时间序列的自定义刻度格式器#

在绘制每日数据(例如金融时间序列)时,人们通常希望省略没有数据的日期(例如周末),以便数据能以规则间隔绘制,而不会因没有数据的日期而产生额外空白。本示例展示了如何使用“索引格式器”来实现所需的绘图效果。

import matplotlib.pyplot as plt
import numpy as np

import matplotlib.cbook as cbook
from matplotlib.dates import DateFormatter, DayLocator
import matplotlib.lines as ml
from matplotlib.ticker import Formatter

# Load a structured numpy array from yahoo csv data with fields date, open, high,
# low, close, volume, adj_close from the mpl-data/sample_data directory. The
# record array stores the date as an np.datetime64 with a day unit ('D') in
# the date column (``r['date']``).
r = cbook.get_sample_data('goog.npz')['price_data']
r = r[:9]  # get the first 9 days

fig, (ax1, ax2) = plt.subplots(nrows=2, figsize=(6, 6), layout='constrained')
fig.get_layout_engine().set(hspace=0.15)

# First we'll do it the default way, with gaps on weekends
ax1.plot(r["date"], r["adj_close"], 'o-')

# Highlight gaps in daily data
gaps = np.flatnonzero(np.diff(r["date"]) > np.timedelta64(1, 'D'))
for gap in r[['date', 'adj_close']][np.stack((gaps, gaps + 1)).T]:
    ax1.plot(gap['date'], gap['adj_close'], 'w--', lw=2)
ax1.legend(handles=[ml.Line2D([], [], ls='--', label='Gaps in daily data')])

ax1.set_title("Plot y at x Coordinates")
ax1.xaxis.set_major_locator(DayLocator())
ax1.xaxis.set_major_formatter(DateFormatter('%a'))


# Next we'll write a custom index formatter. Below we will plot
# the data against an index that goes from 0, 1,  ... len(data).  Instead of
# formatting the tick marks as integers, we format as times.
def format_date(x, _):
    try:
        # convert datetime64 to datetime, and use datetime's strftime:
        return r["date"][round(x)].item().strftime('%a')
    except IndexError:
        pass

# Create an index plot (x defaults to range(len(y)) if omitted)
ax2.plot(r["adj_close"], 'o-')

ax2.set_title("Plot y at Index Coordinates Using Custom Formatter")
ax2.xaxis.set_major_formatter(format_date)  # internally creates FuncFormatter
Plot y at x Coordinates, Plot y at Index Coordinates Using Custom Formatter

除了将函数传递给Axis.set_major_formatter之外,您还可以使用任何其他可调用对象,例如实现了 __call__ 方法的类的实例。

class MyFormatter(Formatter):
    def __init__(self, dates, fmt='%a'):
        self.dates = dates
        self.fmt = fmt

    def __call__(self, x, pos=0):
        """Return the label for time x at position pos."""
        try:
            return self.dates[round(x)].item().strftime(self.fmt)
        except IndexError:
            pass


ax2.xaxis.set_major_formatter(MyFormatter(r["date"], '%a'))

plt.show()

脚本总运行时间:(0 分 1.480 秒)

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