Function _plot_indicators

backtesting/_plotting.py:527–630

Strategy indicators

()

                            line_width=8, line_alpha=1, line_dash='dotted')

    def _plot_indicators():
        """Strategy indicators"""

        def _too_many_dims(value):
            assert value.ndim >= 2
            if value.ndim > 2:
                warnings.warn(f"Can't plot indicators with >2D ('{value.name}')",
                              stacklevel=5)
                return True
            return False

        class LegendStr(str):
            # The legend string is such a string that only matches
            # itself if it's the exact same object. This ensures
            # legend items are listed separately even when they have the
            # same string contents. Otherwise, Bokeh would always consider
            # equal strings as one and the same legend item.
            def __eq__(self, other):
                return self is other

        ohlc_colors = colorgen()
        indicator_figs = []

        for i, value in enumerate(indicators):
            value = np.atleast_2d(value)
            if _too_many_dims(value):
                continue

            # Use .get()! A user might have assigned a Strategy.data-evolved
            # _Array without Strategy.I()
            is_overlay = value._opts.get('overlay')
            is_scatter = value._opts.get('scatter')
            is_muted = not value._opts.get('plot')

            # is overlay => show muted, hide legend item. non-overlay => don't show at all
            if is_muted and not is_overlay:
                continue

            if is_overlay:
                fig = fig_ohlc
            else:
                fig = new_indicator_figure()
                indicator_figs.append(fig)
            tooltips = []
            colors = value._opts['color']
            colors = colors and cycle(_as_list(colors)) or (
                cycle([next(ohlc_colors)]) if is_overlay else colorgen())

            if isinstance(value.name, str):
                tooltip_label = value.name
                legend_labels = [LegendStr(value.name)] * len(value)
            else:
                tooltip_label = ", ".join(value.name)
                legend_labels = [LegendStr(item) for item in value.name]

            for j, arr in enumerate(value):
                color = next(colors)
                source_name = f'{legend_labels[j]}_{i}_{j}'