Fix test_exceptions test and adjust reversal size logic

Previous implementation didn't account for the movement after the last reversal.  This led to issues with both the final box value and the final column volume data.  This change adds logic to track any further movement (volume and box) in the same signed direction after the final reversal and adds it to the last box column after the clean data loop.

Author: coffincw

examples/scratch_pad/pnf_reversal.ipynb

@@ -1019,6 +1019,7 @@ def _construct_pointnfig_collections(dates, highs, lows, volumes, config_pointnf
 
     rolling_change = 0
     volume_cache = 0
+    biggest_difference = 0 # only used for the last column
 
     #Clean data to account for reversal size (added to allow overriding the default reversal of 1)
     for i in range(1, len(adjusted_boxes)):
@@ -1027,8 +1028,12 @@ def _construct_pointnfig_collections(dates, highs, lows, volumes, config_pointnf
         rolling_change += adjusted_boxes[i]
         volume_cache += temp_volumes[i]
 
+        # if rolling_change is the same sign as the previous box and the abs value is bigger than the 
+        # abs value of biggest_difference then we should replace biggest_difference with rolling_change
+        if rolling_change*boxes[-1] > 0 and abs(rolling_change) > abs(biggest_difference):
+            biggest_difference = rolling_change
+
         # Add to new list if the rolling change is >= the reversal
-        # The -1 is because we have already subtracted 1 from the box values in the previous loop
         if abs(rolling_change) >= reversal:
 
             # if rolling_change is the same sign as the previous # of boxes then combine
@@ -1044,7 +1049,14 @@ def _construct_pointnfig_collections(dates, highs, lows, volumes, config_pointnf
 
             # reset rolling_change and volume_cache once we've used them
             rolling_change = 0
-            volume_cache = 0    
+            volume_cache = 0
+            
+            # reset biggest_difference as we start from the beginning every time there is a reversal
+            biggest_difference = 0
+    
+    # Adjust the last box column if the left over rolling_change is the same sign as the column
+    boxes[-1] += biggest_difference
+    new_volumes[-1] += volume_cache
 
     curr_price = closes[0]
     box_values = [] # y values for the boxes

src/mplfinance/_utils.py

@@ -87,5 +87,5 @@ def test_reversal_box_size_bounds(bolldata):
     buf = io.BytesIO()
     mpf.plot(df,type='pnf',pnf_params=dict(box_size=3, reversal=3), volume=True, savefig=buf)
     with pytest.raises(ValueError) as ex:
-        mpf.plot(df,type='pnf',pnf_params=dict(box_size=3, reversal=4), volume=True, savefig=buf)
-    assert 'Product of specified box_size and reversal which has value: 12 may not exceed (30% of the close price range of the dataset)' in str(ex.value)
+        mpf.plot(df,type='pnf',pnf_params=dict(box_size=3, reversal=10), volume=True, savefig=buf)
+    assert 'Specified reversal must be an integer in the range [1,9]' in str(ex.value)