mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-04 12:57:45 +08:00
761 lines
23 KiB
C++
761 lines
23 KiB
C++
# -*- coding: utf8 -*-
|
||
# cp936
|
||
"""
|
||
交互模式下绘制相关图形，如K线图，美式K线图
|
||
"""
|
||
import sys
|
||
import datetime
|
||
import numpy as np
|
||
import matplotlib
|
||
from pylab import Rectangle, gca, figure, ylabel, axes, draw
|
||
from matplotlib.lines import Line2D, TICKLEFT, TICKRIGHT
|
||
from matplotlib.ticker import FuncFormatter, FixedLocator
|
||
|
||
from hikyuu import *
|
||
|
||
from .common import get_draw_title
|
||
|
||
|
||
def create_one_axes_figure(figsize=(10, 6)):
|
||
"""生成一个仅含有1个坐标轴的figure，并返回其坐标轴对象
|
||
|
||
:param figsize: (宽, 高)
|
||
:return: ax
|
||
"""
|
||
rect1 = [0.05, 0.05, 0.9, 0.90]
|
||
fg = figure(figsize=figsize)
|
||
ax1 = fg.add_axes(rect1)
|
||
return ax1
|
||
|
||
|
||
def create_two_axes_figure(figsize=(10, 8)):
|
||
"""生成一个含有2个坐标轴的figure，并返回坐标轴列表
|
||
|
||
:param figsize: (宽, 高)
|
||
:return: (ax1, ax2)
|
||
"""
|
||
rect1 = [0.05, 0.35, 0.9, 0.60]
|
||
rect2 = [0.05, 0.05, 0.9, 0.30]
|
||
|
||
fg = figure(figsize=figsize)
|
||
ax1 = fg.add_axes(rect1)
|
||
ax2 = fg.add_axes(rect2, sharex=ax1)
|
||
|
||
return ax1, ax2
|
||
|
||
|
||
def create_three_axes_figure(figsize=(10, 8)):
|
||
"""生成一个含有3个坐标轴的figure，并返回坐标轴列表
|
||
|
||
:param figsize: (宽, 高)
|
||
:return: (ax1, ax2, ax3)
|
||
"""
|
||
rect1 = [0.05, 0.45, 0.9, 0.50]
|
||
rect2 = [0.05, 0.25, 0.9, 0.20]
|
||
rect3 = [0.05, 0.05, 0.9, 0.20]
|
||
|
||
fg = figure(figsize=figsize)
|
||
ax1 = fg.add_axes(rect1)
|
||
ax2 = fg.add_axes(rect2, sharex=ax1)
|
||
ax3 = fg.add_axes(rect3, sharex=ax1)
|
||
|
||
return ax1, ax2, ax3
|
||
|
||
|
||
def create_four_axes_figure(figsize=(10, 8)):
|
||
"""生成一个含有4个坐标轴的figure，并返回坐标轴列表
|
||
|
||
:param figsize: (宽, 高)
|
||
:return: (ax1, ax2, ax3, ax4)
|
||
"""
|
||
rect1 = [0.05, 0.50, 0.9, 0.45]
|
||
rect2 = [0.05, 0.35, 0.9, 0.15]
|
||
rect3 = [0.05, 0.20, 0.9, 0.15]
|
||
rect4 = [0.05, 0.05, 0.9, 0.15]
|
||
|
||
fg = figure(figsize=figsize)
|
||
ax1 = fg.add_axes(rect1)
|
||
ax2 = fg.add_axes(rect2, sharex=ax1)
|
||
ax3 = fg.add_axes(rect3, sharex=ax1)
|
||
ax4 = fg.add_axes(rect4, sharex=ax1)
|
||
|
||
return ax1, ax2, ax3, ax4
|
||
|
||
|
||
def create_figure(n=1, figsize=(10, 8)):
|
||
"""生成含有指定坐标轴数量的窗口，最大只支持4个坐标轴。
|
||
|
||
:param int n: 坐标轴数量
|
||
:param figsize: (宽, 高)
|
||
:return: (ax1, ax2, ...) 根据指定的坐标轴数量而定，超出[1,4]个坐标轴时，返回None
|
||
"""
|
||
if n == 1:
|
||
return create_one_axes_figure(figsize)
|
||
elif n == 2:
|
||
return create_two_axes_figure(figsize)
|
||
elif n == 3:
|
||
return create_three_axes_figure(figsize)
|
||
elif n == 4:
|
||
return create_four_axes_figure(figsize)
|
||
else:
|
||
print("Max support axes number is 4!")
|
||
return None
|
||
|
||
|
||
class StockFuncFormatter(object):
|
||
"""用于坐标轴显示日期
|
||
关于matplotlib中FuncFormatter的使用方法，请参见：
|
||
http://matplotlib.sourceforge.net/examples/api/date_index_formatter.html
|
||
"""
|
||
def __init__(self, ix2date):
|
||
self.__ix2date = ix2date
|
||
|
||
def __call__(self, x, pos=None): #IGNORE:W0613
|
||
result = ''
|
||
ix = int(x)
|
||
if ix in self.__ix2date:
|
||
result = self.__ix2date[ix]
|
||
return result
|
||
|
||
|
||
def getDayLocatorAndFormatter(dates):
|
||
"""获取显示日线时使用的Major Locator和Major Formatter"""
|
||
sep = len(dates) / 8
|
||
loc = [
|
||
(
|
||
i, str(d) if
|
||
(i !=
|
||
(len(dates) - 1)) and (i % sep != 0) else "{}-{}-{}".format(d.year, d.month, d.day)
|
||
) for i, d in enumerate(dates)
|
||
]
|
||
fixed_loc = [
|
||
i for i in range(len(dates)) if (i == (len(dates) - 1)) or (i != 0 and i % sep == 0)
|
||
]
|
||
|
||
month_loc = FixedLocator(fixed_loc)
|
||
month_fm = FuncFormatter(StockFuncFormatter(dict(loc)))
|
||
return month_loc, month_fm
|
||
|
||
|
||
def getMinLocatorAndFormatter(dates):
|
||
"""获取显示分钟线时使用的Major Locator和Major Formatter"""
|
||
sep = len(dates) / 5
|
||
loc = [
|
||
(
|
||
i, str(d)
|
||
if i % sep != 0 else "{}-{}-{} {}:{}".format(d.year, d.month, d.day, d.hour, d.minute)
|
||
) for i, d in enumerate(dates)
|
||
]
|
||
fixed_loc = [i for i in range(len(dates)) if i != 0 and i % sep == 0]
|
||
|
||
month_loc = FixedLocator(fixed_loc)
|
||
month_fm = FuncFormatter(StockFuncFormatter(dict(loc)))
|
||
return month_loc, month_fm
|
||
|
||
|
||
def ax_set_locator_formatter(axes, dates, typ):
|
||
""" 设置指定坐标轴的日期显示，根据指定的K线类型优化X轴坐标显示
|
||
|
||
:param axes: 指定的坐标轴
|
||
:param dates: Datetime构成可迭代序列
|
||
:param Query.KType typ: K线类型
|
||
"""
|
||
major_loc, major_fm = None, None
|
||
if typ == Query.DAY:
|
||
major_loc, major_fm = getDayLocatorAndFormatter(dates)
|
||
elif typ == Query.WEEK:
|
||
major_loc, major_fm = getDayLocatorAndFormatter(dates)
|
||
elif typ == Query.MONTH:
|
||
major_loc, major_fm = getDayLocatorAndFormatter(dates)
|
||
elif typ == Query.QUARTER:
|
||
major_loc, major_fm = getDayLocatorAndFormatter(dates)
|
||
elif typ == Query.HALFYEAR:
|
||
major_loc, major_fm = getDayLocatorAndFormatter(dates)
|
||
elif typ == Query.YEAR:
|
||
major_loc, major_fm = getDayLocatorAndFormatter(dates)
|
||
else:
|
||
major_loc, major_fm = getMinLocatorAndFormatter(dates)
|
||
|
||
axes.xaxis.set_major_locator(major_loc)
|
||
axes.xaxis.set_major_formatter(major_fm)
|
||
|
||
|
||
def adjust_axes_show(axeslist):
|
||
"""用于调整上下紧密相连的坐标轴显示时，其上一坐标轴最小值刻度和下一坐标轴最大值刻度
|
||
显示重叠的问题。
|
||
|
||
:param axeslist: 上下相连的坐标轴列表 (ax1,ax2,...)
|
||
"""
|
||
for ax in axeslist[:-1]:
|
||
for label in ax.get_xticklabels():
|
||
label.set_visible(False)
|
||
ylabels = ax.get_yticklabels()
|
||
ylabels[0].set_visible(False)
|
||
|
||
|
||
def kplot(kdata, new=True, axes=None, colorup='r', colordown='g'):
|
||
"""绘制K线图
|
||
|
||
:param KData kdata: K线数据
|
||
:param bool new: 是否在新窗口中显示，只在没有指定axes时生效
|
||
:param axes: 指定的坐标轴
|
||
:param colorup: the color of the rectangle where close >= open
|
||
:param colordown: the color of the rectangle where close < open
|
||
"""
|
||
if not kdata:
|
||
print("kdata is None")
|
||
return
|
||
|
||
if not axes:
|
||
axes = create_figure() if new else gca()
|
||
|
||
alpha = 1.0
|
||
width = 0.6
|
||
OFFSET = width / 2.0
|
||
rfcolor = matplotlib.rcParams['axes.facecolor']
|
||
for i in range(len(kdata)):
|
||
record = kdata[i]
|
||
open, high, low, close = record.open, record.high, record.low, record.close
|
||
if close >= open:
|
||
color = colorup
|
||
lower = open
|
||
height = close - open
|
||
rect = Rectangle(
|
||
xy=(i - OFFSET, lower),
|
||
width=width,
|
||
height=height,
|
||
facecolor=rfcolor,
|
||
edgecolor=color
|
||
)
|
||
else:
|
||
color = colordown
|
||
lower = close
|
||
height = open - close
|
||
rect = Rectangle(
|
||
xy=(i - OFFSET, lower),
|
||
width=width,
|
||
height=height,
|
||
facecolor=color,
|
||
edgecolor=color
|
||
)
|
||
|
||
vline1 = Line2D(
|
||
xdata=(i, i), ydata=(low, lower), color=color, linewidth=0.5, antialiased=True
|
||
)
|
||
vline2 = Line2D(
|
||
xdata=(i, i),
|
||
ydata=(lower + height, high),
|
||
color=color,
|
||
linewidth=0.5,
|
||
antialiased=True
|
||
)
|
||
rect.set_alpha(alpha)
|
||
|
||
axes.add_line(vline1)
|
||
axes.add_line(vline2)
|
||
axes.add_patch(rect)
|
||
|
||
title = get_draw_title(kdata)
|
||
axes.set_title(title)
|
||
last_record = kdata[-1]
|
||
color = 'r' if last_record.close > kdata[-2].close else 'g'
|
||
text = u'%s 开:%.2f 高:%.2f 低:%.2f 收:%.2f 涨幅:%.2f%%' % (
|
||
last_record.datetime.number / 10000, last_record.open, last_record.high, last_record.low,
|
||
last_record.close, 100 * (last_record.close - kdata[-2].close) / kdata[-2].close
|
||
)
|
||
axes.text(
|
||
0.99,
|
||
0.97,
|
||
text,
|
||
horizontalalignment='right',
|
||
verticalalignment='top',
|
||
transform=axes.transAxes,
|
||
color=color
|
||
)
|
||
|
||
axes.autoscale_view()
|
||
axes.set_xlim(-1, len(kdata) + 1)
|
||
ax_set_locator_formatter(axes, kdata.get_datetime_list(), kdata.get_query().ktype)
|
||
#draw()
|
||
|
||
|
||
def mkplot(kdata, new=True, axes=None, colorup='r', colordown='g', ticksize=3):
|
||
"""绘制美式K线图
|
||
|
||
:param KData kdata: K线数据
|
||
:param bool new: 是否在新窗口中显示，只在没有指定axes时生效
|
||
:param axes: 指定的坐标轴
|
||
:param colorup: the color of the lines where close >= open
|
||
:param colordown: the color of the lines where close < open
|
||
:param ticksize: open/close tick marker in points
|
||
"""
|
||
if not kdata:
|
||
print("kdata is None")
|
||
return
|
||
|
||
if not axes:
|
||
axes = create_figure() if new else gca()
|
||
|
||
for t in range(len(kdata)):
|
||
record = kdata[t]
|
||
open, high, low, close = record.open, record.high, record.low, record.close
|
||
color = colorup if close >= open else colordown
|
||
|
||
vline = Line2D(xdata=(t, t), ydata=(low, high), color=color, antialiased=False)
|
||
oline = Line2D(
|
||
xdata=(t, t),
|
||
ydata=(open, open),
|
||
color=color,
|
||
antialiased=False,
|
||
marker=TICKLEFT,
|
||
markersize=ticksize
|
||
)
|
||
cline = Line2D(
|
||
xdata=(t, t),
|
||
ydata=(close, close),
|
||
color=color,
|
||
antialiased=False,
|
||
markersize=ticksize,
|
||
marker=TICKRIGHT
|
||
)
|
||
|
||
axes.add_line(vline)
|
||
axes.add_line(oline)
|
||
axes.add_line(cline)
|
||
|
||
title = get_draw_title(kdata)
|
||
axes.set_title(title)
|
||
last_record = kdata[-1]
|
||
color = 'r' if last_record.close > kdata[-2].close else 'g'
|
||
text = u'%s 开:%.2f 高:%.2f 低:%.2f 收:%.2f' % (
|
||
last_record.datetime.number / 10000, last_record.open, last_record.high, last_record.low,
|
||
last_record.close
|
||
)
|
||
axes.text(
|
||
0.99,
|
||
0.97,
|
||
text,
|
||
horizontalalignment='right',
|
||
verticalalignment='top',
|
||
transform=axes.transAxes,
|
||
color=color
|
||
)
|
||
|
||
axes.autoscale_view()
|
||
axes.set_xlim(-1, len(kdata) + 1)
|
||
ax_set_locator_formatter(axes, kdata.get_datetime_list(), kdata.get_query().ktype)
|
||
#draw()
|
||
|
||
|
||
def iplot(
|
||
indicator,
|
||
new=True,
|
||
axes=None,
|
||
kref=None,
|
||
legend_on=False,
|
||
text_on=False,
|
||
text_color='k',
|
||
zero_on=False,
|
||
label=None,
|
||
*args,
|
||
**kwargs
|
||
):
|
||
"""绘制indicator曲线
|
||
|
||
:param Indicator indicator: indicator实例
|
||
:param axes: 指定的坐标轴
|
||
:param new: 是否在新窗口中显示，只在没有指定axes时生效
|
||
:param kref: 参考的K线数据，以便绘制日期X坐标
|
||
:param legend_on: 是否打开图例
|
||
:param text_on: 是否在左上角显示指标名称及其参数
|
||
:param text_color: 指标名称解释文字的颜色，默认为黑色
|
||
:param zero_on: 是否需要在y=0轴上绘制一条直线
|
||
:param str label: label显示文字信息，text_on 及 legend_on 为 True 时生效
|
||
:param args: pylab plot参数
|
||
:param kwargs: pylab plot参数，如：marker（标记类型）、
|
||
markerfacecolor（标记颜色）、
|
||
markeredgecolor（标记的边缘颜色）
|
||
"""
|
||
if not indicator:
|
||
print("indicator is None")
|
||
return
|
||
|
||
if not axes:
|
||
axes = create_figure() if new else gca()
|
||
|
||
if not label:
|
||
label = "%s %.2f" % (indicator.long_name, indicator[-1])
|
||
|
||
py_indicatr = [None if x == constant.null_price else x for x in indicator]
|
||
axes.plot(py_indicatr, '-', label=label, *args, **kwargs)
|
||
|
||
if legend_on:
|
||
leg = axes.legend(loc='upper left')
|
||
leg.get_frame().set_alpha(0.5)
|
||
|
||
if text_on:
|
||
if not axes.texts:
|
||
axes.text(
|
||
0.01,
|
||
0.97,
|
||
label,
|
||
horizontalalignment='left',
|
||
verticalalignment='top',
|
||
transform=axes.transAxes,
|
||
color=text_color
|
||
)
|
||
else:
|
||
temp_str = axes.texts[0].get_text() + ' ' + label
|
||
axes.texts[0].set_text(temp_str)
|
||
|
||
if zero_on:
|
||
ylim = axes.get_ylim()
|
||
if ylim[0] < 0 < ylim[1]:
|
||
axes.hlines(0, 0, len(indicator))
|
||
|
||
axes.autoscale_view()
|
||
axes.set_xlim(-1, len(indicator) + 1)
|
||
if kref:
|
||
ax_set_locator_formatter(axes, kref.get_datetime_list(), kref.get_query().ktype)
|
||
#draw()
|
||
|
||
|
||
def ibar(
|
||
indicator,
|
||
new=True,
|
||
axes=None,
|
||
kref=None,
|
||
legend_on=False,
|
||
text_on=False,
|
||
text_color='k',
|
||
label=None,
|
||
width=0.4,
|
||
color='r',
|
||
edgecolor='r',
|
||
zero_on=False,
|
||
*args,
|
||
**kwargs
|
||
):
|
||
"""绘制indicator柱状图
|
||
|
||
:param Indicator indicator: Indicator实例
|
||
:param axes: 指定的坐标轴
|
||
:param new: 是否在新窗口中显示，只在没有指定axes时生效
|
||
:param kref: 参考的K线数据，以便绘制日期X坐标
|
||
:param legend_on: 是否打开图例
|
||
:param text_on: 是否在左上角显示指标名称及其参数
|
||
:param text_color: 指标名称解释文字的颜色，默认为黑色
|
||
:param str label: label显示文字信息，text_on 及 legend_on 为 True 时生效
|
||
:param zero_on: 是否需要在y=0轴上绘制一条直线
|
||
:param width: Bar的宽度
|
||
:param color: Bar的颜色
|
||
:param edgecolor: Bar边缘颜色
|
||
:param args: pylab plot参数
|
||
:param kwargs: pylab plot参数
|
||
"""
|
||
if not indicator:
|
||
print("indicator is None")
|
||
return
|
||
|
||
if not axes:
|
||
axes = create_figure() if new else gca()
|
||
|
||
if not label:
|
||
label = "%s %.2f" % (indicator.long_name, indicator[-1])
|
||
|
||
py_indicatr = [None if x == constant.null_price else x for x in indicator]
|
||
x = [i - 0.2 for i in range(len(indicator))]
|
||
y = py_indicatr
|
||
|
||
axes.bar(x, py_indicatr, width=width, color=color, edgecolor=edgecolor, *args, **kwargs)
|
||
|
||
if legend_on:
|
||
leg = axes.legend(loc='upper left')
|
||
leg.get_frame().set_alpha(0.5)
|
||
|
||
if text_on:
|
||
if not axes.texts:
|
||
axes.text(
|
||
0.01,
|
||
0.97,
|
||
label,
|
||
horizontalalignment='left',
|
||
verticalalignment='top',
|
||
transform=axes.transAxes,
|
||
color=text_color
|
||
)
|
||
else:
|
||
temp_str = axes.texts[0].get_text() + ' ' + label
|
||
axes.texts[0].set_text(temp_str)
|
||
|
||
if zero_on:
|
||
ylim = axes.get_ylim()
|
||
if ylim[0] < 0 < ylim[1]:
|
||
axes.hlines(0, 0, len(indicator))
|
||
|
||
axes.autoscale_view()
|
||
axes.set_xlim(-1, len(indicator) + 1)
|
||
if kref:
|
||
ax_set_locator_formatter(axes, kref.get_datetime_list(), kref.get_query().ktype)
|
||
#draw()
|
||
|
||
|
||
def ax_draw_macd(axes, kdata, n1=12, n2=26, n3=9):
|
||
"""绘制MACD
|
||
|
||
:param axes: 指定的坐标轴
|
||
:param KData kdata: KData
|
||
:param int n1: 指标 MACD 的参数1
|
||
:param int n2: 指标 MACD 的参数2
|
||
:param int n3: 指标 MACD 的参数3
|
||
"""
|
||
macd = MACD(CLOSE(kdata), n1, n2, n3)
|
||
bmacd, fmacd, smacd = macd.get_result(0), macd.get_result(1), macd.get_result(2)
|
||
|
||
text = 'MACD(%s,%s,%s) DIF:%.2f, DEA:%.2f, BAR:%.2f' % (
|
||
n1, n2, n3, fmacd[-1], smacd[-1], bmacd[-1]
|
||
)
|
||
axes.text(
|
||
0.01,
|
||
0.97,
|
||
text,
|
||
horizontalalignment='left',
|
||
verticalalignment='top',
|
||
transform=axes.transAxes
|
||
)
|
||
total = len(kdata)
|
||
x = [i - 0.2 for i in range(total)]
|
||
x1 = [x[i] for i, d in enumerate(bmacd) if d > 0]
|
||
y1 = [i for i in bmacd if i > 0]
|
||
x2 = [x[i] for i, d in enumerate(bmacd) if d <= 0]
|
||
y2 = [i for i in bmacd if i <= 0]
|
||
axes.bar(x1, y1, width=0.4, color='r', edgecolor='r')
|
||
axes.bar(x2, y2, width=0.4, color='g', edgecolor='g')
|
||
|
||
axt = axes.twinx()
|
||
axt.grid(False)
|
||
axt.set_yticks([])
|
||
fmacd.plot(axes=axt, linestyle='--', legend_on=False, text_on=False)
|
||
smacd.plot(axes=axt, legend_on=False, text_on=False)
|
||
|
||
for label in axt.get_xticklabels():
|
||
label.set_visible(False)
|
||
|
||
|
||
def ax_draw_macd2(axes, ref, kdata, n1=12, n2=26, n3=9):
|
||
"""绘制MACD。
|
||
当BAR值变化与参考序列ref变化不一致时，显示为灰色，
|
||
当BAR和参考序列ref同时上涨，显示红色
|
||
当BAR和参考序列ref同时下跌，显示绿色
|
||
|
||
:param axes: 指定的坐标轴
|
||
:param ref: 参考序列，EMA
|
||
:param KData kdata: KData
|
||
:param int n1: 指标 MACD 的参数1
|
||
:param int n2: 指标 MACD 的参数2
|
||
:param int n3: 指标 MACD 的参数3
|
||
"""
|
||
macd = MACD(CLOSE(kdata), n1, n2, n3)
|
||
bmacd, fmacd, smacd = macd.get_result(0), macd.get_result(1), macd.get_result(2)
|
||
|
||
text = 'MACD(%s,%s,%s) DIF:%.2f, DEA:%.2f, BAR:%.2f' % (
|
||
n1, n2, n3, fmacd[-1], smacd[-1], bmacd[-1]
|
||
)
|
||
axes.text(
|
||
0.01,
|
||
0.97,
|
||
text,
|
||
horizontalalignment='left',
|
||
verticalalignment='top',
|
||
transform=axes.transAxes
|
||
)
|
||
total = len(kdata)
|
||
x = [i - 0.2 for i in range(0, total)]
|
||
y = bmacd
|
||
x1, x2, x3 = [x[0]], [], []
|
||
y1, y2, y3 = [y[0]], [], []
|
||
for i in range(1, total):
|
||
if ref[i] - ref[i - 1] > 0 and y[i] - y[i - 1] > 0:
|
||
x2.append(x[i])
|
||
y2.append(y[i])
|
||
elif ref[i] - ref[i - 1] < 0 and y[i] - y[i - 1] < 0:
|
||
x3.append(x[i])
|
||
y3.append(y[i])
|
||
else:
|
||
x1.append(x[i])
|
||
y1.append(y[i])
|
||
|
||
axes.bar(x1, y1, width=0.4, color='#BFBFBF', edgecolor='#BFBFBF')
|
||
axes.bar(x2, y2, width=0.4, color='r', edgecolor='r')
|
||
axes.bar(x3, y3, width=0.4, color='g', edgecolor='g')
|
||
|
||
axt = axes.twinx()
|
||
axt.grid(False)
|
||
axt.set_yticks([])
|
||
fmacd.plot(axes=axt, linestyle='--', legend_on=False, text_on=False)
|
||
smacd.plot(axes=axt, legend_on=False, text_on=False)
|
||
|
||
for label in axt.get_xticklabels():
|
||
label.set_visible(False)
|
||
|
||
|
||
def sgplot(sg, new=True, axes=None, style=1, kdata=None):
|
||
"""绘制买入/卖出信号
|
||
|
||
:param SignalBase sg: 信号指示器
|
||
:param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
|
||
:param axes: 指定在那个轴对象中进行绘制
|
||
:param style: 1 | 2 信号箭头绘制样式
|
||
:param KData kdata: 指定的KData（即信号发生器的交易对象），
|
||
如该值为None，则认为该信号发生器已经指定了交易对象，
|
||
否则，使用该参数作为交易对象
|
||
"""
|
||
kdata = sg.to if kdata is None else kdata
|
||
refdates = kdata.get_datetime_list()
|
||
date_index = dict([(d, i) for i, d in enumerate(refdates)])
|
||
|
||
if axes is None:
|
||
if new:
|
||
axes = create_figure()
|
||
kplot(kdata, axes=axes)
|
||
else:
|
||
axes = gca()
|
||
|
||
ylim = axes.get_ylim()
|
||
height = ylim[1] - ylim[0]
|
||
|
||
if style == 1:
|
||
arrow_buy = dict(arrowstyle="->")
|
||
arrow_sell = arrow_buy
|
||
else:
|
||
arrow_buy = dict(facecolor='red', frac=0.5)
|
||
arrow_sell = dict(facecolor='blue', frac=0.5)
|
||
|
||
dates = sg.get_buy_signal()
|
||
for d in dates:
|
||
if d not in date_index:
|
||
continue
|
||
pos = date_index[d]
|
||
krecord = kdata[pos]
|
||
axes.annotate(
|
||
'B', (pos, krecord.low - height * 0.01), (pos, krecord.low - height * 0.1),
|
||
arrowprops=arrow_buy,
|
||
horizontalalignment='center',
|
||
verticalalignment='bottom',
|
||
color='red'
|
||
)
|
||
|
||
dates = sg.get_sell_signal()
|
||
for d in dates:
|
||
if d not in date_index:
|
||
continue
|
||
pos = date_index[d]
|
||
krecord = kdata[pos]
|
||
axes.annotate(
|
||
'S', (pos, krecord.high + height * 0.01), (pos, krecord.high + height * 0.1),
|
||
arrowprops=arrow_sell,
|
||
horizontalalignment='center',
|
||
verticalalignment='top',
|
||
color='blue'
|
||
)
|
||
|
||
|
||
def cnplot(cn, new=True, axes=None, kdata=None):
|
||
"""绘制系统有效条件
|
||
|
||
:param ConditionBase cn: 系统有效条件
|
||
:param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
|
||
:param axes: 指定在那个轴对象中进行绘制
|
||
:param KData kdata: 指定的KData，如该值为None，则认为该系统有效条件已经
|
||
指定了交易对象，否则，使用该参数作为交易对象
|
||
"""
|
||
if kdata is None:
|
||
kdata = cn.to
|
||
else:
|
||
cn.to = kdata
|
||
|
||
refdates = kdata.get_datetime_list()
|
||
date_index = dict([(d, i) for i, d in enumerate(refdates)])
|
||
|
||
if axes is None:
|
||
if new:
|
||
axes = create_figure()
|
||
kplot(kdata, axes=axes)
|
||
else:
|
||
axes = gca()
|
||
|
||
x = np.array([i for i in range(len(refdates))])
|
||
y1 = np.array([1 if cn.isValid(d) else -1 for d in refdates])
|
||
y2 = np.array([-1 if cn.isValid(d) else 1 for d in refdates])
|
||
axes.fill_between(x, y1, y2, where=y2 > y1, facecolor='blue', alpha=0.6)
|
||
axes.fill_between(x, y1, y2, where=y2 < y1, facecolor='red', alpha=0.6)
|
||
|
||
|
||
def sysplot(sys, new=True, axes=None, style=1):
|
||
"""绘制系统实际买入/卖出信号
|
||
|
||
:param SystemBase sys: 系统实例
|
||
:param new: 仅在未指定axes的情况下生效，当为True时，
|
||
创建新的窗口对象并在其中进行绘制
|
||
:param axes: 指定在那个轴对象中进行绘制
|
||
:param style: 1 | 2 信号箭头绘制样式
|
||
"""
|
||
kdata = sys.to
|
||
|
||
refdates = kdata.get_datetime_list()
|
||
date_index = dict([(d, i) for i, d in enumerate(refdates)])
|
||
|
||
if axes is None:
|
||
if new:
|
||
axes = create_figure()
|
||
kplot(kdata, axes=axes)
|
||
else:
|
||
axes = gca()
|
||
|
||
ylim = axes.get_ylim()
|
||
height = ylim[1] - ylim[0]
|
||
|
||
if style == 1:
|
||
arrow_buy = dict(arrowstyle="->")
|
||
arrow_sell = arrow_buy
|
||
else:
|
||
arrow_buy = dict(facecolor='red', frac=0.5)
|
||
arrow_sell = dict(facecolor='blue', frac=0.5)
|
||
|
||
tds = sys.tm.get_trade_list()
|
||
buy_dates = []
|
||
sell_dates = []
|
||
for t in tds:
|
||
if t.business == BUSINESS.BUY:
|
||
buy_dates.append(t.datetime)
|
||
elif t.business == BUSINESS.SELL:
|
||
sell_dates.append(t.datetime)
|
||
else:
|
||
pass
|
||
|
||
for d in buy_dates:
|
||
if d not in date_index:
|
||
continue
|
||
pos = date_index[d]
|
||
krecord = kdata[pos]
|
||
axes.annotate(
|
||
'B', (pos, krecord.low - height * 0.01), (pos, krecord.low - height * 0.1),
|
||
arrowprops=arrow_buy,
|
||
horizontalalignment='center',
|
||
verticalalignment='bottom',
|
||
color='red'
|
||
)
|
||
|
||
for d in sell_dates:
|
||
if d not in date_index:
|
||
continue
|
||
pos = date_index[d]
|
||
krecord = kdata[pos]
|
||
axes.annotate(
|
||
'S', (pos, krecord.high + height * 0.01), (pos, krecord.high + height * 0.1),
|
||
arrowprops=arrow_sell,
|
||
horizontalalignment='center',
|
||
verticalalignment='top',
|
||
color='blue'
|
||
)
|