See http://matplotlib.org/devdocs/examples/pylab_examples/stock_demo.html

• the plot looks really terrible (I would suggest taking inspiration from how these kind of plots (in the finance world) looks like).
• getting the data from the separate data_helper.py seems a bit overkill (that file defines get_two_stock_data, which is only used here, and get_daily_data, which is used nowhere). Note that in fact, lib/matplotlib/mpl-data/sample_data contains three files with the AAPL data (I'm assuming it's the same), they could probably be consolidated across the examples...
• the "modern" way of setting labels is ax.plot(..., label="foo") and later just call ax.legend() with no arguments. More generally the example could be OO'ified.