Plotting rectangle with the color column Matplotlib Python

Question

I was trying to draw the color of the candles of OHLC. That was accomplished using the code available at: https://stackoverflow.com/a/51417197/4948889

But there is issue while I am trying it in my code. I will let know what situation is here.

dataset_train = pd.read_csv('EURUSD_M1TechnicalIndicators.csv',usecols=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15])
dataset_train.head(10)
dataset_test = pd.read_csv('Test_EURUSD_M1TechnicalIndicators.csv',usecols=[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15],nrows=50)
dataset_test.head(10)

train  = dataset_train.filter(['open','high','low','close','closeTarget',"k","d","atr","macdmain","macdsgnal","bbup","bbmid","bblow"], axis=1)
x = train.values #returns a numpy array
min_max_scaler = preprocessing.MinMaxScaler()
x_scaled = min_max_scaler.fit_transform(x)
datasetTrain = pd.DataFrame(x_scaled)
datasetTrain.columns = ['open','high','low','close','closeTarget',"k","d","atr","macdmain","macdsgnal","bbup","bbmid","bblow"]
datasetTrain.head(10) 

test = dataset_test.filter(['open','high','low','close','closeTarget',"k","d","atr","macdmain","macdsgnal","bbup","bbmid","bblow"], axis=1)
x = test.values #returns a numpy array
min_max_scaler = preprocessing.MinMaxScaler()
x_scaled = min_max_scaler.fit_transform(x)
datasetTest = pd.DataFrame(x_scaled)
datasetTest.columns = ['open','high','low','close','closeTarget',"k","d","atr","macdmain","macdsgnal","bbup","bbmid","bblow"]
datasetTest.head(10)

plt.figure(figsize=(25,5))
plt.plot(xTrain[:,3])
plt.title('Train (' +str(len(xTrain))+' data points)')
plt.show()
plt.figure(figsize=(10,3))
plt.plot(xTest[:,0])
plt.title('Test (' +str(len(xTest))+' data points)')
plt.show()

The output till here was:

Then I tried this:

def draw_rects(ax, quotes, width=5., height=1., yloc=1., colorup='g', 
               colordown='r', edgecolor='k', alpha=1.0):

    OFFSET = width / 2.0
    patches = []
    for q in quotes:
        t, open, close, high, low = q[:5]
        if close > open:
            color = colorup
        else:
            color = colordown

        rect = Rectangle(
            xy=(t - OFFSET, yloc),
            width=width,
            height=height,
            facecolor=color,
            edgecolor=edgecolor,
        )
        rect.set_alpha(alpha)
        patches.append(rect)
        ax.add_patch(rect)

    ax.autoscale_view()

    return patches

fig, ax = plt.subplots(1,1)
quotes = xTest
p1 = draw_rects(ax, xTrain, yloc=1)
p2 = draw_rects(ax, xTest, yloc=4)
labels = [item.get_text() for item in ax.get_yticklabels()]
labels[2] = 'Train'
labels[8] = 'Test'
ax.set_yticklabels(labels)
plt.show()

Output:

I was expecting the candles color to be shown. So that above process didn't worked for me. So I created another column in the dataset as color and shiftedcolor

Now I am thinking to just showcase the color data from the datasets in the candle fashion using the rectangles. Please help me in doing that.

Here are the datasets used by me. EURUSD_M1TechnicalIndicators And Test_EURUSD_M1TechnicalIndicators

Answer 1

I don't really get the complexity of your problem plotting some rectangles (no offending, please correct me if I just ignored important things, in other words: tl;dr...)

But just as an example, how I would plot those two rows (let's say as a different approach to start discussing if it's worth it...):

x = np.arange(10)
y = np.ones(10)

bools = np.random.randint(0, 2, 10).astype(bool)
colors = np.array(bools, str)
colors[bools] = 'g'
colors[~bools] = 'r'

rx = 1
ry = 2
rect = [(-rx, -ry), (rx, -ry), (rx, ry), (-rx, ry)]

plt.figure()
plt.scatter(x, y, facecolor=colors, verts=rect, s=1000)
plt.scatter(x, y+3, facecolor=colors[::-1], verts=rect, s=1000)
plt.ylim(0, 5)
plt.yticks([1, 4], ['Train', 'Test'])

leads to:

EDIT: The same thing applied to your data files: (And I saw you want also black for equal values, so added this, too)

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt

dataset_train = pd.read_csv('EURUSD_M1TechnicalIndicators.txt', usecols=['open', 'close'])
dataset_test = pd.read_csv('Test_EURUSD_M1TechnicalIndicators.csv', usecols=['open', 'close'])

gt_train = (dataset_train.open - dataset_train.close) > 0
gt_test = (dataset_test.open - dataset_test.close) > 0
eq_train = (dataset_train.open - dataset_train.close) == 0
eq_test = (dataset_test.open - dataset_test.close) == 0

y_train = np.ones(len(gt_train))
y_test = np.ones(len(gt_test))

colors_train = np.array(gt_train, str)
colors_test = np.array(gt_test, str)
colors_train[gt_train] = 'g'
colors_train[~gt_train] = 'r'
colors_train[eq_train] = 'k'
colors_test[gt_test] = 'g'
colors_test[~gt_test] = 'r'
colors_test[eq_test] = 'k'

rx = .2
ry = 2
rect = [(-rx, -ry), (rx, -ry), (rx, ry), (-rx, ry)]

plt.figure()
plt.scatter(np.arange(y_train.size), y_train, facecolor=colors_train, verts=rect, s=1000)
plt.scatter(np.arange(y_test.size), y_test+3, facecolor=colors_test, verts=rect, s=1000)
plt.ylim(0, 5)
plt.yticks([1, 4], ['Train', 'Test'])