How do I plot only weekdays using Python's matplotlib candlestick?

Question

I\'m not managing to plot matplotlib.finance.candlestick without the weekends (blank spaces between every 5 candlesticks). The example from Matplotlib\'s website doesn\'t e

Answer 1

While @JMJR's answer works, I find this to be more robust:

def plot(x):
    plt.figure()
    plt.title("VIX curve")
    def idx(val=[0]):
        val[0] = val[0] + 1
        return val[0]
    d = collections.defaultdict(idx)
    # give each date an index
    [d[t] for t in sorted(x.index.get_level_values('baropen_datetime').unique())]
    # use the index
    x['idx'] = [d[t] for t in x.index.get_level_values('baropen_datetime')]
    # plot using index
    x.groupby('code').apply(lambda y: plt.plot(y.idx.values,
                                               y.close.values,
                                               label=y.index.get_level_values('code')[0]))
    plt.legend()
    plt.show()
    plt.close()

Answer 2

After your 'quotes' line:

weekday_quotes = [tuple([i]+list(quote[1:])) for i,quote in enumerate(quotes)]

then

candlestick(ax, weekday_quotes, width=0.6)

This will plot the data without the gaps between weekdays, now you have to change the xticks back to dates, preferably mondays. Assuming your first quote was a monday:

import matplotlib.dates as mdates

ax.set_xticks(range(0,len(weekday_quotes),5))
ax.set_xticklabels([mdates.num2date(quotes[index][0]).strftime('%b-%d') for index in ax.get_xticks()])

This is pretty gross but seems to get the job done - good luck!