plot.py 文件源码

python
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项目:InplusTrader_Linux 作者: zhengwsh 项目源码 文件源码
def volume_overlay(ax, opens, closes, volumes, colorup='r', colordown='g', width=4, alpha=1.0):
    """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

    Parameters
    ----------
    ax : `Axes`
        an Axes instance to plot to
    opens : sequence
        a sequence of opens
    closes : sequence
        a sequence of closes
    volumes : sequence
        a sequence of volumes
    width : int
        the bar width in points
    colorup : color
        the color of the lines where close >= open
    colordown : color
        the color of the lines where close <  open
    alpha : float
        bar transparency

    Returns
    -------
    ret : `barCollection`
        The `barrCollection` added to the axes

    """

    colorup = mcolors.to_rgba(colorup, alpha)
    colordown = mcolors.to_rgba(colordown, alpha)
    colord = {True: colorup, False: colordown}
    colors = [colord[open < close]
              for open, close in zip(opens, closes)
              if open != -1 and close != -1]

    delta = width / 2.
    bars = [((i - delta, 0), (i - delta, v), (i + delta, v), (i + delta, 0))
            for i, v in enumerate(volumes)
            if v != -1]

    barCollection = PolyCollection(bars,
                                   facecolors=colors,
                                   edgecolors=((0, 0, 0, 1), ),
                                   antialiaseds=(0,),
                                   linewidths=(0.5,),
                                   )

    ax.add_collection(barCollection)
    corners = (0, 0), (len(bars), max(volumes))
    ax.update_datalim(corners)
    ax.autoscale_view()

    # add these last
    return barCollection
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