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finance_demo.py

#!/usr/bin/env python
from pylab import *
from matplotlib.dates import  DateFormatter, WeekdayLocator, HourLocator, \
     DayLocator, MONDAY, timezone
from matplotlib.finance import quotes_historical_yahoo, candlestick,\
     plot_day_summary, candlestick2

import datetime

date1 = datetime.date( 2004, 2, 1)
date2 = datetime.date( 2004, 4, 12 )


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 = quotes_historical_yahoo(
    'INTC', date1, date2)
if not quotes:
    raise SystemExit

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)

#plot_day_summary(ax, quotes, ticksize=3)
candlestick(ax, quotes, width=0.6)

ax.xaxis_date()
ax.autoscale_view()
setp( gca().get_xticklabels(), rotation=45, horizontalalignment='right')

show()


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