Finance Chart Custom Symbols

pythondemo\financesymbols.py
#!/usr/bin/python

# The ChartDirector for Python module is assumed to be in "../lib"
import sys, os
sys.path.insert(0, os.path.join(os.path.abspath(sys.path[0]), "..", "lib"))

from FinanceChart import *

# Create a finance chart demo containing 100 days of data
noOfDays = 100

# To compute moving averages starting from the first day, we need to get extra data points before
# the first day
extraDays = 30

# In this exammple, we use a random number generator utility to simulate the data. We set up the
# random table to create 6 cols x (noOfDays + extraDays) rows, using 9 as the seed.
rantable = RanTable(9, 6, noOfDays + extraDays)

# Set the 1st col to be the timeStamp, starting from Sep 4, 2014, with each row representing one
# day, and counting week days only (jump over Sat and Sun)
rantable.setDateCol(0, chartTime(2014, 9, 4), 86400, 1)

# Set the 2nd, 3rd, 4th and 5th columns to be high, low, open and close data. The open value starts
# from 100, and the daily change is random from -5 to 5.
rantable.setHLOCCols(1, 100, -5, 5)

# Set the 6th column as the vol data from 5 to 25 million
rantable.setCol(5, 50000000, 250000000)

# Now we read the data from the table into arrays
timeStamps = rantable.getCol(0)
highData = rantable.getCol(1)
lowData = rantable.getCol(2)
openData = rantable.getCol(3)
closeData = rantable.getCol(4)
volData = rantable.getCol(5)

# Custom data series should be of the same length as the OHLC data series
buySignal = [0] * len(closeData)
sellSignal = [0] * len(closeData)

#
# The following is just an arbitrary algorithm to create some meaningless buySignal and sellSignal.
# They are just for demonstrating the charting engine. Please do not use them for actual trading.
#

sma5 = ArrayMath(closeData).movAvg(5).result()
sma20 = ArrayMath(closeData).movAvg(20).result()

for i in range(0, len(sma5)) :
    buySignal[i] = NoValue
    sellSignal[i] = NoValue
    if i > 0 :
        if (sma5[i - 1] <= sma20[i - 1]) and (sma5[i] > sma20[i]) :
            buySignal[i] = lowData[i]
        if (sma5[i - 1] >= sma20[i - 1]) and (sma5[i] < sma20[i]) :
            sellSignal[i] = highData[i]

# Create a FinanceChart object of width 640 pixels
c = FinanceChart(640)

# Add a title to the chart
c.addTitle("Finance Chart with Custom Symbols")

# Set the data into the finance chart object
c.setData(timeStamps, highData, lowData, openData, closeData, volData, extraDays)

# Add the main chart with 240 pixels in height
mainChart = c.addMainChart(240)

# Add buy signal symbols to the main chart, using cyan (0x00ffff) upward pointing arrows as symbols
buyLayer = mainChart.addScatterLayer(None, buySignal, "Buy", ArrowShape(0, 1, 0.4, 0.4), 11,
    0x00ffff)
# Shift the symbol lower by 20 pixels
buyLayer.getDataSet(0).setSymbolOffset(0, 20)

# Add sell signal symbols to the main chart, using purple (0x9900cc) downward pointing arrows as
# symbols
sellLayer = mainChart.addScatterLayer(None, sellSignal, "Sell", ArrowShape(180, 1, 0.4, 0.4), 11,
    0x9900cc)
# Shift the symbol higher by 20 pixels
sellLayer.getDataSet(0).setSymbolOffset(0, -20)

# Add a 5 period simple moving average to the main chart, using brown color
c.addSimpleMovingAvg(5, 0x663300)

# Add a 20 period simple moving average to the main chart, using purple color
c.addSimpleMovingAvg(20, 0x9900ff)

# Add candlestick symbols to the main chart, using green/red for up/down days
c.addCandleStick(0x66ff66, 0xff6666)

# Add a volume indicator chart (75 pixels high) after the main chart, using green/red/grey for
# up/down/flat days
c.addVolIndicator(75, 0x99ff99, 0xff9999, 0x808080)

# Append a 14-days RSI indicator chart (75 pixels high) after the main chart. The main RSI line is
# purple (800080). Set threshold region to +/- 20 (that is, RSI = 50 +/- 25). The upper/lower
# threshold regions will be filled with red (ff0000)/blue (0000ff).
c.addRSI(75, 14, 0x800080, 20, 0xff0000, 0x0000ff)

# Output the chart
c.makeChart("financesymbols.png")