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Implementation of a standard financial plot visualization using Chaco
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renderers and scales. This differs from the financial_plot.py example
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in that it uses a date-oriented axis.
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# Major library imports
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from numpy import abs, cumprod, linspace, random
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# Enthought library imports
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from enable.api import Component, ComponentEditor
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from traits.api import HasTraits, Instance
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from traitsui.api import Item, Group, View
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from chaco.api import ArrayDataSource, BarPlot, DataRange1D, \
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LinearMapper, VPlotContainer, PlotAxis, \
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FilledLinePlot, add_default_grids, PlotLabel
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from chaco.tools.api import PanTool, ZoomTool
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from chaco.scales.api import CalendarScaleSystem
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from chaco.scales_tick_generator import ScalesTickGenerator
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def create_dates(numpoints, units="days"):
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""" Returns **numpoints** number of dates that evenly bracket the current
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date and time. **units** should be one of "weeks", "days", "hours"
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"minutes", or "seconds".
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units_map = { "weeks" : 7*24*3600,
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dates = linspace(now, now+numpoints*dt, numpoints)
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#===============================================================================
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# # Create the Chaco plot.
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#===============================================================================
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def _create_plot_component():
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# Create the data and datasource objects
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# In order for the date axis to work, the index data points need to
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# be in units of seconds since the epoch. This is because we are using
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# the CalendarScaleSystem, whose formatters interpret the numerical values
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# as seconds since the epoch.
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index = create_dates(numpoints)
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returns = random.lognormal(0.01, 0.1, size=numpoints)
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price = 100.0 * cumprod(returns)
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volume = abs(random.normal(1000.0, 1500.0, size=numpoints) + 2000.0)
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time_ds = ArrayDataSource(index)
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vol_ds = ArrayDataSource(volume, sort_order="none")
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price_ds = ArrayDataSource(price, sort_order="none")
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xmapper = LinearMapper(range=DataRange1D(time_ds))
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vol_mapper = LinearMapper(range=DataRange1D(vol_ds))
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price_mapper = LinearMapper(range=DataRange1D(price_ds))
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price_plot = FilledLinePlot(index = time_ds, value = price_ds,
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index_mapper = xmapper,
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value_mapper = price_mapper,
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face_color = "paleturquoise",
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border_visible = True)
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price_plot.overlays.append(PlotAxis(price_plot, orientation='left')),
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# Set the plot's bottom axis to use the Scales ticking system
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bottom_axis = PlotAxis(price_plot, orientation="bottom",# mapper=xmapper,
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tick_generator=ScalesTickGenerator(scale=CalendarScaleSystem()))
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price_plot.overlays.append(bottom_axis)
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hgrid, vgrid = add_default_grids(price_plot)
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vgrid.tick_generator = bottom_axis.tick_generator
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price_plot.tools.append(PanTool(price_plot, constrain=True,
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constrain_direction="x"))
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price_plot.overlays.append(ZoomTool(price_plot, drag_button="right",
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max_zoom_out_factor=10.0,
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vol_plot = BarPlot(index = time_ds, value = vol_ds,
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index_mapper = xmapper,
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value_mapper = vol_mapper,
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line_color = "transparent",
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bar_width_type = "screen",
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border_visible = True)
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hgrid, vgrid = add_default_grids(vol_plot)
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# Use the same tick generator as the x-axis on the price plot
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vgrid.tick_generator = bottom_axis.tick_generator
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vol_plot.underlays.append(PlotAxis(vol_plot, orientation='left'))
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vol_plot.tools.append(PanTool(vol_plot, constrain=True,
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constrain_direction="x"))
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container = VPlotContainer(bgcolor = "lightblue",
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container.add(vol_plot)
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container.add(price_plot)
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container.overlays.append(PlotLabel("Financial Plot with Date Axis",
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#font="Times New Roman 24"))
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#===============================================================================
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# Attributes to use for the plot view.
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title="Financial plot example"
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#===============================================================================
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# # Demo class that is used by the demo.py application.
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#===============================================================================
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class Demo(HasTraits):
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plot = Instance(Component)
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Item('plot', editor=ComponentEditor(size=size),
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orientation = "vertical"),
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resizable=True, title=title,
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width=size[0], height=size[1]
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def _plot_default(self):
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return _create_plot_component()
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if __name__ == "__main__":
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demo.configure_traits()
added
removed
examples/demo/financial_plot_dates.py
