2015-10-06 83 views
1

我在創建燭臺圖表與盤中15分鐘酒吧麻煩。我從谷歌下載並解析數據並將其保存到本地csv文件。我解析數據並將其載入一個變量,其順序如下:float date,open,high,low,close,volume。當我用歷史日常數據做這件事時,一切都可以,但是當我嘗試用日期和時間x軸來做時,它會混亂起來。下面是我使用的採樣數據:蟒蛇matplotlib燭臺圖

2015年10月5日16:30:00,196.47,196.48,196.43,196.46,438838,0 2015年10月5日 16:45:00,196.46,197.08,196.33 ,196.95,2835287,0 2015-10-05 17:00:00,196.95,197.38,196.92,197.32,1732829,0 2015-10-05 17:15:00,197.32,197.53,196.95,197.44,1988081,0 2015- 10-05 17:30:00,197.46,197.59,197.29,197.42,1226381,0 2015-10-05 17:45:00,197.425,197.48,196.9,196.93,1101573,0 2015-10-05 18:00: 00,196.93,197.23,196.84,197.15,646694,0 2015-10-05 18:15:00,197.16,197.51,197.11,197.45,623662,0 2015-10-05 18:30:00,197.45,197.46,197.18,197.26, 684113,0 2015-10-05 18:45:00,197.255,197.42,197.1,197.14,764368,0 2015-10-05 19:00,197.14,197.48,197.13,197.46,476307,0 2015-10-05 19:15:00,197.46,197.67 ,197.4,197.54,758593,0 2015-10-05 19:30:00,197.55,197.77,197.44,197.58,929402,0 2015-10-05 19:45:00,197.605,197.73,197.565,197.71,493741,0 2015-10-05 20:00:197.73,197.84,197.5,197.6,542889,0 2015-10-05 20:15:00,197.61,197.91,197.49,197.84,535851,0 2015-10-05 20: 30:00,197.85,198.08,197.85,197.95,629089,0 2015-10-05 20:45:00,197.95,198.03,197.84,197.9,465000,0 2015-10-05 21:00,197.895,198.16,197.895, 198.08,658012,0 2015-10-05 21:15:00,198.095,198.2,197.98,198.11,643964,0 2015-10-05 21:30:00,198.115,198.48,198.09,198.47,1311870,0 2015-10-05 21:45:00,198.47,198.68,198.47,198.54,1414104,0 2015-10-05 22:00:00,198.53,198.54 ,198.31,198.43,885886,0 2015-10-05 22:15:00,198.43,198.68,198.36,198.46,1541751,0 2015-10-05 22:30:00,198.465,198.51,198.275,198.44,861833,0 2015年10月5日 22:45:00,198.44,198.74,198.295,198.32,1847980,0 2015年10月5日 23:00:00,198.31,198.65,198.31,198.46,2884656,0

這裏是解析文件並返回準備好的陣列以創建圖表的代碼:

def get_local_intraday_db(self, symbol, seconds_period, period = (None, None)): 
    data = None 

    if os.path.isfile(FILE_GENERATOR_INTRADAY.format(DB_PATH, symbol, seconds_period)): 
     saved_data = open(FILE_GENERATOR_INTRADAY.format(DB_PATH, symbol, seconds_period), 'r') 
     data = saved_data.read().split('\n') 

     ohlcv_data = [] 
     date_data = [] 
     open_data = [] 
     high_data = [] 
     low_data = [] 
     close_data = [] 
     volume_data = [] 

     for line in data: 
      splitted_line = line.split(',') 

      datetime_to_float = mdates.date2num(datetime.datetime.strptime(splitted_line[0], '%Y-%m-%d %H:%M:%S')) 
      date_data.append(datetime_to_float) 

      open_to_float = float(splitted_line[1]) 
      open_data.append(open_to_float) 

      high_to_float = float(splitted_line[2]) 
      high_data.append(high_to_float) 

      low_to_float = float(splitted_line[3]) 
      low_data.append(low_to_float) 

      close_to_float = float(splitted_line[4]) 
      close_data.append(close_to_float) 

      volume_to_float = float(splitted_line[5]) 
      volume_data.append(volume_to_float) 

      ohlcv_data.append((datetime_to_float, open_to_float, high_to_float, low_to_float, close_to_float, volume_to_float)) 

     if period == (None, None): 
      return (ohlcv_data, np.array(date_data), np.array(open_data), np.array(high_data), np.array(low_data), np.array(close_data), np.array(volume_data)) 
     else: 
      try: 
       range_start = mdates.date2num(period[0]) 
       range_start_index = date_data.index(range_start) 
       range_end = mdates.date2num(period[1]) 
       range_end_index = date_data.index(range_end) 

       if range_start_index >= 0 and range_end_index >= 0: 
        print '{}: Selected range starts from {} to {}.'.format(datetime.datetime.now(), period[0], period[1]) 
        return (ohlcv_data[range_start_index : range_end_index], np.array(date_data[range_start_index : range_end_index]), np.array(open_data[range_start_index : range_end_index]), np.array(high_data[range_start_index : range_end_index]), np.array(low_data[range_start_index : range_end_index]), np.array(close_data[range_start_index : range_end_index]), np.array(volume_data[range_start_index : range_end_index])) 
       else: 
        print '{}: Selected data range is invalid!'.format(datetime.datetime.now()) 
      except: 
       print 'No source provider data for {}.'.format(symbol) 
       return (None, None, None, None, None, None, None) 
    else: 
     print '{}: No data exists for {}!'.format(datetime.datetime.now(), symbol) 

這裏是創建圖表的代碼:

def create_chart_intraday(self, symbol, ohlcv_data, date_data, open_data, high_data, low_data, close_data, volume_data): 
    if ohlcv_data == None: 
     return 
    _start = datetime.datetime.now()  
    fig = plt.figure(facecolor = 'white') 
    fig.set_size_inches(18., 10.) 
    fig.text(0.5, 0.75, symbol, fontsize = 40, color = 'black', ha = 'center', va = 'center', alpha = 0.1) 

    xmin = date_data[0] 
    xmax = date_data[len(date_data) - 1] 
    #Candlestick chart 
    ax1 = plt.subplot2grid((12, 6), (0, 0), rowspan = 6, colspan = 6, axisbg = 'white') 
    ax1.grid(True, color = 'black') 
    ax1.axes.xaxis.set_ticklabels([]) 
    ax1.axes.get_xaxis().set_visible(False) 
    ax1.xaxis.set_major_locator(mticker.MaxNLocator(10)) 
    ax1.xaxis.set_major_formatter(mdates.DateFormatter('%Y-%m-%d %H:%M:%S')) 
    ax1.yaxis.label.set_color('black') 
    ax1.spines['bottom'].set_color('black') 
    ax1.spines['top'].set_color('black') 
    ax1.spines['left'].set_color('black') 
    ax1.spines['right'].set_color('black') 
    ax1.tick_params(axis = 'y', colors = 'black') 
    ax1.set_xlim(xmin, xmax) 

    plt.ylabel('Price & Volume') 
    candlestick_ohlc(ax1, ohlcv_data, colorup = 'purple', colordown = 'red')   
    ax1.plot(date_data, open_data, 'blue', linewidth = 0.5) 
    ax1.plot(date_data, high_data, 'green', linewidth = 0.5) 
    ax1.plot(date_data, low_data, 'red', linewidth = 0.5) 
    ax1.plot(date_data, close_data, 'yellow', linewidth = 0.5) 
    plt.show() 

    _end = datetime.datetime.now() 
    print 'Chart generated in {}'.format(str(_end - _start)) 

    fig.savefig('{}{}.png'.format(PNG_PATH, symbol), facecolor = fig.get_facecolor()) 

enter image description here

你可以看到,有一個問題。我已經制作了標記敞開,高低,接近的線條,但蠟燭的身體填充不是它必須的。紫色/紅色應該填滿蠟燭的身體,但實際上他們是在別的地方。有人可以幫我解決這個問題嗎?在此先感謝

+0

首先,真的是你的樣本數據?也許日期應該始終在每一行中首先? (現在看看它是如何附加在每行的末尾,但最後一行)。 – Peque

+0

@Peque,我複製了問題中給出的數據,格式化了它,並且它運行良好,但是當我嘗試將正確的數據發佈到我的答案中時,它自動更改爲問題中的內容,因此OP可能會使用正確的數據。 –

回答

0

我重寫了python3中的代碼,它可能像它應該那樣工作,雖然我不知道究竟是什麼修復了問題。我的猜測是 - 新的數據提取功能,但我無法確定。這裏是我的代碼(也應該在python2中工作):

import numpy as np 
import matplotlib.pyplot as plt 
from matplotlib.finance import * 
import datetime 

def get_data_simple(): 
    ohlcv_data = [] 

    data = open('test1') # Path to file with sample data 

    for line in data: 
     splitted_line = line.split(',') 

     ohlcv = [(datetime.datetime.now() - datetime.datetime.strptime(splitted_line[0], '%Y-%m-%d %H:%M:%S')).total_seconds()] 

     for elem in splitted_line[1:]: 
      ohlcv.append(float(elem)) 

     ohlcv_data.append(ohlcv) 

    return ohlcv_data 

def create_chart_intraday(ohlcv_data): 
    ax1 = plt.subplot2grid((12, 6), (0, 0), rowspan = 6, colspan = 6, axisbg = 'white') 
    candlestick_ohlc(ax1, ohlcv_data, colorup = 'purple', colordown = 'red') 
    plt.show() 

create_chart_intraday(get_data_simple()) 

沒有標題或附加的圖表,但它的工作原理。 My result