machFX3.py

# Keep in mind the bid/ask spread.
# all purchases would be made @ the ask.
# all sales made @ the bid.


'''
So the first thing we need to do, is go ahead and plot
this data out to see what we're working with, and
see what our goals are. 


'''

import matplotlib
import matplotlib.pyplot as plt
import matplotlib.ticker as mticker
import matplotlib.dates as mdates
import numpy as np
from numpy import loadtxt



def graphRawFX():
    date,bid,ask = np.loadtxt('GBPUSD1d.txt', unpack=True,
                              delimiter=',',
                              converters={0:mdates.strpdate2num('%Y%m%d%H%M%S')})

    fig=plt.figure(figsize=(10,7))

    ax1 = plt.subplot2grid((40,40), (0,0), rowspan=40, colspan=40)
    ax1.plot(date,bid)
    ax1.plot(date,ask)
    ax1.xaxis.set_major_formatter(mdates.DateFormatter('%Y-%m-%d %H:%M:%S'))
    #####
    plt.grid(True)
    for label in ax1.xaxis.get_ticklabels():
            label.set_rotation(45)
    plt.gca().get_yaxis().get_major_formatter().set_useOffset(False)

    #######
    ax1_2 = ax1.twinx()
    
    #ax1_2.plot(date, (ask-bid))
    
    ax1_2.fill_between(date, 0, (ask-bid), facecolor='g',alpha=.3)
    
    #ax1_2.set_ylim(0, 3*ask.max())
    #######
    
    plt.subplots_adjust(bottom=.23)
    #plt.grid(True)
    
    plt.show()
    


graphRawFX()