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/usr/lib/python2.7/dist-packages/chaco/candle_plot.py is in python-chaco 4.4.1-1.2.

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from __future__ import with_statement

# Major library imports
from numpy import array, compress, concatenate, searchsorted

# Enthought library imports
from traits.api import Instance, Property

# Chaco imports
from abstract_data_source import AbstractDataSource
from base_candle_plot import BaseCandlePlot

def broaden(mask):
    """ Takes a 1D boolean mask array and returns a copy with all the non-zero
    runs widened by 1.
    """
    if len(mask) < 2:
        return mask
    # Note: the order in which these operations are performed is important.
    # Modifying newmask in-place with the |= operator only works for if
    # newmask[:-1] is the L-value.
    newmask = concatenate(([False], mask[1:] | mask[:-1]))
    newmask[:-1] |= mask[1:]
    return newmask


class CandlePlot(BaseCandlePlot):
    """ A plot consisting of a filled bar with an optional centerline and
    stems extending to extrema.  Usually used to represent some statistics
    on bins of data, with the centerline representing the mean, the bar
    extents representing +/- 1 standard dev or 10th/90th percentiles, and
    the stems extents representing the minimum and maximum samples.

    The values in the **index** datasource indicate the centers of the bins;
    the widths of the bins are *not* specified in data space, and are
    determined by the minimum space between adjacent index values.
    """

    #------------------------------------------------------------------------
    # Data-related traits
    #------------------------------------------------------------------------

    # The minimum values at each index point.  If None, then no stem and no
    # endcap line will be drawn below each bar.
    min_values = Instance(AbstractDataSource)

    # The "lower" extent of the "bar", i.e. the value closest to the
    # corresponding value in min_values at each index.
    bar_min = Instance(AbstractDataSource)

    # Values that appear inside the bar, between bar_min and bar_max.  These
    # Are usually mean or median values, and are rendered with a solid line
    # of a different color than the bar fill color.  This can be None.
    center_values = Instance(AbstractDataSource)

    # The "upper" extent of the "bar", i.e. the value closest to the
    # corresponding value in max_values at each index.
    bar_max = Instance(AbstractDataSource)

    # The maximum value at each index point.  If None, then no stem and no
    # endcap line will be drawn above each bar.
    max_values = Instance(AbstractDataSource)

    value = Property

    def map_data(self, screen_pt, all_values=True):
        """ Maps a screen space point into the "index" space of the plot.

        Overrides the BaseXYPlot implementation, and always returns an
        array of (index, value) tuples.
        """
        x, y = screen_pt
        if self.orientation == 'v':
            x, y = y, x
        return array((self.index_mapper.map_data(x),
                      self.value_mapper.map_data(y)))

    def map_index(self, screen_pt, threshold=0.0, outside_returns_none=True,
                  index_only = True):
        if not index_only:
            raise NotImplementedError("Candle Plots only support index_only map_index()")
        if len(screen_pt) == 0:
            return None

        # Find the closest index point using numpy
        index_data = self.index.get_data()
        if len(index_data) == 0:
            return None

        target_data = self.index_mapper.map_data(screen_pt[0])

        index = searchsorted(index_data, [target_data])[0]
        if index == len(index_data):
            index -= 1
        # Bracket index and map those points to screen space, then
        # compute the distance
        if index > 0:
            lower = index_data[index-1]
            upper = index_data[index]
            screen_low, screen_high = self.index_mapper.map_screen(array([lower, upper]))
            # Find the closest index
            low_dist = abs(screen_pt[0] - screen_low)
            high_dist = abs(screen_pt[0] - screen_high)
            if low_dist < high_dist:
                index = index - 1
                dist = low_dist
            else:
                dist = high_dist
            # Determine if we need to check the threshold
            if threshold > 0 and dist >= threshold:
                return None
            else:
                return index
        else:
            screen = self.index_mapper.map_screen(index_data[0])
            if threshold > 0 and abs(screen - screen_pt[0]) >= threshold:
                return None
            else:
                return index

    def _gather_points(self):
        index = self.index.get_data()
        mask = broaden(self.index_range.mask_data(index))

        if not mask.any():
            self._cached_data_pts = []
            self._cache_valid = True
            return

        data_pts = [compress(mask, index)]

        for v in (self.min_values, self.bar_min, self.center_values, self.bar_max, self.max_values):
            if v is None or len(v.get_data()) == 0:
                data_pts.append(None)
            else:
                data_pts.append(compress(mask, v.get_data()))

        self._cached_data_pts = data_pts
        self._cache_valid = True

    def _draw_plot(self, gc, view_bounds=None, mode="normal"):
        self._gather_points()
        if len(self._cached_data_pts) == 0:
            return

        index = self.index_mapper.map_screen(self._cached_data_pts[0])
        if len(index) == 0:
            return

        vals = []
        for v in self._cached_data_pts[1:]:
            if v is None:
                vals.append(None)
            else:
                vals.append(self.value_mapper.map_screen(v))

        # Compute lefts and rights from self.index, which represents bin
        # centers.
        if len(index) == 1:
            width = 5.0
        else:
            width = (index[1:] - index[:-1]).min() / 2.5
        left = index - width
        right = index + width

        with gc:
            gc.clip_to_rect(self.x, self.y, self.width, self.height)
            self._render(gc, left, right, *vals)

    def _get_value(self):
        if self.center_values is not None:
            return self.center_values
        elif self.bar_min is not None:
            return self.bar_min
        elif self.bar_max is not None:
            return self.bar_max