设置坐标为毫秒
# coding: UTF-8
import datetime
import matplotlib.dates
import matplotlib.pyplot
ticklist = list()
def gen_tick_items(tline):
global ticklist
itemlist = tline.split('|')
item = dict()
item['TradeVolume'] = int(itemlist[0].strip())
item['TotalValueTraded'] = float(itemlist[1].strip())
item['TradePrice'] = float(itemlist[2].strip())
item['Timestamp'] = datetime.datetime.strptime(itemlist[3].strip(), '%H:%M:%S.%f')
item['MDTime'] = datetime.datetime.strptime(itemlist[4].strip(), '%Y%m%d-%H:%M:%S.%f')
ticklist.append(item)
def draw_timestamp(ttype):
if ttype == 'TimeStamp':
matplotlib.pyplot.gca().xaxis.set_major_formatter(matplotlib.dates.DateFormatter('%Y%m%d-%H:%M:%S.%f'))
matplotlib.pyplot.gca().xaxis.set_major_locator(matplotlib.dates.MicrosecondLocator(interval=100000000))
matplotlib.pyplot.gca().yaxis.set_major_formatter(matplotlib.dates.DateFormatter('%H:%M:%S'))
matplotlib.pyplot.gca().yaxis.set_major_locator(matplotlib.dates.MinuteLocator(interval=30))
xs = [t['MDTime'] for t in ticklist]
xticks = [t for index, t in enumerate(xs) if index % 600 == 0]
ys = [t['Timestamp'] for t in ticklist]
matplotlib.pyplot.gca().axes.set_xticks(xticks)
matplotlib.pyplot.gca().axes.set_xlim(auto=True)
matplotlib.pyplot.plot(xs, ys)
matplotlib.pyplot.gcf().autofmt_xdate()
matplotlib.pyplot.grid(True)
matplotlib.pyplot.show()
elif ttype == 'TradeVolume':
matplotlib.pyplot.gca().xaxis.set_major_formatter(matplotlib.dates.DateFormatter('%H:%M:%S'))
matplotlib.pyplot.gca().xaxis.set_major_locator(matplotlib.dates.MinuteLocator(interval=5))
xs = [t['MDTime'] for t in ticklist]
xticks = [t for index, t in enumerate(xs) if index % 120 == 0]
ys = [t['TradeVolume'] for t in ticklist]
matplotlib.pyplot.gca().axes.set_xticks(xticks)
matplotlib.pyplot.gca().axes.set_xlim(auto=True)
matplotlib.pyplot.gca().set_ylabel('TradeVolume')
matplotlib.pyplot.gca().set_xlabel('MDTime')
matplotlib.pyplot.plot(xs, ys)
matplotlib.pyplot.gcf().autofmt_xdate()
matplotlib.pyplot.grid(True)
matplotlib.pyplot.show()
elif ttype == 'TotalValueTraded':
matplotlib.pyplot.gca().xaxis.set_major_formatter(matplotlib.dates.DateFormatter('%H:%M:%S'))
matplotlib.pyplot.gca().xaxis.set_major_locator(matplotlib.dates.MinuteLocator(interval=5))
xs = [t['MDTime'] for t in ticklist]
xticks = [t for index, t in enumerate(xs) if index % 120 == 0]
ys = [t['TotalValueTraded'] for t in ticklist]
matplotlib.pyplot.gca().axes.set_xticks(xticks)
matplotlib.pyplot.gca().axes.set_xlim(auto=True)
matplotlib.pyplot.gca().set_ylabel('TotalValueTraded')
matplotlib.pyplot.gca().set_xlabel('MDTime')
matplotlib.pyplot.plot(xs, ys)
matplotlib.pyplot.gcf().autofmt_xdate()
matplotlib.pyplot.grid(True)
matplotlib.pyplot.show()
elif ttype == 'TradePrice':
matplotlib.pyplot.gca().xaxis.set_major_formatter(matplotlib.dates.DateFormatter('%H:%M:%S'))
matplotlib.pyplot.gca().xaxis.set_major_locator(matplotlib.dates.MinuteLocator(interval=5))
xs = [t['MDTime'] for t in ticklist]
xticks = [t for index, t in enumerate(xs) if index % 20 == 0]
ys = [t['TradePrice'] for t in ticklist]
matplotlib.pyplot.gca().axes.set_xticks(xticks)
matplotlib.pyplot.gca().axes.set_xlim(auto=True)
matplotlib.pyplot.gca().set_ylabel('TradePrice')
matplotlib.pyplot.gca().set_xlabel('MDTime')
matplotlib.pyplot.plot(xs, ys)
matplotlib.pyplot.gcf().autofmt_xdate()
matplotlib.pyplot.grid(True)
matplotlib.pyplot.show()
if __name__ == '__main__':
fr = open('md001.txt', 'r')
for line in fr.readlines():
gen_tick_items(line)
draw_timestamp('TradePrice')