How to draw a classic stock chart with matplotlib?

Question

A classic stock price chart consists of a vertical line connecting the highest and lowest prices for each time period with a tick to the left for the opening (first) price and a tick to the right for the closing (last) price.

Matplotlib can draw the Japanese version, which is called a candlestick, but I haven't been able to find a solution for the Western version, which is simply known as a 'bar chart'. Can Matplotlib draw such a chart?

Answer 1

Adapting the candlestick function from the matplotlib finance package (documentation, code):

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

call it e.g. like this:

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

Of course you may adapt the colors using colorup and colordown argument.

Complete code to reproduce the above plot:

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()