Ichimoku is now OK

Author: Skinok

Controller.py

@@ -81,6 +81,10 @@ def loadData(self, dataPath):
         self.data = bt.feeds.PandasData(dataname=self.dataframe, timeframe=bt.TimeFrame.Minutes)
 
         self.cerebro.adddata(self.data)  # Add the data feed
+
+        # Draw charts based on input data
+        self.interface.drawFinPlots(self.dataframe)
+
         pass
 
     def addStrategy(self, strategyName):
@@ -94,22 +98,23 @@ def addStrategy(self, strategyName):
         pass
 
     def run(self):
+
+        # Compute strategy results
         results = self.cerebro.run()  # run it all
         self.strat_results = results[0] # results of the first strategy
 
-        self.generateStats()
+        # Display results
+        self.displayStrategyResults()
         pass
 
-    def generateStats(self):
+    def displayStrategyResults(self):
         # Stats on trades
         #portfolio_stats = self.strat_results.analyzers.getbyname('PyFolio')
         #self.returns, self.positions, self.transactions, self.gross_lev = portfolio_stats.get_pf_items()
         #self.portfolio_transactions = self.strat_results.analyzers.Transactions.get_analysis().items()
         #self.returns.index = self.returns.index.tz_convert(None)
 
         #self.interface.createTransactionsUI(self.portfolio_transactions)
-
-        self.interface.drawFinPlots(self.dataframe)
         self.interface.fillSummaryUI(self.strat_results.stats.broker.cash[0], self.strat_results.stats.broker.value[0], self.strat_results.analyzers.ta.get_analysis())
         self.interface.fillTradesUI(self.strat_results._trades.items())        
 
@@ -126,7 +131,6 @@ def generateStats(self):
 
         pass
 
-
     def displayUI(self):
 
         self.interface.show()

images/gitkeep.txt

@@ -0,0 +1,21 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Copyright (C) 2021-2025 Skinok
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+

indicators/__init__.py

@@ -0,0 +1,31 @@
+#!/usr/bin/env python3
+
+import finplot as fplt
+
+import backtrader as bt
+import backtrader.indicators as btind
+
+class Macd():
+
+    '''
+    dataFrames should be : ['Date','Open','Close']
+    ax is the finplot plot previously created
+    '''
+    def __init__(self, dataFrames, ax):
+
+        self.macd_ax = fplt.create_plot('MACD', rows=2)
+
+        # plot macd with standard colors first
+        self.macd = dataFrames.Close.ewm(span=12).mean() - dataFrames.Close.ewm(span=26).mean()
+        self.signal = self.macd.ewm(span=9).mean()
+
+        #self.macd = bt.indicators.MACD(dataFrames, period_me1 = )
+
+        # Add MACD Diff to the data frames
+        dataFrames['macd_diff'] = self.macd - self.signal
+
+        # draw MACD in the MACD window (self.macd_ax)
+        fplt.volume_ocv(dataFrames[['TimeInt','Open','Close','macd_diff']], ax=ax, colorfunc=fplt.strength_colorfilter)
+        fplt.plot(self.macd, ax=ax, legend='MACD')
+        fplt.plot(self.signal, ax=ax, legend='Signal')
+        pass

indicators/fin_macd.py

@@ -0,0 +1,74 @@
+#!/usr/bin/env python3
+
+import sys
+
+from pyqtgraph.functions import Color
+sys.path.append('../finplot')
+import finplot as fplt
+
+import backtrader as bt
+import backtrader.indicators as btind
+
+import pandas as pd
+
+class Ichimoku():
+
+    '''
+    Developed and published in his book in 1969 by journalist Goichi Hosoda
+
+    Formula:
+      - tenkan_sen = (Highest(High, tenkan) + Lowest(Low, tenkan)) / 2.0
+      - kijun_sen = (Highest(High, kijun) + Lowest(Low, kijun)) / 2.0
+
+      The next 2 are pushed 26 bars into the future
+
+      - senkou_span_a = (tenkan_sen + kijun_sen) / 2.0
+      - senkou_span_b = ((Highest(High, senkou) + Lowest(Low, senkou)) / 2.0
+
+      This is pushed 26 bars into the past
+
+      - chikou = close
+
+    The cloud (Kumo) is formed by the area between the senkou_spans
+
+    See:
+      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ichimoku_cloud
+
+    '''
+
+    def __init__(self, dataFrames, tenkan = 9, kijun = 26, senkou = 52, senkou_lead = 26, chikou = 26):
+
+        # Tenkan-sen (Conversion Line): (9-period high + 9-period low)/2))
+        period9_high = dataFrames['High'].rolling(window=tenkan).max()
+        period9_low = dataFrames['Low'].rolling(window=tenkan).min()
+        self.tenkan_sen = (period9_high + period9_low) / 2
+
+        # Kijun-sen (Base Line): (26-period high + 26-period low)/2))
+        period26_high = dataFrames['High'].rolling(window=kijun).max()
+        period26_low = dataFrames['Low'].rolling(window=kijun).min()
+        self.kijun_sen = (period26_high + period26_low) / 2
+
+        # Senkou Span A (Leading Span A): (Conversion Line + Base Line)/2))
+        self.senkou_span_a = ((self.tenkan_sen + self.kijun_sen) / 2).shift(senkou_lead)
+
+        # Senkou Span B (Leading Span B): (52-period high + 52-period low)/2))
+        period52_high = dataFrames['High'].rolling(window=senkou).max()
+        period52_low = dataFrames['Low'].rolling(window=senkou).min()
+        self.senkou_span_b = ((period52_high + period52_low) / 2).shift(senkou_lead)
+
+        # The most current closing price plotted 26 time periods behind (optional)
+        self.chikou_span = dataFrames['Close'].shift(-chikou) # 26 according to investopedia
+
+        pass
+
+    def draw(self, ax, tenkan_color = "magenta", kijun_color = "blue", senkou_a_color = "gray", senkou_b_color = "gray", chikou_color = "yellow"):
+
+        self.tenkan_sen_plot = fplt.plot(self.tenkan_sen, ax = ax, color=tenkan_color, width=2 )
+        self.kijun_sen_plot = fplt.plot(self.kijun_sen, ax = ax, color=kijun_color, width=3 )
+        self.senkou_span_a_plot = fplt.plot(self.senkou_span_a, ax = ax, color=senkou_a_color )
+        self.senkou_span_b_plot = fplt.plot(self.senkou_span_b, ax = ax, color=senkou_b_color )
+        self.chikou_span_plot = fplt.plot(self.chikou_span, ax = ax, color=chikou_color, width=3 )
+
+        fplt.fill_between( self.senkou_span_a_plot, self.senkou_span_b_plot, color = Color("darkGray") )
+
+        pass

indicators/ichimoku.py

@@ -22,9 +22,14 @@
 from pyqtgraph.dockarea import DockArea, Dock
 
 import sys
-sys.path.append('C:/perso/trading/anaconda3/finplot')
+from backtrader import indicator
+
+sys.path.append('../finplot')
 import finplot as fplt
 
+from indicators import fin_macd
+from indicators import ichimoku
+
 import backtrader as bt
 import strategyTesterUI
 
@@ -94,8 +99,6 @@ def createUIs(self):
 
         pass
 
-    
-
     #########
     #  
     #########
@@ -282,8 +285,8 @@ def drawFinPlots(self, data):
         self.data = data
 
         # fin plot
-        self.ax0, self.ax1 = fplt.create_plot_widget(master=self.area, rows=2, init_zoom_periods=100)
-        self.area.axs = [self.ax0, self.ax1]
+        self.ax0, self.ax1, self.ax2, self.ax3 = fplt.create_plot_widget(master=self.area, rows=4, init_zoom_periods=100)
+        self.area.axs = [self.ax0, self.ax1, self.ax2, self.ax3]
         self.dock_chart.addWidget(self.ax0.ax_widget, 1, 0, 1, 2)
 
         fplt.candlestick_ochl(data['Open Close High Low'.split()], ax=self.ax0)
@@ -293,6 +296,9 @@ def drawFinPlots(self, data):
         fplt.set_time_inspector(self.update_legend_text, ax=self.ax0, when='hover', data=data)
         #fplt.add_crosshair_info(self.update_crosshair_text, ax=self.ax0)
 
+        # Should be on a button click
+        self.addIndicator()
+
         pass
 
     #########
@@ -407,7 +413,6 @@ def drawOrders(self, orders):
 
         pass
 
-
     #########
     #  Show all
     #########
@@ -462,6 +467,23 @@ def createTransactionsUI(self, trades):
 
         pass
 
+    #############
+    #  Indicators
+    #############
+    def addIndicator(self):
+
+        #it should be dynamic
+        #self.dock_indicator = Dock("dock_indi", size = (1000, 500), closable = False, hideTitle=True, )
+        #self.area.addDock(self.dock_indicator, position='below', relativeTo=self.dock_chart)
+
+        #self.dock_chart.addWidget(self.ax1.ax_widget, 2, 0, 1, 2)
+        #self.dock_indicator.addWidget(self.ax1.ax_widget, 1, 0, 1, 2)
+
+        ichimoku_indicator = ichimoku.Ichimoku(self.data)
+        ichimoku_indicator.draw(self.ax0)
+
+        pass
+