如何使用Python的matplotlib烛台仅绘制工作日?

问题描述

如果没有周末(每5个烛台之间有空白)，我将无法绘制matplotlib.finance.candlestick. Matplotlib网站上的示例也不排除周末，并且排除其他地块上的周末的方法似乎不适用于CandleSticks.

I'm not managing to plot matplotlib.finance.candlestick without the weekends (blank spaces between every 5 candlesticks). The example from Matplotlib's website doesn't exclude weekends either and the way to exclude weekends on other plots doesn't seem to apply to CandleSticks.

以前有人遇到过吗?

ps.根据要求，下面是示例:

ps. as requested, here is the example:

#!/usr/bin/env python
from pylab import *
from matplotlib.dates import  DateFormatter, WeekdayLocator, HourLocator, \
 DayLocator, MONDAY
from matplotlib.finance import quotes_historical_yahoo, candlestick,\
 plot_day_summary, candlestick2

# (Year, month, day) tuples suffice as args for quotes_historical_yahoo
date1 = ( 2004, 2, 1)
date2 = ( 2004, 4, 12 )


mondays = WeekdayLocator(MONDAY)        # major ticks on the mondays
alldays    = DayLocator()              # minor ticks on the days
weekFormatter = DateFormatter('%b %d')  # Eg, Jan 12
dayFormatter = DateFormatter('%d')      # Eg, 12

quotes = quotes_historical_yahoo('INTC', date1, date2)

fig = figure()
fig.subplots_adjust(bottom=0.2)
ax = fig.add_subplot(111)
ax.xaxis.set_major_locator(mondays)
ax.xaxis.set_minor_locator(alldays)
ax.xaxis.set_major_formatter(weekFormatter)

#plot_day_summary(ax, quotes, ticksize=3)
candlestick(ax, quotes, width=0.6)

ax.xaxis_date()
ax.autoscale_view()
setp( gca().get_xticklabels(), rotation=45, horizontalalignment='right')

show()

推荐答案

在引号"行之后:

weekday_quotes = [tuple([i]+list(quote[1:])) for i,quote in enumerate(quotes)]

然后

candlestick(ax, weekday_quotes, width=0.6)

这将在工作日之间没有间隙的情况下绘制数据，现在您必须将xticks更改回日期，最好是星期一.假设您的第一个报价是星期一:

This will plot the data without the gaps between weekdays, now you have to change the xticks back to dates, preferably mondays. Assuming your first quote was a monday:

import matplotlib.dates as mdates

ax.set_xticks(range(0,len(weekday_quotes),5))
ax.set_xticklabels([mdates.num2date(quotes[index][0]).strftime('%b-%d') for index in ax.get_xticks()])

这真是毛骨悚然，但似乎可以完成工作-祝你好运！

This is pretty gross but seems to get the job done - good luck!

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