Question

I’m using the matplotlib candlestick module which requires the time to be passed as a float day format . I`m using date2num to convert it, before :

This is my code :

import csv
import sys
import math
import numpy as np
import datetime
from optparse import OptionParser
import matplotlib.pyplot as plt
import matplotlib.cbook as cbook
import matplotlib.mlab as mlab
import matplotlib.dates as mdates
from matplotlib.finance import candlestick
from matplotlib.dates import date2num

datafile = 'historical_data/AUD_Q10_1D_500.csv'
print 'loading', datafile
r = mlab.csv2rec(datafile, delimiter=';')
quotes = [date2num(r['date']),r['open'],r['close'],r['max'],r['min']]


candlestick(ax, quotes, width=0.6)

plt.show()

( here is the csv file : http://db.tt/MIOqFA0 )

This is what the doc says :

candlestick(ax, quotes,
width=0.20000000000000001,
colorup=’k’, colordown=’r’, alpha=1.0)
quotes is a list of (time, open,
close, high, low, …) tuples. As
long as the first 5 elements of the
tuples are these values, the tuple
can be as long as you want (eg it may
store volume).
time must be in float days format – see date2num

Here is the full error log :

Traceback (most recent call last):
File
"/usr/lib/python2.6/site-packages/matplotlib/backends/backend_qt4agg.py",
line 83, in paintEvent
FigureCanvasAgg.draw(self) File
"/usr/lib/python2.6/site-packages/matplotlib/backends/backend_agg.py",
line 394, in draw
self.figure.draw(self.renderer) File
"/usr/lib/python2.6/site-packages/matplotlib/artist.py",
line 55, in draw_wrapper draw(artist,
renderer, *args, **kwargs) File
"/usr/lib/python2.6/site-packages/matplotlib/figure.py",
line 798, in draw func(*args) File
"/usr/lib/python2.6/site-packages/matplotlib/artist.py",
line 55, in draw_wrapper draw(artist,
renderer, *args, **kwargs) File
"/usr/lib/python2.6/site-packages/matplotlib/axes.py", line 1946, in draw a.draw(renderer)
File
"/usr/lib/python2.6/site-packages/matplotlib/artist.py",
line 55, in draw_wrapper draw(artist,
renderer, *args, **kwargs) File
"/usr/lib/python2.6/site-packages/matplotlib/axis.py", line 971, in draw tick_tups = [ t for
t in self.iter_ticks()] File
"/usr/lib/python2.6/site-packages/matplotlib/axis.py", line 904, in iter_ticks majorLocs =
self.major.locator() File
"/usr/lib/python2.6/site-packages/matplotlib/dates.py",
line 743, in __call__ self.refresh()
File
"/usr/lib/python2.6/site-packages/matplotlib/dates.py",
line 752, in refresh dmin, dmax =
self.viewlim_to_dt() File
"/usr/lib/python2.6/site-packages/matplotlib/dates.py",
line 524, in viewlim_to_dt return
num2date(vmin, self.tz),
num2date(vmax, self.tz) File
"/usr/lib/python2.6/site-packages/matplotlib/dates.py",
line 289, in num2date if not
cbook.iterable(x): return
_from_ordinalf(x, tz) File "/usr/lib/python2.6/site-packages/matplotlib/dates.py",
line 203, in _from_ordinalf dt =
datetime.datetime.fromordinal(ix)
ValueError: ordinal must be >= 1

If I run a quick :

for x in r['date']:
    print str(x) + "is :" + str(date2num(x))

it outputs something like :

2010-06-12is :733935.0
2010-07-12is :733965.0
2010-08-12is :733996.0

which sound ok to me 🙂

Answer 1

Read the docstring a bit more carefully 🙂

quotes is a list of (time, open, close, high, low, …) tuples.

What’s happening is that it expects each item of quotes to be a sequence of (time, open, close, high, low).

You’re passing in 5 long arrays, it expects a long sequence of 5 items.

You just need to zip your input.

import matplotlib.pyplot as plt
import matplotlib.mlab as mlab
from matplotlib.finance import candlestick
from matplotlib.dates import date2num

datafile = 'Downloads/AUD_Q10_1D_500.csv'
r = mlab.csv2rec(datafile, delimiter=';')

quotes = zip(date2num(r['date']),r['open'],r['close'],r['max'],r['min'])

fig, ax = plt.subplots()
candlestick(ax, quotes, width=0.6)

plt.show()