TTB03 ohlc_data - GitPress.io

Example Python program TTB03-ohlc_data.py

Modules

import pandas as pd
import matplotlib.pyplot as plt
import matplotlib.dates as mdates

Code

Python example

import pandas as pd
import matplotlib.pyplot as plt
import matplotlib.dates as mdates

# Loading data into dataframe:
datafile = 'SPY.csv'
data = pd.read_csv(datafile, index_col = 'Date')
# Converting the dates from string to datetime format:
data.index = pd.to_datetime(data.index)

# We need to exctract the OHLC prices into a list of lists:
dvalues = data[['Open', 'High', 'Low', 'Close']].values.tolist()

# Dates in our index column are in datetime format, we need to comvert them 
# to Matplotlib date format (see https://matplotlib.org/3.1.1/api/dates_api.html):
pdates = mdates.date2num(data.index)

# If dates in our index column are strings instead of datetime objects, we should use:
# pdates = mpl.dates.datestr2num(data.index)

# We prepare a list of lists where each single list is a [date, open, high, low, close] sequence:
ohlc = [ [pdates[i]] + dvalues[i] for i in range(len(pdates)) ]

Useful Links

Articles: https://python-commandments.org/
Python shell: https://bsdnerds.org/learn-python/
Tutorial: https://pythonprogramminglanguage.com/