pandas - Plot Multicolored line based on conditional in python -
i have pandas dataframe 3 columns , datetime index
date px_last 200dma 50dma 2014-12-24 2081.88 1953.16760 2019.2726 2014-12-26 2088.77 1954.37975 2023.7982 2014-12-29 2090.57 1955.62695 2028.3544 2014-12-30 2080.35 1956.73455 2032.2262 2014-12-31 2058.90 1957.66780 2035.3240
i make time series plot of 'px_last' column colored green if on given day 50dma above 200dma value , colored red if 50dma value below 200dma value. have seen example, can't seem make work case http://matplotlib.org/examples/pylab_examples/multicolored_line.html
here example without matplotlib.collections.linecollection
. idea first identify cross-over point , using plot
function via groupby.
import pandas pd import numpy np import matplotlib.pyplot plt # simulate data # ============================= np.random.seed(1234) df = pd.dataframe({'px_last': 100 + np.random.randn(1000).cumsum()}, index=pd.date_range('2010-01-01', periods=1000, freq='b')) df['50dma'] = pd.rolling_mean(df['px_last'], window=50) df['200dma'] = pd.rolling_mean(df['px_last'], window=200) df['label'] = np.where(df['50dma'] > df['200dma'], 1, -1) # plot # ============================= df = df.dropna(axis=0, how='any') fig, ax = plt.subplots() def plot_func(group): global ax color = 'r' if (group['label'] < 0).all() else 'g' lw = 2.0 ax.plot(group.index, group.px_last, c=color, linewidth=lw) df.groupby((df['label'].shift() * df['label'] < 0).cumsum()).apply(plot_func) # add ma lines ax.plot(df.index, df['50dma'], 'k--', label='ma-50') ax.plot(df.index, df['200dma'], 'b--', label='ma-200') ax.legend(loc='best')
Comments
Post a Comment