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Cufflinks

This library binds the power of plotly with the flexibility of pandas for easy plotting.

This library is available on https://github.com/santosjorge/cufflinks

This tutorial assumes that the plotly user credentials have already been configured as stated on the getting started guide.

Tutorials:

3D Charts

Release Notes

v0.12.0

Removed dependecies on ta-lib. This library is no longer required. All studies have be rewritten in Python.

v0.11.0

  • QuantFigure is a new class that will generate a graph object with persistence. Parameters can be added/modified at any given point.

This can be as easy as:

df=cf.datagen.ohlc()
qf=cf.QuantFig(df,title='First Quant Figure',legend='top',name='GS')
qf.add_bollinger_bands()
qf.iplot()

QuantFigure

  • Technical Analysis Studies can be added on demand.
qf.add_sma([10,20],width=2,color=['green','lightgreen'],legendgroup=True)
qf.add_rsi(periods=20,color='java')
qf.add_bollinger_bands(periods=20,boll_std=2,colors=['magenta','grey'],fill=True)
qf.add_volume()
qf.add_macd()
qf.iplot()

Technical Analysis

v0.10.0

  • rangeslider to display a date range slider at the bottom
    • cf.datagen.ohlc().iplot(kind='candle',rangeslider=True)
  • rangeselector to display buttons to change the date range displayed
    • cf.datagen.ohlc(500).iplot(kind='candle', rangeselector={ 'steps':['1y','2 months','5 weeks','ytd','2mtd','reset'], 'bgcolor' : ('grey',.3), 'x': 0.3 , 'y' : 0.95})
  • Customise annotions, with fontsize,fontcolor,textangle
    • Label mode
      • cf.datagen.lines(1,mode='stocks').iplot(kind='line', annotations={'2015-02-02':'Market Crash', '2015-03-01':'Recovery'}, textangle=-70,fontsize=13,fontcolor='grey')
    • Explicit mode
      • cf.datagen.lines(1,mode='stocks').iplot(kind='line', annotations=[{'text':'exactly here','x':'0.2', 'xref':'paper','arrowhead':2, 'textangle':-10,'ay':150,'arrowcolor':'red'}])

v0.9.0

  • Figure.iplot() to plot figures
  • New high performing candle and ohlc plots
    • cf.datagen.ohlc().iplot(kind='candle')

v0.8.0

  • 'cf.datagen.choropleth()' to for sample choropleth data.
  • 'cf.datagen.scattergeo()' to for sample scattergeo data.
  • Support for choropleth and scattergeo figures in iplot
  • 'cf.get_colorscale' for maps and plotly objects that support colorscales

v0.7.1

  • xrange, yrange and zrange can be specified in iplot and getLayout
    • cf.datagen.lines(1).iplot(yrange=[5,15])
  • layout_update can be set in iplot and getLayout to explicitly update any Layout value

v0.7

  • Support for Python 3

v0.6

See the IPython Notebook

  • Support for pie charts
    • cf.datagen.pie().iplot(kind='pie',labels='labels',values='values')
  • Generate Open, High, Low, Close data
    • datagen.ohlc()
  • Candle Charts support
    • ohlc=cf.datagen.ohlc()
      ohlc.iplot(kind='candle',up_color='blue',down_color='red')
  • OHLC (Bar) Charts support
    • ohlc=cf.datagen.ohlc()
      ohlc.iplot(kind='ohlc',up_color='blue',down_color='red')
  • Support for logarithmic charts ( logx | logy )
    • df=pd.DataFrame([x**2] for x in range(100))
      df.iplot(kind='lines',logy=True)
  • Support for MulitIndex DataFrames
  • Support for Error Bars ( error_x | error_y )
    • cf.datagen.lines(1,5).iplot(kind='bar',error_y=[1,2,3.5,2,2])
    • cf.datagen.lines(1,5).iplot(kind='bar',error_y=20, error_type='percent')
  • Support for continuous error bars
    • cf.datagen.lines(1).iplot(kind='lines',error_y=20,error_type='continuous_percent')
    • cf.datagen.lines(1).iplot(kind='lines',error_y=10,error_type='continuous',color='blue')
  • Technical Analysis Studies for Timeseries (beta)
    • Simple Moving Averages (SMA)
      • cf.datagen.lines(1,500).ta_plot(study='sma',periods=[13,21,55])
    • Relative Strength Indicator (RSI)
      • cf.datagen.lines(1,200).ta_plot(study='boll',periods=14)
    • Bollinger Bands (BOLL)
      • cf.datagen.lines(1,200).ta_plot(study='rsi',periods=14)
    • Moving Average Convergence Divergence (MACD)
      • cf.datagen.lines(1,200).ta_plot(study='macd',fast_period=12,slow_period=26, signal_period=9)

v0.5

  • Support of offline charts
    • cf.go_offline()
    • cf.go_online()
    • cf.iplot(figure,online=True) (To force online whilst on offline mode)
  • Support for secondary axis
    • fig=cf.datagen.lines(3,columns=['a','b','c']).figure()
      fig=fig.set_axis('b',side='right')
      cf.iplot(fig)

v0.4

  • Support for global theme setting
    • cufflinks.set_config_file(theme='pearl')
  • New theme ggplot
    • cufflinks.datagen.lines(5).iplot(theme='ggplot')
  • Support for horizontal bar charts barh
    • cufflinks.datagen.lines(2).iplot(kind='barh',barmode='stack',bargap=.1)
  • Support for histogram orientation and normalization
    • cufflinks.datagen.histogram().iplot(kind='histogram',orientation='h',norm='probability')
  • Support for area plots
    • cufflinks.datagen.lines(4).iplot(kind='area',fill=True,opacity=1)
  • Support for subplots
    • cufflinks.datagen.histogram(4).iplot(kind='histogram',subplots=True,bins=50)
    • cufflinks.datagen.lines(4).iplot(subplots=True,shape=(4,1),shared_xaxes=True,vertical_spacing=.02,fill=True)
  • Support for scatter matrix to display the distribution amongst every series in the DataFrame
    • cufflinks.datagen.lines(4,1000).scatter_matrix()
  • Support for vline and hline for horizontal and vertical lines
    • cufflinks.datagen.lines(3).iplot(hline=[2,3])
    • cufflinks.datagen.lines(3).iplot(hline=dict(y=2,color='blue',width=3))
  • Support for vspan and hspan for horizontal and vertical areas
    • cufflinks.datagen.lines(3).iplot(hspan=(-1,2))
    • cufflinks.datagen.lines(3).iplot(hspan=dict(y0=-1,y1=2,color='orange',fill=True,opacity=.4))

v0.3.2

  • Global setting for public charts
    • cufflinks.set_config_file(world_readable=True)

v0.3

  • Enhanced Spread charts
    • cufflinks.datagen.lines(2).iplot(kind='spread')
  • Support for Heatmap charts
    • cufflinks.datagen.heatmap().iplot(kind='heatmap')
  • Support for Bubble charts
    • cufflinks.datagen.bubble(4).iplot(kind='bubble',x='x',y='y',text='text',size='size',categories='categories')
  • Support for Bubble3d charts
    • cufflinks.datagen.bubble3d(4).iplot(kind='bubble3d',x='x',y='y',z='z',text='text',size='size',categories='categories')
  • Support for Box charts
    • cufflinks.datagen.box().iplot(kind='box')
  • Support for Surface charts
    • cufflinks.datagen.surface().iplot(kind='surface')
  • Support for Scatter3d charts
    • cufflinks.datagen.scatter3d().iplot(kind='scatter3d',x='x',y='y',z='z',text='text',categories='categories')
  • Support for Histograms
    • cufflinks.datagen.histogram(2).iplot(kind='histogram')
  • Data generation for most common plot types
    • cufflinks.datagen
  • Data extraction: Extract data from any Plotly chart. Data is delivered in DataFrame
    • cufflinks.to_df(Figure)
  • Integration with colorlover
    • Support for scales iplot(colorscale='accent') to plot a chart using an accent color scale
    • cufflinks.scales() to see all available scales
  • Support for named colors * iplot(colors=['pink','red','yellow'])

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