Ruby 或 Python 中的财务图表/图形 [英] Financial Charts / Graphs in Ruby or Python

问题描述

使用 Ruby 或 Python 等高级语言创建金融开盘-高-低-收盘 (OHLC) 图表的最佳选择是什么?虽然似乎有很多绘图选项，但我没有看到任何带有这种图表的宝石或鸡蛋.

What are my best options for creating a financial open-high-low-close (OHLC) chart in a high level language like Ruby or Python? While there seem to be a lot of options for graphing, I haven't seen any gems or eggs with this kind of chart.

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

http://en.wikipedia.org/wiki/Open-high-low-close_chart (but I don't need the moving average or Bollinger bands)

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

JFreeChart can do this in Java, but I'd like to make my codebase as small and simple as possible.

谢谢！

推荐答案

您可以使用 matplotlib 和matplotlib.pyplot.bar<的可选 bottom 参数/a>.然后您可以使用线 plot 来指示开盘价和收盘价:

You can use matplotlib and the the optional bottom parameter of matplotlib.pyplot.bar. You can then use line plot to indicate the opening and closing prices:

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，您希望将其打包到一个使用 (open, close, min, max) 元组绘制绘图的函数中(并且您可能不想随机分配您的开盘价和收盘价).

Obviously, you'd want to package this up in a function that drew the plot using (open, close, min, max) tuples (and you probably wouldn't want to randomly assign your opening and closing prices).

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