def _draw_ema_pipe(axes, kdata, ema, n=22, w=0.10):
emas = [i for i in ema]
p = _find_ema_coefficient(
list(
CLOSE(kdata)), emas, number=66, percent=0.95) if w == 'auto' else w
emas_high = [i + i * p for i in emas]
emas_low = [i - i * p for i in emas]
emas_len = len(emas)
PRICELIST(emas).plot(axes=axes,
color='b',
linestyle='-',
label='%s(%s) %.2f' % (ema.name, n, emas[-1]))
PRICELIST(emas_high).plot(axes=axes,
color='b',
linestyle=':',
label='U%s(%.2f%%) %.2f' %
(ema.name, p * 100, emas_high[-1]))
PRICELIST(emas_low).plot(axes=axes,
color='b',
linestyle=':',
label='L%s(%.2f%%) %.2f' %
(ema.name, p * 100, emas_low[-1]))
#axes.plot(emas, '-b', label='%s(%s) %.2f'%(ema.name, n, emas[-1]))
#axes.plot(emas_high, ':b', label='U%s(%.2f%%) %.2f'%(ema.name, p*100, emas_high[-1]))
#axes.plot(emas_low, ':b', label='L%s(%.2f%%) %.2f'%(ema.name, p*100, emas_low[-1]))
fy1 = [i for i in emas_low]
fy2 = [i for i in emas_high]
axes.fill_between(range(emas_len), fy1, fy2, alpha=0.2, color='y')
def draw(stock,
query=Query(-130),
n=10,
filter_n=20,
filter_p=0.1,
sg_type="CROSS",
show_high_low=False,
arrow_style=1):
"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
kdata = stock.getKData(query)
ax1, ax2 = create_figure(2)
kdata.plot(axes=ax1)
cama = AMA(CLOSE(kdata), n=n)
cama.name = "CAMA"
cama.plot(axes=ax1, color='b', legend_on=True)
hama = AMA(HIGH(kdata), n=n)
hama.name = "HAMA"
hstd = STDEV(hama, n)
lama = AMA(LOW(kdata), n=n)
lama.name = "LAMA"
lstd = STDEV(lama, n)
fy1 = list(lama - lstd)[lstd.discard:]
fy2 = list(hama + hstd)[hstd.discard:]
ax1.fill_between(range(lstd.discard, len(kdata)),
fy1,
fy2,
alpha=0.2,
color='y')
if show_high_low:
hama.plot(axes=ax1, color='r', legend_on=True)
lama.plot(axes=ax1, color='g', legend_on=True)
if sg_type == 'CROSS':
fast_op = AMA(n=n)
slow_op = EMA(n=2 * n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes=ax1, kdata=kdata)
ind = slow_op(KDATA(kdata))
ind.name = "EMA(CAMA)"
ind.plot(axes=ax1, color='m', legend_on=True)
elif sg_type == 'SINGLE':
sg = SG_Single(cama, filter_n=filter_n, filter_p=filter_p)
sg.plot(axes=ax1, kdata=kdata)
else:
print("sg_type only in ('CORSS', 'SINGLE')")
cer = PRICELIST(cama, 1)
label = "ER(%s)" % cer[-1]
cer.plot(axes=ax2,
color='b',
marker='o',
label=label,
legend_on=False,
text_on=True)
c = CLOSE(kdata)
CVAL(c, 0.8).plot(axes=ax2, color='r', linestyle='--')
CVAL(c, -0.6).plot(axes=ax2, color='r', linestyle='--')
CVAL(c, -0.8).plot(axes=ax2, color='r', linestyle='--')
CVAL(c, 0).plot(axes=ax2, color='k', linestyle='-')
#ax2.hlines(0.8,0,len(kdata),color='r',linestyle='--')
#ax2.hlines(-0.6,0,len(kdata),color='r',linestyle='--')
#ax2.hlines(-0.8,0,len(kdata),color='r',linestyle='--')
#ax2.hlines(0,0,len(kdata))
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.getDatetimeList(), query.kType)
adjust_axes_show([ax1, ax2])
return show_gcf()
def draw2(block,
query=Query(-130),
ama1=AMA(n=10, fast_n=2, slow_n=30),
ama2=None,
n=10,
filter_n=20,
filter_p=0.1,
sg_type='CROSS',
show_high_low=True,
arrow_style=1):
"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
sm = StockManager.instance()
if block.name == 'SZ':
kdata = sm['sz000001'].getKData(query)
elif block.name == 'GEM':
kdata = sm['sz399006'].getKData(query)
else:
kdata = sm['sh000001'].getKData(query)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes=ax1)
cama = AMA(CLOSE(kdata), n=n)
cama.name = "CAMA"
cama.plot(axes=ax1, color='b', legend_on=True)
hama = AMA(HIGH(kdata), n=n)
hama.name = "HAMA"
hstd = STDEV(hama, n)
lama = AMA(LOW(kdata), n=n)
lama.name = "LAMA"
lstd = STDEV(lama, n)
fy1 = list(lama - lstd)[lstd.discard:]
fy2 = list(hama + hstd)[hstd.discard:]
ax1.fill_between(range(lstd.discard, len(kdata)),
fy1,
fy2,
alpha=0.2,
color='y')
if show_high_low:
hama.plot(axes=ax1, color='r', legend_on=True)
lama.plot(axes=ax1, color='g', legend_on=True)
if sg_type == 'CROSS':
fast_op = AMA(n=n)
slow_op = EMA(n=2 * n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes=ax1, kdata=kdata)
ind = slow_op(KDATA(kdata))
ind.name = "EMA(CAMA)"
ind.plot(axes=ax1, color='m', legend_on=True)
elif sg_type == 'SINGLE':
sg = SG_Single(cama, filter_n=filter_n, filter_p=filter_p)
sg.plot(axes=ax1, kdata=kdata)
else:
print("sg_type only in ('CORSS', 'SINGLE')")
a = POS(block, query, SG_Flex(AMA(n=3), 6))
a.name = "POS(3)"
a.plot(axes=ax2, color='b', marker='.', legend_on=True)
a = POS(block, query, SG_Flex(AMA(n=30), 60))
a.name = "POS(30)"
a.plot(axes=ax2, color='g', marker='.', legend_on=True)
c = CLOSE(kdata)
CVAL(c, 0.8).plot(axes=ax2, color='r', linestyle='--')
CVAL(c, 0.2).plot(axes=ax2, color='r', linestyle='--')
if ama1.name == "AMA":
cer = PRICELIST(cama, 1)
label = "ER(%s)" % cer[-1]
cer.plot(axes=ax3,
color='b',
marker='.',
label=label,
legend_on=False,
text_on=True)
CVAL(c, 0.8).plot(axes=ax3, color='r', linestyle='--')
CVAL(c, -0.6).plot(axes=ax3, color='r', linestyle='--')
CVAL(c, -0.8).plot(axes=ax3, color='r', linestyle='--')
CVAL(c, 0).plot(axes=ax3, color='k', linestyle='-')
else:
ax_draw_macd(ax2, kdata)
#ax2.set_ylim(-1, 1)
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.getDatetimeList(), query.kType)
adjust_axes_show([ax1, ax2])
return show_gcf()
def draw(stock, query = Query(-130),
n = 10, filter_n = 20, filter_p = 0.1,
sg_type = "CROSS",
show_high_low = False,
arrow_style = 1):
"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
kdata = stock.getKData(query)
ax1, ax2 = create_figure(2)
kdata.plot(axes = ax1)
cama = AMA(CLOSE(kdata), n = n )
cama.name = "CAMA"
cama.plot(axes = ax1, color = 'b', legend_on = True)
hama = AMA(HIGH(kdata), n = n)
hama.name = "HAMA"
hstd = STDEV(hama, n)
lama = AMA(LOW(kdata), n = n)
lama.name = "LAMA"
lstd = STDEV(lama, n)
fy1 = list(lama - lstd)[lstd.discard:]
fy2 = list(hama + hstd)[hstd.discard:]
ax1.fill_between(range(lstd.discard,len(kdata)),fy1,fy2,alpha=0.2, color='y' )
if show_high_low:
hama.plot(axes = ax1, color = 'r', legend_on = True)
lama.plot(axes = ax1, color = 'g', legend_on = True)
if sg_type == 'CROSS':
fast_op = AMA(n = n)
slow_op = EMA(n = 2*n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes = ax1, kdata = kdata)
ind = slow_op(KDATA(kdata))
ind.name = "EMA(CAMA)"
ind.plot(axes = ax1, color = 'm', legend_on = True)
elif sg_type == 'SINGLE':
sg = SG_Single(cama, filter_n = filter_n, filter_p = filter_p)
sg.plot(axes = ax1, kdata = kdata)
else:
print("sg_type only in ('CORSS', 'SINGLE')")
cer = PRICELIST(cama, 1)
label = "ER(%s)" % cer[-1]
cer.plot(axes=ax2, color='b', marker='o', label=label,
legend_on=False, text_on=True)
c = CLOSE(kdata)
CVAL(c, 0.8).plot(axes=ax2,color='r',linestyle='--')
CVAL(c, -0.6).plot(axes=ax2,color='r',linestyle='--')
CVAL(c, -0.8).plot(axes=ax2,color='r',linestyle='--')
CVAL(c, 0).plot(axes=ax2,color='k',linestyle='-')
#ax2.hlines(0.8,0,len(kdata),color='r',linestyle='--')
#ax2.hlines(-0.6,0,len(kdata),color='r',linestyle='--')
#ax2.hlines(-0.8,0,len(kdata),color='r',linestyle='--')
#ax2.hlines(0,0,len(kdata))
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.getDatetimeList(), query.kType)
adjust_axes_show([ax1, ax2])
return show_gcf()
def draw2(block, query = Query(-130),
ama1 = AMA(n=10, fast_n=2, slow_n=30),
ama2 = None,
n = 10, filter_n = 20, filter_p = 0.1,
sg_type = 'CROSS',
show_high_low = True,
arrow_style = 1):
"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
sm = StockManager.instance()
if block.name == 'SZ':
kdata = sm['sz000001'].getKData(query)
elif block.name == 'GEM':
kdata = sm['sz399006'].getKData(query)
else:
kdata = sm['sh000001'].getKData(query)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes = ax1)
cama = AMA(CLOSE(kdata), n = n )
cama.name = "CAMA"
cama.plot(axes = ax1, color = 'b', legend_on = True)
hama = AMA(HIGH(kdata), n = n)
hama.name = "HAMA"
hstd = STDEV(hama, n)
lama = AMA(LOW(kdata), n = n)
lama.name = "LAMA"
lstd = STDEV(lama, n)
fy1 = list(lama - lstd)[lstd.discard:]
fy2 = list(hama + hstd)[hstd.discard:]
ax1.fill_between(range(lstd.discard,len(kdata)),fy1,fy2,alpha=0.2, color='y' )
if show_high_low:
hama.plot(axes = ax1, color = 'r', legend_on = True)
lama.plot(axes = ax1, color = 'g', legend_on = True)
if sg_type == 'CROSS':
fast_op = AMA(n = n)
slow_op = EMA(n = 2*n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes = ax1, kdata = kdata)
ind = slow_op(KDATA(kdata))
ind.name = "EMA(CAMA)"
ind.plot(axes = ax1, color = 'm', legend_on = True)
elif sg_type == 'SINGLE':
sg = SG_Single(cama, filter_n = filter_n, filter_p = filter_p)
sg.plot(axes = ax1, kdata = kdata)
else:
print("sg_type only in ('CORSS', 'SINGLE')")
a = POS(block, query, SG_Flex(AMA(n = 3), 6))
a.name = "POS(3)"
a.plot(axes=ax2, color='b', marker='.', legend_on=True)
a = POS(block, query, SG_Flex(AMA(n = 30), 60))
a.name = "POS(30)"
a.plot(axes=ax2, color='g', marker='.', legend_on=True)
c = CLOSE(kdata)
CVAL(c, 0.8).plot(axes=ax2,color='r',linestyle='--')
CVAL(c, 0.2).plot(axes=ax2,color='r',linestyle='--')
if ama1.name == "AMA":
cer = PRICELIST(cama, 1)
label = "ER(%s)" % cer[-1]
cer.plot(axes=ax3, color='b', marker='.', label=label,
legend_on=False, text_on=True)
CVAL(c, 0.8).plot(axes=ax3,color='r',linestyle='--')
CVAL(c, -0.6).plot(axes=ax3,color='r',linestyle='--')
CVAL(c, -0.8).plot(axes=ax3,color='r',linestyle='--')
CVAL(c, 0).plot(axes=ax3,color='k',linestyle='-')
else:
ax_draw_macd(ax2, kdata)
#ax2.set_ylim(-1, 1)
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.getDatetimeList(), query.kType)
adjust_axes_show([ax1, ax2])
return show_gcf()