python - 使用 matplotlib 在 python 中绘制 OHLC 图表

Question

我有一个烛台对象列表，每个烛台对象都有 6 个值(开盘价、最高价、最低价、收盘价、交易量、时间戳)。我想使用 matplotlib.finance.candlestick2_ohlc(ax, opens, highs, lows, closes, width=4, colorup='k', colordown='r', alpha=0.75) 函数来绘制此数据。问题是，我如何将列表分割为开盘价、最高价、最低价和收盘价，以便将其加载到此函数中？

这是我的烛台类:

class Candle:
#Candlestick chart object
def __init__(self, open, high, low, close, volume, timeStamp):
    self.open = open
    self.high = high
    self.low = low
    self.close = close
    self.volume = volume
    self.timestamp = timeStamp

def __str__(self):
    return """
    Open: %s
    High: %s
    Low: %s
    Close: %s
    Volume : %s
    Timestamp: %s""" %(self.open, self.high, self.low, self.close, self.volume, self.timestamp)

这是我的列表构造方法:

def getTradeHistory(self, timeFrame, symbol, count):
    #Get the trade history from the API

    return self.client.Trade.Trade_getBucketed(binSize=timeFrame, partial=True, symbol=symbol, reverse=False, count=count).result()

def constructCandles(self, th):
    #Iterate through list of trade history items and store them as candles in a list

    for candle in th :
        self.candles.append(Candle(candle['open'], candle['high'], candle['low'], candle['close'], candle['volume'], candle['timestamp']))

Answer 1

假设您的烛台对象列表名为 my_candles，则:

opens = [candle.open for candle in my_candles]
highs = [candle.high for candle in my_candles]
lows = [candle.low for candle in my_candles]
closes = [candle.close for candle in my_candles]

现在您已经有了可以调用 matplotlib.finance.candlestick2_ohlc 的开盘价、收盘价、高点和低点列表

import matplotlib.pyplot as plt
import matplotlib.finance as mpf

fig, ax = plt.subplots(figsize=(8,5))
mpf.candlestick2_ochl(ax, opens, closes, highs, lows, width=4, colorup='k', colordown='r', alpha=0.75)

另请注意，matplotlib.finance 在 2.0 中已弃用。