""" Implementation of a standard financial plot visualization using Chaco renderers and scales. This differs from the financial_plot.py example in that it uses a date-oriented axis. """ # Major library imports from numpy import abs, arange, cumprod, linspace, random import time from enthought.chaco.example_support import COLOR_PALETTE from enthought.enable.example_support import DemoFrame, demo_main # Enthought library imports from enthought.enable.api import Window, Component, ComponentEditor from enthought.traits.api import HasTraits, Instance from enthought.traits.ui.api import Item, Group, View # Chaco imports from enthought.chaco.api import ArrayDataSource, BarPlot, DataRange1D, \ LabelAxis, LinearMapper, VPlotContainer, PlotAxis, PlotGrid, \ FilledLinePlot, add_default_grids, PlotLabel from enthought.chaco.tools.api import PanTool, ZoomTool from enthought.chaco.scales.api import CalendarScaleSystem from enthought.chaco.scales_tick_generator import ScalesTickGenerator def create_dates(numpoints, units="days"): """ Returns **numpoints** number of dates that evenly bracket the current date and time. **units** should be one of "weeks", "days", "hours" "minutes", or "seconds". """ units_map = { "weeks" : 7*24*3600, "days" : 24*3600, "hours" : 3600, "minutes" : 60, "seconds" : 1 } now = time.time() dt = units_map[units] dates = linspace(now, now+numpoints*dt, numpoints) return dates #=============================================================================== # # Create the Chaco plot. #=============================================================================== def _create_plot_component(): # Create the data and datasource objects # In order for the date axis to work, the index data points need to # be in units of seconds since the epoch. This is because we are using # the CalendarScaleSystem, whose formatters interpret the numerical values # as seconds since the epoch. numpoints = 500 index = create_dates(numpoints) returns = random.lognormal(0.01, 0.1, size=numpoints) price = 100.0 * cumprod(returns) volume = abs(random.normal(1000.0, 1500.0, size=numpoints) + 2000.0) time_ds = ArrayDataSource(index) vol_ds = ArrayDataSource(volume, sort_order="none") price_ds = ArrayDataSource(price, sort_order="none") xmapper = LinearMapper(range=DataRange1D(time_ds)) vol_mapper = LinearMapper(range=DataRange1D(vol_ds)) price_mapper = LinearMapper(range=DataRange1D(price_ds)) price_plot = FilledLinePlot(index = time_ds, value = price_ds, index_mapper = xmapper, value_mapper = price_mapper, edge_color = "blue", face_color = "paleturquoise", bgcolor = "white", border_visible = True) price_plot.overlays.append(PlotAxis(price_plot, orientation='left')), # Set the plot's bottom axis to use the Scales ticking system bottom_axis = PlotAxis(price_plot, orientation="bottom",# mapper=xmapper, tick_generator=ScalesTickGenerator(scale=CalendarScaleSystem())) price_plot.overlays.append(bottom_axis) hgrid, vgrid = add_default_grids(price_plot) vgrid.tick_generator = bottom_axis.tick_generator price_plot.tools.append(PanTool(price_plot, constrain=True, constrain_direction="x")) price_plot.overlays.append(ZoomTool(price_plot, drag_button="right", always_on=True, tool_mode="range", axis="index", max_zoom_out_factor=10.0, )) vol_plot = BarPlot(index = time_ds, value = vol_ds, index_mapper = xmapper, value_mapper = vol_mapper, line_color = "transparent", fill_color = "black", bar_width = 1.0, bar_width_type = "screen", antialias = False, height = 100, resizable = "h", bgcolor = "white", border_visible = True) hgrid, vgrid = add_default_grids(vol_plot) # Use the same tick generator as the x-axis on the price plot vgrid.tick_generator = bottom_axis.tick_generator vol_plot.underlays.append(PlotAxis(vol_plot, orientation='left')) vol_plot.tools.append(PanTool(vol_plot, constrain=True, constrain_direction="x")) container = VPlotContainer(bgcolor = "lightblue", spacing = 40, padding = 50, fill_padding=False) container.add(vol_plot) container.add(price_plot) container.overlays.append(PlotLabel("Financial Plot with Date Axis", component=container, #font="Times New Roman 24")) font="Arial 24")) return container #=============================================================================== # Attributes to use for the plot view. size=(800,600) title="Financial plot example" #=============================================================================== # # Demo class that is used by the demo.py application. #=============================================================================== class Demo(HasTraits): plot = Instance(Component) traits_view = View( Group( Item('plot', editor=ComponentEditor(size=size), show_label=False), orientation = "vertical"), resizable=True, title=title, width=size[0], height=size[1] ) def _plot_default(self): return _create_plot_component() demo = Demo() #=============================================================================== # Stand-alone frame to display the plot. #=============================================================================== class PlotFrame(DemoFrame): def _create_window(self): # Return a window containing our plots return Window(self, -1, component=_create_plot_component()) if __name__ == "__main__": demo_main(PlotFrame, size=size, title=title) #--EOF---