Show finance_work2.py syntax highlighted
"""
You need a additional files to run this example. Save the following
in the same dir as this file
http://matplotlib.sourceforge.net/screenshots/helpers.py
http://matplotlib.sourceforge.net/screenshots/msft_nasdaq_d.csv
http://matplotlib.sourceforge.net/screenshots/__init__.py
"""
from __future__ import division
import time, os, sys
from helpers import load_quotes, movavg, fill_over, random_signal
from matplotlib import rcParams
from matplotlib.ticker import IndexLocator, FuncFormatter, NullFormatter, MultipleLocator
from matplotlib.dates import IndexDateFormatter
from matplotlib.finance import candlestick2, plot_day_summary2, \
volume_overlay, index_bar
from pylab import *
rcParams['timezone'] = 'US/Eastern'
rc('grid', color='0.75', linestyle='-', linewidth=0.5)
fname = 'msft_nasdaq_d.csv'
quotes = load_quotes(fname, 200)
times, opens, highs, lows, closes, volumes = zip(*quotes)
def get_valid(x):
return array([thisx for thisx in x if thisx!=-1])
#valid opens, etc
vopens = get_valid(opens)
vcloses = get_valid(closes)
vlows = get_valid(lows)
vhighs = get_valid(highs)
vvolumes = get_valid(volumes)
vind = array([i for i, o in enumerate(opens) if o!=-1])
assert(len(vopens)==len(vcloses)==len(vlows)==len(vhighs)==len(vvolumes))
N = len(vopens)
figBG = 'w' # the figure background color
axesBG = '#f6f6f6' # the axies background color
textsize = 8 # size for axes text
# the demo data are intc from (2003, 9, 1) to (2004, 4, 12 ) with
# dates as epoch; I saved these to a file for ease of debugginh
ticker = 'MSFT'
figure(1, facecolor=figBG)
def get_locator():
"""
the axes cannot share the same locator, so this is a helper
function to generate locators that have identical functionality
"""
return IndexLocator(10, 1)
formatter = IndexDateFormatter(times, '%b %d %y')
nullfmt = NullFormatter() # no labels
def fmt_vol(x,pos):
if pos>3: return '' # only label the first 3 ticks
return '%dM' % int(x*1e-6)
volumeFmt = FuncFormatter(fmt_vol)
left, width = 0.1, 0.8
rect1 = [left, 0.7, width, 0.2]
rect2 = [left, 0.3, width, 0.4]
rect3 = [left, 0.1, width, 0.2]
axUpper = axes(rect1, axisbg=axesBG) #left, bottom, width, height
axMiddle = axes(rect2, axisbg=axesBG)
axMiddleVol = axes(rect2, axisbg=axesBG, frameon=False) # the volume overlay
axLower = axes(rect3, axisbg=axesBG)
axUpper.xaxis.set_major_locator( get_locator() )
axUpper.xaxis.set_major_formatter(nullfmt)
axUpper.grid(True)
# set up two scales on middle axes with left and right ticks
axMiddle.yaxis.tick_left()
axMiddle.xaxis.set_major_locator( get_locator() )
axMiddle.yaxis.set_major_locator( MultipleLocator(5) )
axMiddle.xaxis.set_major_formatter(nullfmt)
axMiddleVol.yaxis.tick_right()
axMiddleVol.xaxis.set_major_locator( get_locator() )
axMiddleVol.xaxis.set_major_formatter(nullfmt)
axMiddleVol.yaxis.set_major_formatter(volumeFmt)
axMiddle.grid(True)
axLower.xaxis.set_major_locator( get_locator() )
axLower.xaxis.set_major_formatter( formatter )
axLower.grid(True)
if 1: ############### Upper axes #################
# make up a pseudo signal
purple = '#660033'
s = random_signal(len(vind), tau=20)
thresh = 4
axUpper.plot(s, color=purple)
# upper horiz line
axUpper.plot( (0, N), [thresh, thresh], color=purple, linewidth=1)
# lower horiz line
axUpper.plot( (0, N), [-thresh, -thresh], color=purple, linewidth=1)
# fill above threshold
fill_over(axUpper, vind, s, thresh, purple, over=True)
fill_over(axUpper, vind, s, -thresh, purple, over=False)
t = axUpper.set_title('Microsoft Corp (MSFT)',
fontsize=12)
t.set_y(1.05) # move it up a bit higher than the default
t.set_x(0) # align the title left, axes coords
t.set_horizontalalignment('left') # align the title left, axes coords
axUpper.yaxis.set_major_locator( MultipleLocator(5) )
# now add some text
left, height, top = 0.025, 0.06, 0.85
t = axUpper.text(left, top, 'RSI(14) 51.0', fontsize=textsize,
transform=axUpper.transAxes)
if 1: ############### Middle axes #################
#plot_day_summary2(axMiddle, opens, closes, highs, lows)
candlestick2(axMiddle, opens, closes, highs, lows)
# specify the text in axes (0,1) coords. 0,0 is lower left and 1,1 is
# upper right
left, height, top = 0.025, 0.06, 0.9
t1 = axMiddle.text(left, top, '%s daily'%ticker, fontsize=textsize,
transform=axMiddle.transAxes)
t2 = axMiddle.text(left, top-height, 'MA(5)', color='b', fontsize=textsize,
transform=axMiddle.transAxes)
t3 = axMiddle.text(left, top-2*height, 'MA(20)', color='r', fontsize=textsize,
transform=axMiddle.transAxes)
s = '%s O:%1.2f H:%1.2f L:%1.2f C:%1.2f, V:%1.1fM Chg:%+1.2f' %(
time.strftime('%d-%b-%Y'),
vopens[-1], vhighs[-1],
vlows[-1], vcloses[-1],
vvolumes[-1]*1e-6,
vcloses[-1]-vopens[-1])
t4 = axMiddle.text(0.4, top, s, fontsize=textsize,
transform=axMiddle.transAxes)
# now do the moviing average. I'll use a convolution to simulate a
# real moving average
ma5 = movavg(vopens, 5)
ma20 = movavg(vopens, 20)
axMiddle.plot(vind[5-1:], ma5, 'b', linewidth=1)
axMiddle.plot(vind[20-1:], ma20, 'r', linewidth=1)
axMiddle.set_ylim((20, 32))
axMiddle.set_yticks((25,30))
# Now do the volume overlay
bars = volume_overlay(axMiddleVol, opens, closes, volumes, alpha=0.5)
axMiddleVol.set_ylim((0, 3*max(vvolumes))) # use only a third of the viewlim
if 1: ############### Lower axes #################
# make up two signals; I don't know what the signals are in real life
# so I'll just illustrate the plotting stuff
s1 = random_signal(len(vind), 10)
s2 = random_signal(len(vind), 20)
axLower.plot(vind, s1, color=purple)
axLower.plot(vind, s2, color='k', linewidth=1.0)
s3 = s2-s1
axLower.plot(vind, s3, color='#cccc99') # wheat
bars = index_bar(axLower, s3, width=2, alpha=0.5,
facecolor='#3087c7', edgecolor='#cccc99')
axLower.yaxis.set_major_locator(MultipleLocator(5))
# now add some text
left, height, top = 0.025, 0.06, 0.85
t = axLower.text(left, top, 'MACD(12,26,9) -0.26', fontsize=textsize,
transform=axLower.transAxes)
# make sure everyone has the same axes limits
setp(axLower.get_xticklabels(), 'rotation', 45,
'horizontalalignment', 'right', fontsize=8)
# force all the axes to have the same x data limits
allAxes = (axUpper, axMiddle, axMiddleVol, axLower)
xlim = 0, len(quotes)
for a in allAxes:
a.dataLim.intervalx().set_bounds(*xlim)
a.set_xlim(xlim)
show()
See more files for this project here