import numpy as np
import matplotlib.pyplot as mp
import matplotlib.dates as md
import mpl_finance as mf
dates, opening_prices, highest_prices, lowest_prices, closing_prices = np.loadtxt('../../data/goog.csv',
delimiter=',',
usecols=(0, 1, 2, 3, 4), unpack=True,
dtype='M8[D], f8, f8, f8, f8',
skiprows=1)
mp.figure('Candlestick', facecolor='lightgray')
mp.title('Candlestick', fontsize=20)
mp.xlabel('Date', fontsize=14)
mp.ylabel('Price', fontsize=14)
ax = mp.gca()
ax.xaxis.set_major_locator(md.MonthLocator())
ax.xaxis.set_major_formatter(md.DateFormatter('%d %b %Y'))
mp.tick_params(labelsize=10)
mp.grid(linestyle=':')
dates = dates.astype(md.datetime.datetime)
dates = mf.date2num(dates)
ohlcs = np.column_stack((dates, opening_prices, highest_prices, lowest_prices, closing_prices))
mf.candlestick_ohlc(mp.gca(), ohlcs, 0.8, 'orangered', 'limegreen')
mp.gcf().autofmt_xdate()
mp.show()
def _do_plot_candle(date, p_open, high, low, close, volume, view_index, symbol,
day_sum, save, minute):
"""
绘制不可交互的k线图
param date: 融时间序列交易日时间，pd.DataFrame.index对象
:param p_open: 金融时间序列开盘价格序列，np.array对象
:param high: 金融时间序列最高价格序列，np.array对象
:param low: 金融时间序列最低价格序列，np.array对象
:param close: 金融时间序列收盘价格序列，np.array对象
:param volume: 金融时间序列成交量序列，np.array对象
:param symbol: symbol str对象
:param day_sum: 端线图 matplotlib的版本有些有bug显示不对
:param save: 是否保存可视化结果在本地
:param minute: 是否是绘制分钟k线图
"""
# 需要内部import不然每次import abupy都有warning，特别是子进程很烦人
try:
# noinspection PyUnresolvedReferences, PyDeprecation
# import matplotlib.mpl_finance as mpf
# 改用其他导入方式
import mpl_finance as mpf
except ImportError:
# 2.2 才会有
# noinspection PyUnresolvedReferences, PyDeprecation
import matplotlib.mpl_finance as mpf
if not g_only_draw_price:
# 成交量，价格都绘制
# noinspection PyTypeChecker
fig, (ax1, ax2) = plt.subplots(2, sharex=True, figsize=(20, 12))
else:
# 只绘制价格
fig, ax1 = plt.subplots(figsize=(6, 6))
if day_sum:
# 端线图绘制
qutotes = []
for index, (d, o, c, l,
h) in enumerate(zip(date, p_open, close, low, high)):
d = index if minute else mpf.date2num(d)
val = (d, o, c, l, h)
qutotes.append(val)
# plot_day_summary_oclh接口，与mpf.candlestick_ochl不同，即数据顺序为开收低高
mpf.plot_day_summary_oclh(ax1,
qutotes,
ticksize=5,
colorup=__colorup__,
colordown=__colordown__)
else:
# k线图绘制
qutotes = []
for index, (d, o, c, h,
l) in enumerate(zip(date, p_open, close, high, low)):
d = index if minute else mdates.date2num(d)
val = (d, o, c, h, l)
qutotes.append(val)
# mpf.candlestick_ochl即数据顺序为开收高低
mpf.candlestick_ochl(ax1,
qutotes,
width=0.6,
colorup=__colorup__,
colordown=__colordown__)
if not g_only_draw_price:
# 开始绘制成交量
ax1.set_title(symbol)
ax1.set_ylabel('ochl')
ax1.grid(True)
if not minute:
ax1.xaxis_date()
if view_index is not None:
# 开始绘制买入交易日，卖出交易日，重点突出的点位
e_list = date.tolist()
# itertools.cycle循环使用备选的颜色
for v, csColor in zip(view_index,
itertools.cycle(K_PLT_MAP_STYLE)):
try:
v_ind = e_list.index(v)
except Exception as e:
# logging.exception(e)
logging.debug(e)
# 向前倒一个
v_ind = len(close) - 1
label = symbol + ': ' + str(date[v_ind])
ax1.plot(v,
close[v_ind],
'ro',
markersize=12,
markeredgewidth=4.5,
markerfacecolor='None',
markeredgecolor=csColor,
label=label)
# 因为candlestick_ochl 不能label了，所以使用下面的显示文字
# noinspection PyUnboundLocalVariable
ax2.plot(v,
0,
'ro',
markersize=12,
markeredgewidth=0.5,
markerfacecolor='None',
markeredgecolor=csColor,
label=label)
plt.legend(loc='best')
# 成交量柱子颜色，收盘价格 > 开盘，即红色
# noinspection PyTypeChecker
bar_red = np.where(close >= p_open, volume, 0)
# 成交量柱子颜色，开盘价格 > 收盘。即绿色
# noinspection PyTypeChecker
bar_green = np.where(p_open > close, volume, 0)
date = date if not minute else np.arange(0, len(date))
ax2.bar(date, bar_red, facecolor=__colorup__)
ax2.bar(date, bar_green, facecolor=__colordown__)
ax2.set_ylabel('volume')
ax2.grid(True)
ax2.autoscale_view()
plt.setp(plt.gca().get_xticklabels(), rotation=30)
else:
ax1.grid(False)
if save:
# 保存可视化结果在本地
from pylab import savefig
save_dir = os.path.join(K_SAVE_CACHE_PNG_ROOT,
ABuDateUtil.current_str_date())
png_dir = os.path.join(save_dir, symbol)
ABuFileUtil.ensure_dir(png_dir)
r_cnt = 0
while True:
png_name = '{}{}.png'.format(
png_dir, '' if r_cnt == 0 else '-{}'.format(r_cnt))
if not ABuFileUtil.file_exist(png_name):
break
r_cnt += 1
# noinspection PyUnboundLocalVariable
savefig(png_name)
fig.clf()
plt.close(fig)
else:
"""
save 了就不show了
"""
plt.show()