Loop with matplotlib in python

Question

I defined a function (maybe I will divide it and put everything in a class) that takes data from pdf files, modify them and then print them in a new xlsx file.
The problem is that I have even a plot that I save in the desktop every time the script runs.
I have four variables inside the list for which I want to run it. But every time I run it (with a for loop of the printing of the function), the graph is going to take the previous data and putting everything in a plot, but I want the plot only for the new data.
So I want 4 different file excel (I did it) and 4 different plots(each one with only one variable data series).
I tried to reset the input list of the plot to empty list, but it doesn't work.
How would you solve the problem? Maybe using other modules? The picture I attached shows the mess I am doing, because it has inside the previous data and the new one, but I want only the three coloured time series of the new data.

PS: I would like to add a worksheet everytime I run the function, but I couldn't fine a way to do it and I opted to create a new xlsx file every time.

import pandas as pd
import pandas_datareader as pdr
import datetime as dt
from datetime import timedelta
from tabula import read_pdf
from scipy.stats import norm
import numpy
import math
import matplotlib.pyplot as plt
import xlsxwriter

date=dt.datetime.now().date()
date_ok=str(date-timedelta(days=1))

#digits_list=[5,6,7,6]
#range_PDF_list=[range(0,28),range(1,30),range(0,21),range(1,26)]
#range_black_list=[range(0,28),range(0,29),range(0,21),range(0,25)]
#pages_list=[5,3,2,3]
#initial_list=[0,1,0,1]
strike_PDF={'eurostoxx':['^STOXX50E',5,range(0,28),range(0,28),5,0],'dax':['^GDAXI',6,range(1,30),range(0,29),3,1],'sensex':
            ['^BSESN',7,range(0,21),range(0,21),2,0],'smi':['^SSMI',6,range(1,26),range(0,25),3,1]}



#print (strike_PDF['eurostoxx'])[1]
#print strike_PDF['eurostoxx']
#print strike_PDF.keys()


def define_the_index(vol_GBM,step_dt,vol,T):
    index=raw_input()
    strike_price_list=[]
    real_price=[]

    if index in strike_PDF.keys():
        df=pdr.get_data_yahoo((strike_PDF[index])[0],date_ok)
        raw_initial=read_pdf((index+'.pdf'),pages=[1])
        if index=='eurostoxx':
            initial=float((raw_initial.ix[(strike_PDF[index])[5]][0])[:(strike_PDF[index])[1]].decode('utf-8').replace(',','').encode('utf-8'))
            initial=initial/2
        else:
            initial=float((raw_initial.ix[(strike_PDF[index])[5]][0])[:(strike_PDF[index])[1]].decode('utf-8').replace(',','').encode('utf-8'))
        table=read_pdf((index+'.pdf'),pages=[(strike_PDF[index])[4]])

    for j in reversed((strike_PDF[index])[2]):
        raw_strike_price=table.ix[j][0]
        strike_price=raw_strike_price[:(strike_PDF[index])[1]].decode('utf-8').replace(',','').encode('utf-8')
        strike_price_list.append(float(strike_price))

    for j in reversed((strike_PDF[index])[2]):
        raw_last_price=table.ix[j][10]
        if ',' in str(raw_last_price):
            last_price=raw_last_price[:(strike_PDF[index])[1]].decode('utf-8').replace(',','').encode('utf-8')
        else:
            last_price=raw_last_price

        real_price.append(float(last_price))

    close_price=float(df['Close'][0])

    change_step=[]
    index_level=[close_price]
    #vol_GBM=0.015
    #step_dt=0.01
    a=numpy.random.randn(1,1000)


    uncertainty_steps=a.tolist()[0]
    f_uncertainty_steps=uncertainty_steps[:]

    for i in range(0,1000):
        change_step.append( float( f_uncertainty_steps[i] )
                          * mat.sqrt( vol_GBM )
                          * step_dt
                          * ( close_price )
                            )           # ? do parentheses match an intent
        # this should be indented
        # I don't understand how to adjust it in here,
        # but in my code works fine with indentation of the for loop

    for i in range(0,1000):
        index_level.append(float(index_level[i])+float(change_step[i]))

    # vol = 0.35
    # T   = 0.25
    Black_list=[]
    Black_price=[]

    for j in (strike_PDF[index])[3]:
        K=float(strike_price_list[j])
        for i in range(0,1000):
            S=index_level[i]
            d1=(math.log(S/K)+0.5*T*vol*vol)/vol*T
            d2=d1-vol*T
            Black_p=((S*norm.cdf(d1)-K*norm.cdf(d2))/K)*initial
            if Black_p>0:
                Black_list.append(Black_p)
            else:
                Black_list.append(0)

        only_price=numpy.percentile(Black_list,0.01)
        Black_price.append(only_price)

    # ELN
    ELN_price=[]
    for i in (strike_PDF[index])[3]:
        ELN_price.append(Black_price[i]+100)


    Black_list_mod=[]
    Black_price_mod=[]

    for j in (strike_PDF[index])[3]:
        Km=float(strike_price_list[j])
        for i in range(0,1000):
            Sm=(index_level[i+1]/index_level[i])*close_price
            d1=(math.log(Sm/Km)+0.5*T*vol*vol)/vol*T
            d2=d1-vol*T
            Black_p_mod=((Sm*norm.cdf(d1)-Km*norm.cdf(d2))/Km)*initial
            if Black_p_mod>0:
                Black_list_mod.append(Black_p_mod)
            else:
                Black_list_mod.append(0)

        only_price_mod=numpy.percentile(Black_list_mod,0.01)
        Black_price_mod.append(only_price_mod)

    # ELN mod
    ELN_price_mod=[]
    for i in (strike_PDF[index])[3]:
        ELN_price_mod.append(Black_price_mod[i]+100)

    # plot
    plt.plot(Black_price,strike_price_list,'o-',label='Normal')
    plt.plot(Black_price_mod,strike_price_list,'o-',color='r',label='Modified')
    plt.plot(real_price,strike_price_list,'o-',color='grey',label='Last Price')
    plt.xlabel('Option Price')
    plt.ylabel('Strike Price')
    plt.title(index + ' Option Price')
    plt.legend()
    plt.savefig(index + ' Option.png')


[enter image description here][1]

    # excel
    workbook = xlsxwriter.Workbook(index+'.xlsx')
    worksheet = workbook.add_worksheet(index)
    for i in (strike_PDF[index])[3]:
        worksheet.write_number(i+1,0,strike_price_list[i])
    worksheet.write_string(0,0,index + ' Strike')
    for i in (strike_PDF[index])[3]:
        worksheet.write_number(i+1,1,Black_price[i])
    worksheet.write_string(0,1,index + ' Call Option Price')
    for i in (strike_PDF[index])[3]:
        worksheet.write_number(i+1,2,ELN_price[i])
    worksheet.write_string(0,2,index+' ELN Price')
    for i in (strike_PDF[index])[3]:
        worksheet.write_number(i+1,3,Black_price_mod[i])
    worksheet.write_string(0,3,index+' Call Option Price Mod')
    for i in (strike_PDF[index])[3]:
        worksheet.write_number(i+1,4,ELN_price_mod[i])
    worksheet.write_string(0,4,index+' ELN Price Mod')

    worksheet.insert_image('K5',index+' Option.png')

    workbook.close()

    Black_price=[]
    Black_price_mod=[]
    strike_price_list=[]
    real_price=[]

for z in range(0,4):
    print define_the_index(0.015,0.01,0.35,0.25)

Answer 1

To 'refresh' the plot, you have to clear the axes of your figure. Otherwise they will keep all data throughout the loops. See also here.

To use additional worksheets, just add them during your loop (but create the workbook prior to that). E.g.

import xlsxwriter

data = [[1,2,3,4],
        [5,6,7,8],
        [9, 10, 11, 12]]

def write_xlsx(data, filename):
    workbook = xlsxwriter.Workbook(filename + ".xlsx")

    for item in data:
        worksheet = workbook.add_worksheet()
        worksheet.write_row("A1", item)

    workbook.close()

write_xlsx(data, "test")

will give 1 workbook with 3 worksheets. Is that what you are looking for?