plot_ticks.py 文件源码

def plot_tick_range_normalised(tick_path, range_start, range_end):

    if os.path.exists(tick_path) == False:
        print(tick_path + ' file doesnt exist')

        quit()

    date_cols = ['RateDateTime']

    df = pd.read_csv(tick_path, usecols=['RateDateTime','RateBid','RateAsk'])

    start_index = tfh.find_index_closest_date(range_start, tick_path)
    end_index = tfh.find_index_closest_date(range_end, tick_path)

    # dont proceed if we didnt find indices
    if (start_index is None or end_index is None):
        print('start_index or end_index was None')
        quit()

    ticks_s = df.iloc[start_index:end_index]

    ticks = ((ticks_s['RateAsk'] + ticks_s['RateBid']) / 2.0)

    ticks_norm = (ticks - ticks.min()) / (ticks.max() - ticks.min())

    dates_dt = [dt.datetime.strptime(str.split(x, '.')[0], '%Y-%m-%d %H:%M:%S') for x in ticks_s['RateDateTime'].values]

    dates = mdates.date2num(dates_dt)

    plt.plot_date(dates, ticks_norm, 'b-')