在烛台图上绘制移动平均线 [英] Plotting Moving Average on top of Candlestick Chart
问题描述
我已经使用pandas.DataFrame.rolling计算了移动平均线.所以我的数据框看起来像这样，
I have calculated Moving Average using pandas.DataFrame.rolling. So my Dataframe look something like this,
CurrencyPair TimeStamp Open High Low Close MA50
40 EURUSD 2017-07-10 16:00:00 1.1397 1.1401 1.1396 1.1397 NaN
41 EURUSD 2017-07-10 15:00:00 1.1389 1.1396 1.1386 1.1396 NaN
42 EURUSD 2017-07-10 14:00:00 1.1393 1.1396 1.1389 1.1390 NaN
43 EURUSD 2017-07-10 13:00:00 1.1393 1.1394 1.1387 1.1391 NaN
44 EURUSD 2017-07-10 12:00:00 1.1390 1.1395 1.1386 1.1392 NaN
45 EURUSD 2017-07-10 11:00:00 1.1392 1.1393 1.1384 1.1390 NaN
46 EURUSD 2017-07-10 10:00:00 1.1387 1.1395 1.1385 1.1395 NaN
47 EURUSD 2017-07-10 09:00:00 1.1397 1.1398 1.1387 1.1389 NaN
48 EURUSD 2017-07-10 08:00:00 1.1417 1.1418 1.1399 1.1403 NaN
49 EURUSD 2017-07-10 07:00:00 1.1400 1.1416 1.1400 1.1416 1.142272
50 EURUSD 2017-07-10 06:00:00 1.1410 1.1411 1.1399 1.1399 1.142154
51 EURUSD 2017-07-10 05:00:00 1.1405 1.1409 1.1404 1.1409 1.142068
52 EURUSD 2017-07-10 04:00:00 1.1406 1.1407 1.1402 1.1404 1.141952
53 EURUSD 2017-07-10 03:00:00 1.1406 1.1407 1.1403 1.1406 1.141804
我设法使用TimeStamp和OHLC中的数据绘制烛台图，但是我不确定如何使用烛台图顶部的同一轴绘制移动平均线.我尝试使用eurusd['MA50'].plot(ax = ax)，但出现错误ValueError: ordinal must be >= 1.
I managed to plot my candlestick chart using data from TimeStamp and OHLC but I am not sure how to plot my moving average using the same axis on top of my candlestick chart. I have tried using eurusd['MA50'].plot(ax = ax) but I get an error of ValueError: ordinal must be >= 1.
这是我的代码，
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import matplotlib.dates as mdates
import datetime as dt
from mpl_finance import candlestick_ohlc
eurusd = pd.read_csv('fxhistoricaldata_EURUSD_hour.csv')
eurusd['TimeStamp'] = pd.to_datetime(eurusd['TimeStamp'], format = '%d/%m/%Y %H:%M')
# Set date & time range
# start_date (Y-m-d H-M) & end_date (Y-m-d H-M)
mask = (eurusd['TimeStamp'] >= '2017-07-10 3:00') & (eurusd['TimeStamp'] <= '2017-07-12 8:00')
eurusd = eurusd.loc[mask]
# Calculate Moving Averages MA50
eurusd = eurusd.reindex(columns = np.append(eurusd.columns, ['MA50']))
eurusd['MA50'] = eurusd[['Close']].rolling(50).mean()
print(eurusd)
eurusd['TimeStamp'] = eurusd['TimeStamp'].map(lambda d: mdates.datestr2num(dt.datetime.strftime(d, '%Y-%m-%d %H:%M')))
fig, ax = plt.subplots()
ax.xaxis_date()
ax.xaxis.set_major_formatter(mdates.DateFormatter('%Y/%m/%d %H:%M'))
ax.grid(True, color = 'k', alpha = 0.5)
plt.xticks(rotation = 45)
plt.xlabel("Date")
plt.ylabel("Price")
plt.title("EUR/USD")
candlestick_ohlc(ax, eurusd[['TimeStamp','Open','High','Low','Close']].values, width = 0.01, colorup = 'g')
eurusd['MA50'].plot(ax = ax)
plt.show()
这是完整的错误日志，
ticks = self.get_major_ticks()
File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site-
packages\matplotlib\axis.py", line 1320, in get_major_ticks
numticks = len(self.get_major_locator()())
File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site-
packages\matplotlib\dates.py", line 986, in __call__
self.refresh()
File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site-
packages\matplotlib\dates.py", line 1006, in refresh
dmin, dmax = self.viewlim_to_dt()
File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site-
packages\matplotlib\dates.py", line 763, in viewlim_to_dt
return num2date(vmin, self.tz), num2date(vmax, self.tz)
File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site-
packages\matplotlib\dates.py", line 401, in num2date
return _from_ordinalf(x, tz)
File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site-
packages\matplotlib\dates.py", line 254, in _from_ordinalf
dt = datetime.datetime.fromordinal(ix).replace(tzinfo=UTC)
ValueError: ordinal must be >= 1
任何帮助将不胜感激.谢谢！
Any help is greatly appreciated. Thank you!
推荐答案
我设法使用ax.plot(eurusd['TimeStamp'], eurusd['MA50'])解决了该问题.以防万一有人遇到类似的问题.
I managed to solve the issue by using ax.plot(eurusd['TimeStamp'], eurusd['MA50']) instead. Just in case anyone is encountering similar problems.
这篇关于在烛台图上绘制移动平均线的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！
