Both pandas
and matplotlib.dates
use matplotlib.units
for locating the ticks.
But while matplotlib.dates
has convenient ways to set the ticks manually, pandas seems to have the focus on auto formatting so far (you can have a look at the code for date conversion and formatting in pandas).
So for the moment it seems more reasonable to use matplotlib.dates
(as mentioned by @BrenBarn in his comment).
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import matplotlib.dates as dates
idx = pd.date_range('2011-05-01', '2011-07-01')
s = pd.Series(np.random.randn(len(idx)), index=idx)
fig, ax = plt.subplots()
ax.plot_date(idx.to_pydatetime(), s, 'v-')
ax.xaxis.set_minor_locator(dates.WeekdayLocator(byweekday=(1),
interval=1))
ax.xaxis.set_minor_formatter(dates.DateFormatter('%d\n%a'))
ax.xaxis.grid(True, which="minor")
ax.yaxis.grid()
ax.xaxis.set_major_locator(dates.MonthLocator())
ax.xaxis.set_major_formatter(dates.DateFormatter('\n\n\n%b\n%Y'))
plt.tight_layout()
plt.show()
(my locale is German, so that Tuesday [Tue] becomes Dienstag [Di])