python matplotlib candlestick-chart mplfinance

Overlaying data in a candlestick chart

My very 1st need is to overlay a curve over a candlestick chart. To draw this candlestick chart, mplfinance appears very nice. Unfortunately, I have found no way to overlay additional curve to the candlestick.

Considering example below, if anyone of you knows how to overlay 'Noise' column over the candlesticks drawn from 'minutely' dataframe, this would be great!

import pandas as pd
import mplfinance as mpf

minutely = pd.DataFrame({'Date':[pd.Timestamp('2021-01-07 00:00:00'),
                                 pd.Timestamp('2021-01-07 00:01:00'),
                                 pd.Timestamp('2021-01-07 00:02:00'),
                                 pd.Timestamp('2021-01-07 00:03:00'),
                                 pd.Timestamp('2021-01-07 00:04:00')],
                          'Open':[36769.36, 36880.00, 36851.42,36922.19,37083.18],
                          'High':[36880.00, 36880.00, 36950.00, 37089.69, 37094.70],
                          'Low': [36760.00,  36817.64, 36810.03, 36922.13, 36565.49],
                          'Close':[36880.00, 36851.97, 36922.14, 37075.80, 36691.3]})

noise = pd.DataFrame({'Date':[pd.Timestamp('2021-01-07 00:00:00'),
                                 pd.Timestamp('2021-01-07 00:01:00'),
                                 pd.Timestamp('2021-01-07 00:02:00'),
                                 pd.Timestamp('2021-01-07 00:03:00'),
                                 pd.Timestamp('2021-01-07 00:04:00')],
                          'Noise':[36779.36, 36870.00, 36881.42,36902.19,37103.18]})

# Draw candlesticks
minutely = minutely.set_index('Date')
noise = noise.set_index('Date')
mpf.plot(minutely, type='candle')

Not stopping here, I had in mind to use the 'old' candlestick_ohlcv function to draw a candlestick graph, then overlay data using native matplotlib capabilities. This gives the code below, but when displaying the candlesticks, the x scale appears meaningless.

I should have only 5 candles, with a x scale going from 2020/01/07 00:00 to 2020/01/07 00:04.

I can see the graph shows a x scale starting from 2020/01/06 16:48 to 2020/01/07 07:12.

I don't understand this and candles are meaningless...

import pandas as pd
import matplotlib.pyplot as plt 
from mplfinance.original_flavor import candlestick_ohlc
import matplotlib.dates as mpdates 

minutely = pd.DataFrame({'Date':[pd.Timestamp('2021-01-07 00:00:00'),
                                 pd.Timestamp('2021-01-07 00:01:00'),
                                 pd.Timestamp('2021-01-07 00:02:00'),
                                 pd.Timestamp('2021-01-07 00:03:00'),
                                 pd.Timestamp('2021-01-07 00:04:00')],
                          'Open':[36769.36, 36880.00, 36851.42,36922.19,37083.18],
                          'High':[36880.00, 36880.00, 36950.00, 37089.69, 37094.70],
                          'Low': [36760.00,  36817.64, 36810.03, 36922.13, 36565.49],
                          'Close':[36880.00, 36851.97, 36922.14, 37075.80, 36691.3]})

noise = pd.DataFrame({'Date':[pd.Timestamp('2021-01-07 00:00:00'),
                                 pd.Timestamp('2021-01-07 00:01:00'),
                                 pd.Timestamp('2021-01-07 00:02:00'),
                                 pd.Timestamp('2021-01-07 00:03:00'),
                                 pd.Timestamp('2021-01-07 00:04:00')],
                          'Noise':[36779.36, 36870.00, 36881.42,36902.19,37103.18]})

minutely['Date'] = minutely['Date'].map(mpdates.date2num)

plt.style.use('dark_background')
fig, ax = plt.subplots() 
candlestick_ohlc(ax, minutely.values, width = 0.6,  
                 colorup = 'green', colordown = 'red',  
                 alpha = 0.8) 
# Setting labels  
ax.set_xlabel('Date') 
ax.set_ylabel('Price')
# Formatting Date
date_format = mpdates.DateFormatter('%d-%m-%Y %H:%M') 
ax.xaxis.set_major_formatter(date_format) 
fig.autofmt_xdate() 
fig.tight_layout() 
# show the plot 
plt.show()

Please, would someone know of a way to overlay this external data to candlestick data? Thanks in advance for any help, Bests,

Solution

You can do this by adding only one line of code to your first code example above:

Just before calling mpf.plot() add the following line:

ap = mpf.make_addplot(noise)

Then change the call to mpf.plot() to include the addplot keyword, thus:

ap = mpf.make_addplot(noise)
mpf.plot(minutely, type='candle', addplot=ap)

If you want to, you can also modify the datetime format:

ap = mpf.make_addplot(noise)
mpf.plot(minutely, type='candle', addplot=ap, datetime_format='%b %d, %H:%M')

I would highly recommend that you read through these two tutorials. They are relatively short and will probably take only 15 to 30 minutes to carefully read both of them:

P.S. As a general rule I would discourage gaining access to the Figure and Axes objects of mplfinance: your code will be much simpler as a result. Access to the Figure and Axes should only be used for plots that require advanced features not yet supported by mplfinance. If you read through the tutorials, I'm sure you will find that most things done with financial plots can be done simply without resorting to manipulating the Figure and Axes directly.