³ò @wOGc@sAdZddkZddkZddkZddkZddklZyddkZWnej oe dƒ‚nXddk Z ddk l Z lZddklZddklZlZddklZdd klZlZdd klZdd klZlZlZdd kl Z dd k!l"Z"l#Z#l$Z$l%Z%l&Z&l'Z'eƒZ(ei)i*e(dƒZ+e,e-d„Z.dd„Z0e,e-dd„Z1dddd„Z2ddddd„Z3dddd„Z4ddddd„Z5ddddd„Z6ddddd„Z7ddddd„Z8d d!ddd"„Z9dS(#so A collection of modules for collecting, analyzing and plotting financial data. User contributions welcome! iÿÿÿÿN(turlopens8The finance module requires datetime support (python2.3)(tverboset get_configdir(tArtist(tdate2numtnum2date(tBunch(tLineCollectiontPolyCollection(tcolorConverter(tLine2DtTICKLEFTt TICKRIGHT(t Rectangle(tscale_transformtValuetzerotonetscale_sep_transformtblend_xy_sep_transforms finance.cachecCs g}|iƒ}d}xx|dD]l}|idƒ}t|ƒdjoq#n|d}|djoIy)d}titi||ƒd Œ} Wq²tj o d}q²Xntiti||ƒd Œ} t | ƒ} g} |dd!D]} | t | ƒqï~ \} }}}t |dƒ}|oBt |d ƒ}||}| |9} ||9}||9}|}n|i | | ||||fƒq#W|i ƒ|ott|ƒdjodSn+ttit|Œƒ\}} }}}}td |d | d |d |d|d|ƒSn|SdS(s  Parse the historical data in file handle fh from yahoo finance and return results as a list of d, open, close, high, low, volume where d is a floating poing representation of date, as returned by date2num if adjust=True, use adjusted prices it,iis%Y-%m-%dis%d-%b-%yiitdatetopentclosethightlowtvolumeN(t readlinestNonetsplittlentdatetimeRttimetstrptimet ValueErrorRtfloattinttappendtreversetmaptnpytasarraytzipR(tfhtasobjecttadjustedtresultstlinestdatefmttlinetvalstdatestrtdttdt_[1]tvalRRRRRtaclosetmR((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pytparse_yahoo_historical"s@     # :     # */c Csp|iƒ}|id|i|if}|id|i|if}d}||d|d|d|d|d|d|f}|d jo(tiitt i |ƒi ƒƒ}ntii |ƒo't |ƒ}t id||fƒn}tiitƒptitƒnt |dƒ}|it|ƒiƒƒ|iƒt id||fƒt |dƒ}|S( se Fetch historical data for ticker between date1 and date2. date1 and date2 are datetime instances Ex: fh = fetch_historical_yahoo('^GSPC', d1, d2) 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 is_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=.csviisUsing cachefile %s for %stwsSaved %s data to cache file %strN(tuppertmonthtdaytyearRtostpathtjointcachedirtmd5t hexdigesttexiststfileRtreporttisdirtmkdirtwriteRtreadR( ttickertdate1tdate2t cachenametd1td2turlFmtturlR+((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pytfetch_historical_yahooVs$  ( $ c Cskt||||ƒ}yt|||ƒ}Wn9tj o-}tidtd|idƒdSnX|S(sŒ Get historical data for ticker between date1 and date2. date1 and date2 are datetime instances results are a list of tuples (d, open, close, high, low, volume) where d is a floating poing representation of date, as returned by date2num if asobject is True, the return val is an object with attrs date, open, close, high, low, volume, which are equal length arrays if adjust=True, use adjusted prices 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) surlopen() failure s iN(RVR:tIOErrortwarningstwarnRUtstrerrorR( RNRORPR,R-RQR+trettexc((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pytquotes_historical_yahooƒs   itkR<cCs7g}x |D]}|d \}}} } } | |jo |} n|} td||fd| | fd| dtƒ} td||fd||fd| dtdtd|ƒ}td||fd| | fd| dtd|dtƒ}|i| ||fƒ|i| ƒ|i|ƒ|i|ƒq W|iƒ|S(s% quotes is a list of (time, open, close, high, low, ...) tuples 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 itxdatatydatatcolort antialiasedtmarkert markersize(R tFalseR R textendtadd_linetautoscale_view(taxtquotestticksizetcolorupt colordownR/tqttRRRRRatvlinetolinetcline((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pytplot_day_summaryªs8      gš™™™™™É?gð?c Cs6|d}g}g}x |D]} | d \} } } } }| | jo|}| }| | }n|}| }| | }td| | fd|| fddddd tƒ}td | ||fd |d |d |d|ƒ}|i|ƒ|i|ƒ|i|ƒ|i|ƒ|i|ƒqW|iƒ||fS(s‰ 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 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@iR_R`RaR^t linewidthgà?Rbtxytwidththeightt facecolort edgecolor(R tTrueR t set_alphaR%Rgt add_patchRh(RiRjRvRlRmtalphatOFFSETR/tpatchesRnRoRRRRRatlowerRwRptrect((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pyt candlestickès>          ic)Cs g}ttt|ƒƒ||ƒD]9\} } } | djo|| | f| | ffq#q#~} | dfd fg} d |dffg}g}ttt|ƒƒ|ƒD]*\} }|djo|| |fq°q°~}g}ttt|ƒƒ|ƒD]*\} }|djo|| |fqq~}|iitddƒ}t|tƒƒ}ti |ƒ\}}}|||df}ti |ƒ\}}}|||df}h|t <|t <}g}t||ƒD];\}}|djo"|djo||||jqâqâ~}t| ƒt|ƒjpt ‚t|ƒt|ƒjpt ‚t|ƒt|ƒjpt ‚d }d }t | d|d|d|ƒ}t | d|d|d|d|d |iƒ} | i|ƒt |d|d|d|d|d |iƒ}!|!i|ƒdt| ƒ}"}#tg}$|D]} | djo |$| qEqE~$ƒ}%tg}&|D]} | djo |&| q}q}~&ƒ}'|"|%f|#|'ff}(|i|(ƒ|iƒ|i|ƒ|i| ƒ|i|!ƒ|| |!fS(s³ Represent the time, open, close, high, low as a vertical line ranging from low to high. The left tick is the open and the right tick is the close. ax : an Axes instance to plot to ticksize : size of open and close ticks in points colorup : the color of the lines where close >= open colordown : the color of the lines where close < open return value is a list of lines added iÿÿÿÿiigR@tcolorst linewidthst antialiasedstoffsetst transOffset(ii(ii(i(i(R*txrangeRtfiguretdpiRRRR tto_rgbRzRetAssertionErrorRt transDatat set_transformtmintmaxtupdate_datalimRhtadd_collection()RitopenstclosesthighstlowsRkRlRmR6tiRRt rangeSegmentst openSegmentst closeSegmentst_[2]Rt offsetsOpent_[3]Rt offsetsClosetscalet tickTransformR<tgtbtcolordt_[4]RƒtuseAAtlwtrangeCollectiontopenCollectiontcloseCollectiontminpytmaxxt_[5]tminyt_[6]tmaxytcorners((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pytplot_day_summary2.s^eSS  X           88     gè?c *Cs"|d} | d} g} t||ƒD]]\} } | djoD| djo7| | df| | | f| | | f| dffq)q)~ }g}ttt|ƒƒ||ƒD]9\}}}|djo|||f||ffq²q²~}g}ttt|ƒƒ|ƒD]*\}} | djo||| fqq~}|iitddƒ}|iiƒiƒ|ii ƒiƒ|i iƒiƒ|i i ƒiƒ}t ||ƒ}t i |ƒ\}}}||||f}t i |ƒ\}}}||||f}h|t<|t<}g}t||ƒD];\} } | djo"| djo||| | jq>q>~}t|ƒt|ƒjpt‚t|ƒt|ƒjpt‚t|ƒt|ƒjpt‚d}d} t|ddd| d |ƒ}!t|d |d dd |d| d |d |iƒ}"|"i|ƒdt|ƒ}#}$tg}%|D]}|djo |%|qmqm~%ƒ}&tg}'|D]}|djo |'|q¥q¥~'ƒ}(|#|&f|$|(ff})|i|)ƒ|iƒ|i|"ƒ|i|!ƒ|!|"fS(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@iÿÿÿÿiigR@gà?RƒR„R…t facecolorst edgecolorsR†R‡(i(gà?(iiii((iiii(iiii((iiii(R*RˆRR‰RŠRtbboxturtytlltviewLimRR R‹RzReRŒRRRRŽRRR‘RhR’(*RiR“R”R•R–RvRlRmR}trighttleftR6RRtbarVertsR›R—RRR˜Rt offsetsBarstsxtsyt barTransformR<R¡R¢R£R¤RƒR¥R¦R§t barCollectionRªR«R¬R­R®R¯R°((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pyt candlestick2‹sR  zeSN  X        88    c"Cs®ti|ƒ\}} } || | |f}ti|ƒ\}} } || | |f}h|t<|t<} g} t||ƒD];\} }| djo"|djo| | | |jq€q€~ }|d}| d}g}|D]B}|djo/||df||f||f|dffqäqä~}|iitddƒ}|ii ƒi ƒ|ii ƒi ƒ|i i ƒi ƒ|i i ƒi ƒ}t ||ƒ}g}t|ƒD]*\}}|djo||dfq·q·~}t|d|ddddd dd |d |iƒ}|i|ƒdt|ƒ}}d}tg}|D]}|djo ||qQqQ~ƒ} ||f|| ff}!|i|!ƒ|iƒ|S(s½ 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 iÿÿÿÿg@iigR@R²R³R…R„gà?R†R‡(iiii((iiii(i(gà?(R R‹RzReR*R‰RŠRR´RµR¶R·R¸Rt enumerateRRRŽRRR‘Rh("RiR“R”tvolumesRlRmRvR}R<R¡R¢R£R6RRRƒR¹RºR›tvtbarsR½R¾R¿RR—R¼RÀRªR«R­R¤R¯R°((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pytvolume_overlayãs:  X  VND   8  c Cs+t||d |d|d||||ƒS(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 iÿÿÿÿi(RÆ(RiR”RÃRlRmRvR}((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pytvolume_overlay2$sc-Cs-ti|ƒ\}}}||||f}ti|ƒ\}}}||||f}h|t<|t<} t|Œ\} } } } }}g}t| d | dƒD];\}}|djo"|djo|| ||jq¦q¦~}|id| | d| djƒ|d}| d}g}|D]C\}}}}}}||df||f||f|dffq,~}|iitddƒ}|i i ƒi ƒ|i i ƒi ƒ|i i ƒi ƒ|i i ƒi ƒ}t||ƒ} g}!|D]\}}}}}}|!|qú~!} g}"| D]}|"|dfq-~"}#d }$d}%t|d|ddd |$d |%d |#d |iƒ}&|&i| ƒt| ƒt| ƒ}'}(d})tg}*|D]\}}}}}}|*|qÂ~*ƒ}+|'|)f|(|+ff},|i|,ƒ|i|&ƒ|iƒ|&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 iÿÿÿÿiig@gR@gà?R²R³R…R„R†R‡(i(gà?(iiii((iiii(R R‹RzReR*tinsertR‰RŠRR´RµR¶R·R¸RRRRŽRRR‘R’Rh(-RiRjRlRmRvR}R<R¡R¢R£tdatesR“R”R•R–RÃR6tclose0tclose1RƒR¹RºR›R5RRRRRRÅR½R¾R¿RR¤R¼R¥R¦RÀRªR«R­R¬R¯R°((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pytvolume_overlay3:sF  `"  WN3'   9   R¢tlcCs!ti||ƒf}ti||ƒf}|d}| d} g} |D]B} | djo/| | df| | f|| f|dffqJqJ~ } |iitddƒ} |iiƒiƒ|iiƒiƒ|i iƒiƒ|i iƒiƒ}t | |ƒ}g}t |ƒD]*\}} | djo||dfqq~}t | d|d|dd d dd |d |i ƒ}|i|ƒdt|ƒ}}d}tg}|D]} | djo || q·q·~ƒ}||f||ff}|i|ƒ|iƒ|i|ƒ|S(sÄ 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@iÿÿÿÿiigR@R²R³R…R„gà?R†R‡(i(gà?(R tto_rgbaR‰RŠRR´RµR¶R·R¸RRÂRRRŽRRR‘RhR’(RiR2RxRyRvR}R²R³R¹RºR6RÄRÅR½R¾R¿R›R—R¼RÀRªR«R­RR¯R°((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pyt index_barƒs2   VND   8   (:t__doc__RAR RXREturllibRRt ImportErrort SystemExittnumpyR(t matplotlibRRtartistRRÉRRtmatplotlib.cbookRtmatplotlib.collectionsRRtmatplotlib.colorsR R/R R R RR tmatplotlib.transformsRRRRRRt configdirRBRCRDReRzR:RRVR]RsR‚R±RÁRÆRÇRÌRÏ(((s;/Users/cmoad/workspace/matplotlib/lib/matplotlib/finance.pyssJ0 . 4 -'=  E\ W@H