Python for Finance: Analyze Big Financial Data

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Figure 5-2. Plot given data as 1D array

NUMPY ARRAYS AND MATPLOTLIB

You can simply pass NumPy ndarray objects to matplotlib functions. It is able to interpret the data structure for

simplified plotting. However, be careful to not pass a too large and/or complex array.

Since the majority of the ndarray methods return again an ndarray object, you can also


pass your object with a method (or even multiple methods, in some cases) attached. By


calling the cumsum method on the ndarray object with the sample data, we get the


cumulative sum of this data and, as to be expected, a different output (cf. Figure 5-3):


In  [ 5 ]:  plt.plot(y.cumsum())

Figure 5-3. Plot given a 1D array with method attached

In general, the default plotting style does not satisfy typical requirements for reports,


publications, etc. For example, you might want to customize the font used (e.g., for


compatibility with LaTeX fonts), to have labels at the axes, or to plot a grid for better


readability. Therefore, matplotlib offers a large number of functions to customize the


plotting style. Some are easily accessible; for others one has to go a bit deeper. Easily


accessible, for example, are those functions that manipulate the axes and those that add


grids and labels (cf. Figure 5-4):


In  [ 6 ]:  plt.plot(y.cumsum())
plt.grid(True) # adds a grid
plt.axis(‘tight’) # adjusts the axis ranges
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