CODEWITHSUNDEEP
pythonmatplotlibplotcandlestick-chart
CDVC23
CDVC23

Reputation: 137

Plotting candlestick with matplotlib for time series w/o weekend gaps

trying to plot a candlestick serie after importing datas from yahoo-finance. I'm using python 2.7

I have already a serie plotted and I want to add the same one as candlestick but I don't see how I can do that :

import matplotlib.pyplot as plt
from matplotlib.finance import candlestick2_ohlc

#Reset the index to remove Date column from index
df_ohlc = data.reset_index()
#Naming columns
df_ohlc.columns = ["Date","Open","High",'Low',"Close", "Adj Close", "Volume"]
#Normal plot
ax1 = plt.subplot()
ax1.plot(df_ohlc["Date"], df_ohlc["Close"], label = "Price", color="blue", linewidth=2.0)
#Candle plot
candlestick2_ohlc(ax1,df_ohlc['Open'],df_ohlc['High'],df_ohlc['Low'],df_ohlc['Close'],width=0.6)

If I plot candlestick alone, it looks fine but the x axis is a list of integers.

If I plot candlestick alone after converting df_ohlc["Date"] to float then reconverting to datetime, it plots the serie with the correct x axis but there are gaps on the weekend even if the serie isn't defined for these dates.

Is there a way to plot both series at the same time ? I'm planning to add more series like moving average, OLS, Bollinger etc...

Upvotes: 2

Views: 2790

Answers (2)

Elgin Cahangirov
Elgin Cahangirov

Reputation: 2022

You can remove weekend gaps and make human-readable dates xticklabels in this way. Note that, this script is written in python 3 and there may be some differences from python 2.

import quandl
import numpy as np
from mpl_finance import candlestick_ohlc
import matplotlib.pyplot as plt

# getting data and modifying it to remove gaps at weekends
r = quandl.get('WIKI/AAPL', start_date='2016-01-01', end_date='2017-11-10')
date_list = np.array(r.index.to_pydatetime())
plot_array = np.zeros([len(r), 5])
plot_array[:, 0] = np.arange(plot_array.shape[0])
plot_array[:, 1:] = r.iloc[:, :4]

# plotting candlestick chart
fig, ax = plt.subplots()
num_of_bars = 100  # the number of candlesticks to be plotted
candlestick_ohlc(ax, plot_array[-num_of_bars:], colorup='g', colordown='r')
ax.margins(x=0.0, y=0.1)
ax.yaxis.tick_right()
x_tick_labels = []
ax.set_xlim(right=plot_array[-1, 0]+10)
ax.grid(True, color='k', ls='--', alpha=0.2)
# setting xticklabels actual dates instead of numbers
indices = np.linspace(plot_array[-num_of_bars, 0], plot_array[-1, 0], 8, dtype=int)
for i in indices:
    date_dt = date_list[i]
    date_str = date_dt.strftime('%b-%d')
    x_tick_labels.append(date_str)
ax.set(xticks=indices, xticklabels=x_tick_labels)

plt.show()

enter image description here

Upvotes: 3

Diego muino
Diego muino

Reputation: 94

I really need more information about your code and your dataframe, but you can use this example to do a candlestick

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.ticker as mticker
from matplotlib.finance import candlestick_ohlc
import matplotlib.dates as mdates
import datetime as dt

#Reset the index to remove Date column from index
df_ohlc = df.reset_index()
#Naming columns
df_ohlc.columns = ["Date","Open","High",'Low',"Close", "Adj Close", "Volume"]
#Converting dates column to float values
df_ohlc['Date'] = df_ohlc['Date'].map(mdates.date2num)

#Making plot
fig = plt.figure()
fig.autofmt_xdate()
ax1 = plt.subplot2grid((6,1), (0,0), rowspan=6, colspan=1)

#Converts raw mdate numbers to dates
ax1.xaxis_date()
plt.xlabel("Date")
print(df_ohlc)

#Making candlestick plot
candlestick_ohlc(ax1,df_ohlc.values,width=1, colorup='g', colordown='k',alpha=0.75)
plt.ylabel("Price")
plt.legend()

plt.show()

Upvotes: 0

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