I have attempted the solution displayed here: https://www.quantconnect.com/forum/discussion/5591/help-me-to-plot-candlesticks/p1/comment-27480 but I can't get plotting of 1 minute candles to work. My resulting plot only contains a single candle. 

Here is my simplified SymbolData class which handles the plotting:

  1. class SymbolData:
  2.     def __init__(self, algorithm, symbol):
  3.         self.algorithm = algorithm
  4.         self.symbol = symbol
  5.         self.ticker = symbol.Value
  7.         # Create a consolidator to update the indicators
  8.         self.consolidator = TradeBarConsolidator(1)
  9.         self.consolidator.DataConsolidated += self.OnDataConsolidated
  11.         # Register the consolidator to update the indicators
  12.         algorithm.SubscriptionManager.AddConsolidator(symbol, self.consolidator)       
  14.         # Plotting
  15.         charting_time = algorithm.Time.strftime("%Y-%m-%d")
  16.         self.trade_chart_name = f"{symbol.Value}-{charting_time}-Trading"
  17.         self.trading_chart = Chart(self.trade_chart_name)
  18.         self.candles = Series(f"{self.ticker}", SeriesType.Candle)
  19.         self.trading_chart.AddSeries(self.candles)
  20.         algorithm.AddChart(self.trading_chart)
  22.     def OnDataConsolidated(self, sender: object, consolidated_bar: TradeBar) -> None:
  23.         self.candles.AddPoint(consolidated_bar.EndTime - timedelta(seconds=59), consolidated_bar.Open)
  24.         self.candles.AddPoint(consolidated_bar.EndTime - timedelta(seconds=58), consolidated_bar.High)
  25.         self.candles.AddPoint(consolidated_bar.EndTime - timedelta(seconds=57), consolidated_bar.Low)
  26.         self.candles.AddPoint(consolidated_bar.EndTime, consolidated_bar.Close)
+ Expand

Author

Haakon

October 2022