Overview

Forex data on this site Display candlesticks.

environment

Python 3.6 on Anaconda
Jupiter notebook

For the time being, move the sample that displays stock price data

Regarding the display, this post is described in more detail. The sample of Site here is displayed as it is.

`fig.py`


import plotly.graph_objects as go

import pandas as pd
from datetime import datetime

df = pd.read_csv('https://raw.githubusercontent.com/plotly/datasets/master/finance-charts-apple.csv')

fig = go.Figure(data=[go.Candlestick(x=df['Date'],
                open=df['AAPL.Open'],
                high=df['AAPL.High'],
                low=df['AAPL.Low'],
                close=df['AAPL.Close'])])

fig.show()

It was displayed as follows.

Display FX data

Display HISTDATA_COM_ASCII_EURJPY_M1_201911.zip of this site I would like to try. To do this, first convert the contents of the zip file to pd.DataFrame.

import pandas as pd
from zipfile import ZipFile
ascii_minute_names = ["datetime_str", "Open", "High", "Low", "Close", "Volume"]
ascii_minute_datetime_format = "%Y%m%d %H%M%S"

with ZipFile("HISTDATA_COM_ASCII_EURJPY_M1201911.zip", 'r') as z:
    with z.open("DAT_ASCII_EURJPY_M1_201911.csv") as f:
        df = pd.read_csv(f, names=ascii_minute_names, sep=";")
        df["datetime"] = pd.to_datetime(df.datetime_str, format=ascii_minute_datetime_format)
        df = df.set_index("datetime")
        del df["datetime_str"]

print(df.head())

"""
output:
                        Open     High      Low    Close  Volume
datetime                                                       
2019-11-01 00:00:00  120.599  120.601  120.595  120.598       0
2019-11-01 00:01:00  120.597  120.598  120.592  120.595       0
2019-11-01 00:02:00  120.597  120.603  120.597  120.601       0
2019-11-01 00:03:00  120.600  120.600  120.592  120.598       0
2019-11-01 00:04:00  120.597  120.603  120.593  120.597       0
"""

Display! * It takes time to execute because the data is large.

import plotly.graph_objects as go

import pandas as pd
from datetime import datetime

fig = go.Figure(data=[
    go.Candlestick(
        x=df.index,
        open=df.Open,
        high=df.High,
        low=df.Low,
        close=df.Close
    )
])

fig.show()

It was displayed as follows.

newplot (1).png