Revision: 6989
http://matplotlib.svn.sourceforge.net/matplotlib/?rev=6989&view=rev
Author: jdh2358
Date: 2009-03-18 15:45:07 +0000 (Wed, 18 Mar 2009)
Log Message:
-----------
fixed high/low for adjustment factor
Modified Paths:
--------------
trunk/matplotlib/examples/pylab_examples/finance_work2.py
Modified: trunk/matplotlib/examples/pylab_examples/finance_work2.py
===================================================================
--- trunk/matplotlib/examples/pylab_examples/finance_work2.py 2009-03-18
15:22:41 UTC (rev 6988)
+++ trunk/matplotlib/examples/pylab_examples/finance_work2.py 2009-03-18
15:45:07 UTC (rev 6989)
@@ -63,6 +63,7 @@
weights /= weights.sum()
+
a = np.convolve(x, weights, mode='full')[:len(x)]
a[:n] = a[n]
return a
@@ -146,11 +147,15 @@
ax1.set_title('%s daily'%ticker)
### plot the price and volume data
+dx = r.adj_close - r.close
+low = r.low + dx
+high = r.high + dx
+
deltas = np.zeros_like(prices)
deltas[1:] = np.diff(prices)
up = deltas>0
-ax2.vlines(r.date[up], r.low[up], r.high[up], color='black',
label='_nolegend_')
-ax2.vlines(r.date[~up], r.low[~up], r.high[~up], color='black',
label='_nolegend_')
+ax2.vlines(r.date[up], low[up], high[up], color='black', label='_nolegend_')
+ax2.vlines(r.date[~up], low[~up], high[~up], color='black', label='_nolegend_')
ma20 = moving_average(prices, 20, type='simple')
ma200 = moving_average(prices, 200, type='simple')
@@ -207,6 +212,7 @@
ax.fmt_xdata = mdates.DateFormatter('%Y-%m-%d')
+
class PriceFormatter(mticker.FormatStrFormatter):
'suppress the lowest tick label to prevent overlap'
def __call__(self, x, pos=None):
@@ -216,6 +222,7 @@
return mticker.FormatStrFormatter.__call__(self, x, pos=None)
ax2.yaxis.set_major_formatter(PriceFormatter('%d'))
+
plt.show()
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