python scripts for the visualization of stocks tick data

Requires: python 2.7.10, pymongo 3.2.2, pandas 0.16.2, numpy 1.10.1

---

I. overview

II. code example

---

---

I. overview

---

The visualization of stocks tick data has been enabled by these two python scripts, mongo_StockVisualization.py and mongoStockVisualClass0.py, where the latter is a reconstruction of the former, providing a general interface to visualize the order_size/volume/trading price/ for each tick shot in a certain stock database based on mongoDB technique.
Two classes are defined in mongoStockVisualClass0.py,

1. class basic_visualize()

for a time series plot of the order_size_at_certain_price/

volume/trading price/ etc. 2. class tick_visualize() visualize the tick data for a certain trading day, and the order_size are color encoded, with the blue line denoting the moving average traded price of two neighbouring tick shots.

(to continue...)
ps: We create the indices for the database by another python script

---

II. Code examples

---

Code examples detailing how the use of the codes:
----------------initialize-----------------------------------------------------

initialize the parameters for visualization

width=0.1
height= 0.05/2.5
datex = "2013-03-18"
u0 = 600
fsize=10
k=10
collection= SH600516

-----Example 1---------------------------------------------------------------

fig = plt.figure(figsize=(20, 15), dpi=240, facecolor='w', edgecolor='k')
ax = fig.add_subplot(111, aspect='equal')
plt.axis('off')
#create the class
name=collection.name
classTick= tick_visualize(collection,datex,ax,width,height,fsize)
#start plotting
sqPatch = classTick.market_dateSP2(u0,k)
for p in sqPatch:
    ax.add_patch(p)

classTick.markVal_dateSP_hms(u0,k)
classTick.priceLine_dateSP2(u0,k,'b-')
plt.title('visualization of partial '+str(name)+' tickData on '+datex+'with 
u0 = '+str(u0),fontsize=18)

plt.show()
fig.savefig(filename,format='pdf',dpi=1000)

plt.close(fig)

-----------------Example 2---------------------------------------------------
#plot by the class basic_visualize()

fig1 = plt.figure(figsize=(20, 15), dpi=240, facecolor='w', edgecolor='k')
ax1 = fig.add_subplot(111, aspect='equal')
classBasic=basic_visualize(collection,datex,'vol')
classBasic.tick_plotS()
plt.title('trading volume for '+str(name)+' on '+datex)
plt.show()
plt.close(fig)

---

Feedback: jiansendhu@126.com, j.zheng@uu.nl