[![mplfinance Checks](https://github.com/matplotlib/mplfinance/actions/workflows/mplfinance_checks.yml/badge.svg?branch=master)](https://github.com/matplotlib/mplfinance/actions/workflows/mplfinance_checks.yml) # mplfinance matplotlib utilities for the visualization, and visual analysis, of financial data ## Installation ```bash pip install --upgrade mplfinance ``` - mplfinance requires [matplotlib](https://pypi.org/project/matplotlib/) and [pandas](https://pypi.org/project/pandas/) --- ## **⇾ [Latest Release Information](https://github.com/matplotlib/mplfinance/releases) ⇽** #### ⇾ **[Older Release Information](https://github.com/matplotlib/mplfinance/blob/master/RELEASE_NOTES.md)** --- ## Contents and Tutorials - **[The New API](https://github.com/matplotlib/mplfinance#newapi)** - **[Tutorials](https://github.com/matplotlib/mplfinance#tutorials)** - **[Basic Usage](https://github.com/matplotlib/mplfinance#usage)** - **[Customizing the Appearance of Plots](https://github.com/matplotlib/mplfinance/blob/master/markdown/customization_and_styles.md)** - **[Adding Your Own Technical Studies to Plots](https://github.com/matplotlib/mplfinance/blob/master/examples/addplot.ipynb)** - **[Subplots: Multiple Plots on a Single Figure](https://github.com/matplotlib/mplfinance/blob/master/markdown/subplots.md)** - **[Fill Between: Filling Plots with Color](https://github.com/matplotlib/mplfinance/blob/master/examples/fill_between.ipynb)** - **[Price-Movement Plots (Renko, P&F, etc)](https://github.com/matplotlib/mplfinance/blob/master/examples/price-movement_plots.ipynb)** - **[Trends, Support, Resistance, and Trading Lines](https://github.com/matplotlib/mplfinance/blob/master/examples/using_lines.ipynb)** - **[Coloring Individual Candlesticks](https://github.com/matplotlib/mplfinance/blob/master/examples/marketcolor_overrides.ipynb)** (New: December 2021) - **[Saving the Plot to a File](https://github.com/matplotlib/mplfinance/blob/master/examples/savefig.ipynb)** - **[Animation/Updating your plots in realtime](https://github.com/matplotlib/mplfinance/blob/master/markdown/animation.md)** - **⇾ [Latest Release Info](https://github.com/matplotlib/mplfinance/releases) ⇽** - **[Older Release Info](https://github.com/matplotlib/mplfinance/blob/master/RELEASE_NOTES.md)** - **[Some Background History About This Package](https://github.com/matplotlib/mplfinance#history)** - **[Old API Availability](https://github.com/matplotlib/mplfinance#oldapi)** --- ## The New API This repository, `matplotlib/mplfinance`, contains a new **matplotlib finance** API that makes it easier to create financial plots. It interfaces nicely with **Pandas** DataFrames. *More importantly, **the new API automatically does the extra matplotlib work that the user previously had to do "manually" with the old API.*** (The old API is still available within this package; see below). The conventional way to import the new API is as follows: ```python import mplfinance as mpf ``` The most common usage is then to call ```python mpf.plot(data) ``` where `data` is a `Pandas DataFrame` object containing Open, High, Low and Close data, with a Pandas `DatetimeIndex`. Details on how to call the new API can be found below under **[Basic Usage](https://github.com/matplotlib/mplfinance#usage)**, as well as in the jupyter notebooks in the **[examples](https://github.com/matplotlib/mplfinance/blob/master/examples/)** folder. I am very interested to hear from you regarding what you think of the new `mplfinance`, plus any suggestions you may have for improvement. You can reach me at **dgoldfarb.github@gmail.com** or, if you prefer, provide feedback or a ask question on our **[issues page.](https://github.com/matplotlib/mplfinance/issues/new/choose)** --- ## Basic Usage Start with a Pandas DataFrame containing OHLC data. For example, ```python import pandas as pd daily = pd.read_csv('examples/data/SP500_NOV2019_Hist.csv',index_col=0,parse_dates=True) daily.index.name = 'Date' daily.shape daily.head(3) daily.tail(3) ``` (20, 5)
Open High Low Close Volume
Date
2019-11-01 3050.72 3066.95 3050.72 3066.91 510301237
2019-11-04 3078.96 3085.20 3074.87 3078.27 524848878
2019-11-05 3080.80 3083.95 3072.15 3074.62 585634570
...
Open High Low Close Volume
Date
2019-11-26 3134.85 3142.69 3131.00 3140.52 986041660
2019-11-27 3145.49 3154.26 3143.41 3153.63 421853938
2019-11-29 3147.18 3150.30 3139.34 3140.98 286602291

After importing mplfinance, plotting OHLC data is as simple as calling `mpf.plot()` on the dataframe ```python import mplfinance as mpf mpf.plot(daily) ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_4_1.png)
The default plot type, as you can see above, is `'ohlc'`. Other plot types can be specified with the keyword argument `type`, for example, `type='candle'`, `type='line'`, `type='renko'`, or `type='pnf'` ```python mpf.plot(daily,type='candle') ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_6_1.png) ```python mpf.plot(daily,type='line') ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_7_1.png) ```python year = pd.read_csv('examples/data/SPY_20110701_20120630_Bollinger.csv',index_col=0,parse_dates=True) year.index.name = 'Date' mpf.plot(year,type='renko') ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_8_1.png) ```python mpf.plot(year,type='pnf') ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_5_1.png) ---
We can also plot moving averages with the `mav` keyword - use a scalar for a single moving average - use a tuple or list of integers for multiple moving averages ```python mpf.plot(daily,type='ohlc',mav=4) ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_9_1.png) ```python mpf.plot(daily,type='candle',mav=(3,6,9)) ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_10_1.png) --- We can also display `Volume` ```python mpf.plot(daily,type='candle',mav=(3,6,9),volume=True) ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_12_1.png) Notice, in the above chart, there are no gaps along the x-coordinate, even though there are days on which there was no trading. ***Non-trading days are simply not shown*** (since there are no prices for those days). - However, sometimes people like to see these gaps, so that they can tell, with a quick glance, where the weekends and holidays fall. - Non-trading days can be displayed with the **`show_nontrading`** keyword. - Note that for these purposes **non-trading** intervals are those that ***are not represented in the data at all***. (There are simply no rows for those dates or datetimes). This is because, when data is retrieved from an exchange or other market data source, that data typically will *not* include rows for non-trading days (weekends and holidays for example). Thus ... - **`show_nontrading=True`** will display all dates (all time intervals) between the first time stamp and the last time stamp in the data (regardless of whether rows exist for those dates or datetimes). - **`show_nontrading=False`** (the default value) will show ***only*** dates (or datetimes) that have actual rows in the data. (This means that if there are rows in your DataFrame that exist but contain only **`NaN`** values, these rows *will still appear* on the plot even if **`show_nontrading=False`**) - For example, in the chart below, you can easily see weekends, as well as a gap at Thursday, November 28th for the U.S. Thanksgiving holiday. ```python mpf.plot(daily,type='candle',mav=(3,6,9),volume=True,show_nontrading=True) ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_14_1.png) --- We can also plot intraday data: ```python intraday = pd.read_csv('examples/data/SP500_NOV2019_IDay.csv',index_col=0,parse_dates=True) intraday = intraday.drop('Volume',axis=1) # Volume is zero anyway for this intraday data set intraday.index.name = 'Date' intraday.shape intraday.head(3) intraday.tail(3) ``` (1563, 4)
Open Close High Low
Date
2019-11-05 09:30:00 3080.80 3080.49 3081.47 3080.30
2019-11-05 09:31:00 3080.33 3079.36 3080.33 3079.15
2019-11-05 09:32:00 3079.43 3079.68 3080.46 3079.43
...
Open Close High Low
Date
2019-11-08 15:57:00 3090.73 3090.70 3091.02 3090.52
2019-11-08 15:58:00 3090.73 3091.04 3091.13 3090.58
2019-11-08 15:59:00 3091.16 3092.91 3092.91 3090.96
The above dataframe contains Open,High,Low,Close data at 1 minute intervals for the S&P 500 stock index for November 5, 6, 7 and 8, 2019. Let's look at the last hour of trading on November 6th, with a 7 minute and 12 minute moving average. ```python iday = intraday.loc['2019-11-06 15:00':'2019-11-06 16:00',:] mpf.plot(iday,type='candle',mav=(7,12)) ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_18_1.png) The "time-interpretation" of the `mav` integers depends on the frequency of the data, because the mav integers are the *number of data points* used in the Moving Average (not the number of days or minutes, etc). Notice above that for intraday data the x-axis automatically displays TIME *instead of* date. Below we see that if the intraday data spans into two (or more) trading days the x-axis automatically displays *BOTH* TIME and DATE ```python iday = intraday.loc['2019-11-05':'2019-11-06',:] mpf.plot(iday,type='candle') ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_20_1.png) --- In the plot below, we see what an intraday plot looks like when we **display non-trading time periods** with **`show_nontrading=True`** for intraday data spanning into two or more days. ```python mpf.plot(iday,type='candle',show_nontrading=True) ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_22_1.png) --- Below: 4 days of intraday data with `show_nontrading=True` ```python mpf.plot(intraday,type='ohlc',show_nontrading=True) ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_24_1.png) --- Below: the same 4 days of intraday data with `show_nontrading` defaulted to `False`. ```python mpf.plot(intraday,type='line') ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_26_1.png) --- Below: Daily data spanning across a year boundary automatically adds the *YEAR* to the DATE format ```python df = pd.read_csv('examples/data/yahoofinance-SPY-20080101-20180101.csv',index_col=0,parse_dates=True) df.shape df.head(3) df.tail(3) ``` (2519, 6)
Open High Low Close Adj Close Volume
Date
2007-12-31 147.100006 147.610001 146.059998 146.210007 118.624741 108126800
2008-01-02 146.529999 146.990005 143.880005 144.929993 117.586205 204935600
2008-01-03 144.910004 145.490005 144.070007 144.860001 117.529449 125133300
...
Open High Low Close Adj Close Volume
Date
2017-12-27 267.380005 267.730011 267.010010 267.320007 267.320007 57751000
2017-12-28 267.890015 267.920013 267.450012 267.869995 267.869995 45116100
2017-12-29 268.529999 268.549988 266.640015 266.859985 266.859985 96007400
```python mpf.plot(df[700:850],type='bars',volume=True,mav=(20,40)) ``` ![png](https://raw.githubusercontent.com/matplotlib/mplfinance/master/readme_files/readme_29_1.png) For more examples of using mplfinance, please see the jupyter notebooks in the **[`examples`](https://github.com/matplotlib/mplfinance/blob/master/examples/)** directory. --- ## Some History My name is Daniel Goldfarb. In November 2019, I became the maintainer of `matplotlib/mpl-finance`. That module is being deprecated in favor of the current `matplotlib/mplfinance`. The old `mpl-finance` consisted of code extracted from the deprecated `matplotlib.finance` module along with a few examples of usage. It has been mostly un-maintained for the past three years. It is my intention to archive the `matplotlib/mpl-finance` repository soon, and direct everyone to `matplotlib/mplfinance`. The main reason for the rename is to avoid confusion with the hyphen and the underscore: As it was, `mpl-finance` was *installed with the hyphen, but imported with an underscore `mpl_finance`.* Going forward it will be a simple matter of both installing and importing `mplfinance`. --- ## Old API availability **With this new ` mplfinance ` package installed, in addition to the new API, users can still access the old API**.
The old API may be removed someday, but for the foreseeable future we will keep it ... at least until we are very confident that users of the old API can accomplish the same things with the new API. To access the old API with the new ` mplfinance ` package installed, change the old import statements **from:** ```python from mpl_finance import ``` **to:** ```python from mplfinance.original_flavor import ``` where `` indicates the method you want to import, for example: ```python from mplfinance.original_flavor import candlestick_ohlc ```