python - 如何用matplotlib绘制经典的股票图表？

Question

经典的股票价格图表由一条连接每个时间段的最高价和最低价的垂直线组成，左边的标记表示开盘(第一个)价格，右边的标记表示收盘(最后一个)价格。

Matplotlib 可以绘制日文版，称为烛台，但我一直无法找到西文版的解决方案，简称为“条形图”。 Matplotlib 能画出这样的图表吗？

Answer 1

从 matplotlib 财务包(documentation、code)中调整烛台函数:

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

称它为例如像这样:

westerncandlestick(ax, quotes, width=0.6, linewidth=1.44, ochl=False)

当然，您可以使用 colorup 和 colordown 参数调整颜色。

重现上述情节的完整代码:

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()