machFX2.py

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


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




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'))

    for label in ax1.xaxis.get_ticklabels():
            label.set_rotation(45)
    plt.subplots_adjust(bottom=.23)
    plt.gca().get_yaxis().get_major_formatter().set_useOffset(False)
    plt.grid(True)
    plt.show()