Ruby或Python中的财务图表/图表

Question

在Ruby或Python等高级语言中创建金融开放 - 高 - 低 - 收盘(OHLC)图表的最佳选择是什么？虽然图形似乎有很多选择,但我没有看到任何宝石或鸡蛋这种图表.

http://en.wikipedia.org/wiki/Open-high-low-close_chart(但我不需要移动平均线或布林带)

JFreeChart可以用Java做到这一点,但我想让我的代码库尽可能小而简单.

谢谢!

Answer 1

您可以使用matplotlib和可选bottom的参数matplotlib.pyplot.bar.然后,您可以使用行plot来指示开盘价和收盘价:

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()

创建一个这样的情节:

显然,你想要在一个使用(open, close, min, max)元组绘制情节的函数中打包它(你可能不想随意分配你的开盘价和收盘价).

Answer 2

您可以matplotlib.finance在Python中使用Pylab().以下是一些示例:http://matplotlib.sourceforge.net/examples/pylab_examples/plotfile_demo.html.在Beginning Python Visualization中有一些特别针对此问题的好材料.

更新:我认为您可以使用matplotlib.finance.candlestick作为日本烛台效果.