The fill color should be green when y>=0 and red when y<=0. You're able to do this in Matplotlib using the 'when' variable in fill_between. Does Bokeh have a similar function?
from bokeh.plotting import figure, output_file, show
import numpy as np
strike1 = 20 #Long Call
premium1 = 0.5
price = np.arange(15,25,0.01)
contracts = 1
def long_call(price, strike1, premium1, contracts):
P = []
for i in price:
P.append((max(i - strike1, 0) - premium1) * (contracts * 100))
return np.array(P)
# output to static HTML file
output_file("lines.html")
# create a new plot with a title and axis labels
p = figure(title="Option Payoff", x_axis_label='Underlying Price ($)', y_axis_label='Profit/Loss ($)')
# add a line renderer with legend and line thickness
p.line(x, y, line_width=2)
p.varea(x=x, y1=y, fill_alpha=1, fill_color='#3cb371')
# show the results
show(p)
The VArea glyph is continuous, but it can be made seem as separate pieces by just collapsing some areas to a 0-area block by making y1 and y2 the same with a transform.
import math
from bokeh.models import ColumnDataSource, CustomJSTransform
from bokeh.plotting import figure, show
from bokeh.transform import transform
N = 100
ds = ColumnDataSource(dict(x=[i / 10 for i in range(N)],
y=[math.sin(i / 10) for i in range(N)]))
p = figure()
p.line('x', 'y', source=ds, line_width=3)
p.varea(x='x', y1=transform('y', CustomJSTransform(v_func="return xs.map(x => x > 0 ? x : 0)")),
y2=0, source=ds, color='green', fill_alpha=0.5)
p.varea(x='x', y1=transform('y', CustomJSTransform(v_func="return xs.map(x => x < 0 ? x : 0)")),
y2=0, source=ds, color='red', fill_alpha=0.5)
show(p)