{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# ohlcv"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"import vectorbt as vbt"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {
"Collapsed": "false"
},
"outputs": [],
"source": [
"import numpy as np\n",
"import pandas as pd\n",
"from datetime import datetime, timedelta\n",
"from numba import njit"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Config({\n",
" \"open\": \"Open\",\n",
" \"high\": \"High\",\n",
" \"low\": \"Low\",\n",
" \"close\": \"Close\",\n",
" \"volume\": \"Volume\"\n",
"})\n"
]
}
],
"source": [
"print(vbt.settings.ohlcv['column_names'])"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Can only use .str accessor with string values!\n"
]
}
],
"source": [
"try:\n",
" pd.DataFrame([1, 2, 3]).vbt.ohlcv.plot()\n",
"except Exception as e:\n",
" print(e) # couldn't find default column names"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [],
"source": [
"ohlcv_ts = pd.DataFrame({\n",
" 'open': [1, 2, 3], \n",
" 'high': [1, 2, 3], \n",
" 'low': [1, 2, 3], \n",
" 'close': [1, 2, 3], \n",
" 'volume': [1, 2, 3]\n",
"})"
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
" open high low close volume\n",
"2018-01-01 -0.385236 -0.339812 -0.941729 -1.058755 -0.881574\n",
"2018-01-02 -0.243403 0.210847 -0.408890 0.158420 -1.149656\n",
"2018-01-03 0.226744 1.207481 0.198341 1.168544 -2.071525\n",
"2018-01-04 0.407461 1.294365 -0.223333 0.946101 -2.218826\n",
"2018-01-05 1.221150 1.988841 0.810106 0.834179 -2.940705\n",
"2018-01-06 2.022596 2.046477 1.293526 2.013281 -2.689034\n",
"2018-01-07 2.724580 3.303932 1.976807 3.468771 -1.720546\n",
"2018-01-08 2.057622 2.410773 1.251777 2.269435 -0.980795\n",
"2018-01-09 1.607800 1.720066 1.169075 2.456895 -1.621470\n",
"2018-01-10 2.069398 2.516643 1.838688 1.776437 -1.282516\n"
]
}
],
"source": [
"ohlcv_ts = pd.DataFrame(\n",
" columns=['open', 'high', 'low', 'close', 'volume'],\n",
" index=[datetime(2018, 1, 1) + timedelta(days=i) for i in range(10)]\n",
")\n",
"ohlcv_ts['open'] = np.cumsum(np.random.uniform(-0.8, 1, size=(10,)))\n",
"ohlcv_ts['close'] = ohlcv_ts['open'] + np.random.uniform(-1, 1, size=(10,))\n",
"ohlcv_ts['high'] = ohlcv_ts['open'] + np.random.uniform(0, 1, size=(10,))\n",
"ohlcv_ts['low'] = ohlcv_ts['open'] - np.random.uniform(0, 1, size=(10,))\n",
"ohlcv_ts['volume'] = np.cumsum(np.random.uniform(-1, 1, size=(10,)))\n",
"\n",
"print(ohlcv_ts)"
]
},
{
"cell_type": "code",
"execution_count": 7,
"metadata": {},
"outputs": [],
"source": [
"try:\n",
" ohlcv_ts.vbt.ohlcv.plot()\n",
"except Exception as e:\n",
" print(e) # still couldn't find default column names"
]
},
{
"cell_type": "code",
"execution_count": 8,
"metadata": {},
"outputs": [
{
"data": {
"image/svg+xml": [
""
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"# Specify them manually\n",
"ohlcv_ts.vbt.ohlcv(column_names={\n",
" 'open': 'open', \n",
" 'high': 'high', \n",
" 'low': 'low', \n",
" 'close': 'close', \n",
" 'volume': 'volume'\n",
"}).plot().show_svg()"
]
},
{
"cell_type": "code",
"execution_count": 9,
"metadata": {},
"outputs": [],
"source": [
"# Or by changing the defaults\n",
"vbt.settings.ohlcv['column_names'] = {\n",
" 'open': 'open', \n",
" 'high': 'high', \n",
" 'low': 'low', \n",
" 'close': 'close', \n",
" 'volume': 'volume'\n",
"}"
]
},
{
"cell_type": "code",
"execution_count": 10,
"metadata": {},
"outputs": [
{
"data": {
"image/svg+xml": [
""
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"ohlcv_ts.vbt.ohlcv.plot().show_svg()"
]
},
{
"cell_type": "code",
"execution_count": 11,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"Start 2018-01-01 00:00:00\n",
"End 2018-01-10 00:00:00\n",
"Period 10 days 00:00:00\n",
"First Price -0.385236\n",
"Lowest Price -1.058755\n",
"Highest Price 3.468771\n",
"Last Price 1.776437\n",
"First Volume -0.881574\n",
"Lowest Volume -2.940705\n",
"Highest Volume -0.881574\n",
"Last Volume -1.282516\n",
"Name: agg_func_mean, dtype: object"
]
},
"execution_count": 11,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"ohlcv_ts.vbt.ohlcv.stats()"
]
},
{
"cell_type": "code",
"execution_count": 14,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"7.62 ms ± 11.2 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)\n"
]
}
],
"source": [
"big_ohlcv_ts = pd.DataFrame(np.random.uniform(1, 2, (10000, 5)), columns=ohlcv_ts.columns)\n",
"\n",
"%timeit big_ohlcv_ts.vbt.ohlcv.stats()"
]
},
{
"cell_type": "code",
"execution_count": 12,
"metadata": {},
"outputs": [
{
"data": {
"image/svg+xml": [
""
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"ohlcv_ts.vbt.ohlcv.plots().show_svg()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3 (ipykernel)",
"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": "3.7.3"
},
"widgets": {
"application/vnd.jupyter.widget-state+json": {
"state": {
"2e398c67d83547b7b18c2c71eee3d13d": {
"buffers": [
{
"data": "RnjBo8Yt7r/6/PV6zpbIv14H7K6rSuG/zMS+hM8q2j/K8wKK0ZHhPwO+H4Tjfue/FB9ziWca8L9dbsMziiHwP2jOsMtmhbq/THo0sY8X9T8=",
"encoding": "base64",
"path": [
"_data",
0,
"close",
"value"
]
},
{
"data": "G2yPWXSX1L805X9UXv3kP3vxHYb7PeI/BCY+QDzJzj9ydwtWve/jP0D/4SSIStE/jM9Ijb2Wyj/JglqsK/rwP0UwfFFgY/E/nwQuay63AEA=",
"encoding": "base64",
"path": [
"_data",
0,
"high",
"value"
]
},
{
"data": "uoy35UmW5r8uuPRCrXjCvywfntNQXva/gRfybgry7b+M0GcYG03cv0il/ILWFeO/kTFfYU9k7790CRb/61jFv3flYrjYnem/3OZTbr4e6T8=",
"encoding": "base64",
"path": [
"_data",
0,
"low",
"value"
]
},
{
"data": "/b3pTFEl279cSb9dazSzP+wJwCcrxNq/AFDbzy2Fab8Mvy53ApnTP5JH+gNKbtK/AMob9Zy9z7+mipGviqnkPxzi2mPs7cI/Guaczvmb8T8=",
"encoding": "base64",
"path": [
"_data",
0,
"open",
"value"
]
},
{
"data": "HCrjrash4T/QOMtYcTTCP4KfTWJ92+G/EBxBYKG5+L+iVW+Wi5P7v0PV/JMP8fO/nnZcSFR+/b+Tj20F8pj8vze5F96ASwHAcyrG2aX8/r8=",
"encoding": "base64",
"path": [
"_data",
1,
"y",
"value"
]
}
],
"model_module": "plotlywidget",
"model_module_version": "^4.12.0",
"model_name": "FigureModel",
"state": {
"_config": {
"plotlyServerURL": "https://plot.ly"
},
"_data": [
{
"close": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"decreasing": {
"line": {
"color": "#d95f02"
}
},
"high": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"increasing": {
"line": {
"color": "#1b9e76"
}
},
"low": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"name": "OHLC",
"open": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"type": "ohlc",
"uid": "08dcba2b-99cf-4032-bf56-b75e9437eb59",
"x": [
"2018-01-01T00:00:00.000000",
"2018-01-02T00:00:00.000000",
"2018-01-03T00:00:00.000000",
"2018-01-04T00:00:00.000000",
"2018-01-05T00:00:00.000000",
"2018-01-06T00:00:00.000000",
"2018-01-07T00:00:00.000000",
"2018-01-08T00:00:00.000000",
"2018-01-09T00:00:00.000000",
"2018-01-10T00:00:00.000000"
],
"xaxis": "x",
"yaxis": "y2"
},
{
"marker": {
"color": [
"#d95f02",
"#d95f02",
"#d95f02",
"#1b9e76",
"#1b9e76",
"#d95f02",
"#d95f02",
"#1b9e76",
"#d95f02",
"#1b9e76"
],
"line": {
"width": 0
},
"opacity": 0.7
},
"name": "Volume",
"type": "bar",
"uid": "b7b27803-d0f2-4141-8e61-edaabd1d9a8e",
"x": [
"2018-01-01T00:00:00.000000",
"2018-01-02T00:00:00.000000",
"2018-01-03T00:00:00.000000",
"2018-01-04T00:00:00.000000",
"2018-01-05T00:00:00.000000",
"2018-01-06T00:00:00.000000",
"2018-01-07T00:00:00.000000",
"2018-01-08T00:00:00.000000",
"2018-01-09T00:00:00.000000",
"2018-01-10T00:00:00.000000"
],
"xaxis": "x",
"y": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"yaxis": "y"
}
],
"_js2py_layoutDelta": {},
"_js2py_pointsCallback": {},
"_js2py_relayout": {},
"_js2py_restyle": {},
"_js2py_traceDeltas": {},
"_js2py_update": {},
"_last_layout_edit_id": 6,
"_last_trace_edit_id": 6,
"_layout": {
"autosize": false,
"bargap": 0,
"colorway": [
"#1f77b4",
"#ff7f0e",
"#2ca02c",
"#dc3912",
"#9467bd",
"#8c564b",
"#e377c2",
"#7f7f7f",
"#bcbd22",
"#17becf"
],
"height": 350,
"hovermode": "closest",
"legend": {
"orientation": "h",
"traceorder": "normal",
"x": 1,
"xanchor": "right",
"y": 1.02,
"yanchor": "bottom"
},
"margin": {
"b": 30,
"l": 30,
"r": 30,
"t": 30
},
"showlegend": true,
"template": {
"data": {
"bar": [
{
"error_x": {
"color": "#2a3f5f"
},
"error_y": {
"color": "#2a3f5f"
},
"marker": {
"line": {
"color": "#E5ECF6",
"width": 0.5
}
},
"type": "bar"
}
],
"barpolar": [
{
"marker": {
"line": {
"color": "#E5ECF6",
"width": 0.5
}
},
"type": "barpolar"
}
],
"carpet": [
{
"aaxis": {
"endlinecolor": "#2a3f5f",
"gridcolor": "white",
"linecolor": "white",
"minorgridcolor": "white",
"startlinecolor": "#2a3f5f"
},
"baxis": {
"endlinecolor": "#2a3f5f",
"gridcolor": "white",
"linecolor": "white",
"minorgridcolor": "white",
"startlinecolor": "#2a3f5f"
},
"type": "carpet"
}
],
"choropleth": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"type": "choropleth"
}
],
"contour": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "contour"
}
],
"contourcarpet": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"type": "contourcarpet"
}
],
"heatmap": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "heatmap"
}
],
"heatmapgl": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "heatmapgl"
}
],
"histogram": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "histogram"
}
],
"histogram2d": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "histogram2d"
}
],
"histogram2dcontour": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "histogram2dcontour"
}
],
"mesh3d": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"type": "mesh3d"
}
],
"parcoords": [
{
"line": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "parcoords"
}
],
"pie": [
{
"automargin": true,
"type": "pie"
}
],
"scatter": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatter"
}
],
"scatter3d": [
{
"line": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatter3d"
}
],
"scattercarpet": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scattercarpet"
}
],
"scattergeo": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scattergeo"
}
],
"scattergl": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scattergl"
}
],
"scattermapbox": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scattermapbox"
}
],
"scatterpolar": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatterpolar"
}
],
"scatterpolargl": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatterpolargl"
}
],
"scatterternary": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatterternary"
}
],
"surface": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "surface"
}
],
"table": [
{
"cells": {
"fill": {
"color": "#EBF0F8"
},
"line": {
"color": "white"
}
},
"header": {
"fill": {
"color": "#C8D4E3"
},
"line": {
"color": "white"
}
},
"type": "table"
}
]
},
"layout": {
"annotationdefaults": {
"arrowcolor": "#2a3f5f",
"arrowhead": 0,
"arrowwidth": 1
},
"coloraxis": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"colorscale": {
"diverging": [
[
0,
"#8e0152"
],
[
0.1,
"#c51b7d"
],
[
0.2,
"#de77ae"
],
[
0.3,
"#f1b6da"
],
[
0.4,
"#fde0ef"
],
[
0.5,
"#f7f7f7"
],
[
0.6,
"#e6f5d0"
],
[
0.7,
"#b8e186"
],
[
0.8,
"#7fbc41"
],
[
0.9,
"#4d9221"
],
[
1,
"#276419"
]
],
"sequential": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"sequentialminus": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
]
},
"colorway": [
"#636efa",
"#EF553B",
"#00cc96",
"#ab63fa",
"#FFA15A",
"#19d3f3",
"#FF6692",
"#B6E880",
"#FF97FF",
"#FECB52"
],
"font": {
"color": "#2a3f5f"
},
"geo": {
"bgcolor": "white",
"lakecolor": "white",
"landcolor": "#E5ECF6",
"showlakes": true,
"showland": true,
"subunitcolor": "white"
},
"hoverlabel": {
"align": "left"
},
"hovermode": "closest",
"mapbox": {
"style": "light"
},
"paper_bgcolor": "white",
"plot_bgcolor": "#E5ECF6",
"polar": {
"angularaxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
},
"bgcolor": "#E5ECF6",
"radialaxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
}
},
"scene": {
"xaxis": {
"backgroundcolor": "#E5ECF6",
"gridcolor": "white",
"gridwidth": 2,
"linecolor": "white",
"showbackground": true,
"ticks": "",
"zerolinecolor": "white"
},
"yaxis": {
"backgroundcolor": "#E5ECF6",
"gridcolor": "white",
"gridwidth": 2,
"linecolor": "white",
"showbackground": true,
"ticks": "",
"zerolinecolor": "white"
},
"zaxis": {
"backgroundcolor": "#E5ECF6",
"gridcolor": "white",
"gridwidth": 2,
"linecolor": "white",
"showbackground": true,
"ticks": "",
"zerolinecolor": "white"
}
},
"shapedefaults": {
"line": {
"color": "#2a3f5f"
}
},
"ternary": {
"aaxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
},
"baxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
},
"bgcolor": "#E5ECF6",
"caxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
}
},
"title": {
"x": 0.05
},
"xaxis": {
"automargin": true,
"gridcolor": "white",
"linecolor": "white",
"ticks": "",
"title": {
"standoff": 15
},
"zerolinecolor": "white",
"zerolinewidth": 2
},
"yaxis": {
"automargin": true,
"gridcolor": "white",
"linecolor": "white",
"ticks": "",
"title": {
"standoff": 15
},
"zerolinecolor": "white",
"zerolinewidth": 2
}
}
},
"width": 700,
"xaxis": {
"rangeslider": {
"visible": false
},
"showgrid": true
},
"yaxis": {
"domain": [
0,
0.33
],
"showgrid": true
},
"yaxis2": {
"domain": [
0.33,
1
]
}
},
"_py2js_animate": {},
"_py2js_deleteTraces": {},
"_py2js_moveTraces": {},
"_py2js_removeLayoutProps": {},
"_py2js_removeTraceProps": {},
"_py2js_restyle": {},
"_view_count": 0
}
},
"ffbf570b1fd14d3da6bd1e2c4d55078b": {
"buffers": [
{
"data": "RnjBo8Yt7r/6/PV6zpbIv14H7K6rSuG/zMS+hM8q2j/K8wKK0ZHhPwO+H4Tjfue/FB9ziWca8L9dbsMziiHwP2jOsMtmhbq/THo0sY8X9T8=",
"encoding": "base64",
"path": [
"_data",
0,
"close",
"value"
]
},
{
"data": "G2yPWXSX1L805X9UXv3kP3vxHYb7PeI/BCY+QDzJzj9ydwtWve/jP0D/4SSIStE/jM9Ijb2Wyj/JglqsK/rwP0UwfFFgY/E/nwQuay63AEA=",
"encoding": "base64",
"path": [
"_data",
0,
"high",
"value"
]
},
{
"data": "uoy35UmW5r8uuPRCrXjCvywfntNQXva/gRfybgry7b+M0GcYG03cv0il/ILWFeO/kTFfYU9k7790CRb/61jFv3flYrjYnem/3OZTbr4e6T8=",
"encoding": "base64",
"path": [
"_data",
0,
"low",
"value"
]
},
{
"data": "/b3pTFEl279cSb9dazSzP+wJwCcrxNq/AFDbzy2Fab8Mvy53ApnTP5JH+gNKbtK/AMob9Zy9z7+mipGviqnkPxzi2mPs7cI/Guaczvmb8T8=",
"encoding": "base64",
"path": [
"_data",
0,
"open",
"value"
]
},
{
"data": "HCrjrash4T/QOMtYcTTCP4KfTWJ92+G/EBxBYKG5+L+iVW+Wi5P7v0PV/JMP8fO/nnZcSFR+/b+Tj20F8pj8vze5F96ASwHAcyrG2aX8/r8=",
"encoding": "base64",
"path": [
"_data",
1,
"y",
"value"
]
}
],
"model_module": "plotlywidget",
"model_module_version": "^4.12.0",
"model_name": "FigureModel",
"state": {
"_config": {
"plotlyServerURL": "https://plot.ly"
},
"_data": [
{
"close": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"decreasing": {
"line": {
"color": "#d95f02"
}
},
"high": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"increasing": {
"line": {
"color": "#1b9e76"
}
},
"low": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"name": "OHLC",
"open": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"type": "ohlc",
"uid": "bc161987-eb09-4d14-885c-9de5ce70c55b",
"x": [
"2018-01-01T00:00:00.000000",
"2018-01-02T00:00:00.000000",
"2018-01-03T00:00:00.000000",
"2018-01-04T00:00:00.000000",
"2018-01-05T00:00:00.000000",
"2018-01-06T00:00:00.000000",
"2018-01-07T00:00:00.000000",
"2018-01-08T00:00:00.000000",
"2018-01-09T00:00:00.000000",
"2018-01-10T00:00:00.000000"
],
"xaxis": "x",
"yaxis": "y2"
},
{
"marker": {
"color": [
"#d95f02",
"#d95f02",
"#d95f02",
"#1b9e76",
"#1b9e76",
"#d95f02",
"#d95f02",
"#1b9e76",
"#d95f02",
"#1b9e76"
],
"line": {
"width": 0
},
"opacity": 0.7
},
"name": "Volume",
"type": "bar",
"uid": "a755c6b7-2976-4a9e-bc6a-217b14ba7701",
"x": [
"2018-01-01T00:00:00.000000",
"2018-01-02T00:00:00.000000",
"2018-01-03T00:00:00.000000",
"2018-01-04T00:00:00.000000",
"2018-01-05T00:00:00.000000",
"2018-01-06T00:00:00.000000",
"2018-01-07T00:00:00.000000",
"2018-01-08T00:00:00.000000",
"2018-01-09T00:00:00.000000",
"2018-01-10T00:00:00.000000"
],
"xaxis": "x",
"y": {
"dtype": "float64",
"shape": [
10
],
"value": {}
},
"yaxis": "y"
}
],
"_js2py_layoutDelta": {},
"_js2py_pointsCallback": {},
"_js2py_relayout": {},
"_js2py_restyle": {},
"_js2py_traceDeltas": {},
"_js2py_update": {},
"_last_layout_edit_id": 6,
"_last_trace_edit_id": 6,
"_layout": {
"autosize": false,
"bargap": 0,
"colorway": [
"#1f77b4",
"#ff7f0e",
"#2ca02c",
"#dc3912",
"#9467bd",
"#8c564b",
"#e377c2",
"#7f7f7f",
"#bcbd22",
"#17becf"
],
"height": 350,
"hovermode": "closest",
"legend": {
"orientation": "h",
"traceorder": "normal",
"x": 1,
"xanchor": "right",
"y": 1.02,
"yanchor": "bottom"
},
"margin": {
"b": 30,
"l": 30,
"r": 30,
"t": 30
},
"showlegend": true,
"template": {
"data": {
"bar": [
{
"error_x": {
"color": "#2a3f5f"
},
"error_y": {
"color": "#2a3f5f"
},
"marker": {
"line": {
"color": "#E5ECF6",
"width": 0.5
}
},
"type": "bar"
}
],
"barpolar": [
{
"marker": {
"line": {
"color": "#E5ECF6",
"width": 0.5
}
},
"type": "barpolar"
}
],
"carpet": [
{
"aaxis": {
"endlinecolor": "#2a3f5f",
"gridcolor": "white",
"linecolor": "white",
"minorgridcolor": "white",
"startlinecolor": "#2a3f5f"
},
"baxis": {
"endlinecolor": "#2a3f5f",
"gridcolor": "white",
"linecolor": "white",
"minorgridcolor": "white",
"startlinecolor": "#2a3f5f"
},
"type": "carpet"
}
],
"choropleth": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"type": "choropleth"
}
],
"contour": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "contour"
}
],
"contourcarpet": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"type": "contourcarpet"
}
],
"heatmap": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "heatmap"
}
],
"heatmapgl": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "heatmapgl"
}
],
"histogram": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "histogram"
}
],
"histogram2d": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "histogram2d"
}
],
"histogram2dcontour": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "histogram2dcontour"
}
],
"mesh3d": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"type": "mesh3d"
}
],
"parcoords": [
{
"line": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "parcoords"
}
],
"pie": [
{
"automargin": true,
"type": "pie"
}
],
"scatter": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatter"
}
],
"scatter3d": [
{
"line": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatter3d"
}
],
"scattercarpet": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scattercarpet"
}
],
"scattergeo": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scattergeo"
}
],
"scattergl": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scattergl"
}
],
"scattermapbox": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scattermapbox"
}
],
"scatterpolar": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatterpolar"
}
],
"scatterpolargl": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatterpolargl"
}
],
"scatterternary": [
{
"marker": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"type": "scatterternary"
}
],
"surface": [
{
"colorbar": {
"outlinewidth": 0,
"ticks": ""
},
"colorscale": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"type": "surface"
}
],
"table": [
{
"cells": {
"fill": {
"color": "#EBF0F8"
},
"line": {
"color": "white"
}
},
"header": {
"fill": {
"color": "#C8D4E3"
},
"line": {
"color": "white"
}
},
"type": "table"
}
]
},
"layout": {
"annotationdefaults": {
"arrowcolor": "#2a3f5f",
"arrowhead": 0,
"arrowwidth": 1
},
"coloraxis": {
"colorbar": {
"outlinewidth": 0,
"ticks": ""
}
},
"colorscale": {
"diverging": [
[
0,
"#8e0152"
],
[
0.1,
"#c51b7d"
],
[
0.2,
"#de77ae"
],
[
0.3,
"#f1b6da"
],
[
0.4,
"#fde0ef"
],
[
0.5,
"#f7f7f7"
],
[
0.6,
"#e6f5d0"
],
[
0.7,
"#b8e186"
],
[
0.8,
"#7fbc41"
],
[
0.9,
"#4d9221"
],
[
1,
"#276419"
]
],
"sequential": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
],
"sequentialminus": [
[
0,
"#0d0887"
],
[
0.1111111111111111,
"#46039f"
],
[
0.2222222222222222,
"#7201a8"
],
[
0.3333333333333333,
"#9c179e"
],
[
0.4444444444444444,
"#bd3786"
],
[
0.5555555555555556,
"#d8576b"
],
[
0.6666666666666666,
"#ed7953"
],
[
0.7777777777777778,
"#fb9f3a"
],
[
0.8888888888888888,
"#fdca26"
],
[
1,
"#f0f921"
]
]
},
"colorway": [
"#636efa",
"#EF553B",
"#00cc96",
"#ab63fa",
"#FFA15A",
"#19d3f3",
"#FF6692",
"#B6E880",
"#FF97FF",
"#FECB52"
],
"font": {
"color": "#2a3f5f"
},
"geo": {
"bgcolor": "white",
"lakecolor": "white",
"landcolor": "#E5ECF6",
"showlakes": true,
"showland": true,
"subunitcolor": "white"
},
"hoverlabel": {
"align": "left"
},
"hovermode": "closest",
"mapbox": {
"style": "light"
},
"paper_bgcolor": "white",
"plot_bgcolor": "#E5ECF6",
"polar": {
"angularaxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
},
"bgcolor": "#E5ECF6",
"radialaxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
}
},
"scene": {
"xaxis": {
"backgroundcolor": "#E5ECF6",
"gridcolor": "white",
"gridwidth": 2,
"linecolor": "white",
"showbackground": true,
"ticks": "",
"zerolinecolor": "white"
},
"yaxis": {
"backgroundcolor": "#E5ECF6",
"gridcolor": "white",
"gridwidth": 2,
"linecolor": "white",
"showbackground": true,
"ticks": "",
"zerolinecolor": "white"
},
"zaxis": {
"backgroundcolor": "#E5ECF6",
"gridcolor": "white",
"gridwidth": 2,
"linecolor": "white",
"showbackground": true,
"ticks": "",
"zerolinecolor": "white"
}
},
"shapedefaults": {
"line": {
"color": "#2a3f5f"
}
},
"ternary": {
"aaxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
},
"baxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
},
"bgcolor": "#E5ECF6",
"caxis": {
"gridcolor": "white",
"linecolor": "white",
"ticks": ""
}
},
"title": {
"x": 0.05
},
"xaxis": {
"automargin": true,
"gridcolor": "white",
"linecolor": "white",
"ticks": "",
"title": {
"standoff": 15
},
"zerolinecolor": "white",
"zerolinewidth": 2
},
"yaxis": {
"automargin": true,
"gridcolor": "white",
"linecolor": "white",
"ticks": "",
"title": {
"standoff": 15
},
"zerolinecolor": "white",
"zerolinewidth": 2
}
}
},
"width": 700,
"xaxis": {
"rangeslider": {
"visible": false
},
"showgrid": true
},
"yaxis": {
"domain": [
0,
0.33
],
"showgrid": true
},
"yaxis2": {
"domain": [
0.33,
1
]
}
},
"_py2js_animate": {},
"_py2js_deleteTraces": {},
"_py2js_moveTraces": {},
"_py2js_removeLayoutProps": {},
"_py2js_removeTraceProps": {},
"_py2js_restyle": {},
"_view_count": 0
}
}
},
"version_major": 2,
"version_minor": 0
}
}
},
"nbformat": 4,
"nbformat_minor": 4
}