What are my best options for creating a financial open-high-low-close (OHLC) chart in a high level language like Ruby or Python? While there seem to be a lot of options for graphing, I haven't seen any gems or eggs with this kind of chart.
http://en.wikipedia.org/wiki/Open-high-low-close_chart (but I don't need the moving average or Bollinger bands)
JFreeChart can do this in Java, but I'd like to make my codebase as small and simple as possible.
Thanks!
Some examples about financial plots (OHLC) using matplotlib can be found here:
#!/usr/bin/env python
from pylab import *
from matplotlib.dates import DateFormatter, WeekdayLocator, HourLocator, \
DayLocator, MONDAY
from matplotlib.finance import quotes_historical_yahoo, candlestick,\
plot_day_summary, candlestick2
# (Year, month, day) tuples suffice as args for quotes_historical_yahoo
date1 = ( 2004, 2, 1)
date2 = ( 2004, 4, 12 )
mondays = WeekdayLocator(MONDAY) # major ticks on the mondays
alldays = DayLocator() # minor ticks on the days
weekFormatter = DateFormatter('%b %d') # Eg, Jan 12
dayFormatter = DateFormatter('%d') # Eg, 12
quotes = quotes_historical_yahoo('INTC', date1, date2)
if len(quotes) == 0:
raise SystemExit
fig = figure()
fig.subplots_adjust(bottom=0.2)
ax = fig.add_subplot(111)
ax.xaxis.set_major_locator(mondays)
ax.xaxis.set_minor_locator(alldays)
ax.xaxis.set_major_formatter(weekFormatter)
#ax.xaxis.set_minor_formatter(dayFormatter)
#plot_day_summary(ax, quotes, ticksize=3)
candlestick(ax, quotes, width=0.6)
ax.xaxis_date()
ax.autoscale_view()
setp( gca().get_xticklabels(), rotation=45, horizontalalignment='right')
show()
Are you free to use JRuby instead of Ruby? That'd let you use JFreeChart, plus your code would still be in Ruby
Please look at the Open Flash Chart embedding for WHIFF http://aaron.oirt.rutgers.edu/myapp/docs/W1100_1600.openFlashCharts An example of a candle chart is right at the top. This would be especially good for embedding in web pages.
Open Flash Chart is nice choice if you like the look of examples. I've moved to JavaScript/Canvas library like Flot for HTML embedded charts, as it is more customizable and I get desired effect without much hacking (http://itprolife.worona.eu/2009/08/scatter-chart-library-moving-to-flot.html).