File: //opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyo
�
�)�Uc
@ s� d Z d d l Z d d l Z d d l m Z y d d l m Z Wn! e k
re d d l m Z n Xd d l Z d d l Z
d d l m Z m
Z
d d l m Z d d l m Z d d l m Z m Z d d l m Z d d
l m Z m Z m Z d d l m Z d d l m Z e
� Z e j j! e d
� Z" e
j# d e$ f d e
j% f d e
j& f d e
j& f d e
j' f d e
j' f d e
j' f d e
j' f d e
j' f d e
j' f d e
j' f g � Z( e) e* d � Z+ d d � Z- e* e) d d � Z. d d d d � Z/ d d d d! d" � Z0 d# d d d$ � Z1 d# d d d% d& � Z2 d d d# d! d' � Z3 d d d# d! d( � Z4 d d d# d! d) � Z5 d* d+ d# d! d, � Z6 d S(- so
A collection of modules for collecting, analyzing and plotting
financial data. User contributions welcome!
i����N( t urlopen( t md5( t verboset
get_configdir( t date2num( t iterable( t LineCollectiont PolyCollection( t colorConverter( t Line2Dt TICKLEFTt TICKRIGHT( t Rectangle( t Affine2Ds
finance.cachet datet yeart montht dayt dt opent closet hight lowt volumet aclosec
C s� | j � } g } d } x | d D]� } | j d � } t | � d k rP q# n | d } t j g | j d � D] } t | � ^ qp � }
t |
� } g | d d !D] } t | � ^ q� \ } }
} } t | d � } t | d � } | j |
|
j |
j
|
j | | | |
| | | f � q# W| j � t
j | d t �} | r�| d
| d } t
j | t
j | � <| d c | 9<| d c | 9<| d
c | 9<| d c | 9<n | s�t
j t | � d f d t
j �} | d | d d � d f <| d | d d � d f <| d | d d � d f <| d
| d d � d f <| d | d d � d f <| d | d d � d f <| d k r�| Sg | D] } t | � ^ q�S| j t
j � S( s*
Parse the historical data in file handle fh from yahoo finance.
*adjusted*
If True (default) replace open, close, high, and low prices with
their adjusted values. The adjustment is by a scale factor, S =
adjusted_close/close. Adjusted prices are actual prices
multiplied by S.
Volume is not adjusted as it is already backward split adjusted
by Yahoo. If you want to compute dollars traded, multiply volume
by the adjusted close, regardless of whether you choose adjusted
= True|False.
*asobject*
If False (default for compatibility with earlier versions)
return a list of tuples containing
d, open, close, high, low, volume
If None (preferred alternative to False), return
a 2-D ndarray corresponding to the list of tuples.
Otherwise return a numpy recarray with
date, year, month, day, d, open, close, high, low,
volume, adjusted_close
where d is a floating poing representation of date,
as returned by date2num, and date is a python standard
library datetime.date instance.
The name of this kwarg is a historical artifact. Formerly,
True returned a cbook Bunch
holding 1-D ndarrays. The behavior of a numpy recarray is
very similar to the Bunch.
s %Y-%m-%di t ,i i t -i i t dtypeR R R R R R Ni i i R ( t readlinest splitt lent datetimeR t intR t floatt appendR R R t reverset npt arrayt stock_dtt nant isinft zerost Nonet tuplet viewt recarray( t fht adjustedt asobjectt linest resultst datefmtt linet valst datestrt valt dtt dnumR R R R R R R t scalet rett row( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt parse_yahoo_historical- sH )
1 2
$ c
C s� | j � } t | � r: | d d | d | d f } n | j d | j | j f } t | � r� | d d | d | d f } n | j d | j | j f } d } | | d | d | d | d | d | d | f } | d k r
t j j t t
| � j � � } n t j j | � rEt
| � } t j d | | f � n� t j j t � sgt j t � n t | � } t
| d � } | j | j � � | j � t j d | | f � t
| d � } | S(
s�
Fetch historical data for ticker between date1 and date2. date1 and
date2 are date or datetime instances, or (year, month, day) sequences.
Ex:
fh = fetch_historical_yahoo('^GSPC', (2000, 1, 1), (2001, 12, 31))
cachename is the name of the local file cache. If None, will
default to the md5 hash or the url (which incorporates the ticker
and date range)
a file handle is returned
i i i s_ http://table.finance.yahoo.com/table.csv?a=%d&b=%d&c=%d&d=%d&e=%d&f=%d&s=%s&y=0&g=d&ignore=.csvs Using cachefile %s for %st ws Saved %s data to cache file %st rN( t upperR R R R R* t ost patht joint cachedirR t hexdigestt existst fileR t reportt isdirt mkdirR t writet readR (
t tickert date1t date2t cachenamet d1t d2t urlFmtt urlR. t urlfh( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt fetch_historical_yahoo� s0 " " $
c C sz t | | | | � } y2 t | d | d | �} t | � d k rF d SWn, t k
ru } t j d | j d � d SX| S( s�
Get historical data for ticker between date1 and date2. date1 and
date2 are datetime instances or (year, month, day) sequences.
See :func:`parse_yahoo_historical` for explanation of output formats
and the *asobject* and *adjusted* kwargs.
Ex:
sp = f.quotes_historical_yahoo('^GSPC', d1, d2,
asobject=True, adjusted=True)
returns = (sp.open[1:] - sp.open[:-1])/sp.open[1:]
[n,bins,patches] = hist(returns, 100)
mu = mean(returns)
sigma = std(returns)
x = normpdf(bins, mu, sigma)
plot(bins, x, color='red', lw=2)
cachename is the name of the local file cache. If None, will
default to the md5 hash or the url (which incorporates the ticker
and date range)
R0 R/ i s
fh failure
%si N( RV R= R R* t IOErrort warningst warnt strerror( RM RN RO R0 R/ RP R. R; t exc( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt quotes_historical_yahoo� s i t kR? c C s5 g } x | D]} | d \ } } } }
} | | k rA | } n | } t d | | f d | |
f d | d t � }
t d | | f d | | f d | d t d t d | � } t d | | f d | | f d | d t d | d t � } | j |
| | f � | j |
� | j | � | j | � q
W| j � | S( s,
quotes is a sequence of (time, open, close, high, low, ...) sequences
Represent the time, open, close, high, low as a vertical line
ranging from low to high. The left tick is the open and the right
tick is the close.
time must be in float date format - see date2num
ax : an Axes instance to plot to
ticksize : open/close tick marker in points
colorup : the color of the lines where close >= open
colordown : the color of the lines where close < open
return value is a list of lines added
i t xdatat ydatat colort antialiasedt markert
markersize( R t FalseR
R t extendt add_linet autoscale_view( t axt quotest ticksizet colorupt colordownR1 t qt tR R R R R` t vlinet olinet cline( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt plot_day_summary� s8
g�������?g �?c C s4 | d } g } g } x| D]� } | d \ }
} } }
} | | k ra | } | } | | } n | } | } | | } t d |
|
f d | |
f d d d d d t � } t d
|
| | f d | d | d
| d | � } | j | � | j | � | j | � | j | � | j | � q W| j � | | f S( s�
quotes is a sequence of (time, open, close, high, low, ...) sequences.
As long as the first 5 elements are these values,
the record can be as long as you want (eg it may store volume).
time must be in float days format - see date2num
Plot the time, open, close, high, low as a vertical line ranging
from low to high. Use a rectangular bar to represent the
open-close span. If close >= open, use colorup to color the bar,
otherwise use colordown
ax : an Axes instance to plot to
width : fraction of a day for the rectangle width
colorup : the color of the rectangle where close >= open
colordown : the color of the rectangle where close < open
alpha : the rectangle alpha level
return value is lines, patches where lines is a list of lines
added and patches is a list of the rectangle patches added
g @i R^ R_ R` R] t linewidthg �?Ra t xyt widtht heightt facecolort edgecolor( R t TrueR t set_alphaR" Rf t add_patchRg ( Rh Ri Ru Rk Rl t alphat OFFSETR1 t patchesRm Rn R R R R R` t lowerRv Ro t rect( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt candlestick! s<
i c # C sT g t t t | � � | | � D]3 \ } } }
| d k r | | f | |
f f ^ q } | d f d f g } d
| d f f g }
g t t t | � � | � D]$ \ } } | d k r� | | f ^ q� } g t t t | � � | � D]$ \ } } | d k r� | | f ^ q� } | j j d d } t � j | d � } t j | � \ } } } | | | d f } t j | � \ } } } | | | d f } i | t 6| t
6} g t | | � D]4 \ } } | d k r�| d k r�| | | k ^ q�} d } d } t | d | d | d | �} t | d | d | d | d
| d | j �} | j
| � t |
d | d | d | d
| d | j �} | j
| � d t | � } } t g | D] } | d k r�| ^ q�� } t g | D] }
|
d k r�|
^ q�� }! | | f | |! f f }" | j |" � | j � | j | � | j | � | j | � | | | f S( s�
Represent the time, open, close, high, low as a vertical line
ranging from low to high. The left tick is the open and the right
tick is the close.
ax : an Axes instance to plot to
ticksize : size of open and close ticks in points
colorup : the color of the lines where close >= open
colordown : the color of the lines where close < open
return value is a list of lines added
i����i g �?g R@g i t colorst
linewidthst antialiasedst offsetst transOffset( i i ( i i ( i ( i ( t zipt xrangeR t figuret dpiR
R: R t to_rgbRy Rd R t transDatat
set_transformt mint maxt update_datalimRg t add_collection(# Rh t openst closest highst lowsRj Rk Rl t iR R t
rangeSegmentst openSegmentst
closeSegmentsR t offsetsOpenR t offsetsCloseR: t
tickTransformR? t gt bt colordR� t useAAt lwt rangeCollectiont openCollectiont closeCollectiont minpyt maxxt minyt maxyt corners( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt plot_day_summary2f sX XFF
J
++
g �?c
C s� | d } g t t t | � � | | � D]a \ }
} } | d k r) | d k r) |
| | f |
| | f |
| | f |
| | f f ^ q) }
g t t t | � � | | � D]3 \ }
} } | d k r� |
| f |
| f f ^ q� } t j | � \ } } } | | | | f } t j | � \ } } } | | | | f } i | t 6| t 6} g t | | � D]4 \ } } | d k r`| d k r`| | | k ^ q`} d } d } t | d d d | d | �} t |
d | d
d d | d | �} d t | � } } t g | D] } | d k r| ^ q� } t
g | D] } | d k r0| ^ q0� } | | f | | f f } | j | � | j � | j
| � | j
| � | | f S( s�
Represent the open, close as a bar line and high low range as a
vertical line.
ax : an Axes instance to plot to
width : the bar width in points
colorup : the color of the lines where close >= open
colordown : the color of the lines where close < open
alpha : bar transparency
return value is lineCollection, barCollection
g @i����i g �?R� i R� R� t
facecolorst
edgecolors( i ( g �?( i i i i ( ( i i i i ( i i i i ( ( i i i i ( R� R� R R R� Ry Rd R R R� R� R� Rg R� ( Rh R� R� R� R� Ru Rk Rl R| t deltaR� R R t barVertsR R R� R? R� R� R� R� R� R� R� t
barCollectiont minxR� R� R� R� ( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt candlestick2� s<
�X
J ++
c
C s~ t j | � \ } } }
| | |
| f } t j | � \ } } }
| | |
| f } i | t 6| t 6} g t | | � D]4 \ } }
| d k rx |
d k rx | | |
k ^ qx } | d } g t | � D]R \ } } | d k r� | | d f | | | f | | | f | | d f f ^ q� } t | d | d d d d d d
�} d t | � t | � f f } | j | � | j
� | S( s�
Add a volume overlay to the current axes. The opens and closes
are used to determine the color of the bar. -1 is missing. If a
value is missing on one it must be missing on all
ax : an Axes instance to plot to
width : the bar width in points
colorup : the color of the lines where close >= open
colordown : the color of the lines where close < open
alpha : bar transparency
i����g @i R� R� i R� R� g �?( i i i i ( ( i i i i ( i ( g �?( i i ( R R� Ry Rd R� t enumerateR R R� R� Rg ( Rh R� R� t volumesRk Rl Ru R| R? R� R� R� R R R� R� R� t vt barsR� R� ( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt volume_overlay s$
J
e
c C s+ t | | d | d | d | | | | � S( s
Add a volume overlay to the current axes. The closes are used to
determine the color of the bar. -1 is missing. If a value is
missing on one it must be missing on all
ax : an Axes instance to plot to
width : the bar width in points
colorup : the color of the lines where close >= open
colordown : the color of the lines where close < open
alpha : bar transparency
nb: first point is not displayed - it is used only for choosing the
right color
i����i ( R� ( Rh R� R� Rk Rl Ru R| ( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt volume_overlay25 s c ( C s� t j | � \ } } } | | | | f } t j | � \ } } } | | | | f } i | t 6| t 6} t | � \ }
} } }
} } g t | d | d � D]4 \ } } | d k r� | d k r� | | | k ^ q� } | j d | | d | d k � | d } | d } g | D]B \ } } } } } } | d f | | f | | f | d f f ^ q} | j j d d } | j j | j
j } t � j | | � } g | D] \ } } } } } } | ^ q�}
g |
D] } | d f ^ q�} d } d }! t
| d | d d d
| d |! d | d
| j �}" |" j | � t |
� t |
� }# }$ d }% t g | D] \ } } } } } } | ^ q\� }& |# |% f |$ |& f f }' | j |' � | j |" � | j � |" S( s�
Add a volume overlay to the current axes. quotes is a list of (d,
open, close, high, low, volume) and close-open is used to
determine the color of the bar
kwarg
width : the bar width in points
colorup : the color of the lines where close1 >= close0
colordown : the color of the lines where close1 < close0
alpha : bar transparency
i����i i g @g �?g R@g �?R� R� R� R� R� R� ( i ( g �?( i i i i ( ( i i i i ( R R� Ry Rd R� t insertR� R� t bboxRv t viewLimR
R: R R� R� R� R� R� R� Rg (( Rh Ri Rk Rl Ru R| R? R� R� R� t datesR� R� R� R� R� t close0t close1R� t rightt leftR R R R R R R� t sxt syt barTransformt offsetsBarsR� R� R� R� R� R� R� R� ( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt volume_overlay3K sF
R"
O+
1
R� t lc C s� t j | | � f } t j | | � f } | d } | d } g | D]< }
|
d k rF | d f | |
f | |
f | d f f ^ qF } | j j d d } | j j | j j }
t � j | |
� } g t | � D]$ \ } }
|
d k r� | d f ^ q� } t
| d | d | d d
d d d | d | j �} | j | � d t
| � } } d } t g | D] }
|
d k ra|
^ qa� } | | f | | f f } | j | � | j � | j | � | S( s�
Add a bar collection graph with height vals (-1 is missing).
ax : an Axes instance to plot to
width : the bar width in points
alpha : bar transparency
g @i����i g �?g R@R� R� R� R� g �?R� R� ( i ( g �?( R t to_rgbaR� R� R� Rv R� R
R: R� R R� R� R R� R� Rg R� ( Rh R5 Rw Rx Ru R| R� R� R� R� R� R� R� R� R� R� R� R� R� R� R� R� R� ( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt index_bar� s2
I7
+
(7 t __doc__RA RX t urllib2R t hashlibR t ImportErrorR t numpyR$ t
matplotlibR R t matplotlib.datesR t matplotlib.cbookR t matplotlib.collectionsR R t matplotlib.colorsR t matplotlib.linesR R
R t matplotlib.patchesR t matplotlib.transformsR
t configdirRB RC RD R t objectt int16t int8R! R& Ry Rd R= R* RV R\ Rr R� R� R� R� R� R� R� ( ( ( sE /opt/alt/python27/lib64/python2.7/site-packages/matplotlib/finance.pyt <module> sd
Z 6(: D\ E+H