append_mime(data, metadata, element) {\n",
" // create a DOM node to render to\n",
" var toinsert = this.create_output_subarea(\n",
" metadata,\n",
" CLASS_NAME,\n",
" EXEC_MIME_TYPE\n",
" );\n",
" this.keyboard_manager.register_events(toinsert);\n",
" // Render to node\n",
" var props = {data: data, metadata: metadata[EXEC_MIME_TYPE]};\n",
" render(props, toinsert[0]);\n",
" element.append(toinsert);\n",
" return toinsert\n",
" }\n",
"\n",
" /* Handle when an output is cleared or removed */\n",
" events.on('clear_output.CodeCell', handleClearOutput);\n",
" events.on('delete.Cell', handleClearOutput);\n",
"\n",
" /* Handle when a new output is added */\n",
" events.on('output_added.OutputArea', handleAddOutput);\n",
"\n",
" /**\n",
" * Register the mime type and append_mime function with output_area\n",
" */\n",
" OutputArea.prototype.register_mime_type(EXEC_MIME_TYPE, append_mime, {\n",
" /* Is output safe? */\n",
" safe: true,\n",
" /* Index of renderer in `output_area.display_order` */\n",
" index: 0\n",
" });\n",
" }\n",
"\n",
" // register the mime type if in Jupyter Notebook environment and previously unregistered\n",
" if (root.Jupyter !== undefined) {\n",
" var events = require('base/js/events');\n",
" var OutputArea = require('notebook/js/outputarea').OutputArea;\n",
"\n",
" if (OutputArea.prototype.mime_types().indexOf(EXEC_MIME_TYPE) == -1) {\n",
" register_renderer(events, OutputArea);\n",
" }\n",
" }\n",
"\n",
" \n",
" if (typeof (root._bokeh_timeout) === \"undefined\" || force === true) {\n",
" root._bokeh_timeout = Date.now() + 5000;\n",
" root._bokeh_failed_load = false;\n",
" }\n",
"\n",
" var NB_LOAD_WARNING = {'data': {'text/html':\n",
" \"<div style='background-color: #fdd'>\\n\"+\n",
" \"<p>\\n\"+\n",
" \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n",
" \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n",
" \"</p>\\n\"+\n",
" \"<ul>\\n\"+\n",
" \"<li>re-rerun `output_notebook()` to attempt to load from CDN again, or</li>\\n\"+\n",
" \"<li>use INLINE resources instead, as so:</li>\\n\"+\n",
" \"</ul>\\n\"+\n",
" \"<code>\\n\"+\n",
" \"from bokeh.resources import INLINE\\n\"+\n",
" \"output_notebook(resources=INLINE)\\n\"+\n",
" \"</code>\\n\"+\n",
" \"</div>\"}};\n",
"\n",
" function display_loaded() {\n",
" var el = document.getElementById(\"d31b4595-0745-4cf8-b127-c7a4c022c54d\");\n",
" if (el != null) {\n",
" el.textContent = \"BokehJS is loading...\";\n",
" }\n",
" if (root.Bokeh !== undefined) {\n",
" if (el != null) {\n",
" el.textContent = \"BokehJS \" + root.Bokeh.version + \" successfully loaded.\";\n",
" }\n",
" } else if (Date.now() < root._bokeh_timeout) {\n",
" setTimeout(display_loaded, 100)\n",
" }\n",
" }\n",
"\n",
"\n",
" function run_callbacks() {\n",
" try {\n",
" root._bokeh_onload_callbacks.forEach(function(callback) { callback() });\n",
" }\n",
" finally {\n",
" delete root._bokeh_onload_callbacks\n",
" }\n",
" console.info(\"Bokeh: all callbacks have finished\");\n",
" }\n",
"\n",
" function load_libs(js_urls, callback) {\n",
" root._bokeh_onload_callbacks.push(callback);\n",
" if (root._bokeh_is_loading > 0) {\n",
" console.log(\"Bokeh: BokehJS is being loaded, scheduling callback at\", now());\n",
" return null;\n",
" }\n",
" if (js_urls == null || js_urls.length === 0) {\n",
" run_callbacks();\n",
" return null;\n",
" }\n",
" console.log(\"Bokeh: BokehJS not loaded, scheduling load and callback at\", now());\n",
" root._bokeh_is_loading = js_urls.length;\n",
" for (var i = 0; i < js_urls.length; i++) {\n",
" var url = js_urls[i];\n",
" var s = document.createElement('script');\n",
" s.src = url;\n",
" s.async = false;\n",
" s.onreadystatechange = s.onload = function() {\n",
" root._bokeh_is_loading--;\n",
" if (root._bokeh_is_loading === 0) {\n",
" console.log(\"Bokeh: all BokehJS libraries loaded\");\n",
" run_callbacks()\n",
" }\n",
" };\n",
" s.onerror = function() {\n",
" console.warn(\"failed to load library \" + url);\n",
" };\n",
" console.log(\"Bokeh: injecting script tag for BokehJS library: \", url);\n",
" document.getElementsByTagName(\"head\")[0].appendChild(s);\n",
" }\n",
" };var element = document.getElementById(\"d31b4595-0745-4cf8-b127-c7a4c022c54d\");\n",
" if (element == null) {\n",
" console.log(\"Bokeh: ERROR: autoload.js configured with elementid 'd31b4595-0745-4cf8-b127-c7a4c022c54d' but no matching script tag was found. \")\n",
" return false;\n",
" }\n",
"\n",
" var js_urls = [\"https://cdn.pydata.org/bokeh/release/bokeh-0.12.9.min.js\", \"https://cdn.pydata.org/bokeh/release/bokeh-widgets-0.12.9.min.js\", \"https://cdn.pydata.org/bokeh/release/bokeh-tables-0.12.9.min.js\", \"https://cdn.pydata.org/bokeh/release/bokeh-gl-0.12.9.min.js\"];\n",
"\n",
" var inline_js = [\n",
" function(Bokeh) {\n",
" Bokeh.set_log_level(\"info\");\n",
" },\n",
" \n",
" function(Bokeh) {\n",
" \n",
" },\n",
" function(Bokeh) {\n",
" console.log(\"Bokeh: injecting CSS: https://cdn.pydata.org/bokeh/release/bokeh-0.12.9.min.css\");\n",
" Bokeh.embed.inject_css(\"https://cdn.pydata.org/bokeh/release/bokeh-0.12.9.min.css\");\n",
" console.log(\"Bokeh: injecting CSS: https://cdn.pydata.org/bokeh/release/bokeh-widgets-0.12.9.min.css\");\n",
" Bokeh.embed.inject_css(\"https://cdn.pydata.org/bokeh/release/bokeh-widgets-0.12.9.min.css\");\n",
" console.log(\"Bokeh: injecting CSS: https://cdn.pydata.org/bokeh/release/bokeh-tables-0.12.9.min.css\");\n",
" Bokeh.embed.inject_css(\"https://cdn.pydata.org/bokeh/release/bokeh-tables-0.12.9.min.css\");\n",
" }\n",
" ];\n",
"\n",
" function run_inline_js() {\n",
" \n",
" if ((root.Bokeh !== undefined) || (force === true)) {\n",
" for (var i = 0; i < inline_js.length; i++) {\n",
" inline_js[i].call(root, root.Bokeh);\n",
" }if (force === true) {\n",
" display_loaded();\n",
" }} else if (Date.now() < root._bokeh_timeout) {\n",
" setTimeout(run_inline_js, 100);\n",
" } else if (!root._bokeh_failed_load) {\n",
" console.log(\"Bokeh: BokehJS failed to load within specified timeout.\");\n",
" root._bokeh_failed_load = true;\n",
" } else if (force !== true) {\n",
" var cell = $(document.getElementById(\"d31b4595-0745-4cf8-b127-c7a4c022c54d\")).parents('.cell').data().cell;\n",
" cell.output_area.append_execute_result(NB_LOAD_WARNING)\n",
" }\n",
"\n",
" }\n",
"\n",
" if (root._bokeh_is_loading === 0) {\n",
" console.log(\"Bokeh: BokehJS loaded, going straight to plotting\");\n",
" run_inline_js();\n",
" } else {\n",
" load_libs(js_urls, function() {\n",
" console.log(\"Bokeh: BokehJS plotting callback run at\", now());\n",
" run_inline_js();\n",
" });\n",
" }\n",
"}(window));"
],
"application/vnd.bokehjs_load.v0+json": "\n(function(root) {\n function now() {\n return new Date();\n }\n\n var force = true;\n\n if (typeof (root._bokeh_onload_callbacks) === \"undefined\" || force === true) {\n root._bokeh_onload_callbacks = [];\n root._bokeh_is_loading = undefined;\n }\n\n \n\n \n if (typeof (root._bokeh_timeout) === \"undefined\" || force === true) {\n root._bokeh_timeout = Date.now() + 5000;\n root._bokeh_failed_load = false;\n }\n\n var NB_LOAD_WARNING = {'data': {'text/html':\n \"<div style='background-color: #fdd'>\\n\"+\n \"<p>\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"</p>\\n\"+\n \"<ul>\\n\"+\n \"<li>re-rerun `output_notebook()` to attempt to load from CDN again, or</li>\\n\"+\n \"<li>use INLINE resources instead, as so:</li>\\n\"+\n \"</ul>\\n\"+\n \"<code>\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"</code>\\n\"+\n \"</div>\"}};\n\n function display_loaded() {\n var el = document.getElementById(\"d31b4595-0745-4cf8-b127-c7a4c022c54d\");\n if (el != null) {\n el.textContent = \"BokehJS is loading...\";\n }\n if (root.Bokeh !== undefined) {\n if (el != null) {\n el.textContent = \"BokehJS \" + root.Bokeh.version + \" successfully loaded.\";\n }\n } else if (Date.now() < root._bokeh_timeout) {\n setTimeout(display_loaded, 100)\n }\n }\n\n\n function run_callbacks() {\n try {\n root._bokeh_onload_callbacks.forEach(function(callback) { callback() });\n }\n finally {\n delete root._bokeh_onload_callbacks\n }\n console.info(\"Bokeh: all callbacks have finished\");\n }\n\n function load_libs(js_urls, callback) {\n root._bokeh_onload_callbacks.push(callback);\n if (root._bokeh_is_loading > 0) {\n console.log(\"Bokeh: BokehJS is being loaded, scheduling callback at\", now());\n return null;\n }\n if (js_urls == null || js_urls.length === 0) {\n run_callbacks();\n return null;\n }\n console.log(\"Bokeh: BokehJS not loaded, scheduling load and callback at\", now());\n root._bokeh_is_loading = js_urls.length;\n for (var i = 0; i < js_urls.length; i++) {\n var url = js_urls[i];\n var s = document.createElement('script');\n s.src = url;\n s.async = false;\n s.onreadystatechange = s.onload = function() {\n root._bokeh_is_loading--;\n if (root._bokeh_is_loading === 0) {\n console.log(\"Bokeh: all BokehJS libraries loaded\");\n run_callbacks()\n }\n };\n s.onerror = function() {\n console.warn(\"failed to load library \" + url);\n };\n console.log(\"Bokeh: injecting script tag for BokehJS library: \", url);\n document.getElementsByTagName(\"head\")[0].appendChild(s);\n }\n };var element = document.getElementById(\"d31b4595-0745-4cf8-b127-c7a4c022c54d\");\n if (element == null) {\n console.log(\"Bokeh: ERROR: autoload.js configured with elementid 'd31b4595-0745-4cf8-b127-c7a4c022c54d' but no matching script tag was found. \")\n return false;\n }\n\n var js_urls = [\"https://cdn.pydata.org/bokeh/release/bokeh-0.12.9.min.js\", \"https://cdn.pydata.org/bokeh/release/bokeh-widgets-0.12.9.min.js\", \"https://cdn.pydata.org/bokeh/release/bokeh-tables-0.12.9.min.js\", \"https://cdn.pydata.org/bokeh/release/bokeh-gl-0.12.9.min.js\"];\n\n var inline_js = [\n function(Bokeh) {\n Bokeh.set_log_level(\"info\");\n },\n \n function(Bokeh) {\n \n },\n function(Bokeh) {\n console.log(\"Bokeh: injecting CSS: https://cdn.pydata.org/bokeh/release/bokeh-0.12.9.min.css\");\n Bokeh.embed.inject_css(\"https://cdn.pydata.org/bokeh/release/bokeh-0.12.9.min.css\");\n console.log(\"Bokeh: injecting CSS: https://cdn.pydata.org/bokeh/release/bokeh-widgets-0.12.9.min.css\");\n Bokeh.embed.inject_css(\"https://cdn.pydata.org/bokeh/release/bokeh-widgets-0.12.9.min.css\");\n console.log(\"Bokeh: injecting CSS: https://cdn.pydata.org/bokeh/release/bokeh-tables-0.12.9.min.css\");\n Bokeh.embed.inject_css(\"https://cdn.pydata.org/bokeh/release/bokeh-tables-0.12.9.min.css\");\n }\n ];\n\n function run_inline_js() {\n \n if ((root.Bokeh !== undefined) || (force === true)) {\n for (var i = 0; i < inline_js.length; i++) {\n inline_js[i].call(root, root.Bokeh);\n }if (force === true) {\n display_loaded();\n }} else if (Date.now() < root._bokeh_timeout) {\n setTimeout(run_inline_js, 100);\n } else if (!root._bokeh_failed_load) {\n console.log(\"Bokeh: BokehJS failed to load within specified timeout.\");\n root._bokeh_failed_load = true;\n } else if (force !== true) {\n var cell = $(document.getElementById(\"d31b4595-0745-4cf8-b127-c7a4c022c54d\")).parents('.cell').data().cell;\n cell.output_area.append_execute_result(NB_LOAD_WARNING)\n }\n\n }\n\n if (root._bokeh_is_loading === 0) {\n console.log(\"Bokeh: BokehJS loaded, going straight to plotting\");\n run_inline_js();\n } else {\n load_libs(js_urls, function() {\n console.log(\"Bokeh: BokehJS plotting callback run at\", now());\n run_inline_js();\n });\n }\n}(window));"
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"output_notebook()"
]
},
{
"cell_type": "code",
"execution_count": 197,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"df = jpy5m.reset_index()"
]
},
{
"cell_type": "code",
"execution_count": 218,
"metadata": {},
"outputs": [],
"source": [
"# pd.ewma(df.close, span=10, ignore_na=True)\n",
"ewm10 = pd.Series.ewm(df.close, span=10).mean()\n",
"ewm25 = pd.Series.ewm(df.close, span=25).mean()\n",
"ewm75 = pd.Series.ewm(df.close, span=75).mean()"
]
},
{
"cell_type": "code",
"execution_count": 243,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"inc = df.close <= df.open"
]
},
{
"cell_type": "code",
"execution_count": 244,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"w = 3 * 60*1000 # half day in ms"
]
},
{
"cell_type": "code",
"execution_count": 245,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"\n",
"<div class=\"bk-root\">\n",
" <div class=\"bk-plotdiv\" id=\"311d1475-be24-450e-898b-b7a588f1d5c0\"></div>\n",
"</div>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"application/javascript": [
"(function(root) {\n",
" function embed_document(root) {\n",
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qdUIAADq10+p1QgAAeP7T6nVCAAC2R9TqdUIAAPSQ1Op1QgAAMtrU6nVC\",\"dtype\":\"float64\",\"shape\":[264]},\"y\":{\"__ndarray__\":\"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\",\"dtype\":\"float64\",\"shape\":[264]}}},\"id\":\"d9abf125-4da8-425b-84ae-d7460efb2e29\",\"type\":\"ColumnDataSource\"},{\"attributes\":{},\"id\":\"6656b608-4e75-4fb3-b648-f80fc8f8c7ce\",\"type\":\"BasicTickFormatter\"},{\"attributes\":{\"source\":{\"id\":\"85bd9f9d-2e13-429e-9073-386b24223e1c\",\"type\":\"ColumnDataSource\"}},\"id\":\"0fde8bc5-48a6-4826-a784-7e5f1593c0fc\",\"type\":\"CDSView\"},{\"attributes\":{},\"id\":\"c1bbd40a-6e5e-45df-bed1-078a3a0ae7b8\",\"type\":\"PanTool\"},{\"attributes\":{\"line_alpha\":{\"value\":0.1},\"line_color\":{\"value\":\"#1f77b4\"},\"x\":{\"field\":\"x\"},\"y\":{\"field\":\"y\"}},\"id\":\"29565617-8c64-41e2-893a-182ab5567e72\",\"type\":\"Line\"},{\"attributes\":{\"line_alpha\":{\"value\":0.6},\"line_color\":{\"value\":\"#33cc00\"},\"x\":{\"field\":\"x\"},\"y\":{\"field\":\"y\"}},\"id\":\"4b20c487-6c39-4e5d-ae2d-d44ffaf47ce9\",\"type\":\"Line\"},{\"attributes\":{\"dimension\":1,\"grid_line_alpha\":{\"value\":0.2},\"grid_line_color\":{\"value\":\"#666666\"},\"plot\":{\"id\":\"961790fb-455e-4b0d-827e-5be1dd4f704f\",\"subtype\":\"Figure\",\"type\":\"Plot\"},\"ticker\":{\"id\":\"a00b74a9-9c88-44a2-9ed7-d5ccc55cf3a3\",\"type\":\"BasicTicker\"}},\"id\":\"9fbb3d67-a1a1-4618-92ff-1c5a7d84562b\",\"type\":\"Grid\"},{\"attributes\":{\"data_source\":{\"id\":\"85bd9f9d-2e13-429e-9073-386b24223e1c\",\"type\":\"ColumnDataSource\"},\"glyph\":{\"id\":\"4b20c487-6c39-4e5d-ae2d-d44ffaf47ce9\",\"type\":\"Line\"},\"hover_glyph\":null,\"muted_glyph\":null,\"nonselection_glyph\":{\"id\":\"b86874a5-e39b-4053-87ad-c08dd5f2db50\",\"type\":\"Line\"},\"selection_glyph\":null,\"view\":{\"id\":\"0fde8bc5-48a6-4826-a784-7e5f1593c0fc\",\"type\":\"CDSView\"}},\"id\":\"748d386d-5c51-4c5f-b549-4f8000f7bf0b\",\"type\":\"GlyphRenderer\"},{\"attributes\":{\"callback\":null},\"id\":\"afe1f93e-2ae8-4189-ae20-916ffa3a4940\",\"type\":\"DataRange1d\"},{\"attributes\":{},\"id\":\"33c5e57f-1751-47e2-a30b-fd0d93b2607f\",\"type\":\"LinearScale\"},{\"attributes\":{\"data_source\":{\"id\":\"d9abf125-4da8-425b-84ae-d7460efb2e29\",\"type\":\"ColumnDataSource\"},\"glyph\":{\"id\":\"ff0efd7f-6b70-474b-9b56-0a6dd436e0d1\",\"type\":\"Line\"},\"hover_glyph\":null,\"muted_glyph\":null,\"nonselection_glyph\":{\"id\":\"a33ffdbc-26e8-457c-b5bd-96e174563c37\",\"type\":\"Line\"},\"selection_glyph\":null,\"view\":{\"id\":\"50fc9be5-b946-41e3-b79d-d2f2ed189cb4\",\"type\":\"CDSView\"}},\"id\":\"97de1f7c-d817-496c-b7c6-9934dffae64e\",\"type\":\"GlyphRenderer\"},{\"attributes\":{\"line_alpha\":{\"value\":0.1},\"line_color\":{\"value\":\"#1f77b4\"},\"x\":{\"field\":\"x\"},\"y\":{\"field\":\"y\"}},\"id\":\"a33ffdbc-26e8-457c-b5bd-96e174563c37\",\"type\":\"Line\"},{\"attributes\":{\"line_alpha\":{\"value\":0.1},\"line_color\":{\"value\":\"#1f77b4\"},\"x\":{\"field\":\"x\"},\"y\":{\"field\":\"y\"}},\"id\":\"b86874a5-e39b-4053-87ad-c08dd5f2db50\",\"type\":\"Line\"}],\"root_ids\":[\"961790fb-455e-4b0d-827e-5be1dd4f704f\"]},\"title\":\"Bokeh Application\",\"version\":\"0.12.9\"}};\n",
" var render_items = [{\"docid\":\"cc93c106-1b51-4386-a567-246079af2817\",\"elementid\":\"311d1475-be24-450e-898b-b7a588f1d5c0\",\"modelid\":\"961790fb-455e-4b0d-827e-5be1dd4f704f\"}];\n",
"\n",
" root.Bokeh.embed.embed_items(docs_json, render_items);\n",
" }\n",
"\n",
" if (root.Bokeh !== undefined) {\n",
" embed_document(root);\n",
" } else {\n",
" var attempts = 0;\n",
" var timer = setInterval(function(root) {\n",
" if (root.Bokeh !== undefined) {\n",
" embed_document(root);\n",
" clearInterval(timer);\n",
" }\n",
" attempts++;\n",
" if (attempts > 100) {\n",
" console.log(\"Bokeh: ERROR: Unable to embed document because BokehJS library is missing\")\n",
" clearInterval(timer);\n",
" }\n",
" }, 10, root)\n",
" }\n",
"})(window);"
],
"application/vnd.bokehjs_exec.v0+json": ""
},
"metadata": {
"application/vnd.bokehjs_exec.v0+json": {
"id": "961790fb-455e-4b0d-827e-5be1dd4f704f"
}
},
"output_type": "display_data"
}
],
"source": [
"p = figure(x_axis_type='datetime', plot_width=1500, plot_height=800, title='candlestick', toolbar_location='above', tools='pan,wheel_zoom,box_zoom,reset', active_scroll='wheel_zoom')\n",
"\n",
"p.background_fill_color = \"#333333\"\n",
"\n",
"p.xaxis.major_label_orientation = pi/4\n",
"p.grid.grid_line_alpha=0.2\n",
"p.grid.grid_line_color = '#666666'\n",
"\n",
"p.segment(df.dt[inc], df.high[inc], df.dt[inc], df.low[inc], color='#75a6cf')\n",
"p.vbar(df.dt[inc], w, df.open[inc], df.close[inc], fill_color='#75a6cf', line_color='#75a6cf')\n",
"\n",
"p.segment(df.dt[~inc], df.high[~inc], df.dt[~inc], df.low[~inc], color='#ff7878')\n",
"p.vbar(df.dt[~inc], w, df.open[~inc], df.close[~inc], fill_color='#ff7878', line_color='#ff7878')\n",
"\n",
"p.line(df.dt, ewm10, color='#cccc00', line_alpha=0.6)\n",
"p.line(df.dt, ewm25, color='#33cc00', line_alpha=0.6)\n",
"p.line(df.dt, ewm75, color='#0066af', line_alpha=0.6)\n",
"\n",
"show(p)\n"
]
},
{
"cell_type": "code",
"execution_count": 181,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"\n",
"<div class=\"bk-root\">\n",
" <div class=\"bk-plotdiv\" id=\"41ad2749-1a9f-49da-a996-e34ec29cb5f9\"></div>\n",
"</div>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"application/javascript": [
"(function(root) {\n",
" function embed_document(root) {\n",
" var docs_json = 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Application\",\"version\":\"0.12.9\"}};\n",
" var render_items = [{\"docid\":\"8df28edf-9b27-459a-8e17-55f18b15952d\",\"elementid\":\"41ad2749-1a9f-49da-a996-e34ec29cb5f9\",\"modelid\":\"46c9c7c3-1bc7-4479-ac6b-013ee194fd07\"}];\n",
"\n",
" root.Bokeh.embed.embed_items(docs_json, render_items);\n",
" }\n",
"\n",
" if (root.Bokeh !== undefined) {\n",
" embed_document(root);\n",
" } else {\n",
" var attempts = 0;\n",
" var timer = setInterval(function(root) {\n",
" if (root.Bokeh !== undefined) {\n",
" embed_document(root);\n",
" clearInterval(timer);\n",
" }\n",
" attempts++;\n",
" if (attempts > 100) {\n",
" console.log(\"Bokeh: ERROR: Unable to embed document because BokehJS library is missing\")\n",
" clearInterval(timer);\n",
" }\n",
" }, 10, root)\n",
" }\n",
"})(window);"
],
"application/vnd.bokehjs_exec.v0+json": ""
},
"metadata": {
"application/vnd.bokehjs_exec.v0+json": {
"id": "46c9c7c3-1bc7-4479-ac6b-013ee194fd07"
}
},
"output_type": "display_data"
}
],
"source": [
"# https://bokeh.pydata.org/en/latest/docs/gallery/unemployment.html\n",
"from math import pi\n",
"import pandas as pd\n",
"\n",
"from bokeh.io import show\n",
"from bokeh.models import (\n",
" ColumnDataSource,\n",
" HoverTool,\n",
" LinearColorMapper,\n",
" BasicTicker,\n",
" PrintfTickFormatter,\n",
" ColorBar,\n",
")\n",
"from bokeh.plotting import figure\n",
"from bokeh.sampledata.unemployment1948 import data\n",
"\n",
"data['Year'] = data['Year'].astype(str)\n",
"data = data.set_index('Year')\n",
"data.drop('Annual', axis=1, inplace=True)\n",
"data.columns.name = 'Month'\n",
"\n",
"years = list(data.index)\n",
"months = list(data.columns)\n",
"\n",
"# reshape to 1D array or rates with a month and year for each row.\n",
"df = pd.DataFrame(data.stack(), columns=['rate']).reset_index()\n",
"\n",
"# this is the colormap from the original NYTimes plot\n",
"colors = [\"#75968f\", \"#a5bab7\", \"#c9d9d3\", \"#e2e2e2\", \"#dfccce\", \"#ddb7b1\", \"#cc7878\", \"#933b41\", \"#550b1d\"]\n",
"mapper = LinearColorMapper(palette=colors, low=df.rate.min(), high=df.rate.max())\n",
"\n",
"source = ColumnDataSource(df)\n",
"\n",
"TOOLS = \"hover,save,pan,box_zoom,reset,wheel_zoom\"\n",
"\n",
"p = figure(title=\"US Unemployment ({0} - {1})\".format(years[0], years[-1]),\n",
" x_range=years, y_range=list(reversed(months)),\n",
" x_axis_location=\"above\", plot_width=900, plot_height=400,\n",
" tools=TOOLS, toolbar_location='below')\n",
"\n",
"p.grid.grid_line_color = None\n",
"p.axis.axis_line_color = None\n",
"p.axis.major_tick_line_color = None\n",
"p.axis.major_label_text_font_size = \"5pt\"\n",
"p.axis.major_label_standoff = 0\n",
"p.xaxis.major_label_orientation = pi / 3\n",
"\n",
"p.rect(x=\"Year\", y=\"Month\", width=1, height=1,\n",
" source=source,\n",
" fill_color={'field': 'rate', 'transform': mapper},\n",
" line_color=None)\n",
"\n",
"color_bar = ColorBar(color_mapper=mapper, major_label_text_font_size=\"5pt\",\n",
" ticker=BasicTicker(desired_num_ticks=len(colors)),\n",
" formatter=PrintfTickFormatter(format=\"%d%%\"),\n",
" label_standoff=6, border_line_color=None, location=(0, 0))\n",
"p.add_layout(color_bar, 'right')\n",
"\n",
"p.select_one(HoverTool).tooltips = [\n",
" ('date', '@Month @Year'),\n",
" ('rate', '@rate%'),\n",
"]\n",
"\n",
"show(p) # show the plot"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.2"
}
},
"nbformat": 4,
"nbformat_minor": 2
}
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