mirror of
https://gitee.com/fasiondog/hikyuu.git
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193 lines
6.9 KiB
Python
193 lines
6.9 KiB
Python
#!/usr/bin/python
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# -*- coding: utf8 -*-
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# cp936
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#
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# The MIT License (MIT)
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#
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# Copyright (c) 2010-2017 fasiondog
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#
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# Permission is hereby granted, free of charge, to any person obtaining a copy
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# of this software and associated documentation files (the "Software"), to deal
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# in the Software without restriction, including without limitation the rights
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# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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# copies of the Software, and to permit persons to whom the Software is
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# furnished to do so, subject to the following conditions:
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#
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# The above copyright notice and this permission notice shall be included in all
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# copies or substantial portions of the Software.
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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# SOFTWARE.
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# ===============================================================================
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# History:
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# 1. 20100224, Added by fasiondog
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# ===============================================================================
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"""
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绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)
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参见：《精明交易者》（2006年 广东经济出版社）
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"""
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from hikyuu import (
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Query, StockManager, AMA, STDEV, CVAL, PRICELIST, EMA, CLOSE, HIGH, LOW, OPEN, KDATA, POS, SG_Single, SG_Cross,
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SG_Flex, BUSINESS
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)
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from .drawplot import (show_gcf, create_figure, ax_set_locator_formatter, adjust_axes_show, ax_draw_macd)
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def draw(
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stock, query=Query(-130), n=10, filter_n=20, filter_p=0.1, sg_type="CROSS", show_high_low=False, arrow_style=1
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):
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"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
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kdata = stock.get_kdata(query)
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ax1, ax2 = create_figure(2)
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kdata.plot(axes=ax1)
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cama = AMA(CLOSE(kdata), n=n)
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cama.name = "CAMA"
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cama.plot(axes=ax1, color='b', legend_on=True, kref=kdata)
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hama = AMA(HIGH(kdata), n=n)
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hama.name = "HAMA"
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hstd = STDEV(hama, n)
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lama = AMA(LOW(kdata), n=n)
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lama.name = "LAMA"
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lstd = STDEV(lama, n)
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fy1 = list(lama - lstd)[lstd.discard:]
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fy2 = list(hama + hstd)[hstd.discard:]
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ax1.fill_between(range(lstd.discard, len(kdata)), fy1, fy2, alpha=0.2, color='y')
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if show_high_low:
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hama.plot(axes=ax1, color='r', legend_on=True, kref=kdata)
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lama.plot(axes=ax1, color='g', legend_on=True, kref=kdata)
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if sg_type == 'CROSS':
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fast_op = AMA(CLOSE(), n=n)
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slow_op = EMA(n=2 * n)(fast_op)
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sg = SG_Cross(fast_op, slow_op)
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sg.plot(axes=ax1, kdata=kdata)
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ind = slow_op(KDATA(kdata))
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ind.name = "EMA(CAMA)"
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ind.plot(axes=ax1, color='m', legend_on=True, kref=kdata)
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elif sg_type == 'SINGLE':
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sg = SG_Single(cama, filter_n=filter_n, filter_p=filter_p)
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sg.plot(axes=ax1, kdata=kdata)
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else:
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print("sg_type only in ('CORSS', 'SINGLE')")
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cer = PRICELIST(cama, 1)
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label = "ER(%s)" % cer[-1]
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cer.plot(axes=ax2, color='b', marker='o', label=label, legend_on=False, text_on=True, kref=kdata)
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c = CLOSE(kdata)
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CVAL(c, 0.8).plot(axes=ax2, color='r', linestyle='--', kref=kdata)
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CVAL(c, -0.6).plot(axes=ax2, color='r', linestyle='--', kref=kdata)
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CVAL(c, -0.8).plot(axes=ax2, color='r', linestyle='--', kref=kdata)
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CVAL(c, 0).plot(axes=ax2, color='k', linestyle='-', kref=kdata)
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# ax2.hlines(0.8,0,len(kdata),color='r',linestyle='--')
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# ax2.hlines(-0.6,0,len(kdata),color='r',linestyle='--')
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# ax2.hlines(-0.8,0,len(kdata),color='r',linestyle='--')
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# ax2.hlines(0,0,len(kdata))
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ax1.set_xlim((0, len(kdata)))
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ax_set_locator_formatter(ax1, kdata.get_datetime_list(), query.ktype)
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adjust_axes_show([ax1, ax2])
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return show_gcf()
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def draw2(
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block,
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query=Query(-130),
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ama1=None,
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ama2=None,
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n=10,
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filter_n=20,
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filter_p=0.1,
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sg_type='CROSS',
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show_high_low=True,
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arrow_style=1
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):
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"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
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if ama1 is None:
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ama1 = AMA(CLOSE(), n=10, fast_n=2, slow_n=30)
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sm = StockManager.instance()
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if block.name == 'SZ':
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kdata = sm['sz000001'].get_kdata(query)
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elif block.name == 'GEM':
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kdata = sm['sz399006'].get_kdata(query)
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else:
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kdata = sm['sh000001'].get_kdata(query)
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ax1, ax2, ax3 = create_figure(3)
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kdata.plot(axes=ax1)
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cama = AMA(CLOSE(kdata), n=n)
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cama.name = "CAMA"
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cama.plot(axes=ax1, color='b', legend_on=True, kref=kdata)
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hama = AMA(HIGH(kdata), n=n)
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hama.name = "HAMA"
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hstd = STDEV(hama, n)
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lama = AMA(LOW(kdata), n=n)
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lama.name = "LAMA"
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lstd = STDEV(lama, n)
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fy1 = list(lama - lstd)[lstd.discard:]
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fy2 = list(hama + hstd)[hstd.discard:]
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ax1.fill_between(range(lstd.discard, len(kdata)), fy1, fy2, alpha=0.2, color='y')
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if show_high_low:
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hama.plot(axes=ax1, color='r', legend_on=True, kref=kdata)
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lama.plot(axes=ax1, color='g', legend_on=True, kref=kdata)
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if sg_type == 'CROSS':
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fast_op = AMA(CLOSE(), n=n)
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slow_op = EMA(n=2 * n)(fast_op)
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sg = SG_Cross(fast_op, slow_op)
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sg.plot(axes=ax1, kdata=kdata)
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ind = slow_op(KDATA(kdata))
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ind.name = "EMA(CAMA)"
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ind.plot(axes=ax1, color='m', legend_on=True, kref=kdata)
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elif sg_type == 'SINGLE':
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sg = SG_Single(cama, filter_n=filter_n, filter_p=filter_p)
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sg.plot(axes=ax1, kdata=kdata)
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else:
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print("sg_type only in ('CORSS', 'SINGLE')")
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a = POS(block, query, SG_Flex(AMA(CLOSE(), n=3), 6))
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a.name = "POS(3)"
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a.plot(axes=ax2, color='b', marker='.', legend_on=True, kref=kdata)
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a = POS(block, query, SG_Flex(AMA(CLOSE(), n=30), 60))
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a.name = "POS(30)"
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a.plot(axes=ax2, color='g', marker='.', legend_on=True, kref=kdata)
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c = CLOSE(kdata)
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CVAL(c, 0.8).plot(axes=ax2, color='r', linestyle='--', kref=kdata)
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CVAL(c, 0.2).plot(axes=ax2, color='r', linestyle='--', kref=kdata)
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if ama1.name == "AMA":
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cer = PRICELIST(cama, 1)
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label = "ER(%s)" % cer[-1]
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cer.plot(axes=ax3, color='b', marker='.', label=label, legend_on=False, text_on=True, kref=kdata)
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CVAL(c, 0.8).plot(axes=ax3, color='r', linestyle='--', kref=kdata)
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CVAL(c, -0.6).plot(axes=ax3, color='r', linestyle='--', kref=kdata)
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CVAL(c, -0.8).plot(axes=ax3, color='r', linestyle='--', kref=kdata)
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CVAL(c, 0).plot(axes=ax3, color='k', linestyle='-', kref=kdata)
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else:
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ax_draw_macd(ax2, kdata)
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# ax2.set_ylim(-1, 1)
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ax1.set_xlim((0, len(kdata)))
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ax_set_locator_formatter(ax1, kdata.get_datetime_list(), query.ktype)
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adjust_axes_show([ax1, ax2])
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return show_gcf()
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