python株テクニカル指標のグラフ化について

Question

移動平均、出来高、MACD、RSIの４つのグラフを出力したいのですが、エラー文と共に最後のRSIのみグラフが出てきません。エラー文もよくわからないので、どうしたらよいでしょうか。

import pandas as pd
import numpy as np
import talib as ta
from pandas_datareader import data
import matplotlib.pyplot as plt
%matplotlib inline

start = '2019-11-01'
end = '2020-11-01'
df = data.DataReader('^N225', 'yahoo', start, end)

date = df.index
close = df['Adj Close']
df['macd'], df['macdsignal'], df['macdhist'] = ta.MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
df['RSI'] = ta.RSI(close, timeperiod=span02)

span01 = 5
span02 = 25
span03 = 50

df['mov01'] = close.rolling(window=span01).mean()
df['mov02'] = close.rolling(window=span02).mean()
df['mov03'] = close.rolling(window=span03).mean()

plt.figure(figsize=(30,10))
plt.subplot(4,1,1) #移動平均

plt.plot(date,close,label='Close')
plt.plot(date, df['mov01'],label='mov01')
plt.plot(date, df['mov02'],label='mov02')
plt.plot(date, df['mov03'],label='mov03')
plt.legend()

plt.subplot(4,1,2) #出来高
plt.bar(date, df['Volume'], label='Volume')
plt.legend()

plt.subplot(4,1,3) #MACD
plt.fill_between(date, df['macdhist'], alpha=0.5, label='MACD_hist')
plt.hlines(0, start, end, 'gray', linestyle='dashed')
plt.legend()

plt.subplot(4,1,4) #RSI
plt.plot(date, df['RSI'], label='RSI')
plt.ylim(0,100)
plt.hlines([30,50,70], start, end, 'gray', linestyles='dashed')
plt.legend()

エラー文は以下です。

AttributeError                            Traceback (most recent call last)
~\Anaconda3\lib\site-packages\matplotlib\axis.py in convert_units(self, x)
   1549         try:
-> 1550             ret = self.converter.convert(x, self.units, self)
   1551         except Exception as e:

~\Anaconda3\lib\site-packages\matplotlib\dates.py in convert(value, unit, axis)
   2007         """
-> 2008         return date2num(value)
   2009 

~\Anaconda3\lib\site-packages\matplotlib\dates.py in date2num(d)
    425             return d
--> 426         return _to_ordinalf_np_vectorized(d)
    427 

~\Anaconda3\lib\site-packages\numpy\lib\function_base.py in __call__(self, *args, **kwargs)
   2107 
-> 2108         return self._vectorize_call(func=func, args=vargs)
   2109 

~\Anaconda3\lib\site-packages\numpy\lib\function_base.py in _vectorize_call(self, func, args)
   2185         else:
-> 2186             ufunc, otypes = self._get_ufunc_and_otypes(func=func, args=args)
   2187 

~\Anaconda3\lib\site-packages\numpy\lib\function_base.py in _get_ufunc_and_otypes(self, func, args)
   2145             inputs = [arg.flat[0] for arg in args]
-> 2146             outputs = func(*inputs)
   2147 

~\Anaconda3\lib\site-packages\matplotlib\dates.py in _to_ordinalf(dt)
    225 
--> 226     base = float(dt.toordinal())
    227 

AttributeError: 'numpy.str_' object has no attribute 'toordinal'

The above exception was the direct cause of the following exception:

ConversionError                           Traceback (most recent call last)
<ipython-input-11-21219a718bff> in <module>
     38 plt.subplot(4,1,3) #MACD
     39 plt.fill_between(date, df['macdhist'], alpha=0.5, label='MACD_hist')
---> 40 plt.hlines(0, start, end, 'gray', linestyle='dashed')
     41 plt.legend()
     42 

~\Anaconda3\lib\site-packages\matplotlib\pyplot.py in hlines(y, xmin, xmax, colors, linestyles, label, data, **kwargs)
   2664         y, xmin, xmax, colors=colors, linestyles=linestyles,
   2665         label=label, **({"data": data} if data is not None else {}),
-> 2666         **kwargs)
   2667 
   2668 

~\Anaconda3\lib\site-packages\matplotlib\__init__.py in inner(ax, data, *args, **kwargs)
   1599     def inner(ax, *args, data=None, **kwargs):
   1600         if data is None:
-> 1601             return func(ax, *map(sanitize_sequence, args), **kwargs)
   1602 
   1603         bound = new_sig.bind(ax, *args, **kwargs)

~\Anaconda3\lib\site-packages\matplotlib\axes\_axes.py in hlines(self, y, xmin, xmax, colors, linestyles, label, **kwargs)
   1098         self._process_unit_info([xmin, xmax], y, kwargs=kwargs)
   1099         y = self.convert_yunits(y)
-> 1100         xmin = self.convert_xunits(xmin)
   1101         xmax = self.convert_xunits(xmax)
   1102 

~\Anaconda3\lib\site-packages\matplotlib\artist.py in convert_xunits(self, x)
    178         if ax is None or ax.xaxis is None:
    179             return x
--> 180         return ax.xaxis.convert_units(x)
    181 
    182     def convert_yunits(self, y):

~\Anaconda3\lib\site-packages\matplotlib\axis.py in convert_units(self, x)
   1551         except Exception as e:
   1552             raise munits.ConversionError('Failed to convert value(s) to axis '
-> 1553                                          f'units: {x!r}') from e
   1554         return ret
   1555 

ConversionError: Failed to convert value(s) to axis units: '2019-11-01'

Answer 1

エラーが出たらまずはそのままググることです。さっそくTeratailの以前のQAがヒットしました
https://teratail.com/questions/218687

plotする時にx軸が日付型を用いているのにstart, endが文字列だからエラーとなっています。

のでdatetimeを用いて例えば下記のように
またspan02の定義が

df['RSI'] = ta.RSI(close, timeperiod=span02)

の後になっていてここでエラーが出ます。そのため定義を前にしました。
で下記

import pandas as pd
import numpy as np
import talib as ta
from pandas_datareader import data
import matplotlib.pyplot as plt
%matplotlib inline
from datetime import datetime

start = '2019-11-01'
end = '2020-11-01'
df = data.DataReader('^N225', 'yahoo', start, end)

span01 = 5
span02 = 25
span03 = 50

date = df.index
close = df['Adj Close']
df['macd'], df['macdsignal'], df['macdhist'] = ta.MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
df['RSI'] = ta.RSI(close, timeperiod=span02)



df['mov01'] = close.rolling(window=span01).mean()
df['mov02'] = close.rolling(window=span02).mean()
df['mov03'] = close.rolling(window=span03).mean()

plt.figure(figsize=(30,10))
plt.subplot(4,1,1) #移動平均

plt.plot(date,close,label='Close')
plt.plot(date, df['mov01'],label='mov01')
plt.plot(date, df['mov02'],label='mov02')
plt.plot(date, df['mov03'],label='mov03')
plt.legend()

plt.subplot(4,1,2) #出来高
plt.bar(date, df['Volume'], label='Volume')
plt.legend()


plt.subplot(4,1,3) #MACD
plt.fill_between(date, df['macdhist'], alpha=0.5, label='MACD_hist')
plt.hlines(0, datetime.strptime(start, '%Y-%m-%d'), datetime.strptime(end, '%Y-%m-%d'), 'gray', linestyle='dashed')
plt.legend()

plt.subplot(4,1,4) #RSI
plt.plot(date, df['RSI'], label='RSI')
plt.ylim(0,100)
plt.hlines([30,50,70], datetime.strptime(start, '%Y-%m-%d'), datetime.strptime(end, '%Y-%m-%d'), 'gray', linestyles='dashed')
plt.legend()

Comments

[o-fk]

ありがとうございます！　定義の順序がそもそもおかしいことにも気づいておりませんでした（(^^;)）
無事に出力もされました。ありがとうございます！