Hello all,
I've been trying to use the volume_overlay functions from matplotlib.finance
without luck.
Is anyone using it?
Below is a simple test program. When I run it, all the volume bars have the
same height.
Thanks,
Christophe
#!/usr/bin/env python
from pylab import *
from matplotlib.dates import DateFormatter, WeekdayLocator, HourLocator, \
DayLocator, MONDAY, timezone
from matplotlib.finance import volume_overlay3
mondays = WeekdayLocator(MONDAY) # major ticks on the mondays
alldays = DayLocator() # minor ticks on the days
weekFormatter = DateFormatter('%b %d') # Eg, Jan 12
dayFormatter = DateFormatter('%d') # Eg, 12
quotes = [(733456.33402777778, 129.5994, 130.0, 130.55000000000001, 129.5,
6178), (733456.33472222218, 129.75, 129.30000000000001, 129.75,
129.30000000000001, 9109), (733456.3354166667, 129.5, 130.0, 130.0, 129.5,
7548), (733456.3361111111, 130.0, 130.0, 130.0, 130.0, 8039),
(733456.3368055555, 130.05000000000001, 130.15000000000001, 130.30000000000001,
130.05000000000001, 9633), (733456.33750000002, 130.40000000000001,
130.15000000000001, 130.59999999999999, 130.15000000000001, 2103),
(733456.33819444443, 130.15000000000001, 130.44999999999999,
130.44999999999999, 130.15000000000001, 5428), (733456.33888888895,
130.44999999999999, 130.30000000000001, 130.44999999999999, 130.30000000000001,
2025), (733456.33958333335, 130.30000000000001, 130.15000000000001,
130.55000000000001, 130.15000000000001, 3429), (733456.34027777775,
128.90000000000001, 130.05000000000001, 130.09999999999999, 128.90000000000001,
1268), (733456.34097222227, 130.09999999999999, 130.19800000000001,
130.19800000000001, 130.05000000000001, 2891), (733456.34166666667,
130.19999999999999, 130.34999999999999, 130.34999999999999, 130.19999999999999,
1093), (733456.34236111108, 130.40000000000001, 130.44999999999999, 130.5,
130.40000000000001, 1102)]
fig = figure()
fig.subplots_adjust(bottom=0.2)
ax = fig.add_subplot(111)
ax.xaxis.set_major_locator(mondays)
ax.xaxis.set_minor_locator(alldays)
ax.xaxis.set_major_formatter(weekFormatter)
ax.xaxis.set_minor_formatter(dayFormatter)
volume_overlay3(ax, quotes)
ax.xaxis_date()
ax.autoscale_view()
setp( gca().get_xticklabels(), rotation=45, horizontalalignment='right')
show()
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