Book Image

Python for Finance

By : Yuxing Yan
Book Image

Python for Finance

By: Yuxing Yan

Overview of this book

Table of Contents (20 chapters)
Python for Finance
Credits
About the Author
Acknowledgments
About the Reviewers
www.PacktPub.com
Preface
Index

Presenting both closing price and trading volume


Sometimes, we like to view both price movement and trading volumes simultaneously. The following program accomplishes this:

>>>from pylab import plotfile, show
>>>import matplotlib.finance as finance
>>>ticker = 'IBM'
>>>begdate = datetime.date(2013,1,1)
>>>enddate = datetime.date.today()
>>>x= finance.fetch_historical_yahoo(ticker, begdate, enddate)
>>>plotfile(x, (0,6,5))
>>>show()

The output graph is shown as follows:

Adding mathematical formulae to our graph

In finance, we use many mathematical formulae. Occasionally, we need to add a mathematical formula to our figure. A set of formulae for a call option by using the matplotlib module is shown in the following program:

import numpy as np
import matplotlib.mathtext as mathtext
import matplotlib.pyplot as plt
import matplotlib
matplotlib.rc('image', origin='upper')
parser = mathtext.MathTextParser("Bitmap")
r'$\left[...