python - Plotting candlesticks with tight resolution - understanding "width" parameters -


i have been using tutorials candlestick data , work daily charts. however, i'm guessing since rely on default behaviour matplotlib.finance candlestick function, there pieces i'm missing in understanding switching intraday.

my data looks (but convert date/time numbers prior call finance.candlestick)

                           high         low        open       close  volume        vwap 2013-09-18 18:05:00  126.343750  125.468750  125.468750  126.046875     721  126.285909 2013-09-18 18:10:00  126.296875  126.078125  126.078125  126.187500     271  126.194649 2013-09-18 18:15:00  126.234375  125.843750  126.234375  125.843750      83  126.157003 2013-09-18 18:20:00  125.984375  125.953125  125.953125  125.953125     505  125.953311 2013-09-18 18:25:00  126.250000  126.250000  126.250000  126.250000       1  126.250000 2013-09-18 18:30:00  126.250000  126.250000  126.250000  126.250000       0  126.250000

and code (stripped of attempts i've made) i'm using follows:

fig = plt.figure(figsize=(10, 5)) ax = fig.add_axes([0.1, 0.2, 0.85, 0.7]) # customization of axis ax.spines['right'].set_color('none') ax.spines['top'].set_color('none') ax.xaxis.set_ticks_position('bottom') ax.yaxis.set_ticks_position('left') ax.tick_params(axis='both', direction='out', width=2, length=8,                labelsize=12, pad=8) ax.spines['left'].set_linewidth(2) ax.spines['bottom'].set_linewidth(2)  ax.set_ylabel('quote ($)', size=20)  ax.xaxis.set_major_locator(fiveminutelocator) ax.xaxis.set_minor_locator(oneminutelocator)  # candlestick call requires following format: #    (time, open, close, high, low, ...) print(bars.to_records()) bars.index = bars.index.map(date2num) candle_bars = bars[ ['open', 'close', 'high', 'low' ] ] candle_bars = map(list, candle_bars.to_records()) finance.candlestick(ax, candle_bars, width=0.1, colorup='g', colordown='r') plt.show()

the resulting plot follows:

plot

edit: problem lies lack of understanding of relationship between "figure.size" gather in inches, "figure.dpi", , width parameters passed in line2d , rectangles patches in matplotlib.

i don't quite how relation works. smaller range of times in (i.e. 10 millisecond bars, , total range of 10 seconds) requires tiny width in finance.candlestick plot (0.000005 seems work). larger range of times (day-bars , months of data) can use default width of 0.8.

so not understand width measured in. it's described "points". fiddling dpi in figure doesn't seem i'd want do.


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