code:

from plotly.offline import init_notebook_mode, iplot, iplot_mpl
    
def plot_train_test(train, test, date_split):
    data = [Candlestick(x=train.index, open=train['open'], high=train['high'], low=train['low'], close=train['close'],name='train'),
           Candlestick(x=test.index, open=test['open'], high=test['high'], low=test['low'], close=test['close'],name='test')
            ]
            layout = {
                'shapes': [
                    {'x0': date_split, 'x1': date_split, 'y0': 0, 'y1': 1, 'xref': 'x', 'yref': 'paper',
                     'line': {'color': 'rgb(0,0,0)', 'width': 1}}],
                'annotations': [{'x': date_split, 'y': 1.0, 'xref': 'x', 'yref': 'paper', 'showarrow': False, 'xanchor': 'left','text': ' test data'},
                    {'x': date_split, 'y': 1.0, 'xref': 'x', 'yref': 'paper', 'showarrow': False, 'xanchor': 'right', 'text': 'train data '}] }
            figure = Figure(data=data, layout=layout)
            iplot(figure)

The above code is ok.But now I want to 'volume' in this candlestick chart

code:

from plotly.offline import init_notebook_mode, iplot, iplot_mpl
        
def plot_train_test(train, test, date_split):
    data = [Candlestick(x=train.index, open=train['open'], high=train['high'], low=train['low'], close=train['close'],volume=train['volume'],name='train'),
           Candlestick(x=test.index, open=test['open'], high=test['high'], low=test['low'],close=test['close'],volume=test['volume'],name='test')]
            layout = {
                'shapes': [
                    {'x0': date_split, 'x1': date_split, 'y0': 0, 'y1': 1, 'xref': 'x', 'yref': 'paper',
                     'line': {'color': 'rgb(0,0,0)', 'width': 1}}
                ],
                'annotations': [
                    {'x': date_split, 'y': 1.0, 'xref': 'x', 'yref': 'paper', 'showarrow': False, 'xanchor': 'left',
                     'text': ' test data'},
                    {'x': date_split, 'y': 1.0, 'xref': 'x', 'yref': 'paper', 'showarrow': False, 'xanchor': 'right',
                     'text': 'train data '}
                ]
            }
            figure = Figure(data=data, layout=layout)
            iplot(figure) 

error:

ValueError: Invalid property specified for object of type plotly.graph_objs.Candlestick: 'volume'

You haven't provided a complete code snippet with a data sample, so I'm going to have to suggest a solution that builds on an example here.

In any case, you're getting that error message simply because go.Candlestick does not have a Volume attribute. And it might not seem so at first, but you can easily set up go.Candlestick as an individual trace, and then include an individual go.Bar() trace for Volumes using:

1. fig = make_subplots(specs=[[{"secondary_y": True}]])
2. fig.add_traces(go.Candlestick(...), secondary_y=True)
3. fig.add_traces(go.Bar(...), secondary_y=False)

Plot:

Complete code:

import plotly.graph_objects as go
from plotly.subplots import make_subplots
import pandas as pd

# data
df = pd.read_csv('https://raw.githubusercontent.com/plotly/datasets/master/finance-charts-apple.csv')

# Create figure with secondary y-axis
fig = make_subplots(specs=[[{"secondary_y": True}]])

# include candlestick with rangeselector
fig.add_trace(go.Candlestick(x=df['Date'],
                open=df['AAPL.Open'], high=df['AAPL.High'],
                low=df['AAPL.Low'], close=df['AAPL.Close']),
               secondary_y=True)

# include a go.Bar trace for volumes
fig.add_trace(go.Bar(x=df['Date'], y=df['AAPL.Volume']),
               secondary_y=False)

fig.layout.yaxis2.showgrid=False
fig.show()