我想在python的烛台图上绘制Volume Profile,这将导致类似这样的情况。
我的主要ohlc数据将存储在pandas数据框中。
Date, Open, High, Low, Close
2019-10-18, 54.09, 54.62, 53.35, 53.78
2019-10-17, 52.99, 54.16, 52.62, 53.93
2019-10-16, 52.92, 53.74, 52.51, 53.36
然后我的Volume信息将在另一个这样的数据框中。
Price, Volume
54.75, 150
54.50, 135
54.25, 140
54.00, 140
53.75, 125
53.50, 145
53.25, 130
53.00, 135
52.75, 155
52.50, 150
我尝试过我所知道的每个库,例如Matplotlib,Plotly和Bokeh。我试图简单地在烛台旁边绘制条形图,但是缩放比例通常是关闭的。我对使用python中的任何标准图表库感兴趣,这些库将以相当简单的方式产生此结果。希望这里有人知道这样做的方法。
最佳答案
好吧,我决定深入研究该文档,看看是否可以找到一种方法。事实证明,这没什么大不了的。我开始越来越喜欢Plotly。
#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Wed Oct 23 22:17:44 2019
@author: TysonU
"""
from plotly.offline import plot
import plotly.graph_objects as go
import random
import pandas as pd
#Create random OHLC and Volume
high = 40
low = 20
dev = 1
days = 100
fake_market = []
for each in range(days):
ohlc = []
ohlc.append(each)
if each == 0:
o = random.randrange(low, high)
ohlc.append(o)
else:
ohlc.append(c) #I know
h = random.randrange(o, high)
ohlc.append(h)
l = random.randrange(low, o)
ohlc.append(l)
c = random.randrange(l, h)
ohlc.append(c)
fake_market.append(ohlc)
fake_volume = [[x, random.randrange(10, 30)] for x in range(low, (high+1))]
df = pd.DataFrame(fake_market, columns=["Date", "Open", "High", "Low", "Close"])
df2 = pd.DataFrame(fake_volume, columns=["Volume", "Price"])
#Do all the plotly stuff
fig = go.Figure(
data=[
go.Bar(
x=[str(x) for x in df2.Price.to_list()],
y=[str(x) for x in df2.Volume.to_list()],
orientation="h",
xaxis="x",
yaxis="y",
visible=True,
showlegend=False
),
go.Candlestick(
x=[str(x) for x in df.Date.to_list()],
open=[str(x) for x in df.Open.to_list()],
high=[str(x) for x in df.High.to_list()],
low=[str(x) for x in df.Low.to_list()],
close=[str(x) for x in df.Close.to_list()],
xaxis="x2",
yaxis="y2",
visible=True,
showlegend=False
)
],
layout=go.Layout(
title=go.layout.Title(text="Candlestick With Volume Profile"),
xaxis=go.layout.XAxis(
side="top",
range=[0, 300],
rangeslider=go.layout.xaxis.Rangeslider(visible=False),
showticklabels=False
),
yaxis=go.layout.YAxis(
side="left",
range=[low, high],
showticklabels=False
),
xaxis2=go.layout.XAxis(
side="bottom",
title="Date",
rangeslider=go.layout.xaxis.Rangeslider(visible=False),
overlaying="x"
),
yaxis2=go.layout.YAxis(
side="right",
title="Price",
range=[low, high],
overlaying="y"
)
)
)
template = ["plotly", "plotly_white", "plotly_dark", "ggplot2", "seaborn", "none"]
fig.update_layout(template=template[2])
plot(fig)
不确定公开发布库存数据的法律是什么,因此我构建了一个简单的生成器来生成OHLC数据和批量。实际的库存数据将使图表看起来不那么混乱。
我还没弄清楚的地方是杠子打开的那一面。当前它们在左侧,但是将它们放在右侧会很好。应该是一件容易的事。
好吧,希望这对某人有所帮助。祝你有美好的一天!
关于python - 在Python中使用图表库在Volumestick图表上覆盖Volume Profile,我们在Stack Overflow上找到一个类似的问题:https://stackoverflow.com/questions/58517234/