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 np
import datetime as dt
import pylab as plt
import matplotlib.dates as dates
t0 = 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())**2
dp = 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 )**2
fig = 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()
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