Allow plotting specific date ranges with start and end named arguments to plot

mementum · mementum · commit 83fe24237dc4 · 2017-02-28T20:04:17.000+01:00
diff --git a/backtrader/cerebro.py b/backtrader/cerebro.py
@@ -613,7 +613,7 @@ def getbroker(self):
 
     broker = property(getbroker, setbroker)
 
-    def plot(self, plotter=None, numfigs=1, iplot=True, useplotly=False,
+    def plot(self, plotter=None, numfigs=1, iplot=True, start=0, end=-1,
              **kwargs):
         '''
         Plots the strategies inside cerebro
@@ -627,6 +627,13 @@ def plot(self, plotter=None, numfigs=1, iplot=True, useplotly=False,
         ``iplot``: if ``True`` and running in a ``notebook`` the charts will be
         displayed inline
 
+        ``start``: An index to the datetime line array of the strategy or a
+        ``datetime.date``, ``datetime.datetime`` instance indicating the start
+        of the plot
+
+        ``end``: An index to the datetime line array of the strategy or a
+        ``datetime.date``, ``datetime.datetime`` instance indicating the end
+        of the plot
         '''
         if self._exactbars > 0:
             return
@@ -638,14 +645,6 @@ def plot(self, plotter=None, numfigs=1, iplot=True, useplotly=False,
             else:
                 plotter = plot.Plot(**kwargs)
 
-        if useplotly:
-            try:
-                from plotly import __version__ as plyversion
-            except ImportError:
-                useplotly = False
-            else:
-                numfigs = 1  # Let plotly manage zoom, panning ... only 1 fig
-
         # pfillers = {self.datas[i]: self._plotfillers[i]
         # for i, x in enumerate(self._plotfillers)}
 
@@ -657,29 +656,14 @@ def plot(self, plotter=None, numfigs=1, iplot=True, useplotly=False,
             for si, strat in enumerate(stratlist):
                 rfig = plotter.plot(strat, figid=si * 100,
                                     numfigs=numfigs, iplot=iplot,
-                                    useplotly=useplotly)
+                                    start=start, end=end)
                 # pfillers=pfillers2)
 
                 figs.append(rfig)
 
             plotter.show()
         return figs
 
-    def plotly(self, plotter=None, numfigs=1, **kwargs):
-        '''
-        Plots the strategies inside cerebro in plotly offline if available
-
-        If ``plotter`` is None a default ``Plot`` instance is created and
-        ``kwargs`` are passed to it during instantiation.
-
-        ``numfigs`` split the plot in the indicated number of charts reducing
-        chart density if wished
-
-          If ``plotly`` is really available this will be capped down to 1 to
-          let plotly take over and control those features
-        '''
-        self.plot(plotter=plotter, numfigs=numfigs, useplotly=True, **kwargs)
-
     def __call__(self, iterstrat):
         '''
         Used during optimization to pass the cerebro over the multiprocesing
diff --git a/backtrader/plot/plot.py b/backtrader/plot/plot.py
@@ -23,6 +23,7 @@
 
 import bisect
 import collections
+import datetime
 import itertools
 import math
 import operator
@@ -36,7 +37,7 @@
 import matplotlib.ticker as mticker
 
 from ..utils.py3 import range, with_metaclass
-from .. import AutoInfoClass, MetaParams, TimeFrame
+from .. import AutoInfoClass, MetaParams, TimeFrame, date2num
 
 from .finance import plot_candlestick, plot_ohlc, plot_volume, plot_lineonclose
 from .formatters import (MyVolFormatter, MyDateFormatter, getlocator)
@@ -111,7 +112,8 @@ def drawtag(self, ax, x, y, facecolor, edgecolor, alpha=0.9, **kwargs):
                       zorder=self.pinf.zorder[ax] + 3.0,
                       **kwargs)
 
-    def plot(self, strategy, figid=0, numfigs=1, iplot=True, useplotly=False):
+    def plot(self, strategy, figid=0, numfigs=1, iplot=True,
+             start=0, end=-1, **kwargs):
         # pfillers={}):
         if not strategy.datas:
             return
@@ -131,11 +133,18 @@ def plot(self, strategy, figid=0, numfigs=1, iplot=True, useplotly=False):
         self.sortdataindicators(strategy)
         self.calcrows(strategy)
 
-        slen = len(strategy)
+        st_dtime = strategy.lines.datetime.plot()
+        if isinstance(start, datetime.date):
+            start = bisect.bisect_left(st_dtime, date2num(start))
+
+        if isinstance(end, datetime.date):
+            end = bisect.bisect_right(st_dtime, date2num(end))
+
+        slen = len(st_dtime[start:end])
         d, m = divmod(slen, numfigs)
         pranges = list()
         for i in range(numfigs):
-            a = d * i
+            a = d * i + start
             if i == (numfigs - 1):
                 d += m  # add remainder to last stint
             b = a + d
