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Hands-On Financial Trading with Python

You're reading from   Hands-On Financial Trading with Python A practical guide to using Zipline and other Python libraries for backtesting trading strategies

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Product type Paperback
Published in Apr 2021
Publisher Packt
ISBN-13 9781838982881
Length 360 pages
Edition 1st Edition
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Authors (2):
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Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Jiri Pik Jiri Pik
Author Profile Icon Jiri Pik
Jiri Pik
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Toc

Table of Contents (15) Chapters Close

Preface 1. Section 1: Introduction to Algorithmic Trading FREE CHAPTER
2. Chapter 1: Introduction to Algorithmic Trading 3. Section 2: In-Depth Look at Python Libraries for the Analysis of Financial Datasets
4. Chapter 2: Exploratory Data Analysis in Python 5. Chapter 3: High-Speed Scientific Computing Using NumPy 6. Chapter 4: Data Manipulation and Analysis with pandas 7. Chapter 5: Data Visualization Using Matplotlib 8. Chapter 6: Statistical Estimation, Inference, and Prediction 9. Section 3: Algorithmic Trading in Python
10. Chapter 7: Financial Market Data Access in Python 11. Chapter 8: Introduction to Zipline and PyFolio 12. Chapter 9: Fundamental Algorithmic Trading Strategies 13. Other Books You May Enjoy Appendix A: How to Setup a Python Environment

Creating figures and subplots

Matplotlib supports plotting multiple charts (subplots) on a single figure, which is Matplotlib's term for the drawing canvas.

Defining figures' subplots

To create a matplotlib.pyplot.figure object, use the following method:

import matplotlib.pyplot as plt
fig = plt.figure(figsize=(12, 6), dpi=200)

This yields an empty figure object (0 Axes):

<Figure size 2400x1200 with 0 Axes>

Before we plot anything on this figure, we need to add subplots to create space for them. The matplotlib.pyplot.figure.add_subplot(...) method lets us do that by specifying the size of the subplot and the location.

The following code block adds a subplot of size 1x2 grids on the left, then a subplot of 2x2 on the top right, and finally, a subplot of 2x2 on the bottom right:

ax1 = fig.add_subplot(1, 2, 1)
ax2 = fig.add_subplot(2, 2, 2)
ax3 = fig.add_subplot(2, 2, 4)
fig

The result is the following figure object containing the subplots we...

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