OHLC chart with XlsxWriter.

ohlc.py

# extended from http://xlsxwriter.readthedocs.io/example_chart_stock.html
from datetime import datetime
import xlsxwriter

workbook = xlsxwriter.Workbook('chart_ohlc_stock.xlsx')
worksheet = workbook.add_worksheet()

bold = workbook.add_format({'bold': 1})
date_format = workbook.add_format({'num_format': 'dd/mm/yyyy'})

chart = workbook.add_chart({'type': 'stock'})

# Add the worksheet data that the charts will refer to.
headings = ['Date', 'Open', 'High', 'Low', 'Close']
data = [
    ['2007-01-01', '2007-01-02', '2007-01-03', '2007-01-04', '2007-01-05'],
    [24, 22, 18, 18.5, 17],
    [27.2, 25.03, 19.05, 20.34, 18.5],
    [23.49, 19.55, 15.12, 17.84, 16.34],
    [25.45, 23.05, 17.32, 20.45, 17.34],
]

worksheet.write_row('A1', headings, bold)

for row in range(len(headings)):
    date = datetime.strptime(data[0][row], "%Y-%m-%d")

    worksheet.write(row + 1, 0, date, date_format)
    worksheet.write(row + 1, 1, data[1][row])
    worksheet.write(row + 1, 2, data[2][row])
    worksheet.write(row + 1, 3, data[3][row])
    worksheet.write(row + 1, 4, data[4][row])

worksheet.set_column('A:E', 11)

# Add a series for each of the High-Low-Close columns.
chart.add_series({
    'categories': '=Sheet1!$A$2:$A$6',
    'values': '=Sheet1!$B$2:$B$6',
    'marker': {'type': 'none'}
})

chart.add_series({
    'categories': '=Sheet1!$A$2:$A$6',
    'values':     '=Sheet1!$C$2:$C$6',
})

chart.add_series({
    'categories': '=Sheet1!$A$2:$A$6',
    'values': '=Sheet1!$D$2:$D$6',
})

chart.add_series({
    'categories': '=Sheet1!$A$2:$A$6',
    'values': '=Sheet1!$E$2:$E$6',
    'line': {'none': True},
    'marker': {'type': 'none'}
})

# Add a chart title and some axis labels.
chart.set_title({'name': 'Open-High-Low-Close'})
chart.set_x_axis({'name': 'Date'})
chart.set_y_axis({'name': 'Share price'})
chart.set_up_down_bars()

worksheet.insert_chart('E9', chart)

workbook.close()