使用matplotlib.dats.date2num将时间序列数据转换为数字格式。放下一个跨越x和y范围的矩形网格，并在该图上进行卷积。绘制卷积的伪彩色图，然后将x标签重新格式化为日期。
标签格式有点凌乱，但有据可查。您只需要用DateFormatter和适当的格式设置字符串替换AutoDateFormatter。
您需要为数据调整卷积中的常量。
import numpy as npimport datetime as dtimport pylab as pltimport matplotlib.dates as datest0 = dt.date.today()t1 = t0+dt.timedelta(days=10)times = np.linspace(dates.date2num(t0), dates.date2num(t1), 10)dt = times[-1]-times[0]price = 100 - (times-times.mean())**2dp = price.max() - price.min()volume = np.linspace(1, 100, 10)tgrid = np.linspace(times.min(), times.max(), 100)pgrid = np.linspace(70, 110, 100)tgrid, pgrid = np.meshgrid(tgrid, pgrid)heat = np.zeros_like(tgrid)for t,p,v in zip(times, price, volume): delt = (t-tgrid)**2 delp = (p-pgrid)**2 heat += v/( delt + delp*1.e-2 + 5.e-1 )**2fig = plt.figure()ax = fig.add_subplot(111)ax.pcolormesh(tgrid, pgrid, heat, cmap='gist_heat_r')plt.scatter(times, price, volume, marker='x')locator = dates.DayLocator()ax.xaxis.set_major_locator(locator)ax.xaxis.set_major_formatter(dates.AutoDateFormatter(locator))fig.autofmt_xdate()plt.show()
