Finance/technical_indicators/chaikin_money_flow.py at main · catinthecode/Finance · GitHub

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# Import dependencies
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import yfinance as yf
import datetime as dt
yf.pdr_override()

# input
symbol = "AAPL"
start = dt.date.today() - dt.timedelta(days=180)
end = dt.date.today()

# Read data
df = yf.download(symbol, start, end)

n = 20
df["MF_Multiplier"] = (2 * df["Adj Close"] - df["Low"] - df["High"]) / (
    df["High"] - df["Low"]
)
df["MF_Volume"] = df["MF_Multiplier"] * df["Volume"]
df["CMF"] = df["MF_Volume"].rolling(n).sum() / df["Volume"].rolling(n).sum()
df = df.drop(["MF_Multiplier", "MF_Volume"], axis=1)

fig = plt.figure(figsize=(14, 7))
ax1 = plt.subplot(3, 1, 1)
ax1.plot(df["Adj Close"])
ax1.set_title("Stock " + symbol + " Closing Price")
ax1.set_ylabel("Price")
ax1.set_xlabel("Date")
ax1.legend(loc="best")

ax2 = plt.subplot(3, 1, 2)
ax2.plot(df["CMF"])
# df['Positive'] = df['CMF'] > 0
# ax2.bar(df.index, df['CMF'], color=df.Positive.map({True: 'g', False: 'r'}))
# ax2.axhline(y=0, color='red')
ax2.grid()
ax2.set_ylabel("Chaikin Money Flow")

ax3 = plt.subplot(3, 1, 3)
df["Positive"] = df["Open"] < df["Adj Close"]
colors = df.Positive.map({True: "g", False: "r"})
ax3.bar(df.index, df["Volume"], color=colors, alpha=0.4)
ax3.set_ylabel("Volume")
ax3.grid(True)
plt.show()

# # Candlestick with CMF
from matplotlib import dates as mdates

dfc = df.copy()
dfc["VolumePositive"] = dfc["Open"] < dfc["Adj Close"]
# dfc = dfc.dropna()
dfc = dfc.reset_index()
dfc["Date"] = mdates.date2num(dfc["Date"].tolist())
from mplfinance.original_flavor import candlestick_ohlc

fig = plt.figure(figsize=(14, 7))
ax1 = plt.subplot(3, 1, 1)
candlestick_ohlc(ax1, dfc.values, width=0.5, colorup="g", colordown="r", alpha=1.0)
ax1.xaxis_date()
ax1.xaxis.set_major_formatter(mdates.DateFormatter("%d-%m-%Y"))
ax1.grid(True, which="both")
ax1.minorticks_on()
ax1v = ax1.twinx()
colors = dfc.VolumePositive.map({True: "g", False: "r"})
ax1v.bar(dfc.Date, dfc["Volume"], color=colors, alpha=0.4)
ax1v.axes.yaxis.set_ticklabels([])
ax1v.set_ylim(0, 3 * df.Volume.max())
ax1.set_title("Stock " + symbol + " Closing Price")
ax1.set_ylabel("Price")
ax1.set_xlabel("Date")

ax2 = plt.subplot(3, 1, 2)
ax2.plot(df["CMF"])
# df['Positive'] = df['CMF'] > 0
# ax2.bar(df.index, df['CMF'], color=df.Positive.map({True: 'g', False: 'r'}))
# ax2.axhline(y=0, color='red')
ax2.grid()
ax2.set_ylabel("Chaikin Money Flow")

ax3 = plt.subplot(3, 1, 3)
df["Positive"] = df["Open"] < df["Adj Close"]
colors = df.Positive.map({True: "g", False: "r"})
ax3.bar(df.index, df["Volume"], color=colors, alpha=0.4)
ax3.set_ylabel("Volume")
ax3.grid(True)
plt.show()