How to plot line (polygonal chain) with numpy/scipy/matplotlib with minimal smoothing

Question

I am trying to plot a line in matplotlib.. I am searching for the right type of interpolation.. I want something like this

where every line is smoothed. I tried several combination of scipy and matplotlib, such as

x_new = np.arange(x, x_length, 1)
tck = interpolate.splrep(x, y, s=3)
y_new = interpolate.splev(x_new, tck, der=0)
ax.plot(x_new, y_new, color+lstyle)

but the best result I get is

The line represents an increasing variable.. so it is a wrong representation. What can I search for?

Thanks

Edit: I am thinking about implementing a method from myself, but I don't know if it has been already done.. pseudo code is the following

take x and y
calculate spline for each three points 
x[0], x[1], x[2] ... x[1], x[2], x[3] ... and so on
for each y[n] sums every computation done for it and divide by number of 
computations (i.e. y[1] is computed for triplette x[0..2] and x[1..3] so the 
sum is divided by two (average for each point is taken as its value)

Answer 1

For that type of graph, you want monotonic interpolation. The PchipInterpolator class (which you can refer to by its shorter alias pchip) in scipy.interpolate can be used:

import numpy as np
from scipy.interpolate import pchip
import matplotlib.pyplot as plt


# Data to be interpolated.
x = np.arange(10.0)
y = np.array([5.0, 10.0, 20.0, 15.0, 13.0, 22.0, 20.0, 15.0, 12.0, 16.0])

# Create the interpolator.
interp = pchip(x, y)

# Dense x for the smooth curve.
xx = np.linspace(0, 9.0, 101)

# Plot it all.
plt.plot(xx, interp(xx))
plt.plot(x, y, 'bo')
plt.ylim(0, 25)
plt.grid(True)
plt.show()

Result: