繪製燭臺圖頂部的移動平均線

Question

我已經使用pandas.DataFrame.rolling來計算移動平均線。所以，我的數據幀是這個樣子，

CurrencyPair   TimeStamp Open High  Low Close  MA50 
40  EURUSD 2017-07-10 16:00:00 1.1397 1.1401 1.1396 1.1397  NaN 
41  EURUSD 2017-07-10 15:00:00 1.1389 1.1396 1.1386 1.1396  NaN 
42  EURUSD 2017-07-10 14:00:00 1.1393 1.1396 1.1389 1.1390  NaN 
43  EURUSD 2017-07-10 13:00:00 1.1393 1.1394 1.1387 1.1391  NaN 
44  EURUSD 2017-07-10 12:00:00 1.1390 1.1395 1.1386 1.1392  NaN 
45  EURUSD 2017-07-10 11:00:00 1.1392 1.1393 1.1384 1.1390  NaN 
46  EURUSD 2017-07-10 10:00:00 1.1387 1.1395 1.1385 1.1395  NaN 
47  EURUSD 2017-07-10 09:00:00 1.1397 1.1398 1.1387 1.1389  NaN 
48  EURUSD 2017-07-10 08:00:00 1.1417 1.1418 1.1399 1.1403  NaN 
49  EURUSD 2017-07-10 07:00:00 1.1400 1.1416 1.1400 1.1416 1.142272 
50  EURUSD 2017-07-10 06:00:00 1.1410 1.1411 1.1399 1.1399 1.142154 
51  EURUSD 2017-07-10 05:00:00 1.1405 1.1409 1.1404 1.1409 1.142068 
52  EURUSD 2017-07-10 04:00:00 1.1406 1.1407 1.1402 1.1404 1.141952 
53  EURUSD 2017-07-10 03:00:00 1.1406 1.1407 1.1403 1.1406 1.141804 

我設法從TimeStamp和OHLC繪製使用數據我的陰陽燭圖，但我不知道如何使用我的陰陽燭圖的頂部同一軸線上繪出我的移動平均線。我試過使用eurusd['MA50'].plot(ax = ax)，但是我得到了一個ValueError: ordinal must be >= 1的錯誤。

這裏是我的代碼，

import numpy as np 
import pandas as pd 
import matplotlib.pyplot as plt 
import matplotlib.dates as mdates 
import datetime as dt 
from mpl_finance import candlestick_ohlc 

eurusd = pd.read_csv('fxhistoricaldata_EURUSD_hour.csv') 
eurusd['TimeStamp'] = pd.to_datetime(eurusd['TimeStamp'], format = '%d/%m/%Y %H:%M') 

# Set date & time range 
# start_date (Y-m-d H-M) & end_date (Y-m-d H-M) 
mask = (eurusd['TimeStamp'] >= '2017-07-10 3:00') & (eurusd['TimeStamp'] <= '2017-07-12 8:00') 
eurusd = eurusd.loc[mask] 

# Calculate Moving Averages MA50 
eurusd = eurusd.reindex(columns = np.append(eurusd.columns, ['MA50'])) 
eurusd['MA50'] = eurusd[['Close']].rolling(50).mean() 

print(eurusd) 

eurusd['TimeStamp'] = eurusd['TimeStamp'].map(lambda d: mdates.datestr2num(dt.datetime.strftime(d, '%Y-%m-%d %H:%M'))) 

fig, ax = plt.subplots() 
ax.xaxis_date() 
ax.xaxis.set_major_formatter(mdates.DateFormatter('%Y/%m/%d %H:%M')) 
ax.grid(True, color = 'k', alpha = 0.5) 
plt.xticks(rotation = 45) 
plt.xlabel("Date") 
plt.ylabel("Price") 
plt.title("EUR/USD") 

candlestick_ohlc(ax, eurusd[['TimeStamp','Open','High','Low','Close']].values, width = 0.01, colorup = 'g') 
eurusd['MA50'].plot(ax = ax) 

plt.show() 

以下是完整的錯誤日誌，

ticks = self.get_major_ticks() 
    File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site- 
packages\matplotlib\axis.py", line 1320, in get_major_ticks 
    numticks = len(self.get_major_locator()()) 
    File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site- 
packages\matplotlib\dates.py", line 986, in __call__ 
    self.refresh() 
    File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site- 
packages\matplotlib\dates.py", line 1006, in refresh 
    dmin, dmax = self.viewlim_to_dt() 
    File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site- 
packages\matplotlib\dates.py", line 763, in viewlim_to_dt 
    return num2date(vmin, self.tz), num2date(vmax, self.tz) 
    File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site- 
packages\matplotlib\dates.py", line 401, in num2date 
    return _from_ordinalf(x, tz) 
    File "C:\Users\Meng Da\AppData\Local\Programs\Python\Python36-32\lib\site- 
packages\matplotlib\dates.py", line 254, in _from_ordinalf 
    dt = datetime.datetime.fromordinal(ix).replace(tzinfo=UTC) 
ValueError: ordinal must be >= 1 

任何幫助是極大的讚賞。謝謝！

Answer 1

我設法用ax.plot(eurusd['TimeStamp'], eurusd['MA50'])，而不是解決問題。以防萬一任何人遇到類似的問題。

Answer 2

好像你有一個問題與斧頭。你究竟想通過subplot2grid達到什麼目的？如果你刪除它，那麼它的工作就會失敗。請注意，我使用了candlestick2_ohlc。你還需要添加日期，我相信你已經知道了。

from pandas_datareader import data 
import matplotlib.pyplot as plt 
from matplotlib.finance import candlestick2_ohlc 

aapl = data.DataReader('AAPL', 'google', '2017-06-01') 
aapl['MA50'] = aapl["High"].rolling(10).mean() 
aapl.reset_index(inplace=True) 

fig, ax = plt.subplots() 
plt.xticks(rotation = 45) 
plt.xlabel("Date") 
plt.ylabel("Price") 
plt.title("EUR/USD") 

candlestick2_ohlc(ax, aapl.Open, aapl.High, aapl.Low, aapl.Close, width=1, colorup='g') 
aapl.MA50.plot(ax=ax) 

plt.show()