python - 使用 Matplotlib 绘制日内 OHLC 图表的问题

Question

我正在尝试绘制完整一天的 OHLC 烛台图(1 分钟)，并希望将“小时”显示为主要定位器，将分钟显示为次要定位器。小时定位器应显示为直到数据结束主要定位器09:0010:0011:00 等等。

我无法理解我犯了什么错误以及为什么时间从 22:00 开始并且 OHLC 蜡烛不可见。

如果您还可以帮助在 ohlc 图表上叠加成交量，那将是一个很大的帮助。 link to data file

from datetime import datetime, date, timedelta
import matplotlib.pyplot as plt
import matplotlib.dates as mdates
import matplotlib.gridspec as grd
from matplotlib.transforms import Bbox
from matplotlib.finance import candlestick_ohlc, volume_overlay3, volume_overlay
#from matplotlib.finance import candlestick
from matplotlib.backends.backend_pdf import PdfPages
from matplotlib.dates import DateFormatter, WeekdayLocator, DayLocator, MONDAY, HourLocator, MinuteLocator


import numpy as np
import pandas as pd


def plot_underlying_hft_data(filename):


    #Read the data and filtered out the required rows and columns
    print("Reading File.. ", filename)
    tempdata = pd.read_csv(filename, index_col = ['Date'])
    tempdata = tempdata.loc[(tempdata.index == '2016-09-16')]

    tempdata['Datetime'] =  pd.to_datetime(tempdata['Datetime'], format='%Y-%m-%d %H:%M:%S')
    print(tempdata)

    HourLocator

    hour = HourLocator()    
    minute = MinuteLocator()
    hourformatter = DateFormatter('%H:%M') 

    #tempdata['Datetime'] = tempdata['Datetime'].apply(lambda datetimevar : datetime)

    tempdata['DatetimeNum'] = mdates.date2num(tempdata['Datetime'].dt.to_pydatetime())

    quotes = [tuple(x) for x in tempdata[['DatetimeNum', 'Open', 'High', 'Low', 'Close', 'Volume']].to_records(index=False)]

    #print(quotes)    
    title_name_ohlc = 'OHLC Intraday Chart'
    #print(title_name_ohlc)
    plt.figure(figsize = (12,6))
    #plt.title(title_name_ohlc)
    ax1 = plt.subplot2grid((1,1), (0,0), axisbg='w')

    ax1.set_ylabel('Price', fontsize=12, fontweight = 'bold')
    ax1.set_title(title_name_ohlc, fontsize=14, fontweight = 'bold')
    ax1.set_ylabel('Price', fontsize=12, fontweight = 'bold')
    ax1.set_title(title_name_ohlc, fontsize=14, fontweight = 'bold')
    print(tempdata['DatetimeNum'].min(), tempdata['DatetimeNum'].max())
    ax1.set_ylim(bottom = tempdata['DatetimeNum'].min(), top = tempdata['DatetimeNum'].max())

    ax1.xaxis.set_major_locator(hour)
    ax1.xaxis.set_minor_locator(minute)
    ax1.xaxis.set_major_formatter(hourformatter)
    #ax1.grid(True)
    candlestick_ohlc(ax1, quotes, width=1, colorup='g', colordown='r', alpha = 1.0)
    plt.setp(plt.gca().get_xticklabels(), rotation=45, horizontalalignment='right')
    plt.show()

plot_underlying_hft_data("data.csv")

        #print(tempdata.head(5))

Answer 1

我在定义图形绘制中的 xlimits 和宽度时犯了错误。我在阅读文档和一些点击和试用后修复并获得了所需的输出。

def plot_underlying_hft_data(filename):


#Read the data and filtered out the required rows and columns
print("Reading File.. ", filename)
tempdata = pd.read_csv(filename, index_col = ['Date'])
tempdata = tempdata.loc[(tempdata.index == '2016-09-16')].tail(751)
print(tempdata.head(5))
tempdata.set_index(['Datetime'], inplace = True)
print(tempdata.head(5))

#tempdata['Datetime'] =  pd.to_datetime(tempdata['Datetime'], format='%Y-%m-%d %H:%M:%S')
#print(tempdata)

#hour = HourLocator(interval = 1)    
minute = MinuteLocator(interval = 30)
hourformatter = DateFormatter('%H:%M') 

#tempdata['Datetime'] = tempdata['Datetime'].apply(lambda datetimevar : datetime)
tempdata["Datetime"] = pd.to_datetime(tempdata.index)
tempdata.Datetime = mdates.date2num(tempdata.Datetime.dt.to_pydatetime())
#print(tempdata.head(5))

quotes = [tuple(x) for x in tempdata[['Datetime', 'Open', 'High', 'Low', 'Close', 'Volume']].to_records(index=False)]

#print(quotes)    
title_name_ohlc = 'OHLC Intraday Chart'
#print(title_name_ohlc)
plt.figure(figsize = (18,10))
#plt.title(title_name_ohlc)
ax1 = plt.subplot2grid((1,1), (0,0), axisbg='w')

ax1.set_ylabel('Price', fontsize=12, fontweight = 'bold')
ax1.set_title(title_name_ohlc, fontsize=14, fontweight = 'bold')
ax1.set_ylabel('Price', fontsize=12, fontweight = 'bold')
ax1.set_xlabel('Time', fontsize=12, fontweight = 'bold')
ax1.set_title(title_name_ohlc, fontsize=14, fontweight = 'bold')
#print(tempdata['DatetimeNum'].min(), tempdata['DatetimeNum'].max())
ax1.set_xlim(tempdata['Datetime'].min(), tempdata['Datetime'].max())

ax1.xaxis.set_major_locator(minute)
#ax1.xaxis.set_minor_locator(minute)
ax1.xaxis.set_major_formatter(hourformatter)
ax1.axhline(y=262.32, linewidth=1.5, color='g', alpha = 0.7, linestyle = "dashed")
ax1.axhline(y=260.33, linewidth=2, color='g', alpha = 0.7, linestyle = "dashed")
ax1.axhline(y=258.17, linewidth=2.5, color='g', alpha = 0.7, linestyle = "dashed")
ax1.axhline(y=256.18, linewidth=3, color='b', alpha = 1, linestyle = "dashed")
ax1.axhline(y=254.02, linewidth=2.5, color='r', alpha = 0.7, linestyle = "dashed")
ax1.axhline(y=252.03, linewidth=2, color='r', alpha = 0.7, linestyle = "dashed")
ax1.axhline(y=249.87, linewidth=1.5, color='r', alpha = 0.7, linestyle = "dashed")

#['256.18', '254.02', '252.03', '249.87', '258.17', '260.33', '262.32']
ax1.grid(True)

#ax1.grid(True)
candlestick_ohlc(ax1, quotes, width = 1/(24*60*2.5), alpha = 1.0, colorup = 'g', colordown ='r')
plt.setp(plt.gca().get_xticklabels(), horizontalalignment='center')

pad = 0.25
yl = ax1.get_ylim()
print(yl)
ax1.set_ylim(yl[0]-(yl[1]-yl[0])*pad,yl[1]*1.005)

Datetime = [x[0] for x in quotes]
Datetime = np.asarray(Datetime)
Volume = [x[5] for x in quotes]
Volume = np.asarray(Volume)

ax2 = ax1.twinx()
ax2.set_position(matplotlib.transforms.Bbox([[0.125,0.125],[0.9,0.27]]))
width = 1/(24*60*4)
ax2.bar(Datetime, Volume, color='blue', width = width, alpha = 0.75)
ax2.set_ylim([0, ax2.get_ylim()[1] * 1])
ax2.set_ylabel('Volume', fontsize=12, fontweight = 'bold')
yticks = ax2.get_yticks()
ax2.set_yticks(yticks[::1])
#ax2.grid(True)
#report_pdf.savefig(pad_inches=0.5, bbox_inches= 'tight')
#plt.close()
plt.show()