How to skip empty dates (weekends) in a financial Matplotlib Python graph?

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One of the advertised features of scikits.timeseries is “Create time series plots with intelligently spaced axis labels”.

You can see some example plots here. In the first example (shown below) the ‘business’ frequency is used for the data, which automatically excludes holidays and weekends and the like. It also masks missing data points, which you see as gaps in this plot, rather than linearly interpolating them.

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