Re: [Matplotlib-users] Candlestick Issues

[Daisy F. <eli...@ya...>]

John,

Thank you for clarifying things for me!  As far as the
replacement function goes, well -- yours is right on
the money.  It's a simple moving average calculation
and it gets the job done.  I just kept getting a
different result when comparing to an actual financial
chart since the calculation was based on open prices. 
I just added a calculation for the Exponential Moving
Average (based on
http://www.stockcharts.com/education/IndicatorAnalysis/indic_movingAvg.html):

def ema(s, n):
    """
    returns an n period exponential moving average for
the time series s

    s is a list ordered from oldest (index 0) to most
recent (index -1)
    n is an integer

        returns a numeric array of the exponential
moving average
    """
    s = array(s)
    ema = []
    j = 1
    #get n sma first and calculate the next n period
ema
    sma = sum(s[:n]) / n
    multiplier = 2 / float(1 + n)
    ema.append(sma)
    #EMA(current) = ( (Price(current) - EMA(prev) ) x
Multiplier) + EMA(prev)
    ema.append(( (s[n] - sma) * multiplier) + sma)
    #now calculate the rest of the values
    for i in s[n+1:]:
        tmp = ( (i - ema[j]) * multiplier) + ema[j]
        j = j + 1
        ema.append(tmp)
    return ema

I hope you can find it useful in your examples.

--- John Hunter <jdh...@ac...> wrote:

> OK, I see what is going on.  The lines are being
> plotted over the
> rectangles, so even if the rectangles are
> transparent, you still see
> the lines.  There are two candlestick functions in
> matplotlib
> candlestick and candlestick2.  They have slightly
> different call
> signatures and a different implementation under the
> hood.  candlestick
> creates a bunch of separate lines and rectangles,
> candlestick2 uses
> collections (see the help for the
> matplotlib.collections module).
> 
> You can control the z-ordering on the plot by
> setting the zorder
> property (see examples/zorder_demo.py).  For
> candlestick (see
> examples/candlestick_demo.py) you would do
> 
>   lines, patches = candlestick(ax, quotes,
> width=0.6)
>   set(lines, zorder=0.9*patches[0].zorder)
> 
> for candlestick2 you would do (untested)
>   
>  linecol, rectcol = candlestick2(blah) 
>  z = rectcol.get_zorder()
>  linecol.set_zorder(0.9*z)
> 


> Argg, that's embarrassing.  Good thing mpl is
> distributed with no
> warranties....  No telling how many billions this
> bug has cost the
> wall street barons already!
> 
> In matplotlib/finance.py in the candlestick2
> function, find this code
> 
>     colord = { True : colorup,
>                False : colordown,
>                }
>     colors = [colord[open>=close] for open, close in
> zip(opens, closes) if open!=-1 and close !=-1]
> 
> 
> That should read
> 
>     colors = [colord[close>=open] for open, close in
> zip(opens, closes) if open!=-1 and close !=-1]
> 
> 
> right?  I believe this is already correct in
> candlestick, so this is a
> candlestick2 specific bug.
> 
> 
 
> OK, if you submit a replacement function that better
> matches actual
> plots, I will be happy to include it.
> 
> Thanks for the report!
> JDH
> 
> 
>
-------------------------------------------------------
> SF email is sponsored by - The IT Product Guide
> Read honest & candid reviews on hundreds of IT
> Products from real users.
> Discover which products truly live up to the hype.
> Start reading now.
>
http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click
> _______________________________________________
> Matplotlib-users mailing list
> Mat...@li...
>
https://lists.sourceforge.net/lists/listinfo/matplotlib-users
> 


		
__________________________________ 
Do you Yahoo!? 
Take Yahoo! Mail with you! Get it on your mobile phone. 
http://mobile.yahoo.com/maildemo