I have produced the following surface plot in matlab:
and I need to create this in .NET instead. I’m hoping to use IronPython to do this. But first I am just trying to create the plot in Python (PyLab). This is what I have so far:
Please have a look at my code and tell me how I can get python to show the black edge lines. It appear that these disappear when I add the facecolors=UWR(heatmap) property to the surf(...). Is this a bug in mplot3d or is it by design? Either way how do I get the lines back?
Here is my code (Apologies for the huge data matrices):
from mpl_toolkits.mplot3d import Axes3D
from matplotlib import cm
from matplotlib.ticker import LinearLocator, FormatStrFormatter
import matplotlib.pyplot as plt
import matplotlib
from pylab import *
import numpy as np
fig = plt.figure()
ax = fig.gca(projection='3d')
#Sample colour data
heatmap = np.array([(0.304, 0.288, 0.284, 0.26, 0.248, 0.224, 0.204, 0.184, 0.18, 0.18, 0.156, 0.148, 0.144, 0.136, 0.136, 0.128, 0.124, 0.124, 0.128, 0.124, 0.124),
(0.356, 0.348, 0.332, 0.328, 0.308, 0.292, 0.288, 0.272, 0.252, 0.232, 0.216, 0.204, 0.16, 0.148, 0.152, 0.148, 0.132, 0.124, 0.124, 0.132, 0.144),
(0.396, 0.384, 0.372, 0.36, 0.34, 0.316, 0.312, 0.312, 0.3, 0.272, 0.244, 0.236, 0.216, 0.192, 0.176, 0.168, 0.148, 0.148, 0.156, 0.156, 0.16),
(0.452, 0.444, 0.428, 0.408, 0.388, 0.376, 0.364, 0.348, 0.336, 0.336, 0.3, 0.284, 0.264, 0.256, 0.24, 0.244, 0.212, 0.2, 0.22, 0.224, 0.224),
(0.488, 0.476, 0.464, 0.444, 0.424, 0.4, 0.4, 0.384, 0.38, 0.372, 0.356, 0.324, 0.312, 0.312, 0.312, 0.312, 0.308, 0.292, 0.304, 0.332, 0.344),
(0.492, 0.492, 0.48, 0.468, 0.452, 0.432, 0.424, 0.412, 0.404, 0.396, 0.396, 0.392, 0.376, 0.356, 0.356, 0.36, 0.368, 0.372, 0.392, 0.404, 0.42),
(0.5, 0.5, 0.5, 0.484, 0.46, 0.452, 0.444, 0.436, 0.44, 0.44, 0.44, 0.452, 0.44, 0.436, 0.424, 0.42, 0.404, 0.44, 0.452, 0.468, 0.5),
(0.484, 0.48, 0.46, 0.444, 0.44, 0.44, 0.44, 0.44, 0.444, 0.44, 0.456, 0.456, 0.46, 0.448, 0.448, 0.448, 0.436, 0.456, 0.468, 0.492, 0.492),
(0.405737704918033, 0.401639344262295, 0.409836065573771, 0.418032786885246, 0.434426229508197, 0.438524590163934, 0.438524590163934, 0.44672131147541, 0.454918032786885, 0.471311475409836, 0.467213114754098, 0.479508196721311, 0.487704918032787, 0.487704918032787, 0.479508196721311, 0.483606557377049, 0.495901639344262, 0.516393442622951, 0.520491803278689, 0.532786885245902, 0.536885245901639),
(0.320987654320988, 0.329218106995885, 0.349794238683128, 0.362139917695473, 0.374485596707819, 0.395061728395062, 0.42798353909465, 0.440329218106996, 0.465020576131687, 0.477366255144033, 0.48559670781893, 0.493827160493827, 0.506172839506173, 0.518518518518519, 0.51440329218107, 0.518518518518519, 0.547325102880658, 0.555555555555556, 0.555555555555556, 0.584362139917696, 0.580246913580247),
(0.282700421940928, 0.29535864978903, 0.30379746835443, 0.320675105485232, 0.337552742616034, 0.354430379746835, 0.383966244725738, 0.434599156118144, 0.464135021097046, 0.485232067510549, 0.493670886075949, 0.514767932489452, 0.527426160337553, 0.535864978902954, 0.544303797468354, 0.561181434599156, 0.594936708860759, 0.59915611814346, 0.590717299578059, 0.60337552742616, 0.607594936708861),
(0.230434782608696, 0.256521739130435, 0.273913043478261, 0.304347826086957, 0.334782608695652, 0.360869565217391, 0.373913043478261, 0.408695652173913, 0.469565217391304, 0.504347826086957, 0.521739130434783, 0.539130434782609, 0.552173913043478, 0.560869565217391, 0.578260869565217, 0.6, 0.617391304347826, 0.61304347826087, 0.61304347826087, 0.617391304347826, 0.643478260869565),
(0.161137440758294, 0.175355450236967, 0.218009478672986, 0.28436018957346, 0.327014218009479, 0.341232227488152, 0.388625592417062, 0.436018957345972, 0.488151658767773, 0.516587677725119, 0.549763033175356, 0.573459715639811, 0.578199052132701, 0.592417061611374, 0.611374407582938, 0.649289099526066, 0.658767772511848, 0.658767772511848, 0.677725118483412, 0.66824644549763, 0.691943127962085),
(0.224719101123596, 0.269662921348315, 0.303370786516854, 0.365168539325843, 0.382022471910112, 0.404494382022472, 0.443820224719101, 0.48876404494382, 0.5, 0.556179775280899, 0.567415730337079, 0.612359550561798, 0.612359550561798, 0.629213483146067, 0.634831460674157, 0.646067415730337, 0.662921348314607, 0.685393258426966, 0.707865168539326, 0.707865168539326, 0.724719101123596),
(0.333333333333333, 0.363636363636364, 0.401515151515152, 0.431818181818182, 0.446969696969697, 0.46969696969697, 0.515151515151515, 0.53030303030303, 0.553030303030303, 0.583333333333333, 0.613636363636364, 0.621212121212121, 0.636363636363636, 0.643939393939394, 0.651515151515152, 0.651515151515152, 0.666666666666667, 0.666666666666667, 0.674242424242424, 0.681818181818182, 0.696969696969697),
(0.373626373626374, 0.406593406593407, 0.483516483516484, 0.505494505494506, 0.527472527472528, 0.54945054945055, 0.571428571428571, 0.582417582417583, 0.593406593406593, 0.637362637362637, 0.659340659340659, 0.681318681318681, 0.692307692307692, 0.692307692307692, 0.703296703296703, 0.692307692307692, 0.703296703296703, 0.736263736263736, 0.736263736263736, 0.703296703296703, 0.67032967032967),
(0.484375, 0.5625, 0.578125, 0.578125, 0.578125, 0.625, 0.625, 0.640625, 0.65625, 0.671875, 0.703125, 0.734375, 0.75, 0.734375, 0.734375, 0.75, 0.734375, 0.640625, 0.65625, 0.625, 0.609375),
(0.617647058823529, 0.617647058823529, 0.617647058823529, 0.617647058823529, 0.617647058823529, 0.588235294117647, 0.588235294117647, 0.588235294117647, 0.617647058823529, 0.647058823529412, 0.676470588235294, 0.705882352941177, 0.676470588235294, 0.705882352941177, 0.705882352941177, 0.735294117647059, 0.705882352941177, 0.705882352941177, 0.735294117647059, 0.705882352941177, 0.647058823529412),
(0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.5, 0.5, 0.5, 0.5, 0.5, 0.4, 0.4, 0.4, 0.4, 0.3, 0.3, 0.3, 0.4, 0.4)
]);
#Sample Z data
volatility = np.array([(0.2964396, 0.28628612, 0.27630128, 0.26648508, 0.25683752, 0.2473586, 0.23804832, 0.22890668, 0.21993368, 0.21112932, 0.2024936, 0.19402652, 0.18572808, 0.17759828, 0.16963712, 0.1618446, 0.15422072, 0.14676548, 0.13947888, 0.13236092, 0.1254116),
(0.2979793, 0.287974509333333, 0.278154444, 0.268519104, 0.259068489333333, 0.2498026, 0.240721436, 0.231824997333333, 0.223113284, 0.214586296, 0.206244033333333, 0.198086496, 0.190113684, 0.182325597333333, 0.174722236, 0.1673036, 0.160069689333333, 0.153020504, 0.146156044, 0.139476309333333, 0.1329813),
(0.299519, 0.289662898666667, 0.280007608, 0.270553128, 0.261299458666667, 0.2522466, 0.243394552, 0.234743314666667, 0.226292888, 0.218043272, 0.209994466666667, 0.202146472, 0.194499288, 0.187052914666667, 0.179807352, 0.1727626, 0.165918658666667, 0.159275528, 0.152833208, 0.146591698666667, 0.140551),
(0.3010587, 0.291351288, 0.281860772, 0.272587152, 0.263530428, 0.2546906, 0.246067668, 0.237661632, 0.229472492, 0.221500248, 0.2137449, 0.206206448, 0.198884892, 0.191780232, 0.184892468, 0.1782216, 0.171767628, 0.165530552, 0.159510372, 0.153707088, 0.1481207),
(0.3025984, 0.293039677333333, 0.283713936, 0.274621176, 0.265761397333333, 0.2571346, 0.248740784, 0.240579949333333, 0.232652096, 0.224957224, 0.217495333333333, 0.210266424, 0.203270496, 0.196507549333333, 0.189977584, 0.1836806, 0.177616597333333, 0.171785576, 0.166187536, 0.160822477333333, 0.1556904),
(0.3041381, 0.294728066666667, 0.2855671, 0.2766552, 0.267992366666667, 0.2595786, 0.2514139, 0.243498266666667, 0.2358317, 0.2284142, 0.221245766666667, 0.2143264, 0.2076561, 0.201234866666667, 0.1950627, 0.1891396, 0.183465566666667, 0.1780406, 0.1728647, 0.167937866666667, 0.1632601),
(0.3056778, 0.296416456, 0.287420264, 0.278689224, 0.270223336, 0.2620226, 0.254087016, 0.246416584, 0.239011304, 0.231871176, 0.2249962, 0.218386376, 0.212041704, 0.205962184, 0.200147816, 0.1945986, 0.189314536, 0.184295624, 0.179541864, 0.175053256, 0.1708298),
(0.3008828768, 0.292424567021333, 0.284187283338667, 0.276171025752, 0.268375794261333, 0.260801588866667, 0.253448409568, 0.246316256365333, 0.239405129258667, 0.232715028248, 0.226245953333333, 0.219997904514667, 0.213970881792, 0.208164885165333, 0.202579914634667, 0.1972159702, 0.192073051861333, 0.187151159618667, 0.182450293472, 0.177970453421333, 0.173711639466667),
(0.2960879536, 0.288432678042667, 0.280954302677333, 0.273652827504, 0.266528252522667, 0.259580577733333, 0.252809803136, 0.246215928730667, 0.239798954517333, 0.233558880496, 0.227495706666667, 0.221609433029333, 0.215900059584, 0.210367586330667, 0.205012013269333, 0.1998333404, 0.194831567722667, 0.190006695237333, 0.185358722944, 0.180887650842667, 0.176593478933333),
(0.2912930304, 0.284440789064, 0.277721322016, 0.271134629256, 0.264680710784, 0.2583595666, 0.252171196704, 0.246115601096, 0.240192779776, 0.234402732744, 0.22874546, 0.223220961544, 0.217829237376, 0.212570287496, 0.207444111904, 0.2024507106, 0.197590083584, 0.192862230856, 0.188267152416, 0.183804848264, 0.1794753184),
(0.2864981072, 0.280448900085333, 0.274488341354667, 0.268616431008, 0.262833169045333, 0.257138555466667, 0.251532590272, 0.246015273461333, 0.240586605034667, 0.235246584992, 0.229995213333333, 0.224832490058667, 0.219758415168, 0.214772988661333, 0.209876210538667, 0.2050680808, 0.200348599445333, 0.195717766474667, 0.191175581888, 0.186722045685333, 0.182357157866667),
(0.281703184, 0.276457011106667, 0.271255360693333, 0.26609823276, 0.260985627306667, 0.255917544333333, 0.25089398384, 0.245914945826667, 0.240980430293333, 0.23609043724, 0.231244966666667, 0.226444018573333, 0.22168759296, 0.216975689826667, 0.212308309173333, 0.207685451, 0.203107115306667, 0.198573302093333, 0.19408401136, 0.189639243106667, 0.185238997333333),
(0.2769082608, 0.272465122128, 0.268022380032, 0.263580034512, 0.259138085568, 0.2546965332, 0.250255377408, 0.245814618192, 0.241374255552, 0.236934289488, 0.23249472, 0.228055547088, 0.223616770752, 0.219178390992, 0.214740407808, 0.2103028212, 0.205865631168, 0.201428837712, 0.196992440832, 0.192556440528, 0.1881208368),
(0.279132175333333, 0.27446485122, 0.26979833968, 0.265132640713333, 0.26046775432, 0.2558036805, 0.251140419253333, 0.24647797058, 0.24181633448, 0.237155510953333, 0.2324955, 0.22783630162, 0.223177915813333, 0.21852034258, 0.21386358192, 0.209207633833333, 0.20455249832, 0.19989817538, 0.195244665013333, 0.19059196722, 0.185940082),
(0.281356089866667, 0.276464580312, 0.271574299328, 0.266685246914667, 0.261797423072, 0.2569108278, 0.252025461098667, 0.247141322968, 0.242258413408, 0.237376732418667, 0.23249628, 0.227617056152, 0.222739060874667, 0.217862294168, 0.212986756032, 0.208112446466667, 0.203239365472, 0.198367513048, 0.193496889194667, 0.188627493912, 0.1837593272),
(0.2835800044, 0.278464309404, 0.273350258976, 0.268237853116, 0.263127091824, 0.2580179751, 0.252910502944, 0.247804675356, 0.242700492336, 0.237597953884, 0.23249706, 0.227397810684, 0.222300205936, 0.217204245756, 0.212109930144, 0.2070172591, 0.201926232624, 0.196836850716, 0.191749113376, 0.186663020604, 0.1815785724),
(0.285803918933333, 0.280464038496, 0.275126218624, 0.269790459317333, 0.264456760576, 0.2591251224, 0.253795544789333, 0.248468027744, 0.243142571264, 0.237819175349333, 0.23249784, 0.227178565216, 0.221861350997333, 0.216546197344, 0.211233104256, 0.205922071733333, 0.200613099776, 0.195306188384, 0.190001337557333, 0.184698547296, 0.1793978176),
(0.288027833466667, 0.282463767588, 0.276902178272, 0.271343065518667, 0.265786429328, 0.2602322697, 0.254680586634667, 0.249131380132, 0.243584650192, 0.238040396814667, 0.23249862, 0.226959319748, 0.221422496058667, 0.215888148932, 0.210356278368, 0.204826884366667, 0.199299966928, 0.193775526052, 0.188253561738667, 0.182734073988, 0.1772170628),
(0.290251748, 0.28446349668, 0.27867813792, 0.27289567172, 0.26711609808, 0.261339417, 0.25556562848, 0.24979473252, 0.24402672912, 0.23826161828, 0.2324994, 0.22674007428, 0.22098364112, 0.21523010052, 0.20947945248, 0.203731697, 0.19798683408, 0.19224486372, 0.18650578592, 0.18076960068, 0.175036308)
]);
#Create X and Y data
x = np.arange(80, 121, 2)
y = np.arange(3, 12.01, 0.5)
X, Y = np.meshgrid(x, y)
#Create a color map that goes from blue to white to red
cdict = {'red': ((0, 0, 0), #i.e. at value 0, red component is 0. First parameter is the value, second is the color component. Ignore the third parameter, it is for discontinuities.
(0.5, 1, 1), # at value 0.5, red component is 1.
(1, 1, 1)), # at value 1, red component is 1
'green': ((0, 0, 0),
(0.5, 1, 1),
(1, 0, 0)),
'blue': ((0, 1, 1),
(0.5, 1, 1),
(1, 0, 0))}
#Make the color map and register it
cmap1 = matplotlib.colors.LinearSegmentedColormap('UWR',cdict,256)
cm.register_cmap(name='UWR', cmap=cmap1)
UWR = cm.get_cmap('UWR')
#Create a variable for the colorbar
m = cm.ScalarMappable(cmap=UWR)
m.set_array(heatmap)
#Create the surface, multiply vol by 100 so axis label can be in units of %.
surf = ax.plot_surface(X, Y, volatility*100, rstride=1, cstride=1, facecolors=UWR(heatmap), linewidth=1, shade=False, edgecolors='#000000', antialiased=True)
#Axis limits
ax.set_xlim3d(80, 120)
ax.set_ylim3d(0, 12)
#Tick locations. 7 ticks for Y axis, 5 ticks for X. For Z axis maximum 6 ticks, only allow integers and only in steps of either 2, 5 or 10.
ax.yaxis.set_major_locator(LinearLocator(7))
ax.xaxis.set_major_locator(LinearLocator(5))
ax.zaxis.set_major_locator(MaxNLocator(6, interger = True, steps=[2, 5, 10]))
#Format X and Z axis tick labels as percentages and as integers
ax.xaxis.set_major_formatter(FormatStrFormatter('%d%%'))
ax.zaxis.set_major_formatter(FormatStrFormatter('%d%%'))
#Create a color bar with 11 ticks
cbar = plt.colorbar(m, ticks=LinearLocator(11), shrink=0.85)
#Make the tick label go from 0 to 1 in steps of 0.1
cbar.ax.set_yticklabels(arange(0,1.01,0.1))
ax.xaxis.set_label_text("Moneyness (Strike / Future)")
ax.yaxis.set_label_text("Term (Months)")
ax.zaxis.set_label_text("Implied Volatility")
cbar.ax.yaxis.set_label_text("Percentile of current volatility compared with historical levels")
#Set view angle
ax.view_init(20, -40)
#Show the plot
plt.show()
You can put the lines in the surface plot adding the keyword argument
edgecolorsDirections over how to format the axis tick labels and locations here: http://matplotlib.sourceforge.net/api/ticker_api.html#matplotlib.ticker.FormatStrFormatter
Solved – Moved up from comments:
Adding
surf.set_edgecolor('k')after plot_surface overrides the edge color. I think that may be related to the fact that facecolors is an option of plot_surface, but the edgecolors is an option of Poly3DCollection. More details here.