import sys
from pylab import *
from data_helper import get_daily_data
intc, msft = get_daily_data()
delta1 = diff(intc.open)/intc.open[0]
# size in points ^2
volume = (15*intc.volume[:-2]/intc.volume[0])**2
close = 0.003*intc.close[:-2]/0.003*intc.open[:-2]
p = scatter(delta1[:-1], delta1[1:], c=close, s=volume)
set(p, 'alpha', 0.75)
xticks(arange(-0.06, 0.061, 0.02))
yticks(arange(-0.06, 0.061, 0.02))
xlabel(r'$\Delta_i$', fontsize=20)
ylabel(r'$\Delta_{i+1}$', fontsize=20,
# no rotation yet for mathtext
verticalalignment='center',
horizontalalignment='right',
rotation='horizontal'
)
title(r'Volume and percent change')
grid(True)
savefig('scatter_demo2')
show()
