Plot Candle OHLC Data

_args_validators.py

def _check_and_prepare_data(data):
    '''
    Check and Prepare the data input:
    For now, data must be a Pandas DataFrame with a DatetimeIndex
    and columns named 'Open', 'High', 'Low', 'Close', and optionally 'Volume'

    Later (if there is demand for it) we may accept all of the following data formats:
      1. Pandas DataFrame with DatetimeIndex (as described above)
      2. Pandas Series with DatetimeIndex:
             Values are close prices, and Series generates a line plot
      3. Tuple of Lists, or List of Lists:
             The inner Lists are each columns, in the order: DateTime, Open, High, Low, Close, Volume
      4. Tuple of Tuples or List of Tuples:
             The inner tuples are each row, containing values in the order: DateTime, Open, High, Low, Close, Volume

    Return a Tuple of Lists: datetimes, opens, highs, lows, closes, volumes
    '''
    if not isinstance(data, pd.core.frame.DataFrame):
        raise TypeError('Expect data as DataFrame')

    if not isinstance(data.index,pd.core.indexes.datetimes.DatetimeIndex):
        raise TypeError('Expect data.index as DatetimeIndex')

    dates   = mdates.date2num(data.index.to_pydatetime())
    opens   = data['Open'].values
    highs   = data['High'].values
    lows    = data['Low'].values
    closes  = data['Close'].values
    if 'Volume' in data.columns:
        volumes = data['Volume'].values
    else:
        volumes = None

    return dates, opens, highs, lows, closes, volumes

Error1

Traceback (most recent call last):
  File "/usr/local/lib/python3.7/site-packages/pandas/core/indexes/base.py", line 3078, in get_loc
    return self._engine.get_loc(key)
  File "pandas/_libs/index.pyx", line 140, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/index.pyx", line 162, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/hashtable_class_helper.pxi", line 1492, in pandas._libs.hashtable.PyObjectHashTable.get_item
  File "pandas/_libs/hashtable_class_helper.pxi", line 1500, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: 'Open'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "vizualize.py", line 56, in <module>
    mpf.plot(df, type='candle')
  File "/usr/local/lib/python3.7/site-packages/mplfinance/plotting.py", line 35, in decorator
    return func(*args, **kwargs)
  File "/usr/local/lib/python3.7/site-packages/mplfinance/plotting.py", line 154, in plot
    dates,opens,highs,lows,closes,volumes = _check_and_prepare_data(data)
  File "/usr/local/lib/python3.7/site-packages/mplfinance/_arg_validators.py", line 29, in _check_and_prepare_data
    opens   = data['Open'].values
  File "/usr/local/lib/python3.7/site-packages/pandas/core/frame.py", line 2688, in __getitem__
    return self._getitem_column(key)
  File "/usr/local/lib/python3.7/site-packages/pandas/core/frame.py", line 2695, in _getitem_column
    return self._get_item_cache(key)
  File "/usr/local/lib/python3.7/site-packages/pandas/core/generic.py", line 2489, in _get_item_cache
    values = self._data.get(item)
  File "/usr/local/lib/python3.7/site-packages/pandas/core/internals.py", line 4115, in get
    loc = self.items.get_loc(item)
  File "/usr/local/lib/python3.7/site-packages/pandas/core/indexes/base.py", line 3080, in get_loc
    return self._engine.get_loc(self._maybe_cast_indexer(key))
  File "pandas/_libs/index.pyx", line 140, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/index.pyx", line 162, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/hashtable_class_helper.pxi", line 1492, in pandas._libs.hashtable.PyObjectHashTable.get_item
  File "pandas/_libs/hashtable_class_helper.pxi", line 1500, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: 'Open'

Error2

Traceback (most recent call last):
  File "vizualize.py", line 53, in <module>
    df = structureData(data)
  File "vizualize.py", line 38, in structureData
    df = df[['date', 'open', 'high', 'low', 'close']]
  File "/usr/local/lib/python3.7/site-packages/pandas/core/frame.py", line 2682, in __getitem__
    return self._getitem_array(key)
  File "/usr/local/lib/python3.7/site-packages/pandas/core/frame.py", line 2726, in _getitem_array
    indexer = self.loc._convert_to_indexer(key, axis=1)
  File "/usr/local/lib/python3.7/site-packages/pandas/core/indexing.py", line 1327, in _convert_to_indexer
    .format(mask=objarr[mask]))
KeyError: "['date' 'open' 'high' 'low' 'close'] not in index"

fixture.json

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visualize.py

import datetime as dt
import json
import os

import mplfinance as mpf
import pandas as pd


def read_json_file(file_name):
    file_path = os.path.join(os.path.dirname(os.path.abspath(__file__)), file_name)
    with open(file_path) as json_file:
        data = json.load(json_file)
        json_file.close()
    return data


def structure_data(data, columns):
    # convert array of objects to dataframe
    df = pd.DataFrame(data) 

    #rename columns
    df = df.rename(index=str, columns=columns)

    #replace NaN with 0
    df.fillna(0, inplace = True)

    # drop extra columns
    df = df.drop(columns=['pair', 'exchange'])

    #reorder columns
    df = df[['date', 'open', 'high', 'low', 'close']]

    #convert date column from unix seconds to datetime object
    df['date'] =  pd.to_datetime(df['date'],unit='s')

    #set date column as index
    df = df.set_index('date')
    
    return df

error1 = True

if error1:
    columns = {
        't': 'date', 
        'c' : 'close', 
        'o' : 'open', 
        'h' : 'high', 
        'l': 'low', 
        'v' : 'volume'
    }
else:
    columns = {
        't': 'Date', 
        'c' : 'Close', 
        'o' : 'Open', 
        'h' : 'High', 
        'l': 'Low', 
        'v' : 'Volume'
    }


#read data
file_name = 'fixture.json'
data = read_json_file(file_name)


df = structure_data(data, columns)
print(df.iloc[0:10])

mpf.plot(df, type='candle')