Python ggplot 绘制超过8只股票时图例被截断问题
首先,我想说Python的ggplot是一个伟大事物的开端,开发者们为此付出了很多努力,值得赞扬。目前,我在同一个图表上遇到了两个主要问题。如果我绘制8只股票或更少,图像看起来不错,只是图例部分超出了图表的区域(问题1)。如果我绘制超过8只股票,图表就会出现一些奇怪的线条,这些线条明显不代表数据。此外,图例不会自动调整大小,而是会漏掉额外的股票代码(问题2)。任何帮助都非常感谢。谢谢!
正常的绘图代码:
import datetime
from ggplot import *
import pandas.io.data as web
import pandas as pd
import numpy as np
start = datetime.datetime(2014,1,1)
end = datetime.datetime(2014, 3,19)
stocks = ['APO','AVG','FI','ANIK','CELG','PACW','CBOE','BIIB']
stockData = {}
for ticker in stocks:
stockData[ticker] = web.get_data_yahoo(ticker, start, end)
price = pd.DataFrame({tic: data['Adj Close'] for tic, data in stockData.iteritems()})
returns = price.pct_change()
returns = returns.apply(cumsum)
rt = returns.index
returns['Date'] = rt
# plotting the cum performance for each security
ret = pd.melt(returns, id_vars='Date')
plot = ggplot(aes(x='Date', y='value', color='variable'),data=ret) +geom_line()
# plotting the equity curve of the theoretical portfolio
zt = returns
del zt['Date']
zt = zt.apply(np.sum, axis=1)
z = pd.DataFrame(zt, index=zt.index)
z['Date'] = rt
z.columns = ['equity curve', 'Date']
ret2 = pd.melt(z, id_vars='Date')
plot2 = ggplot(aes(x='Date', y='value'),data=ret2) +geom_line()
print plot
print plot2
有问题的绘图代码:
import datetime
from ggplot import *
import pandas.io.data as web
import pandas as pd
import numpy as np
start = datetime.datetime(2014,1,1)
end = datetime.datetime(2014, 3,19)
stocks = ['APO','AVG','FI','ANIK','CELG','PACW','CBOE','BIIB','ISIS', 'SDRL'] # <-- notice two additional tickers
stockData = {}
for ticker in stocks:
stockData[ticker] = web.get_data_yahoo(ticker, start, end)
price = pd.DataFrame({tic: data['Adj Close'] for tic, data in stockData.iteritems()})
returns = price.pct_change()
returns = returns.apply(cumsum)
rt = returns.index
returns['Date'] = rt
# plotting the cum performance for each security
ret = pd.melt(returns, id_vars='Date')
plot = ggplot(aes(x='Date', y='value', color='variable'),data=ret) +geom_line()
# plotting the equity curve of the theoretical portfolio
zt = returns
del zt['Date']
zt = zt.apply(np.sum, axis=1)
z = pd.DataFrame(zt, index=zt.index)
z['Date'] = rt
z.columns = ['equity curve', 'Date']
ret2 = pd.melt(z, id_vars='Date')
plot2 = ggplot(aes(x='Date', y='value'),data=ret2) +geom_line()
print plot
print plot2
1 个回答
2
对于问题2,这是因为 ggplot
的颜色用完了,你可以添加更多的颜色来解决这个问题,只需在你的代码开头加上以下代码:
import ggplot as gg
gg.colors.COLORS.extend(["#ff0000", "#00ff00", "#0000ff"])
对于问题1,似乎我们需要在创建图形之后再放置图例:
ret = pd.melt(returns, id_vars='Date').dropna()
plot = ggplot(aes(x='Date', y='value', color='variable'), data=ret) +geom_line()
fig = plot.draw()
ax = fig.axes[0]
offbox = ax.artists[0]
offbox.set_bbox_to_anchor((1, 0.5), ax.transAxes)
这是结果: