Python Machine Learning Cookbook

Plotting date-formatted time series data

Let's look at how to plot time series data using date formatting. This is useful in visualizing stock data over time.

How to do it…

1. Create a new Python file, and import the following packages:

   import numpy
   import matplotlib.pyplot as plt
   from matplotlib.mlab import csv2rec
   import matplotlib.cbook as cbook
   from matplotlib.ticker import Formatter

2. Define a function to format the dates. The __init__ function sets the class variables:

   # Define a class for formatting
   class DataFormatter(Formatter):
       def __init__(self, dates, date_format='%Y-%m-%d'):
           self.dates = dates
           self.date_format = date_format

3. Extract the value at any given time and return it in the following format:

    # Extact the value at time t at position 'position' ...