diff --git a/04 Research Environment/04 Charting/05 Plotly NET/03 Import Libraries.html b/04 Research Environment/04 Charting/05 Plotly NET/03 Import Libraries.html index cd2c23fa40..b738048b53 100644 --- a/04 Research Environment/04 Charting/05 Plotly NET/03 Import Libraries.html +++ b/04 Research Environment/04 Charting/05 Plotly NET/03 Import Libraries.html @@ -1,13 +1,27 @@

Follow these steps to import the libraries that you need:

    +
  1. Load the required assembly files and data types. You need to load assemblies at the start in their own cell.
    2. +
    + 
    #load "../Initialize.csx"
    +
    +
  2. Load the necessary assembly files.
    3. - 
    #r "../Plotly.NET.dll"
    + 
    #load "../QuantConnect.csx"
+#r "../Plotly.NET.dll"
+#r "../Plotly.NET.Interactive.dll"
    -
  3. Import the Plotly.NET and Plotly.NET.LayoutObjects packages.
    4. +
  4. Import the QuantConnect, Plotly.NET, and Accord packages.
    5. - 
    using Plotly.NET;
-using Plotly.NET.LayoutObjects;
    -
    + 
    using QuantConnect;
+using QuantConnect.Research;
+            
+using Plotly.NET;
+using Plotly.NET.Interactive;
+using Plotly.NET.LayoutObjects;
+            
+using Accord.Math;
+using Accord.Statistics;
    + \ No newline at end of file diff --git a/04 Research Environment/04 Charting/05 Plotly NET/04 Get Historical Data.php b/04 Research Environment/04 Charting/05 Plotly NET/04 Get Historical Data.php index 2eae83304b..2aec5f492b 100644 --- a/04 Research Environment/04 Charting/05 Plotly NET/04 Get Historical Data.php +++ b/04 Research Environment/04 Charting/05 Plotly NET/04 Get Historical Data.php @@ -9,7 +9,7 @@ "GS", // Goldman Sachs Group, Inc. "JPM", // J P Morgan Chase & Co "WFC" // Wells Fargo & Company -} +}; var symbols = tickers.Select(ticker => qb.AddEquity(ticker, Resolution.Daily).Symbol); var history = qb.History(symbols, new DateTime(2021, 1, 1), new DateTime(2022, 1, 1)); diff --git a/04 Research Environment/04 Charting/05 Plotly NET/10 Create Heat Map.html b/04 Research Environment/04 Charting/05 Plotly NET/10 Create Heat Map.html new file mode 100644 index 0000000000..61648de8ad --- /dev/null +++ b/04 Research Environment/04 Charting/05 Plotly NET/10 Create Heat Map.html @@ -0,0 +1,60 @@ +

    You must import the plotting libraries and get some historical data to create heat maps.

    + +

    In this example, you create a heat map that shows the correlation between the daily returns of the banking securities. Follow these steps to create the heat map:

    + +
      +
    1. Compute the daily returns.
      2. +
      + 
      var data = history.SelectMany(x => x.Bars.Values)
+    .GroupBy(x => x.Symbol)
+    .Select(x =>
+    {
+        var prices = x.Select(x => (double)x.Close).ToArray();
+        return Enumerable.Range(0, prices.Length - 1)
+            .Select(i => prices[i+1] / prices[i] - 1).ToArray();
+    }).ToArray().Transpose();
      +
      + +
    2. Call the Measures.Correlation method.
      3. +
      + 
      var corrMatrix = Measures.Correlation(data).Select(x => x.ToList()).ToList();
      +
      + +
    3. Call the Plotly.NET.Chart2D.Chart.Heatmap constructor with the correlation matrix.
      4. +
      + 
      var X = Enumerable.Range(0, tickers.Length).ToList();
+
+var heatmap = Plotly.NET.Chart2D.Chart.Heatmap<IEnumerable<double>, double, int, int, string>( 
+    zData: corr,
+    X: X,
+    Y: X,
+    ShowScale: true,
+    ReverseYAxis: true
+);
      +
      + +
    4. Create a Layout.
      5. +
      + 
      var axis = new LinearAxis();
+axis.SetValue("tickvals", X);
+axis.SetValue("ticktext", tickers);
+            
+var layout = new Layout();
+layout.SetValue("xaxis", axis);
+layout.SetValue("yaxis", axis);
+layout.SetValue("title", Title.init("Banking Stocks and bank sector ETF Correlation Heat Map"));
      +
      + +
    5. Assign the Layout to the chart.
      6. +
      + 
      heatmap.WithLayout(layout);
      +
      + +
    6. Show the plot.
      7. +
      + 
      HTML(GenericChart.toChartHTML(heatmap))
      +
      + +

      The Jupyter Notebook displays the heat map.

      + Plotly.NET heat map +
    \ No newline at end of file