Add Geom.candlestick #1215

iblislin · 2018-10-24T12:37:45Z

Contributor checklist:

I've updated the documentation to reflect these changes
I've added and/or updated the unit tests
I've run the regression tests
I've squash'ed or fixup'ed junk commits with git-rebase
I've built the docs and confirmed these changes don't cause new errors

This PR

add Geom.candlestick()

Example

using Gadfly, MarketData
ta = ohlc[1:40]
plot(
    x     = timestamp(ta),
    open  = values(ta.Open),
    high  = values(ta.High),
    low   = values(ta.Low),
    close = values(ta.Close),
    Geom.candlestick,
    Scale.color_discrete_manual("green", "red"))

TODO

~~inverse color, if close price < open price~~ Just let user set the desired colour via Scale

codecov-io · 2018-10-24T12:58:45Z

Codecov Report

Merging #1215 into master will increase coverage by 0.44%.
The diff coverage is 90%.

@@            Coverage Diff             @@
##           master    #1215      +/-   ##
==========================================
+ Coverage   90.31%   90.75%   +0.44%     
==========================================
  Files          39       39              
  Lines        4242     4512     +270     
==========================================
+ Hits         3831     4095     +264     
- Misses        411      417       +6

Impacted Files	Coverage Δ
src/aesthetics.jl	`81.3% <ø> (ø)`	⬆️
src/geom/boxplot.jl	`97.22% <90%> (-2.78%)`	⬇️
src/statistics.jl	`97.19% <0%> (+0.27%)`	⬆️

Continue to review full report at Codecov.

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iblislin · 2018-10-24T14:48:07Z

I tried to plot a dataframe with 20 rows,
got the following plot.
The number of candlesticks is correct, but the spacing between them is weird.
Any ideas?

https://gist.github.com/iblis17/7fc5a709eb201f8bbc6a7b6faa4479c4

bjarthur · 2018-10-24T15:44:43Z

the x-axis is a date, and it's skipping the weekends

bjarthur · 2018-10-24T15:50:19Z

needs a test, and maybe sth for the gallery (say TSLA after musk was charged by SEC?). otherwise, lgtm. @Mattriks @tlnagy thoughts?

iblislin · 2018-10-24T16:19:26Z

the x-axis is a date, and it's skipping the weekends

is it able to remove the weekends in the render function?

iblislin · 2018-10-24T16:22:38Z

needs a test, and maybe sth for the gallery (say TSLA after musk was charged by SEC?).

will do, but I need to figure out my TODO (inverse color) first.

Mattriks · 2018-10-24T17:30:25Z

src/geom/boxplot.jl

-    BoxplotGeometry(Gadfly.Stat.boxplot(method=method), suppress_outliers, tag)
+function BoxplotGeometry(; method=:tukey, suppress_outliers=false, suppress_fences=false,
+                           candlestick=false, tag=empty_tag)
+    stat = candlestick ? Gadfly.Stat.identity() : Gadfly.Stat.boxplot(method=method)


I don't like the use of candlestick as a Bool here. For a better example of the preferred style, see the Gadfly polygon.jl file, and Geom.ellipse . Note there is no ellipse::Bool within struct PolygonGeometry.

iblislin · 2018-10-25T14:19:16Z

What kind of API design is suitable for this case:
I want that user can configure a pair of colors for (1) open > close and (2) open < close.
(because I found that the inverting color automatically is difficault in this case, that is,
inverting the RGB of red != RGB of green. But in stock market, green and red are common for drawing candlestick.)

Mattriks · 2018-10-25T16:28:16Z

Here is the Gadfly way. The idea is to write an apply_statistic function for a CandlestickStatistic. You'll find examples in Gadfly's statistics.jl file, where the apply_statistic function adds a color_scale. The end of theapply_statistic function will look something like in the code below. To test, run the uncommented lines directly in julia, and look at the aes object. You'll see a color scale has been added, which (in this example) contains red and blue at the appropriate values of hlgroup. Magic!

# scales and aes are function arguments, which I simulate here
# You can use aes.open and aes.close, rather than the hinges which I use here 

scales = Dict(:color=>Scale.color_discrete_manual("red","blue"))
aes = Gadfly.Aesthetics()
aes.upper_hinge = rand(10)  
aes.lower_hinge = rand(10) 

# The apply_statistic function:
# function apply_statistic(stat::CandlestickStatistic, scales, coord, aes)

    hlgroup = aes.upper_hinge .> aes.lower_hinge
    color_scale = get(scales, :color, Scale.color_discrete())
    Scale.apply_scale(color_scale, [aes], Gadfly.Data(color = hlgroup))
# end    

aes.color

Mattriks · 2018-10-25T16:41:30Z

Also test this example (replace the appropriate lines above):

 scales = Dict{Symbol, Gadfly.ScaleElement}() 
 
 color_scale = get(scales, :color, Scale.color_discrete_manual("red","green"))

Does it make sense?

iblislin · 2018-10-26T02:55:42Z

cool, I ran them in my REPL. looks fine. And I just need time to understand what happened.

iblislin · 2020-03-28T12:43:55Z

This PR is ready for review.

I think the Travis CI failures are unrelated to this PR.

iblislin · 2020-03-30T11:30:25Z

I added an example png.

tlnagy · 2020-03-31T05:37:56Z

@bjarthur and @Mattriks, this looks good to go to me.

bjarthur · 2020-03-31T23:30:03Z

docs/src/gallery/geometries.md

+```@example
+using Gadfly, MarketData
+set_default_plot_size(21cm, 8cm)
+ta = ohlc[1:50]
+plot(
+    x     = timestamp(ta),
+    open  = values(ta.Open),
+    high  = values(ta.High),
+    low   = values(ta.Low),
+    close = values(ta.Close),
+    Geom.candlestick,
+    Scale.color_discrete_manual("green", "red")
+)
+```


this doc example is identical to the tests. nice things about tests are that they can double as documentation, but are most useful in that capacity only if they present different examples than in the actual docs. how about using one of the large historical data sets from MarketData here instead? i like having real data, instead of synthetic fake data, in docs.

ah, I will make the example more complete.
I ran into an issue: there are some unwanted gaps on weekend days, if I set the x-axis as a series of Date. Is there a way to remove that gaps?

I updated the example in doc.

codecov-commenter · 2020-08-08T10:55:33Z

Codecov Report

Merging #1215 into master will increase coverage by 0.02%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #1215      +/-   ##
==========================================
+ Coverage   89.32%   89.35%   +0.02%     
==========================================
  Files          39       39              
  Lines        4395     4404       +9     
==========================================
+ Hits         3926     3935       +9     
  Misses        469      469

Impacted Files	Coverage Δ
src/aesthetics.jl	`77.77% <ø> (ø)`
src/geom/boxplot.jl	`100.00% <100.00%> (ø)`
src/statistics.jl	`96.47% <100.00%> (+0.01%)`	⬆️

Continue to review full report at Codecov.

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iblislin · 2020-08-09T16:23:51Z

Good to go?

iblislin · 2020-08-10T10:17:59Z

new example:

Project.toml

bjarthur · 2020-08-22T17:52:34Z

this looks good to me. @Mattriks ?

Mattriks · 2020-08-25T12:00:53Z

Hopefully I'll get around to looking at this soon (this week).

iblislin · 2020-11-03T14:51:39Z

any updates?

codecov-io · 2020-12-27T15:42:59Z

Codecov Report

Merging #1215 (c741f56) into master (904078a) will increase coverage by 0.02%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #1215      +/-   ##
==========================================
+ Coverage   89.62%   89.64%   +0.02%     
==========================================
  Files          39       39              
  Lines        4596     4606      +10     
==========================================
+ Hits         4119     4129      +10     
  Misses        477      477

Impacted Files	Coverage Δ
src/aesthetics.jl	`78.94% <ø> (ø)`
src/geom/boxplot.jl	`100.00% <100.00%> (ø)`
src/statistics.jl	`96.48% <100.00%> (+0.01%)`	⬆️

Continue to review full report at Codecov.

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iblislin · 2021-04-30T13:15:44Z

I resolved the conflict.
Good to go?

btbvoy · 2023-02-13T13:43:58Z

@iblislin @Mattriks @bjarthur @tlnagy could you please share any reasons this PR left abandoned and whether there is any chance to make it happen? It looks like it was ready to be merged for quite some time, but due to a long period of inactivity there are some other conflicts. Thanks in advance

bjarthur · 2023-02-19T14:19:29Z

this still LGTM. @Mattriks fine by you?

to resolve the conflict, i think the dep on MarketData simply needs to be added to test/Project.toml, and the main Project.toml needs to be left unchanged.

bjarthur · 2023-02-19T15:00:33Z

accidentally merged while resolving conflict, but it looks good so i think it's okay. can always fix later if there's a problem.

i couldn't get the docs to build locally though, and the dev version online doesn't seem to have updated. unrelated to this PR though i think. will look into it later. the method signature of render_discrete_key seems to need to be expanded to AbstractString:

$ julia make.jl 
[ Info: SetupBuildDirectory: setting up build directory.
[ Info: Doctest: running doctests.
[ Info: ExpandTemplates: expanding markdown templates.
ERROR: LoadError: MethodError: no method matching render_discrete_key(::Vector{InlineStrings.String7}, ::Context, ::Measures.AbsoluteLength, ::Theme; sizes=Measures.AbsoluteLength[1.0583333333333331mm, 1.6462962962962961mm, 2.234259259259259mm, 2.822222222222222mm], colors=ColorTypes.Colorant[])
Closest candidates are:
  render_discrete_key(::Vector{String}, ::Context, ::Measure, ::Theme; colors, aes_color_label, shapes, sizes) at ~/.julia/dev/Gadfly/src/guide/keys.jl:72
Stacktrace:
  [1] render(guide::Gadfly.Guide.SizeKey, theme::Theme, aes::Gadfly.Aesthetics)
    @ Gadfly.Guide ~/.julia/dev/Gadfly/src/guide/keys.jl:247
  [2] render(guide::Gadfly.Guide.SizeKey, theme::Theme, aes::Gadfly.Aesthetics, dynamic::Bool)
    @ Gadfly.Guide ~/.julia/dev/Gadfly/src/guide.jl:143
  [3] render_prepared(plot::Plot, coord::Gadfly.Coord.Cartesian, plot_aes::Gadfly.Aesthetics, layer_aess::Vector{Gadfly.Aesthetics}, layer_stats::Vector{Vector{Gadfly.StatisticElement}}, layer_subplot_aess::Vector{Vector{Gadfly.Aesthetics}}, layer_subplot_datas::Vector{Vector{Gadfly.Data}}, scales::Dict{Symbol, Gadfly.ScaleElement}, guides::Vector{Gadfly.GuideElement}; table_only::Bool, dynamic::Bool)
    @ Gadfly ~/.julia/dev/Gadfly/src/Gadfly.jl:813
  [4] render_prepared(plot::Plot, coord::Gadfly.Coord.Cartesian, plot_aes::Gadfly.Aesthetics, layer_aess::Vector{Gadfly.Aesthetics}, layer_stats::Vector{Vector{Gadfly.StatisticElement}}, layer_subplot_aess::Vector{Vector{Gadfly.Aesthetics}}, layer_subplot_datas::Vector{Vector{Gadfly.Data}}, scales::Dict{Symbol, Gadfly.ScaleElement}, guides::Vector{Gadfly.GuideElement})
    @ Gadfly ~/.julia/dev/Gadfly/src/Gadfly.jl:782
  [5] render(plot::Plot)
    @ Gadfly ~/.julia/dev/Gadfly/src/Gadfly.jl:740
  [6] draw
    @ ~/.julia/dev/Gadfly/src/Gadfly.jl:843 [inlined]
  [7] show(io::IOBuffer, m::MIME{Symbol("text/html")}, p::Plot)
    @ Gadfly ~/.julia/dev/Gadfly/src/Gadfly.jl:933
  [8] __binrepr(m::MIME{Symbol("text/html")}, x::Plot, context::Nothing)
    @ Base.Multimedia ./multimedia.jl:159
  [9] _textrepr
    @ ./multimedia.jl:151 [inlined]
 [10] #stringmime#8
    @ /Applications/Julia-1.8.app/Contents/Resources/julia/share/julia/stdlib/v1.8/Base64/src/Base64.jl:43 [inlined]
 [11] stringmime(m::MIME{Symbol("text/html")}, x::Plot)
    @ Base64 /Applications/Julia-1.8.app/Contents/Resources/julia/share/julia/stdlib/v1.8/Base64/src/Base64.jl:43
 [12] display_dict(x::Plot)
    @ Documenter.Utilities ~/.julia/packages/Documenter/bFHi4/src/Utilities/Utilities.jl:627
 [13] #invokelatest#2
    @ ./essentials.jl:729 [inlined]
 [14] invokelatest
    @ ./essentials.jl:726 [inlined]
 [15] runner(#unused#::Type{Documenter.Expanders.ExampleBlocks}, x::Markdown.Code, page::Documenter.Documents.Page, doc::Documenter.Documents.Document)
    @ Documenter.Expanders ~/.julia/packages/Documenter/bFHi4/src/Expanders.jl:582
 [16] dispatch(::Type{Documenter.Expanders.ExpanderPipeline}, ::Markdown.Code, ::Vararg{Any})
    @ Documenter.Utilities.Selectors ~/.julia/packages/Documenter/bFHi4/src/Utilities/Selectors.jl:170
 [17] expand(doc::Documenter.Documents.Document)
    @ Documenter.Expanders ~/.julia/packages/Documenter/bFHi4/src/Expanders.jl:42
 [18] runner(#unused#::Type{Documenter.Builder.ExpandTemplates}, doc::Documenter.Documents.Document)
    @ Documenter.Builder ~/.julia/packages/Documenter/bFHi4/src/Builder.jl:227
 [19] dispatch(#unused#::Type{Documenter.Builder.DocumentPipeline}, x::Documenter.Documents.Document)
    @ Documenter.Utilities.Selectors ~/.julia/packages/Documenter/bFHi4/src/Utilities/Selectors.jl:170
 [20] #2
    @ ~/.julia/packages/Documenter/bFHi4/src/Documenter.jl:249 [inlined]
 [21] cd(f::Documenter.var"#2#3"{Documenter.Documents.Document}, dir::String)
    @ Base.Filesystem ./file.jl:112
 [22] makedocs(; debug::Bool, format::Documenter.Writers.HTMLWriter.HTML, kwargs::Base.Pairs{Symbol, Any, NTuple{4, Symbol}, NamedTuple{(:modules, :clean, :sitename, :pages), Tuple{Vector{Module}, Bool, String, Vector{Any}}}})
    @ Documenter ~/.julia/packages/Documenter/bFHi4/src/Documenter.jl:248
 [23] top-level scope
    @ ~/.julia/dev/Gadfly/docs/make.jl:3
in expression starting at /Users/arthurb/.julia/dev/Gadfly/docs/make.jl:3

Mattriks · 2023-02-19T22:44:58Z

@bjarthur I can add the change to render_discrete_key in my PR #1606.

bjarthur · 2023-02-20T14:17:43Z

thanks @iblislin . sorry this took so long

bjarthur · 2023-02-20T14:30:12Z

thanks @Mattriks . i think i got it though with #1607. changes were needed for Compose too. let me know what you think and i'll merge.

iblislin · 2023-02-22T01:26:41Z

🎉

iblislin force-pushed the ib/candlestick branch from 47494cc to 69b9a51 Compare October 24, 2018 14:46

Mattriks reviewed Oct 24, 2018

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WIP: add Geom.candlestick

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iblislin force-pushed the ib/candlestick branch from 69b9a51 to c808a03 Compare October 25, 2018 14:15

Mattriks mentioned this pull request Nov 6, 2018

Feature Request: Candlestick Chart #229

Closed

iblislin added 8 commits November 24, 2019 16:12

color

5843561

Merge remote-tracking branch 'origin/master' into ib/candlestick

e867e0f

Merge remote-tracking branch 'origin/master' into ib/candlestick

97bc378

color support

741085a

add testscripts

cbda2bb

update Project

362cf50

update doc

7bbfbc8

Merge remote-tracking branch 'origin/master' into ib/candlestick

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iblislin closed this Mar 28, 2020

iblislin reopened this Mar 28, 2020

MarketData version

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iblislin closed this Mar 28, 2020

iblislin reopened this Mar 28, 2020

iblislin changed the title ~~WIP: add Geom.candlestick~~ Add Geom.candlestick Mar 28, 2020

tlnagy approved these changes Mar 31, 2020

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Merge branch 'master' into ib/candlestick

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iblislin mentioned this pull request Aug 9, 2020

plotting with Plotly is semi-broken JuliaStats/TimeSeries.jl#461

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update example

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Merge remote-tracking branch 'origin/master' into ib/candlestick

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bjarthur merged commit 8934178 into GiovineItalia:master Feb 19, 2023

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Add Geom.candlestick #1215

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Add Geom.candlestick #1215

Add Geom.candlestick #1215

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