finance ochl->ohlc #1920

tacaswell · 2013-04-18T14:33:26Z

Implemented wrapper layer to merge in changes from PR #1783

NelleV · 2013-04-22T15:14:14Z

lib/matplotlib/finance.py

@@ -26,6 +26,7 @@
 from matplotlib.patches import Rectangle
 from matplotlib.transforms import Affine2D

+from matplotlib import MatplotlibDeprecationWarning as mplDeprecation


it is best to import this from the cbook module.

tacaswell · 2013-04-24T20:53:43Z

I will get to the documentation changes later.

efiring · 2013-05-11T20:07:00Z

lib/matplotlib/finance.py

@@ -486,46 +532,48 @@ def candlestick2(ax, opens, closes, highs, lows, width=4,
    return value is lineCollection, barCollection
    """

-    # note this code assumes if any value open, close, low, high is
+    # note this code assumes if any value open, low, high, close is


Don't you want this comment to use the order open, high, low, close?

tacaswell · 2013-05-11T21:21:38Z

Still haven't gotten to the documentation changes. I've been kinda crazy the last month or so.

@NelleV It looks like none of the functions in this file are the numpy style, should I do just the functions I touched, or would it be better to make a different PR with all of the documentation fixed?

tacaswell · 2013-05-13T14:42:50Z

@mdboom This is a API change and should probably go in 1.3 if it is going to go in.

mdboom · 2013-05-13T14:59:57Z

@tacaswell: Thanks. It should get an entry in whats_new and api_changes and a test (probably doesn't need an image comparison test) and then I think it's good to go.

tacaswell · 2013-05-13T15:20:21Z

Going over this again last night I noticed some additional subtle api changes that I had missed before. The expected order of elements a nested sequence are also changed from [(d, open, close, high, low, ...), ...] -> [(d, open, high, low, close, ...), ...]. This affects the return values of the yahoo related functions and any of the functions that take quotes as an argument. Should all of these functions have *_ochl and *_ohlc versions created as well?

What sort of test should this get if not an image comparison? I don't think anything in this file is currently tested in anyway.

tacaswell · 2013-05-30T02:15:13Z

need to merge PR #2077 into this branch

(mostly a note to my self so I can find it again later)

tacaswell · 2013-05-30T05:05:13Z

Now that I have touched basically every function in this module, what tests should I add?

Should I smash most of these commits down to one?

@NelleV How should I deal with the very long URL on line 395?

NelleV · 2013-05-30T08:05:59Z

@NelleV https://github.com/NelleV How should I deal with the very long
URL on line 395?

It seem to be a string, hence you can split it as you would split a string:
urlname = ("blah" +
"blah")

or
urlname = ("blah"
"blah")

there has been discussion on python-dev on removing the latter, so I would
go with the splitting with the + sign.

—
Reply to this email directly or view it on GitHubhttps://github.com//pull/1920#issuecomment-18661681
.

tacaswell · 2013-07-11T19:34:57Z

@dmcdougall Now that things have calmed down a bit can this get some attention?

NelleV · 2013-07-16T08:37:11Z

lib/matplotlib/finance.py

@@ -26,6 +29,7 @@
 from matplotlib.patches import Rectangle
 from matplotlib.transforms import Affine2D

+from cbook import mplDeprecation


Nitpick: can you please use explicit imports? from .cbook import mplDeprecation

(Or absolute imports)

efiring · 2013-07-16T18:19:20Z

I don't want to interfere with all the work that has gone into trying to straighten out this module, but it raises a larger question: should such a specialized module even be part of the mpl core distribution? I think the answer is clearly "no". It should be in an external toolkit, or an example, or a cookbook, but it should not be accessible via "from matplotlib import ...".

mdboom · 2013-07-16T21:14:24Z

doc/api/api_changes.rst

+Changes in 1.4.x
+================
+
+* In :module:`~matplotlib.finance`, almost all functions have beeen depreciated and


depreciated -> deprecated

mdboom · 2013-07-16T21:20:03Z

In response to @efiring: I agree, this is highly specialized, and long term should probably be (at least) be moved to mpl_toolkits, or even better to its own independent project. But there are a lot of other things in matplotlib in that boat and I'd rather devise a plan for outward migration that works well for all such things. I don't think we should let that hold up this pull request which is valuable improvement in any event.

@tacaswell: Can you rebase so that the diff is clean again and we can go through for a (hopefully last) round of reviews?

tacaswell · 2013-07-18T15:03:23Z

Currently traveling, I will get to this over the weekend.

I have no protest to this getting pulled out.

Tom
On Jul 16, 2013 5:22 PM, "Michael Droettboom" notifications@github.com
wrote:

In response to @efiring https://github.com/efiring: I agree, this is
highly specialized, and long term should probably be (at least) be moved to
mpl_toolkits, or even better to its own independent project. But there
are a lot of other things in matplotlib in that boat and I'd rather devise
a plan for outward migration that works well for all such things. I don't
think we should let that hold up this pull request which is valuable
improvement in any event.

@tacaswell https://github.com/tacaswell: Can you rebase so that the
diff is clean again and we can go through for a (hopefully last) round of
reviews?

—
Reply to this email directly or view it on GitHubhttps://github.com//pull/1920#issuecomment-21074865
.

In the financial world, a bar-chart is commonly called an OHLC-chart or "Open-High-Low-Close chart". Also see http://en.wikipedia.org/wiki/Open-high-low-close_chart or simply google around. To my surprise this library uses a sequence of OCHL instead of OHLC. Although it changes the API, I found it important to comply with financial industry standards. This makes it easier to implement this library in existing financial software and thus more likely to be used in the future.

Added deprecation warning to `plot_day_summary2` and returned call signature to what it was. Added alias `plot_day_summary_ochl` with same call signature as `plot_day_summary2`. renamed the modified function to `plot_day_summary_ohlc`. The first two functions simply call the third with the arguments re-ordered.

fixed naming on plot_day_summary2_*

wrapped candlestick

wrapper functions).

tweaked import

tacaswell · 2013-07-21T22:14:08Z

I don't understand the errors coming out of travis, two of them look like AttributeErrors coming out of nose and the third is a font issue.

mdboom · 2013-07-22T14:29:59Z

👍 from me. Thanks for all of your hard work on this!

Fixed bug in `parse_yahoo_historical_ohlc`

tacaswell · 2013-08-04T15:06:34Z

The travis failures are unrelated, because this module has no test coverage.

generated.

tacaswell · 2013-08-04T15:21:38Z

As near as I can tell, the documentation for this module is not generated by sphinx.

I added it to the api list, but this seems at cross purposes to pulling this module out of matplotlib proper.

mdboom · 2013-08-05T14:13:47Z

I think as long as it's in matplotlib, it should probably be in the documentation. Maybe just add a module-level docstring (which would also appear in the HTML docs), that says this module is deprecated?

tweaked examples

finance ochl->ohlc

Deprecated in matplotlib#1920 merged to master in 17216bb

NelleV reviewed Apr 22, 2013
View reviewed changes

efiring reviewed May 11, 2013
View reviewed changes

dmcdougall mentioned this pull request Jun 16, 2013

Update of finance.py to (O,H,L,C) instead of (O,C,H,L) #1783

Closed

tacaswell mentioned this pull request Jul 8, 2013

color of candlestick lines #2207

Merged

NelleV reviewed Jul 16, 2013
View reviewed changes

mdboom reviewed Jul 16, 2013
View reviewed changes

kramer650 and others added 5 commits July 21, 2013 16:31

import and pep8 changes

f16dc47

tweaked wording of documentation

ffb2074

wrapped candlestick2 to have new argument order

35d70d8

tacaswell and others added 14 commits July 21, 2013 16:31

commented out unused line

9c5e1c3

fixed pep8, updated depreciation messages because this missed 1.3

ca8845e

fixed documentation

45eea6e

wrapped and deprecated plot_day_summary

10adeb2

fixed naming on plot_day_summary2_*

fixed documentation

96b859f

wrapped candlestick

re-factored to actually raise depreciation warnings

f4dcc2f

wrapped and deprecated quotes_historical_yahoo

c8fcc1a

fixed naming bugs

a92039b

fixed a collection of stupid bugs (like not returning from

1def459

wrapper functions).

added note to api_change.rst

e4fab5d

documentation corrections

469e267

minor pep8 fix

007754c

minor formatting changes to doc-strings

58d741f

tweaked import

spelling + formatting fixes

62f4e19

tacaswell added 3 commits August 4, 2013 09:43

Added Examples section to parse_yahoo_historical*.

4ef8ac9

Fixed bug in `parse_yahoo_historical_ohlc`

fixed typos

4c76044

updated finance_demo.py code to use new api

1e39c0c

added the finance module to api list so the documentation gets

ca81f16

generated.

tacaswell added 2 commits August 5, 2013 10:22

added depreciation warning to module doc-string

e772ac4

tweaked examples

cleaned up usage of quotes_historical_yahoo in demos

c4819c2

dmcdougall added a commit that referenced this pull request Aug 17, 2013

Merge pull request #1920 from tacaswell/ochl_to_ohlc

17216bb

finance ochl->ohlc

dmcdougall merged commit 17216bb into matplotlib:master Aug 17, 2013

tacaswell deleted the ochl_to_ohlc branch September 11, 2013 15:20

tacaswell added a commit to tacaswell/matplotlib that referenced this pull request Jan 10, 2015

MNT : removed deprecated code in finance.py

02baab7

Deprecated in matplotlib#1920 merged to master in 17216bb

tacaswell added a commit to tacaswell/matplotlib that referenced this pull request Jan 22, 2015

MNT : removed deprecated code in finance.py

48b8e6b

Deprecated in matplotlib#1920 merged to master in 17216bb

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finance ochl->ohlc #1920

finance ochl->ohlc #1920

tacaswell commented Apr 18, 2013

NelleV Apr 22, 2013

tacaswell commented Apr 24, 2013

efiring May 11, 2013

tacaswell commented May 11, 2013

tacaswell commented May 13, 2013

mdboom commented May 13, 2013

tacaswell commented May 13, 2013

tacaswell commented May 30, 2013

tacaswell commented May 30, 2013

NelleV commented May 30, 2013

tacaswell commented Jul 11, 2013

NelleV Jul 16, 2013

NelleV Jul 16, 2013

efiring commented Jul 16, 2013

mdboom Jul 16, 2013

mdboom commented Jul 16, 2013

tacaswell commented Jul 18, 2013

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mdboom commented Jul 22, 2013

tacaswell commented Aug 4, 2013

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finance ochl->ohlc #1920

finance ochl->ohlc #1920

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