public void Test_Bollinger_Bands()
{
Random rand = new Random(0);
double[] xs = DataGen.Consecutive(150);
OHLC[] ohlcs = DataGen.RandomStockPrices(rand, xs.Length);
// calculate moving average X and Ys
(var sma, var bolL, var bolU) = ScottPlot.Statistics.Finance.Bollinger(ohlcs, 20);
double[] xs2 = xs.Skip(20).ToArray();
// replace timestamps with a series of numbers starting at 0
for (int i = 0; i < ohlcs.Length; i++)
{
ohlcs[i].DateTime = DateTime.FromOADate(i);
}
var plt = new ScottPlot.Plot(600, 400);
plt.AddCandlesticks(ohlcs);
plt.AddFill(xs2, bolL, xs2, bolU, color: Color.FromArgb(10, Color.Blue));
plt.AddScatter(xs2, bolL, color: Color.Navy, markerSize: 0, label: "Bollinger Bands");
plt.AddScatter(xs2, bolU, color: Color.Navy, markerSize: 0);
plt.AddScatter(xs2, sma, color: Color.Navy, markerSize: 0, lineStyle: LineStyle.Dash, label: "SMA 20");
plt.Title("Moving Average and Standard Deviation");
plt.YLabel("Price");
plt.XLabel("Days");
plt.Legend();
plt.AxisAutoX(.03);
TestTools.SaveFig(plt);
}
public void Test_Bollinger_Bands()
{
Random rand = new Random(0);
double[] xs = DataGen.Consecutive(150);
OHLC[] ohlcs = DataGen.RandomStockPrices(rand, xs.Length);
(var sma, var bolL, var bolU) = ScottPlot.Statistics.Finance.Bollinger(ohlcs);
// replace timestamps with a series of numbers starting at 0
for (int i = 0; i < ohlcs.Length; i++)
{
ohlcs[i].time = i;
}
var plt = new ScottPlot.Plot(600, 400);
plt.PlotCandlestick(ohlcs);
plt.PlotFill(xs, bolL, xs, bolU, fillColor: Color.Blue, fillAlpha: .1);
plt.PlotScatter(xs, bolL, color: Color.Navy, markerSize: 0);
plt.PlotScatter(xs, bolU, color: Color.Navy, markerSize: 0);
plt.PlotScatter(xs, sma, color: Color.Navy, markerSize: 0, lineStyle: LineStyle.Dash);
plt.Title("Bollinger Bands");
plt.YLabel("Price");
plt.XLabel("Days");
plt.Legend();
plt.AxisAutoX(.03);
TestTools.SaveFig(plt);
}
public void Test_SMA_Candlestick()
{
Random rand = new Random(0);
double[] xs = DataGen.Consecutive(150);
OHLC[] ohlcs = DataGen.RandomStockPrices(rand, xs.Length);
double[] sma20 = ScottPlot.Statistics.Finance.SMA(ohlcs, 20);
double[] sma50 = ScottPlot.Statistics.Finance.SMA(ohlcs, 50);
// replace timestamps with a series of numbers starting at 0
for (int i = 0; i < ohlcs.Length; i++)
{
ohlcs[i].time = i;
}
var plt = new ScottPlot.Plot(600, 400);
plt.PlotCandlestick(ohlcs);
plt.PlotScatter(xs, sma20, label: "20 day SMA",
color: Color.Blue, markerSize: 0, lineWidth: 2);
plt.PlotScatter(xs, sma50, label: "50 day SMA",
color: Color.Maroon, markerSize: 0, lineWidth: 2);
plt.Title("Simple Moving Average (SMA)");
plt.YLabel("Price");
plt.XLabel("Days");
plt.Legend();
plt.AxisAutoX(.03);
TestTools.SaveFig(plt);
}
public void ExecuteRecipe(Plot plt)
{
OHLC[] prices = DataGen.RandomStockPrices(null, 30, TimeSpan.FromMinutes(5));
var fp = plt.AddCandlesticks(prices);
fp.WickColor = Color.Black;
}
public void ExecuteRecipe(Plot plt)
{
OHLC[] prices = DataGen.RandomStockPrices(null, 60, TimeSpan.FromDays(1));
// add the OHLCs to the plot and the horizontal axis to display DateTime tick labels
plt.AddCandlesticks(prices);
plt.XAxis.DateTimeFormat(true);
}
public void Render(Plot plt)
{
ScottPlot.OHLC[] ohlcs = DataGen.RandomStockPrices(rand: null, pointCount: 60, deltaMinutes: 10);
plt.Title("Open/High/Low/Close (OHLC) Chart");
plt.YLabel("Stock Price (USD)");
plt.PlotOHLC(ohlcs);
plt.Ticks(dateTimeX: true);
}
public void Render(Plot plt)
{
ScottPlot.OHLC[] ohlcs = DataGen.RandomStockPrices(rand: null, pointCount: 60, deltaMinutes: 10);
plt.Title("Ten Minute Candlestick Chart");
plt.YLabel("Stock Price (USD)");
plt.PlotCandlestick(ohlcs);
plt.Ticks(dateTimeX: true);
}
public void ExecuteRecipe(Plot plt)
{
OHLC[] prices = DataGen.RandomStockPrices(null, 30, TimeSpan.FromMinutes(5));
plt.AddCandlesticks(prices);
plt.XAxis.DateTimeFormat(true);
plt.YAxis.Ticks(false);
plt.YAxis2.Ticks(true);
plt.YAxis2.Label("Price (USD)");
}
public void ExecuteRecipe(Plot plt)
{
OHLC[] prices = DataGen.RandomStockPrices(null, 30);
plt.AddCandlesticks(prices);
// manually indicate where axis ticks should be and what their labels should say
double[] tickPositions = { 0, 6, 13, 20, 27 };
string[] tickLabels = { "Sep 23", "Sep 30", "Oct 7", "Oct 14", "Oct 21" };
plt.XTicks(tickPositions, tickLabels);
}
public void ExecuteRecipe(Plot plt)
{
OHLC[] ohlcs = DataGen.RandomStockPrices(null, 100);
var candlePlot = plt.AddCandlesticks(ohlcs);
var bol = candlePlot.GetBollingerBands(20);
plt.AddScatterLines(bol.xs, bol.sma, Color.Blue);
plt.AddScatterLines(bol.xs, bol.lower, Color.Blue, lineStyle: LineStyle.Dash);
plt.AddScatterLines(bol.xs, bol.upper, Color.Blue, lineStyle: LineStyle.Dash);
}
public void Test_AutoAxis_CandlestickSinglePoint()
{
var plt = new ScottPlot.Plot();
plt.PlotCandlestick(DataGen.RandomStockPrices(rand: null, pointCount: 1));
var limits = plt.GetAxisLimits();
Assert.Greater(limits.XSpan, 0);
Assert.Greater(limits.YSpan, 0);
}
public void ExecuteRecipe(Plot plt)
{
OHLC[] ohlcs = DataGen.RandomStockPrices(null, 75);
var candlePlot = plt.AddCandlesticks(ohlcs);
var sma8 = candlePlot.GetSMA(8);
plt.AddScatterLines(sma8.xs, sma8.ys, Color.Blue, 2);
var sma20 = candlePlot.GetSMA(20);
plt.AddScatterLines(sma20.xs, sma20.ys, Color.Navy, 2);
}
public void ExecuteRecipe(Plot plt)
{
// add some random candles
OHLC[] prices = DataGen.RandomStockPrices(null, 100, TimeSpan.FromMinutes(5));
double[] xs = prices.Select(x => x.DateTime.ToOADate()).ToArray();
var candlePlot = plt.AddCandlesticks(prices);
candlePlot.YAxisIndex = 1;
plt.XAxis.DateTimeFormat(true);
// add SMA indicators for 8 and 20 days
var sma8 = candlePlot.GetSMA(8);
var sma20 = candlePlot.GetSMA(20);
var sma8plot = plt.AddScatterLines(sma8.xs, sma8.ys, Color.Cyan, 2, label: "8 day SMA");
var sma20plot = plt.AddScatterLines(sma20.xs, sma20.ys, Color.Yellow, 2, label: "20 day SMA");
sma8plot.YAxisIndex = 1;
sma20plot.YAxisIndex = 1;
// customize candle styling
candlePlot.ColorDown = ColorTranslator.FromHtml("#00FF00");
candlePlot.ColorUp = ColorTranslator.FromHtml("#FF0000");
// customize figure styling
plt.Layout(padding: 12);
plt.Style(figureBackground: Color.Black, dataBackground: Color.Black);
plt.Frameless();
plt.XAxis.TickLabelStyle(color: Color.White);
plt.XAxis.TickMarkColor(ColorTranslator.FromHtml("#333333"));
plt.XAxis.MajorGrid(color: ColorTranslator.FromHtml("#333333"));
// hide the left axis and show a right axis
plt.YAxis.Ticks(false);
plt.YAxis.Grid(false);
plt.YAxis2.Ticks(true);
plt.YAxis2.Grid(true);
plt.YAxis2.TickLabelStyle(color: ColorTranslator.FromHtml("#00FF00"));
plt.YAxis2.TickMarkColor(ColorTranslator.FromHtml("#333333"));
plt.YAxis2.MajorGrid(color: ColorTranslator.FromHtml("#333333"));
// customize the legend style
var legend = plt.Legend();
legend.FillColor = Color.Transparent;
legend.OutlineColor = Color.Transparent;
legend.Font.Color = Color.White;
legend.Font.Bold = true;
}
public void ExecuteRecipe(Plot plt)
{
// generate sample stock prices
OHLC[] ohlcs = DataGen.RandomStockPrices(null, 100);
double[] xs = DataGen.Consecutive(ohlcs.Length);
// calculate the bands and the time range they cover
double[] xs2 = xs.Skip(20).ToArray();
(var sma, var bolL, var bolU) = Statistics.Finance.Bollinger(ohlcs, 20);
// plot technical indicators as scatter plots above the financial chart
plt.AddCandlesticks(ohlcs);
plt.AddScatter(xs2, sma, markerSize: 0, color: Color.Blue);
plt.AddScatter(xs2, bolL, markerSize: 0, color: Color.Blue, lineStyle: LineStyle.Dash);
plt.AddScatter(xs2, bolU, markerSize: 0, color: Color.Blue, lineStyle: LineStyle.Dash);
}
public void ExecuteRecipe(Plot plt)
{
// generate sample stock prices
OHLC[] ohlcs = DataGen.RandomStockPrices(null, 75);
double[] xs = DataGen.Consecutive(ohlcs.Length);
// calculate SMAs of different durations using helper methods
double[] sma8xs = xs.Skip(8).ToArray();
double[] sma8ys = Statistics.Finance.SMA(ohlcs, 8);
double[] sma20xs = xs.Skip(20).ToArray();
double[] sma20ys = Statistics.Finance.SMA(ohlcs, 20);
// plot technical indicators as scatter plots above the financial chart
plt.AddCandlesticks(ohlcs);
plt.AddScatter(sma8xs, sma8ys, markerSize: 0, color: Color.Blue, lineWidth: 2);
plt.AddScatter(sma20xs, sma20ys, markerSize: 0, color: Color.Navy, lineWidth: 2);
}
public void Render(Plot plt)
{
Random rand = new Random(0);
ScottPlot.OHLC[] ohlcs = DataGen.RandomStockPrices(rand, 100, sequential: true);
double[] xs = DataGen.Consecutive(ohlcs.Length);
(var sma, var bolL, var bolU) = ScottPlot.Statistics.Finance.Bollinger(ohlcs);
plt.PlotCandlestick(ohlcs);
plt.PlotScatter(xs, bolL, color: Color.Blue, markerSize: 0);
plt.PlotScatter(xs, bolU, color: Color.Blue, markerSize: 0);
plt.PlotScatter(xs, sma, color: Color.Blue, markerSize: 0, lineStyle: LineStyle.Dash);
// decorate the plot
plt.Title("Bollinger Bands");
plt.YLabel("Stock Price (USD)");
plt.XLabel("Day");
plt.Legend();
}
public void Render(Plot plt)
{
Random rand = new Random(0);
ScottPlot.OHLC[] ohlcs = DataGen.RandomStockPrices(rand, 75, sequential: true);
double[] xs = DataGen.Consecutive(ohlcs.Length);
double[] sma20 = Statistics.Finance.SMA(ohlcs, 8);
double[] sma50 = Statistics.Finance.SMA(ohlcs, 20);
plt.PlotCandlestick(ohlcs);
plt.PlotScatter(xs, sma20, label: "8 day SMA",
color: Color.Blue, markerSize: 0, lineWidth: 2);
plt.PlotScatter(xs, sma50, label: "20 day SMA",
color: Color.Navy, markerSize: 0, lineWidth: 2);
// decorate the plot
plt.Title("Simple Moving Averages (SMA)");
plt.YLabel("Stock Price (USD)");
plt.XLabel("Day");
plt.Legend();
}
public void Render(Plot plt)
{
// start with stock prices which have unevenly spaced time points (weekends are skipped)
ScottPlot.OHLC[] ohlcs = DataGen.RandomStockPrices(rand: null, pointCount: 30);
// replace timestamps with a series of numbers starting at 0
for (int i = 0; i < ohlcs.Length; i++)
{
ohlcs[i].time = i;
}
// plot the candlesticks (the horizontal axis will start at 0)
plt.Title("Daily Candlestick Chart (evenly spaced)");
plt.YLabel("Stock Price (USD)");
plt.PlotCandlestick(ohlcs);
// create ticks manually
double[] tickPositions = { 0, 6, 13, 20, 27 };
string[] tickLabels = { "Sep 23", "Sep 30", "Oct 7", "Oct 14", "Oct 21" };
plt.XTicks(tickPositions, tickLabels);
}
public MainWindow()
{
InitializeComponent();
var one = new DoubleModel(
wpfPlot1,
DataSource.ObserveValues(),
Observable.Interval(TimeSpan.FromMilliseconds(150)).ObserveOnDispatcher().Select(a => Unit.Default));
var two = new OHLCModel(
wpfPlot2,
DataSource.ObserveOHLCValues(),
Observable.Interval(TimeSpan.FromMilliseconds(1000)).ObserveOnDispatcher().Select(a => Unit.Default));
var three = new DoubleModel(wpfPlot3, DataSource.ObserveValues());
PlotView1.Data = DataGen.RandomStockPrices(new Random(), 200, sequential: true);
wpfPlot4.Children.Add(new WpfPlot(PlotFactory.CreateHistogramPlot()));
wpfPlot5.Children.Add(new WpfPlot(PlotFactory.CreateAdvancedStatisticsPlot()));
}
public void ExecuteRecipe(Plot plt)
{
// OHLCs are open, high, low, and closing prices for a time range.
OHLC[] prices = DataGen.RandomStockPrices(null, 60);
plt.AddCandlesticks(prices);
}
public DataFactory()
{
ohlcs = DataGen.RandomStockPrices(rand, 20000, sequential: true);
}
public void ExecuteRecipe(Plot plt)
{
OHLC[] prices = DataGen.RandomStockPrices(null, 60);
plt.AddOHLCs(prices);
}
