Matplotlib с файлами JSON ⇐ Python

[Anonymous]

Я пытаюсь объединить два источника кода, но безрезультатно. Я использую пример matplotlib Finance2.py по умолчанию (указанный ниже) с файлами JSON (также перечисленными ниже). раздел кода «finance.fetch_historical_yahoo» извлекает данные из .csv через Yahoo и помещает их в массив numpy. Проблема в том, что мне не нужно переводить данные Yahoo, мне нужно, чтобы данные JSON были переведены таким образом, чтобы их могла читать библиотека matplotlib.

finance2.py:

Код: Выделить всё

import datetime
import numpy as np
import matplotlib.colors as colors
import matplotlib.finance as finance
import matplotlib.dates as mdates
import matplotlib.ticker as mticker
import matplotlib.mlab as mlab
import matplotlib.pyplot as plt
import matplotlib.font_manager as font_manager
import json #to load json libraries for json data

startdate = datetime.date(2006,1,1)
today = enddate = datetime.date.today()
ticker = 'SPY'

fh = finance.fetch_historical_yahoo(ticker, startdate, enddate) #would like this call to be json
# a numpy record array with fields: date, open, high, low, close, volume, adj_close)

r = mlab.csv2rec(fh); fh.close()
r.sort()

def moving_average(x, n, type='simple'):
"""
compute an n period moving average.

type is 'simple' | 'exponential'

"""
x = np.asarray(x)
if type=='simple':
weights = np.ones(n)
else:
weights = np.exp(np.linspace(-1., 0., n))

weights /= weights.sum()

a =  np.convolve(x, weights, mode='full')[:len(x)]
a[:n] = a[n]
return a

def relative_strength(prices, n=14):
"""
compute the n period relative strength indicator
http://stockcharts.com/school/doku.php?id=chart_school:glossary_r#relativestrengthindex
http://www.investopedia.com/terms/r/rsi.asp
"""

deltas = np.diff(prices)
seed = deltas[:n+1]
up = seed[seed>=0].sum()/n
down = -seed[seed0:
upval = delta
downval = 0.
else:
upval = 0.
downval = -delta

up = (up*(n-1) + upval)/n
down = (down*(n-1) + downval)/n

rs = up/down
rsi[i] = 100.  - 100./(1.+rs)

return rsi

def moving_average_convergence(x, nslow=26, nfast=12):
"""
compute the MACD (Moving Average Convergence/Divergence) using a fast and slow exponential moving avg'
return value is emaslow, emafast, macd which are len(x) arrays
"""
emaslow = moving_average(x, nslow, type='exponential')
emafast = moving_average(x, nfast, type='exponential')
return emaslow, emafast, emafast - emaslow

plt.rc('axes', grid=True)
plt.rc('grid', color='0.75', linestyle='-', linewidth=0.5)

textsize = 9
left, width = 0.1, 0.8
rect1 = [left, 0.7, width, 0.2]
rect2 = [left, 0.3, width, 0.4]
rect3 = [left, 0.1, width, 0.2]

fig = plt.figure(facecolor='white')
axescolor  = '#f6f6f6'  # the axes background color

ax1 = fig.add_axes(rect1, axisbg=axescolor)  #left, bottom, width, height
ax2 = fig.add_axes(rect2, axisbg=axescolor, sharex=ax1)
ax2t = ax2.twinx()
ax3  = fig.add_axes(rect3, axisbg=axescolor, sharex=ax1)

### plot the relative strength indicator
prices = r.adj_close
rsi = relative_strength(prices)
fillcolor = 'darkgoldenrod'

ax1.plot(r.date, rsi, color=fillcolor)
ax1.axhline(70, color=fillcolor)
ax1.axhline(30, color=fillcolor)
ax1.fill_between(r.date, rsi, 70, where=(rsi>=70), facecolor=fillcolor, edgecolor=fillcolor)
ax1.fill_between(r.date, rsi, 30, where=(rsi0
ax2.vlines(r.date[up], low[up], high[up], color='black', label='_nolegend_')
ax2.vlines(r.date[~up], low[~up], high[~up], color='black', label='_nolegend_')
ma20 = moving_average(prices, 20, type='simple')
ma200 = moving_average(prices, 200, type='simple')

linema20, = ax2.plot(r.date, ma20, color='blue', lw=2, label='MA (20)')
linema200, = ax2.plot(r.date, ma200, color='red', lw=2, label='MA (200)')

last = r[-1]
s = '%s O:%1.2f H:%1.2f L:%1.2f C:%1.2f, V:%1.1fM Chg:%+1.2f' % (
today.strftime('%d-%b-%Y'),
last.open, last.high,
last.low, last.close,
last.volume*1e-6,
last.close-last.open )
t4 = ax2.text(0.3, 0.9, s, transform=ax2.transAxes, fontsize=textsize)

props = font_manager.FontProperties(size=10)
leg = ax2.legend(loc='center left', shadow=True, fancybox=True, prop=props)
leg.get_frame().set_alpha(0.5)

volume = (r.close*r.volume)/1e6  # dollar volume in millions
vmax = volume.max()
poly = ax2t.fill_between(r.date, volume, 0, label='Volume', facecolor=fillcolor, edgecolor=fillcolor)
ax2t.set_ylim(0, 5*vmax)
ax2t.set_yticks([])

### compute the MACD indicator
fillcolor = 'darkslategrey'
nslow = 26
nfast = 12
nema = 9
emaslow, emafast, macd = moving_average_convergence(prices, nslow=nslow, nfast=nfast)
ema9 = moving_average(macd, nema, type='exponential')
ax3.plot(r.date, macd, color='black', lw=2)
ax3.plot(r.date, ema9, color='blue', lw=1)
ax3.fill_between(r.date, macd-ema9, 0, alpha=0.5, facecolor=fillcolor, edgecolor=fillcolor)

ax3.text(0.025, 0.95, 'MACD (%d, %d, %d)'%(nfast, nslow, nema), va='top',
transform=ax3.transAxes, fontsize=textsize)

#ax3.set_yticks([])
# turn off upper axis tick labels, rotate the lower ones, etc
for ax in ax1, ax2, ax2t, ax3:
if ax!=ax3:
for label in ax.get_xticklabels():
label.set_visible(False)
else:
for label in ax.get_xticklabels():
label.set_rotation(30)
label.set_horizontalalignment('right')

ax.fmt_xdata = mdates.DateFormatter('%Y-%m-%d')

class MyLocator(mticker.MaxNLocator):
def __init__(self, *args, **kwargs):
mticker.MaxNLocator.__init__(self, *args, **kwargs)

def __call__(self, *args, **kwargs):
return mticker.MaxNLocator.__call__(self, *args, **kwargs)

# at most 5 ticks, pruning the upper and lower so they don't overlap
# with other ticks
#ax2.yaxis.set_major_locator(mticker.MaxNLocator(5,  prune='both'))
#ax3.yaxis.set_major_locator(mticker.MaxNLocator(5, prune='both'))

ax2.yaxis.set_major_locator(MyLocator(5, prune='both'))
ax3.yaxis.set_major_locator(MyLocator(5, prune='both'))

plt.show()

Файл .json:

Код: Выделить всё

{
"instrument" : "EUR_USD",
"granularity" : "D",
"candles" : [
{
"time" : "2014-02-17T22:00:00Z",
"openMid" : 1.259445,
"highMid" : 1.259955,
"lowMid" : 1.251825,
"closeMid" : 1.257955,
"volume" : 61184,
"complete" : true
},
{
"time" : "2014-02-18T22:00:00Z",
"openMid" : 1.257975,
"highMid" : 1.259955,
"lowMid" : 1.251825,
"closeMid" : 1.252945,
"volume" : 67528,
"complete" : false
}
]
}

Я даже не ищу однозначного ответа, даже указание в правильном направлении было бы чрезвычайно полезно на данном этапе.

Заранее спасибо

Подробнее здесь: https://stackoverflow.com/questions/219 ... json-files