Created
May 19, 2011 17:00
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Plot prices with time in the x axis
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from numpy import * | |
from matplotlib.pylab import * | |
import matplotlib.dates as mdates | |
data = loadtxt('quotes.csv', delimiter=',') | |
# Epoch time to number (matlab and matplotlib format) | |
TIMEZONE_CORRECTION = 60.0 * 60 * 5 | |
time = mdates.epoch2num(data[:, 0] / 1000.0 - TIMEZONE_CORRECTION) | |
bid = data[:, 1] | |
ask = data[:, 2] | |
hours = mdates.HourLocator() | |
hours_fmt = mdates.DateFormatter("%H:%M") | |
fig = figure(figsize=(12, 8)) | |
ax = fig.add_subplot(1, 1, 1) | |
ax.plot(time, bid, 'b', time, ask, 'r') | |
ax.xaxis.set_major_locator(hours) | |
ax.xaxis.set_major_formatter(hours_fmt) | |
xlim([min(time), max(time)]) | |
grid(True, color='#babdb6', linestyle='-') | |
xlabel('time') | |
ylabel('price') | |
title('AAPL Quotes 2010-05-21') |
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