Day_03: Dataframes and Plot Themes

Today I wanted to visualize some data that I use for my computational mechanics course, the New York Stock Exchange data from 2010 to 2016. Its a nice set of data to load in a lot of values, parse it down based upon the NYSE symbol and view the rise and fall of stock prices.

I usually use Pandas as my data processing/storage tool, so I stumbled upon the CSV and DataFrames packages in the Julia ecosystem. I installed via

using Pkg

where CSV could read the comma-separated value file and DataFrames created a similar structure to a Pandas dataframe in Julia

using Plots
using CSV, DataFrames
using Dates

Import the CSV into Julia

Now, I can the NYSE data as a DataFrame as follows,

nyse_df ="./nyse-data.csv", DataFrame);

Here, I focus on just the Google stock price (GOOGL). I use a couple of calls to the nyse_df dataframe:

  1. nyse[!, "symbol"]: this calls the column of data that has the NYSE symbols

  2. .== "GOOGL": this compares the left-hand-side to the string “GOOGL” and returns true/false

  3. nyse_df[ ... .== ..., :]: this uses the comparison described in 1 + 2 to grab all of the columns that match the .== operator

In one line, these calls to nyse_df create google_df that only contains the Google open, close, low, high, and volume values from 2010 - 2016.

google_df = nyse_df[nyse_df[!, "symbol"] .== "GOOGL", :];

Dates in Julia

Dates can be so frustrating in any language. In this case, all of the dates are interpreted as strings. Not the worst, but I do want the actual datetime values. I looped through each date and created datetime values in days. Above, I imported Dates so I can convert the string to a datetime.

days = zeros(Date, size(google_df)[1])
for (i, d) in enumerate(google_df[!, "date"])
    days[i] = Dates.Date(d)

Julia plot themes

I am a big fan of plot themes. My Matplotlib theme of choice is ‘fivethirtyeight’. It has thick lines and large fonts. In my experience, if a figure’s fontsize in a presentation, paper, website, etc. is less than 16pt, then it is almost invisible to most people you are trying to share with. I am constantly increasing the font size in my figures to share ideas.

In Julia, I am using the PlotsThemes package that has a nice collection of unique color palettes and design choices. I decided to write my own theme that increases all the fonts to 18 and 24 (I read somewhere that fontsizes should roughly follow the 3:4 ratio where each smaller font is 75% of the bigger font).

For reference, I plotted the opening and closing prices of Google’s stock with the :default theme.

    google_df[!, "open"], 
    label = "open price",
    title = "Google's opening and closing NYSE price")
plot!(days, google_df[!, "close"], label = "close price")

Then, I made a theme that

  • increased the title font to 24

  • increased tick fonts to 18

  • increased guide font to 18

  • increased line width to 4px

  • increased marker size to 10px

  • tried to increase legend font to 18

  • placed the legend outside the plot on the top right

  • removed the gridlines

here it is:

_themes[:cooper] = PlotTheme(linewidth = 4,
                             markersize = 10,
                             titlefontsize = 24,
                             guidefontsize = 18,
                             tickfontsize = 18,
                             colorbar_tickfontsize = 18,
                             legend_font_pointsize = 18,
                             grid = false

Then, I included the theme in PlotThemes.jl and created my new Google stock price figure.

    google_df[!, "open"], 
    label = "open price",
    # legend_font_pointsize = 18,
    title = "Google's opening and closing\n NYSE price")
    # xticks = [ "2010-01-04", "2011-09-30", "2013-07-03", "2015-04-02", "2016-12-29"])
    #xticks = google_df[1:floor(Int64, end/4):end, "date"])
    # xtickfont = font(20, "Sans"),
    # xticks = 0:500:5000)
plot!(days, google_df[!, "close"], label = "close price", xrotation = 75, size = (700,400))
plot!(xlabel = "date", ylabel = "price (\$\$)")

Using my new theme

My theme is included in my local testing environment, but I wanted to add it to my general setup in my GitHub actions. I forked the PlotThemes and included another call in my actions yaml:

julia -e 'using Pkg; Pkg.add(url="");

Now, I can use my own version of PlotThemes developed in my fork.

Wrapping up

I’ve still got some work to do on building my :cooper theme. The title hangs down into the graph right now and the dates have too much information for what I need. The legend is not responding to my calls to legend_font_pointsize and the PlotThemes package seems to pass information to Plots without requiring it as a dependency.

I am proud that I was able to create a jumping-off point for my data visualization needs. I enjoyed the straightforward plot calls to quickly get data into a graph.