如何用matplotlib绘制经典股票图表？

Question

经典股票价格图表包含一条垂直线，连接每个时间段的最高价和最低价，左侧为开盘价（第一个），右侧为收盘价（最后一个价）。

Matplotlib可以绘制日文版，称为烛台，但我还没有找到西方版的解决方案，简称为条形图。 Matplotlib可以绘制这样的图表吗？

Answer 1

调整matplotlib财务包（documentation，code）中的烛台功能：

def westerncandlestick(ax, quotes, width=0.2, colorup='k', colordown='r', 
                 ochl=True, linewidth=0.5):

    """
    Plot the time, open, high, low, close as a vertical line ranging
    from low to high.  Use a rectangular bar to represent the
    open-close span.  If close >= open, use colorup to color the bar,
    otherwise use colordown
    Parameters
    ----------
    ax : `Axes`
        an Axes instance to plot to
    quotes : sequence of quote sequences
        data to plot.  time must be in float date format - see date2num
        (time, open, high, low, close, ...) vs
        (time, open, close, high, low, ...)
        set by `ochl`
    width : float
        fraction of a day for the open and close lines
    colorup : color
        the color of the lines close >= open
    colordown : color
         the color of the lines where close <  open
    ochl: bool
        argument to select between ochl and ohlc ordering of quotes
    linewidth: float
        linewidth of lines
    Returns
    -------
    ret : tuple
        returns (lines, openlines, closelines) where lines is a list of lines
        added
    """

    OFFSET = width / 2.0

    lines = []
    openlines = []
    closelines = []
    for q in quotes:
        if ochl:
            t, open, close, high, low = q[:5]
        else:
            t, open, high, low, close = q[:5]

        if close >= open:
            color = colorup
        else:
            color = colordown

        vline = Line2D( xdata=(t, t), ydata=(low, high),
            color=color, linewidth=linewidth, antialiased=True)
        lines.append(vline)

        openline = Line2D(xdata=(t - OFFSET, t), ydata=(open,open),
                          color=color, linewidth=linewidth, antialiased=True)
        openlines.append(openline)

        closeline = Line2D(xdata=(t , t+OFFSET), ydata=(close,close),
                          color=color, linewidth=linewidth, antialiased=True)
        closelines.append(closeline)

        ax.add_line(vline)
        ax.add_line(openline)
        ax.add_line(closeline)

    ax.autoscale_view()

    return lines, openlines, closelines

称它为例如像这样：

westerncandlestick(ax, quotes, width=0.6, linewidth=1.44, ochl=False)

当然，您可以使用colorup和colordown参数调整颜色。

重现上述情节的完整代码：

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import matplotlib.pyplot as plt

from matplotlib.finance import quotes_historical_yahoo_ohlc
from matplotlib.lines import Line2D


def westerncandlestick(ax, quotes, width=0.2, colorup='k', colordown='r', 
             ochl=True, linewidth=0.5):

"""
Plot the time, open, high, low, close as a vertical line ranging
from low to high.  Use a rectangular bar to represent the
open-close span.  If close >= open, use colorup to color the bar,
otherwise use colordown
Parameters
----------
ax : `Axes`
    an Axes instance to plot to
quotes : sequence of quote sequences
    data to plot.  time must be in float date format - see date2num
    (time, open, high, low, close, ...) vs
    (time, open, close, high, low, ...)
    set by `ochl`
width : float
    fraction of a day for the open and close lines
colorup : color
    the color of the lines close >= open
colordown : color
     the color of the lines where close <  open
ochl: bool
    argument to select between ochl and ohlc ordering of quotes
linewidth: float
    linewidth of lines
Returns
-------
ret : tuple
    returns (lines, openlines, closelines) where lines is a list of lines
    added
"""

OFFSET = width / 2.0

lines = []
openlines = []
closelines = []
for q in quotes:
    if ochl:
        t, open, close, high, low = q[:5]
    else:
        t, open, high, low, close = q[:5]

    if close >= open:
        color = colorup
    else:
        color = colordown

    vline = Line2D( xdata=(t, t), ydata=(low, high),
        color=color, linewidth=linewidth, antialiased=True)
    lines.append(vline)
    
    openline = Line2D(xdata=(t - OFFSET, t), ydata=(open,open),
                      color=color, linewidth=linewidth, antialiased=True)
    openlines.append(openline)
    
    closeline = Line2D(xdata=(t , t+OFFSET), ydata=(close,close),
                      color=color, linewidth=linewidth, antialiased=True)
    closelines.append(closeline)

    ax.add_line(vline)
    ax.add_line(openline)
    ax.add_line(closeline)

ax.autoscale_view()

return lines, openlines, closelines


from matplotlib.dates import DateFormatter, WeekdayLocator,\
DayLocator, MONDAY
# (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')  # e.g., Jan 12
dayFormatter = DateFormatter('%d')      # e.g., 12

quotes = quotes_historical_yahoo_ohlc('INTC', date1, date2)
if len(quotes) == 0:
raise SystemExit

fig, ax = plt.subplots()
fig.subplots_adjust(bottom=0.2)
ax.xaxis.set_major_locator(mondays)
ax.xaxis.set_minor_locator(alldays)
ax.xaxis.set_major_formatter(weekFormatter)



westerncandlestick(ax, quotes, width=0.6, linewidth=1.44, ochl=False)


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

plt.show()

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Answer 2

在西方的经典酒吧被关闭的关系着色;较高的黑色关闭，红色较低。我修改了@ ImportanceOfBeingErnes的代码，允许选择日语或西方着色方案。

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import matplotlib.pyplot as plt

from matplotlib.finance import quotes_historical_yahoo_ohlc
from matplotlib.lines import Line2D

def westerncandlestick(ax, quotes, width=0.2, colorup='k', colordown='r',
             ochl=True, linewidth=0.5, westerncolor=True):
    """
    Plot the time, open, high, low, close as a vertical line ranging
    from low to high.  Use a rectangular bar to represent the
    open-close span.  If close >= open, use colorup to color the bar,
    otherwise use colordown
    Parameters
    ----------
    ax : `Axes`
        an Axes instance to plot to
    quotes : sequence of quote sequences
        data to plot.  time must be in float date format - see date2num
        (time, open, high, low, close, ...) vs
        (time, open, close, high, low, ...)
        set by `ochl`
    width : float
        fraction of a day for the open and close lines
    colorup : color
        the color of the lines close >= open
    colordown : color
         the color of the lines where close <  open
    ochl: bool
        argument to select between ochl and ohlc ordering of quotes
    linewidth: float
        linewidth of lines
    westerncolor: bool
        use western cannon colors?
    Returns
    -------
    ret : tuple
        returns (lines, openlines, closelines) where lines is a list of lines
        added
    """
    OFFSET = width / 2.0
    lines = []
    openlines = []
    closelines = []
    for q in quotes:
        if ochl:
            t, open, close, high, low = q[:5]
        else:
            t, open, high, low, close = q[:5]
        if westerncolor:
            try:
                close_
            except NameError:
                close_ = close

            if close >= close_:
                color = colorup
            else:
                color = colordown
            close_ = close
        else:
            if close >= open:
                color = colorup
            else:
                color = colordown

        vline = Line2D( xdata=(t, t), ydata=(low, high),
            color=color, linewidth=linewidth, antialiased=True)
        lines.append(vline)

        openline = Line2D(xdata=(t - OFFSET, t), ydata=(open,open),
                          color=color, linewidth=linewidth, antialiased=True)
        openlines.append(openline)

        closeline = Line2D(xdata=(t , t+OFFSET), ydata=(close,close),
                          color=color, linewidth=linewidth, antialiased=True)
        closelines.append(closeline)
        ax.add_line(vline)
        ax.add_line(openline)
        ax.add_line(closeline)
    ax.autoscale_view()
    return lines, openlines, closelines


from matplotlib.dates import DateFormatter, WeekdayLocator,\
    DayLocator, MONDAY
# (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')  # e.g., Jan 12
dayFormatter = DateFormatter('%d')      # e.g., 12

quotes = quotes_historical_yahoo_ohlc('INTC', date1, date2)
if len(quotes) == 0:
    raise SystemExit

fig, ax = plt.subplots()
fig.subplots_adjust(bottom=0.2)
ax.xaxis.set_major_locator(mondays)
ax.xaxis.set_minor_locator(alldays)
ax.xaxis.set_major_formatter(weekFormatter)

westerncandlestick(ax, quotes, width=0.6, linewidth=1.44, ochl=False, westerncolor=True)

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

plt.show()

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Answer 3

我对第一个代码做了一些修改：

def westerncandlestick(ax, Data, width=0.2, colorup='k', colordown='r', linewidth=0.5):

    Date, Open, Hight, Low, Close = Data
    Date = np.array(Date)
    Color = ['C']
    for i in xrange(1,len(Date)): Color.append(['r','k'][Open[i-1]<Close[i]])
    OFFSET = .4

    #Hight Low Lines
    ax.vlines(Date,Low,Hight,Color)

    #Open Lines
    ax.hlines(Open,Date-OFFSET,Date,Color)
    #Close Lines
    ax.hlines(Close,Date+OFFSET,Date,Color)

    ax.autoscale_view()

    return

Answer 4

我站在巨人的肩膀上，更改了一些代码，以便可以直接使用yahoo finance和dataframe进行绘图：

import matplotlib.pyplot as plt
import matplotlib.dates as mdates
from matplotlib.lines import Line2D
import yfinance as yf

def westerncandlestick(ax, quotes, width=0.2, colorup='k', colordown='r',
             ochl=True, linewidth=0.5, westerncolor=True):
    """
    Plot the time, open, high, low, close as a vertical line ranging
    from low to high.  Use a rectangular bar to represent the
    open-close span.  If close >= open, use colorup to color the bar,
    otherwise use colordown
    Parameters
    ----------
    ax : `Axes`
        an Axes instance to plot to
    quotes : sequence of quote sequences
        data to plot.  time must be in float date format - see date2num
        (time, open, high, low, close, ...) vs
        (time, open, close, high, low, ...)
        set by `ochl`
    width : float
        fraction of a day for the open and close lines
    colorup : color
        the color of the lines close >= open
    colordown : color
         the color of the lines where close <  open
    ochl: bool
        argument to select between ochl and ohlc ordering of quotes
    linewidth: float
        linewidth of lines
    westerncolor: bool
        use western cannon colors?
    Returns
    -------
    ret : tuple
        returns (lines, openlines, closelines) where lines is a list of lines
        added
    """
    OFFSET = width / 2.0
    lines = []
    openlines = []
    closelines = []
    for q in quotes.reset_index().values:
        if ochl:
            t, open, close, high, low = q[:5]
            t = mdates.date2num(t)
            #t = t.strftime('%Y-%m-%d')
        else:
            t, open, high, low, close = q[:5]
            t = mdates.date2num(t)
        if westerncolor:
            try:
                close_
            except NameError:
                close_ = close

            if close >= close_:
                color = colorup
            else:
                color = colordown
            close_ = close
        else:
            if close >= open:
                color = colorup
            else:
                color = colordown

        vline = Line2D( xdata=(t, t), ydata=(low, high),
            color=color, linewidth=linewidth, antialiased=True)
        lines.append(vline)

        openline = Line2D(xdata=(t - OFFSET, t), ydata=(open,open),
                          color=color, linewidth=linewidth, antialiased=True)
        openlines.append(openline)

        closeline = Line2D(xdata=(t , t+OFFSET), ydata=(close,close),
                          color=color, linewidth=linewidth, antialiased=True)
        closelines.append(closeline)

        ax.add_line(vline)
        ax.add_line(openline)
        ax.add_line(closeline)

    ax.autoscale_view()

    return lines, openlines, closelines


from matplotlib.dates import DateFormatter, WeekdayLocator,\
    DayLocator, MONDAY
# (Year, month, day) tuples suffice as args for quotes_historical_yahoo
date1 = '2020-01-01'
date2 = '2020-03-20'

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

quotes = yf.download('0939.HK', start= date1, end= date2)

if len(quotes) == 0:
    raise SystemExit

fig, ax = plt.subplots()
fig.subplots_adjust(bottom=0.2)

ax.xaxis.set_major_locator(mondays)
ax.xaxis.set_minor_locator(alldays)
ax.xaxis.set_major_formatter(weekFormatter)

westerncandlestick(ax, quotes, width=0.6, linewidth=1.44, ochl=False, westerncolor=True)

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

plt.show()