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matplotlib example hackathon (snippet)

Author
natamacm
Published
2020/03/03
Updated
2020/04/06
python
Article Outline

Python matplotlib example 'hackathon'

Functions in program:

  • def pandas_candlestick_ohlc(dat, stick = "day", otherseries = None):
  • def pandas_candlestick_ohlc(dat, stick = "day", otherseries = None):

Modules used in program:

  • import numpy as np
  • import matplotlib.pyplot as plt
  • import datetime
  • import pandas.io.data as web # Package and modules for importing data; this code may change depending on pandas version
  • import pandas as pd

python hackathon

Python matplotlib example: hackathon

import pandas as pd
import pandas.io.data as web   # Package and modules for importing data; this code may change depending on pandas version
import datetime
start = datetime.datetime(2016,1,1)
end = datetime.date.today()
 #apple = web.DataReader("AAPL", "yahoo", start, end)

type(apple)
import matplotlib.pyplot as plt
%matplotlib inline
%pylab inline
pylab.rcParams['figure.figsize'] = (15, 9)
apple["Adj Close"].plot(grid = True)
from matplotlib.dates import DateFormatter, WeekdayLocator,\
    DayLocator, MONDAY
from matplotlib.finance import candlestick_ohlc

def pandas_candlestick_ohlc(dat, stick = "day", otherseries = None):
    pandas.core.frame.DataFrame
    apple.head()
    import matplotlib.pyplot as plt
    %matplotlib inline
    %pylab inline
    pylab.rcParams['figure.figsize'] = (15, 9)
    apple["Adj Close"].plot(grid = True)
    from matplotlib.dates import DateFormatter, WeekdayLocator,\
    DayLocator, MONDAY
from matplotlib.finance import candlestick_ohlc

def pandas_candlestick_ohlc(dat, stick = "day", otherseries = None):
      mondays = WeekdayLocator(MONDAY)        # major ticks on the mondays
    alldays = DayLocator()              # minor ticks on the days
    dayFormatter = DateFormatter('%d')
    mondays = WeekdayLocator(MONDAY)        # major ticks on the mondays
    alldays = DayLocator()              # minor ticks on the days
    dayFormatter = DateFormatter('%d')      # e.g., 12

    # Create a new DataFrame which includes OHLC data for each period specified by stick input
    transdat = dat.loc[:,["Open", "High", "Low", "Close"]]
    if (type(stick) == str):
        if stick == "day":
            plotdat = transdat
            stick = 1 # Used for plotting
        elif stick in ["week", "month", "year"]:
            if stick == "week":
                transdat["week"] = pd.to_datetime(transdat.index).map(lambda x: x.isocalendar()[1]) # Identify weeks
            elif stick == "month":
                transdat["month"] = pd.to_datetime(transdat.index).map(lambda x: x.month) # Identify months
            transdat["year"] = pd.to_datetime(transdat.index).map(lambda x: x.isocalendar()[0]) # Identify years
            grouped = transdat.groupby(list(set(["year",stick]))) # Group by year and other appropriate variable
            plotdat = pd.DataFrame({"Open": [], "High": [], "Low": [], "Close": []}) # Create empty data frame containing what will be plotted
            for name, group in grouped:
                plotdat = plotdat.append(pd.DataFrame({"Open": group.iloc[0,0],
                                            "High": max(group.High),
                                            "Low": min(group.Low),
                                            "Close": group.iloc[-1,3]},
                                           index = [group.index[0]]))
            if stick == "week": stick = 5
            elif stick == "month": stick = 30
            elif stick == "year": stick = 365

    elif (type(stick) == int and stick >= 1):
        transdat["stick"] = [np.floor(i / stick) for i in range(len(transdat.index))]
        grouped = transdat.groupby("stick")
        plotdat = pd.DataFrame({"Open": [], "High": [], "Low": [], "Close": []}) # Create empty data frame containing what will be plotted
        for name, group in grouped:
            plotdat = plotdat.append(pd.DataFrame({"Open": group.iloc[0,0],
                                        "High": max(group.High),
                                        "Low": min(group.Low),
                                        "Close": group.iloc[-1,3]},
                                       index = [group.index[0]]))

    else:
        raise ValueError('Valid inputs to argument "stick" include the strings "day", "week", "month", "year", or a positive integer')


    # Set plot parameters, including the axis object ax used for plotting
    fig, ax = plt.subplots()
    fig.subplots_adjust(bottom=0.2)
    if plotdat.index[-1] - plotdat.index[0] < pd.Timedelta('730 days'):
        weekFormatter = DateFormatter('%b %d')  # e.g., Jan 12
        ax.xaxis.set_major_locator(mondays)
        ax.xaxis.set_minor_locator(alldays)
    else:
        weekFormatter = DateFormatter('%b %d, %Y')
    ax.xaxis.set_major_formatter(weekFormatter)

    ax.grid(True)

    # Create the candelstick chart
    candlestick_ohlc(ax, list(zip(list(date2num(plotdat.index.tolist())), plotdat["Open"].tolist(), plotdat["High"].tolist(),
                      plotdat["Low"].tolist(), plotdat["Close"].tolist())),
                      colorup = "black", colordown = "red", width = stick * .4)

    # Plot other series (such as moving averages) as lines
    if otherseries != None:
        if type(otherseries) != list:
            otherseries = [otherseries]
        dat.loc[:,otherseries].plot(ax = ax, lw = 1.3, grid = True)

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

    plt.show()

pandas_candlestick_ohlc(apple)
#microsoft = web.DataReader("MSFT", "yahoo", start, end)
google = web.DataReader("GOOG", "yahoo", start, end)

# Below I create a DataFrame consisting of the adjusted closing price of these stocks, first by making a list of these objects and using the join method
stocks = pd.DataFrame({"AAPL": apple["Adj Close"],
                      "MSFT": microsoft["Adj Close"],
                      "GOOG": google["Adj Close"]})

stocks.head()
stocks.plot(secondary_y = ["AAPL", "MSFT"], grid = True)
stock_return = stocks.apply(lambda x: x / x[0])
stock_return.head()
stock_return.plot(grid = True).axhline(y = 1, color = "black", lw = 2)
import numpy as np

stock_change = stocks.apply(lambda x: np.log(x) - np.log(x.shift(1))) # shift moves dates back by 1.
stock_change.head()
stock_change.plot(grid = True).axhline(y = 0, color = "black", lw = 2)
apple["20d"] = np.round(apple["Close"].rolling(window = 20, center = False).mean(), 2)
pandas_candlestick_ohlc(apple.loc['2016-01-04':'2016-08-07',:], otherseries = "20d")
start = datetime.datetime(2010,1,1)
apple = web.DataReader("AAPL", "yahoo", start, end)
apple["20d"] = np.round(apple["Close"].rolling(window = 20, center = False).mean(), 2)

pandas_candlestick_ohlc(apple.loc['2016-01-04':'2016-08-07',:], otherseries = "20d")
apple["50d"] = np.round(apple["Close"].rolling(window = 50, center = False).mean(), 2)
apple["200d"] = np.round(apple["Close"].rolling(window = 200, center = False).mean(), 2)

pandas_candlestick_ohlc(apple.loc['2016-01-04':'2016-08-07',:], otherseries = ["20d", "50d", "200d"])
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