How to draw a classic stock chart with matplotlib?
Adapting the candlestick function from the matplotlib finance package (documentation, code):
def westerncandlestick(ax, quotes, width=0.2, colorup='k', colordown='r',
ochl=True, linewidth=0.5):
"""
Plot the time, open, high, low, close as a vertical line ranging
from low to high. Use a rectangular bar to represent the
open-close span. If close >= open, use colorup to color the bar,
otherwise use colordown
Parameters
----------
ax : `Axes`
an Axes instance to plot to
quotes : sequence of quote sequences
data to plot. time must be in float date format - see date2num
(time, open, high, low, close, ...) vs
(time, open, close, high, low, ...)
set by `ochl`
width : float
fraction of a day for the open and close lines
colorup : color
the color of the lines close >= open
colordown : color
the color of the lines where close < open
ochl: bool
argument to select between ochl and ohlc ordering of quotes
linewidth: float
linewidth of lines
Returns
-------
ret : tuple
returns (lines, openlines, closelines) where lines is a list of lines
added
"""
OFFSET = width / 2.0
lines = []
openlines = []
closelines = []
for q in quotes:
if ochl:
t, open, close, high, low = q[:5]
else:
t, open, high, low, close = q[:5]
if close >= open:
color = colorup
else:
color = colordown
vline = Line2D( xdata=(t, t), ydata=(low, high),
color=color, linewidth=linewidth, antialiased=True)
lines.append(vline)
openline = Line2D(xdata=(t - OFFSET, t), ydata=(open,open),
color=color, linewidth=linewidth, antialiased=True)
openlines.append(openline)
closeline = Line2D(xdata=(t , t+OFFSET), ydata=(close,close),
color=color, linewidth=linewidth, antialiased=True)
closelines.append(closeline)
ax.add_line(vline)
ax.add_line(openline)
ax.add_line(closeline)
ax.autoscale_view()
return lines, openlines, closelines
call it e.g. like this:
westerncandlestick(ax, quotes, width=0.6, linewidth=1.44, ochl=False)
Of course you may adapt the colors using colorup and colordown argument.
Complete code to reproduce the above plot:
import matplotlib.pyplot as plt
from matplotlib.finance import quotes_historical_yahoo_ohlc
from matplotlib.lines import Line2D
def westerncandlestick(ax, quotes, width=0.2, colorup='k', colordown='r',
ochl=True, linewidth=0.5):
"""
Plot the time, open, high, low, close as a vertical line ranging
from low to high. Use a rectangular bar to represent the
open-close span. If close >= open, use colorup to color the bar,
otherwise use colordown
Parameters
----------
ax : `Axes`
an Axes instance to plot to
quotes : sequence of quote sequences
data to plot. time must be in float date format - see date2num
(time, open, high, low, close, ...) vs
(time, open, close, high, low, ...)
set by `ochl`
width : float
fraction of a day for the open and close lines
colorup : color
the color of the lines close >= open
colordown : color
the color of the lines where close < open
ochl: bool
argument to select between ochl and ohlc ordering of quotes
linewidth: float
linewidth of lines
Returns
-------
ret : tuple
returns (lines, openlines, closelines) where lines is a list of lines
added
"""
OFFSET = width / 2.0
lines = []
openlines = []
closelines = []
for q in quotes:
if ochl:
t, open, close, high, low = q[:5]
else:
t, open, high, low, close = q[:5]
if close >= open:
color = colorup
else:
color = colordown
vline = Line2D( xdata=(t, t), ydata=(low, high),
color=color, linewidth=linewidth, antialiased=True)
lines.append(vline)
openline = Line2D(xdata=(t - OFFSET, t), ydata=(open,open),
color=color, linewidth=linewidth, antialiased=True)
openlines.append(openline)
closeline = Line2D(xdata=(t , t+OFFSET), ydata=(close,close),
color=color, linewidth=linewidth, antialiased=True)
closelines.append(closeline)
ax.add_line(vline)
ax.add_line(openline)
ax.add_line(closeline)
ax.autoscale_view()
return lines, openlines, closelines
from matplotlib.dates import DateFormatter, WeekdayLocator,\
DayLocator, MONDAY
# (Year, month, day) tuples suffice as args for quotes_historical_yahoo
date1 = (2004, 2, 1)
date2 = (2004, 4, 12)
mondays = WeekdayLocator(MONDAY) # major ticks on the mondays
alldays = DayLocator() # minor ticks on the days
weekFormatter = DateFormatter('%b %d') # e.g., Jan 12
dayFormatter = DateFormatter('%d') # e.g., 12
quotes = quotes_historical_yahoo_ohlc('INTC', date1, date2)
if len(quotes) == 0:
raise SystemExit
fig, ax = plt.subplots()
fig.subplots_adjust(bottom=0.2)
ax.xaxis.set_major_locator(mondays)
ax.xaxis.set_minor_locator(alldays)
ax.xaxis.set_major_formatter(weekFormatter)
westerncandlestick(ax, quotes, width=0.6, linewidth=1.44, ochl=False)
ax.xaxis_date()
ax.autoscale_view()
plt.setp(plt.gca().get_xticklabels(), rotation=45, horizontalalignment='right')
plt.show()In the Western canon bars were colored by the relationship of the closes; black for higher closes, red for lower. I modified @ImportanceOfBeingErnes's code to allow a choice of Japanese or Western coloring schemes.
import matplotlib.pyplot as plt
from matplotlib.finance import quotes_historical_yahoo_ohlc
from matplotlib.lines import Line2D
def westerncandlestick(ax, quotes, width=0.2, colorup='k', colordown='r',
ochl=True, linewidth=0.5, westerncolor=True):
"""
Plot the time, open, high, low, close as a vertical line ranging
from low to high. Use a rectangular bar to represent the
open-close span. If close >= open, use colorup to color the bar,
otherwise use colordown
Parameters
----------
ax : `Axes`
an Axes instance to plot to
quotes : sequence of quote sequences
data to plot. time must be in float date format - see date2num
(time, open, high, low, close, ...) vs
(time, open, close, high, low, ...)
set by `ochl`
width : float
fraction of a day for the open and close lines
colorup : color
the color of the lines close >= open
colordown : color
the color of the lines where close < open
ochl: bool
argument to select between ochl and ohlc ordering of quotes
linewidth: float
linewidth of lines
westerncolor: bool
use western cannon colors?
Returns
-------
ret : tuple
returns (lines, openlines, closelines) where lines is a list of lines
added
"""
OFFSET = width / 2.0
lines = []
openlines = []
closelines = []
for q in quotes:
if ochl:
t, open, close, high, low = q[:5]
else:
t, open, high, low, close = q[:5]
if westerncolor:
try:
close_
except NameError:
close_ = close
if close >= close_:
color = colorup
else:
color = colordown
close_ = close
else:
if close >= open:
color = colorup
else:
color = colordown
vline = Line2D( xdata=(t, t), ydata=(low, high),
color=color, linewidth=linewidth, antialiased=True)
lines.append(vline)
openline = Line2D(xdata=(t - OFFSET, t), ydata=(open,open),
color=color, linewidth=linewidth, antialiased=True)
openlines.append(openline)
closeline = Line2D(xdata=(t , t+OFFSET), ydata=(close,close),
color=color, linewidth=linewidth, antialiased=True)
closelines.append(closeline)
ax.add_line(vline)
ax.add_line(openline)
ax.add_line(closeline)
ax.autoscale_view()
return lines, openlines, closelines
from matplotlib.dates import DateFormatter, WeekdayLocator,\
DayLocator, MONDAY
# (Year, month, day) tuples suffice as args for quotes_historical_yahoo
date1 = (2004, 2, 1)
date2 = (2004, 4, 12)
mondays = WeekdayLocator(MONDAY) # major ticks on the mondays
alldays = DayLocator() # minor ticks on the days
weekFormatter = DateFormatter('%b %d') # e.g., Jan 12
dayFormatter = DateFormatter('%d') # e.g., 12
quotes = quotes_historical_yahoo_ohlc('INTC', date1, date2)
if len(quotes) == 0:
raise SystemExit
fig, ax = plt.subplots()
fig.subplots_adjust(bottom=0.2)
ax.xaxis.set_major_locator(mondays)
ax.xaxis.set_minor_locator(alldays)
ax.xaxis.set_major_formatter(weekFormatter)
westerncandlestick(ax, quotes, width=0.6, linewidth=1.44, ochl=False, westerncolor=True)
ax.xaxis_date()
ax.autoscale_view()
plt.setp(plt.gca().get_xticklabels(), rotation=45, horizontalalignment='right')
plt.show()