Ruby或Python中的金融圖表/圖表

Question

使用Ruby或Python等高級語言創建金融開放高低收盤價（OHLC）圖表的最佳選擇是什麼？雖然似乎有很多圖表的選項，但我還沒有看到這種圖表的任何寶石或雞蛋。

http://en.wikipedia.org/wiki/Open-high-low-close_chart（但我不需要均線或布林通道）

的JFreeChart可以做到這一點在Java中，但我想使我的代碼庫小而簡單越好。

謝謝！

Answer 1

你可以使用matplotlib和matplotlib.pyplot.bar的可選參數bottom參數。然後，您可以用線plot指示開盤價和收盤價：

例如：

#!/usr/bin/env python 
import numpy as np 
import matplotlib.pyplot as plt 
from matplotlib import lines 

import random 


deltas = [4, 6, 13, 18, 15, 14, 10, 13, 9, 6, 15, 9, 6, 1, 1, 2, 4, 4, 4, 4, 10, 11, 16, 17, 12, 10, 12, 15, 17, 16, 11, 10, 9, 9, 7, 10, 7, 16, 8, 12, 10, 14, 10, 15, 15, 16, 12, 8, 15, 16] 
bases = [46, 49, 45, 45, 44, 49, 51, 52, 56, 58, 53, 57, 62, 63, 68, 66, 65, 66, 63, 63, 62, 61, 61, 57, 61, 64, 63, 58, 56, 56, 56, 60, 59, 54, 57, 54, 54, 50, 53, 51, 48, 43, 42, 38, 37, 39, 44, 49, 47, 43] 


def rand_pt(bases, deltas): 
    return [random.randint(base, base + delta) for base, delta in zip(bases, deltas)] 

# randomly assign opening and closing prices 
openings = rand_pt(bases, deltas) 
closings = rand_pt(bases, deltas) 

# First we draw the bars which show the high and low prices 
# bottom holds the low price while deltas holds the difference 
# between high and low. 
width = 0 
ax = plt.axes() 
rects1 = ax.bar(np.arange(50), deltas, width, color='r', bottom=bases) 

# Now draw the ticks indicating the opening and closing price 
for opening, closing, bar in zip(openings, closings, rects1): 
    x, w = bar.get_x(), 0.2 

    args = { 
    } 

    ax.plot((x - w, x), (opening, opening), **args) 
    ax.plot((x, x + w), (closing, closing), **args) 


plt.show() 

創建這樣一個情節：

很明顯，你會想使用(open, close, min, max)元組將函數打包到一個函數中（並且您可能不想隨機分配您的開盤價和收盤價）。

Answer 2

您是否考慮過使用R和quantmod包？它可能提供你所需要的。

Answer 3

您可以在Python中使用Pylab（matplotlib.finance）。這裏有一些例子：http://matplotlib.sourceforge.net/examples/pylab_examples/plotfile_demo.html。在Beginning Python Visualization中有一些關於這個問題的很好的材料。

更新：我認爲你可以使用matplotlib.finance.candlestick作爲日本的燭臺效果。

Answer 4

你可以自由使用JRuby而不是Ruby嗎？這可以讓你使用JFreeChart，加上你的代碼仍然在Ruby中

Answer 5

請看WHIFF的開放式閃存卡嵌入 http://aaron.oirt.rutgers.edu/myapp/docs/W1100_1600.openFlashCharts 蠟燭圖的例子就在頂部。這將是特別適合嵌入網頁的 。

Answer 6

如果您喜歡示例的外觀，打開Flash圖表是不錯的選擇。我已經將HTML嵌入式圖表移動到了JavaScript/Canvas庫，如Flot，因爲它更具可定製性，並且在沒有太多黑客入侵的情況下獲得所需效果（http://itprolife.worona.eu/2009/08/scatter-chart-library-moving-to-flot.html）。

Answer 7

這是使用Matplotlib股票圖表我畫就在幾天前，我已經發布了源太，供大家參考：StockChart_Matplotlib

Answer 8

一些使用matplotlib對金融地塊的例子（OHLC）可以在這裏找到：

• finance demo

  #!/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) 
  if len(quotes) == 0: 
      raise SystemExit 
  
  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) 
  #ax.xaxis.set_minor_formatter(dayFormatter) 
  
  #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() 
  

• finance work 2