Visualization added

Author: Alexey Hurko

pricelevels/visualization/_helpers.py

@@ -0,0 +1,13 @@
+import matplotlib.pyplot as plt
+
+
+def _plot_levels(levels):
+    for l in levels:
+        if isinstance(l, float):
+            plt.axhline(y=l, color='black', linestyle='-')
+        elif isinstance(l, dict):
+            if 'score' in l.keys():
+                color = 'red' if l['score'] < 0 else 'blue'
+                plt.axhline(y=l['price'], color=color, linestyle='-', linewidth=0.2 * abs(l['score']))
+            else:
+                plt.axhline(y=l['price'], color='black', linestyle='-')

pricelevels/visualization/levels_with_zigzag.py

@@ -0,0 +1,20 @@
+import matplotlib.pyplot as plt
+import numpy as np
+from zigzag import peak_valley_pivots
+
+from ._helpers import _plot_levels
+
+
+def plot_with_pivots(X, levels, zigzag_percent=1):
+    pivots = peak_valley_pivots(X, zigzag_percent / 100, -zigzag_percent / 100)
+    plt.xlim(0, len(X))
+    plt.ylim(X.min() * 0.995, X.max() * 1.005)
+    plt.plot(np.arange(len(X)), X, 'k-', alpha=0.9)
+    plt.plot(np.arange(len(X))[pivots != 0], X[pivots != 0], 'k:', alpha=0.5)
+
+    plt.scatter(np.arange(len(X))[pivots == 1], X[pivots == 1], color='g')
+    plt.scatter(np.arange(len(X))[pivots == -1], X[pivots == -1], color='r')
+
+    _plot_levels(levels)
+    plt.show()
+    plt.close()

setup.py

@@ -27,6 +27,7 @@
         'scikit-learn==0.21.2',
         'pandas==0.25.0',
         'ZigZag==0.2.2',
+        'matplotlib==3.1.1',
     ],
     setup_requires=[
         'pytest-runner'

tests/check_vizualization.py

@@ -0,0 +1,21 @@
+from pricelevels.scoring.touch_scorer import TouchScorer
+from pricelevels.visualization.levels_with_zigzag import plot_with_pivots
+from tests.fixtures import get_levels_from_fixture, get_quotes_from_fixture
+
+
+def check_zigzag():
+    levels = get_levels_from_fixture()
+    quotes = get_quotes_from_fixture().iloc[-100:]
+    scoring = TouchScorer()
+    scoring.fit(levels, quotes)
+
+    plot_with_pivots(quotes.Close.values, levels, zigzag_percent=0.2)
+
+    for level, score in zip(levels, scoring.scores):
+        level['score'] = score[-1].score
+
+    plot_with_pivots(quotes.Close.values, levels, zigzag_percent=0.2)
+
+
+if __name__ == '__main__':
+    check_zigzag()