Python for Finance: Analyze Big Financial Data

Parameter Description x list object(s), ndarray object bins Number of bins range Lower and upper range o ...

Figure 5-17. Stacked histogram for two data sets Another useful plot type is the boxplot. Similar to th ...

illustrates graphically the area below the function between a lower and an upper limit — in other words, ...

x = np.linspace( 0 , 2 ) y = func(x) Third, we plot the function itself: fig, ax = plt.subplots(figsize ...

Financial Plots matplotlib also provides a small selection of special finance plots. These, like the candles ...

Figure 5-20. Candlestick chart for financial data In the preceding code, plt.setp(plt.gca().get_xticklabels(), ro ...

plt.grid(True) ax.xaxis_date() plt.title(‘DAX Index’) plt.ylabel(‘index level’) plt.setp(plt.gca().get_xticklabels(), rotat ...

Figure 5-22. Plot combining candlestick and volume bar chart ...

3D Plotting There are not too many fields in finance that really benefit from visualization in three dimensions ...

Figure 5-23. 3D surface plot for (fake) implied volatilities Table 5-7 provides a description of the different ...

shade Whether to shade the face colors As with two-dimensional plots, the line style can be replaced by sing ...

Conclusions matplotlib can be considered both the benchmark and the workhorse when it comes to data visualizati ...

Further Reading The major resources for matplotlib can be found on the Web: The home page of matplotlib i ...

Chapter 6. Financial Time Series The only reason for time is so that everything doesn’t happen at once. ...

pandas Basics In a sense, pandas is built “on top” of NumPy. So, for example, NumPy universal functions will ...

Out[8]: numbers 100 dtype: int64 In [ 9 ]: df.apply(lambda x: x ** 2 ) ...

c 3.50 Francesc 30 ...

In [ 20 ]: a = np.random.standard_normal(( 9 , 4 )) a.round( 6 ) Out[20]: array([[-0.737304, 1.065173, 0.073 ...

1 -0.788818 -0.985819 0.403796 -1.753784 2 -0.155881 -1.752672 1.037444 -0.400793 3 -0.777546 ...

In [ 25 ]: df.index = dates df Out[25]: No1 ...