Great start so far, solid selection of plot types. There is a group of plot types that are not defined by consistent periods of time. One of these is Renko.

It would be a fantastic benefit having the ability to simply specify:
mpf.plot(df, type='renko')

Information
https://school.stockcharts.com/doku.php?id=chart_analysis:renko
https://avilpage.com/2018/01/how-to-plot-renko-charts-with-python.html

Existing code
https://github.com/chillaranand/stocktrends
https://github.com/mementum/backtrader/blob/master/backtrader/filters/renko.py