'''HIST data plot module.
The functions in the module plot the data obtained in the
hist_data_analysis_extraction module.
This script requires the following modules:
* gc
* pickle
* typing
* matplotlib
* pandas
* hist_data_tools_data_extract
The module contains the following functions:
* hist_fx_quotes_year_plot - plots the forex quotes for a year.
* hist_fx_midpoint_year_plot - plots the forex quotes for a year.
* hist_fx_spread_year_plot - plots the forex quotes for a year.
* main - the main function of the script.
.. moduleauthor:: Juan Camilo Henao Londono <www.github.com/juanhenao21>
'''
# ----------------------------------------------------------------------------
# Modules
import gc
import pickle
from typing import Tuple
from matplotlib import pyplot as plt # type: ignore
import pandas as pd # type: ignore
import hist_data_tools_extraction
# ----------------------------------------------------------------------------
[docs]def hist_fx_quotes_year_plot(fx_pair: str, year: str,
weeks: Tuple[str, ...]) -> None:
"""Plots the quotes price for a year.
:param fx_pair: string of the abbreviation of the forex pair to be analyzed
(i.e. 'eur_usd').
:param year: string of the year to be analyzed (i.e. '2016').
:param weeks: tuple of the strings of the weeks to be analyzed
(i.e. ['01', '02']).
:return: None -- The function saves the plot in a file and does not return
a value.
"""
function_name: str = hist_fx_quotes_year_plot.__name__
hist_data_tools_extraction \
.hist_function_header_print_plot(function_name, fx_pair, year, '')
fx_pair_upper: str = fx_pair[:3].upper() + '/' + fx_pair[4:].upper()
figure: plt.Figure = plt.figure(figsize=(16, 9))
week: str
for week in weeks:
try:
# Load data
fx_data: pd.DataFrame = pickle.load(open(
f'../../hist_data/extraction_data_{year}/hist_fx_data'
+ f'_extraction_week/{fx_pair}/hist_fx_data_extraction_week'
+ f'_{fx_pair}_w{week}.pickle', 'rb'))
except FileNotFoundError as error:
print('No data')
print(error)
print()
plt.plot(fx_data['Bid'], 'g', linewidth=5, label='Bid')
plt.plot(fx_data['Ask'], 'b', linewidth=5, label='Ask')
# plt.legend(loc='best', fontsize=25)
plt.title(f'HIST quotes price - {fx_pair_upper}', fontsize=40)
plt.xlabel(r'Time $[trades]$', fontsize=35)
plt.ylabel(r'Quotes $[\$]$', fontsize=35)
plt.xticks(fontsize=25)
plt.yticks(fontsize=25)
plt.grid(True)
plt.tight_layout()
# Plotting
hist_data_tools_extraction \
.hist_save_plot(function_name, figure, fx_pair, year, '')
plt.close()
del fx_data
del figure
gc.collect()
# ----------------------------------------------------------------------------
[docs]def hist_fx_midpoint_year_plot(fx_pair: str, year: str,
weeks: Tuple[str, ...]) -> None:
"""Plots the midpoint price for a year.
:param fx_pair: string of the abbreviation of the forex pair to be analyzed
(i.e. 'eur_usd').
:param year: string of the year to be analyzed (i.e. '2016').
:param weeks: tuple of the strings of the weeks to be analyzed
(i.e. ['01', '02']).
:return: None -- The function saves the plot in a file and does not return
a value.
"""
function_name: str = hist_fx_midpoint_year_plot.__name__
hist_data_tools_extraction \
.hist_function_header_print_plot(function_name, fx_pair, year, '')
fx_pair_upper: str = fx_pair[:3].upper() + '/' + fx_pair[4:].upper()
figure: plt.Figure = plt.figure(figsize=(16, 9))
week: str
for week in weeks:
try:
# Load data
fx_data: pd.DataFrame = pickle.load(open(
f'../../hist_data/extraction_data_{year}/hist_fx_data'
+ f'_extraction_week/{fx_pair}/hist_fx_data_extraction_week'
+ f'_{fx_pair}_w{week}.pickle', 'rb'))
except FileNotFoundError as error:
print('No data')
print(error)
print()
plt.plot(fx_data['Midpoint'], 'g', linewidth=5)
plt.title(f'HIST midpoint price - {fx_pair_upper}', fontsize=40)
plt.xlabel(r'Time $[trades]$', fontsize=35)
plt.ylabel(r'$m(t) [\$]$', fontsize=35)
plt.xticks(fontsize=25)
plt.yticks(fontsize=25)
plt.grid(True)
plt.tight_layout()
# Plotting
hist_data_tools_extraction \
.hist_save_plot(function_name, figure, fx_pair, year, '')
plt.close()
del fx_data
del figure
gc.collect()
# ----------------------------------------------------------------------------
[docs]def hist_fx_spread_year_plot(fx_pair: str, year: str,
weeks: Tuple[str, ...]) -> None:
"""Plots the spread for a year.
:param fx_pair: string of the abbreviation of the forex pair to be analyzed
(i.e. 'eur_usd').
:param year: string of the year to be analyzed (i.e. '2016').
:param weeks: tuple of the strings of the weeks to be analyzed
(i.e. ['01', '02']).
:return: None -- The function saves the plot in a file and does not return
a value.
"""
function_name: str = hist_fx_spread_year_plot.__name__
hist_data_tools_extraction \
.hist_function_header_print_plot(function_name, fx_pair, year, '')
fx_pair_upper: str = fx_pair[:3].upper() + '/' + fx_pair[4:].upper()
figure: plt.Figure = plt.figure(figsize=(16, 9))
for week in weeks:
try:
# Load data
fx_data: pd.DataFrame = pickle.load(open(
f'../../hist_data/extraction_data_{year}/hist_fx_data'
+ f'_extraction_week/{fx_pair}/hist_fx_data_extraction_week'
+ f'_{fx_pair}_w{week}.pickle', 'rb'))
except FileNotFoundError as error:
print('No data')
print(error)
print()
plt.plot(fx_data['Spread'], 'g', linewidth=5)
plt.title(f'HIST spread price - {fx_pair_upper}', fontsize=40)
plt.xlabel(r'Time $[trades]$', fontsize=35)
plt.ylabel(r'Spread $[\$]$', fontsize=35)
plt.xticks(fontsize=25)
plt.yticks(fontsize=25)
plt.grid(True)
plt.tight_layout()
# Plotting
hist_data_tools_extraction \
.hist_save_plot(function_name, figure, fx_pair, year, '')
plt.close()
del fx_data
del figure
gc.collect()
# -----------------------------------------------------------------------------
[docs]def main() -> None:
"""The main function of the script.
The main function is used to test the functions in the script.
:return: None.
"""
# -----------------------------------------------------------------------------
if __name__ == "__main__":
main()