Intraday Finance Data 'Shadows'

📊 Plotly Python
1

I’ve been working with intraday finance data and would like a way to draw ‘shadows’ on non trading hours or pre/post market hours. I have seen the example on Shapes | Python | Plotly, but I was hoping there was some way to draw multiple vrect shapes quickly. I was wondering if maybe there was a way to pass a time instead of specifying a date (i.e. x0=“00:00”, x1=“09:30”) that could do this. Or is it possible to maybe pass a list into x0 and x1 for each date?

Here’s what I had tried which unfortunately won’t work but might be awesome:

            fig.add_vrect(
                x0="00:00",
                x1="04:00",
                row="all",
                col=1,
                fillcolor="grey",
                opacity=0.2,
                line_width=0,
                layer="below",
                exclude_empty_subplots=False
            )
            fig.add_vrect(
                x0="04:00",
                x1="09:30",
                row="all",
                col=1,
                fillcolor="grey",
                opacity=0.1,
                line_width=0,
                layer="below",
                exclude_empty_subplots=False
            )
            fig.add_vrect(
                x0="16:00",
                x1="20:00",
                row="all",
                col=1,
                fillcolor="grey",
                opacity=0.1,
                line_width=0,
                layer="below",
                exclude_empty_subplots=False
            )
            fig.add_vrect(
                x0="20:00",
                x1="00:00",
                row="all",
                col=1,
                fillcolor="grey",
                opacity=0.2,
                line_width=0,
                layer="below",
                exclude_empty_subplots=False
            )

I’ve tried this with datetime.time() as well.

I am also using rangebreaks based on user input to hide certain dates so I am also curious if vrect shapes are compatible with rangebreaks.

Maybe I am thinking about this completely wrong too. If anyone has any suggestions for some other way to change the background color based on the x-axis let me know.

Many thanks,
Evan

Update:
I have gotten it to work with a loop, but this just feels gross and is very slow (especially with large date ranges), so I would still appreciate suggestions.

for date in dates:
    fig.add_vrect(
        x0=date + datetime.timedelta(hours=0),
        x1=date + datetime.timedelta(hours=4),
        row="all",
        col=1,
        fillcolor="grey",
        opacity=0.2,
        line_width=0,
        layer="below",
        exclude_empty_subplots=False
    )
    fig.add_vrect(
        x0=date + datetime.timedelta(hours=4),
        x1=date + datetime.timedelta(hours=9.5),
        row="all",
        col=1,
        fillcolor="grey",
        opacity=0.1,
        line_width=0,
        layer="below",
        exclude_empty_subplots=False
    )
    fig.add_vrect(
        x0=date + datetime.timedelta(hours=16),
        x1=date + datetime.timedelta(hours=20),
        row="all",
        col=1,
        fillcolor="grey",
        opacity=0.1,
        line_width=0,
        layer="below",
        exclude_empty_subplots=False
    )
    fig.add_vrect(
        x0=date + datetime.timedelta(hours=20),
        x1=date + datetime.timedelta(hours=24),
        row="all",
        col=1,
        fillcolor="grey",
        opacity=0.2,
        line_width=0,
        layer="below",
        exclude_empty_subplots=False
    )

Thanks again

2

Hi. Did you solved your problem? I have the problem with performance for fig.add_vrect. Dear admins, please write down this problem.