def analyze_trade_pair(con, trade_pairs):
line = kani.LineCharts()
all_df = None
for trade_pair in trade_pairs:
company, magic = trade_pair
sql = make_sql(company, magic)
df = read_sql(sql, con)
if df is not None and len(df) > 0:
df.close_time.fillna(method='ffill', inplace=True)
df.index = df.close_time
df = df.reindex()
df.sort_index(inplace=True)
profit_cumsum = df["profit"].groupby(df.index).sum().cumsum()
profit_plot = profit_cumsum.resample('T').last()
profit_plot.fillna(method='ffill', inplace=True)
if len(profit_plot) > 0:
line.add_chart("%s:%d" % (company, magic), profit_plot)
if all_df is not None:
all_df = pd.concat([all_df, df], axis=0)
else:
all_df = df
if len(all_df) > 0 and len(trade_pairs) >= 2:
all_df.close_time.fillna(method='ffill', inplace=True)
df = all_df.reindex()
df.sort_index(inplace=True)
profit_cumsum = df["profit"].groupby(df.index).sum().cumsum()
profit_plot = profit_cumsum.resample('T').last()
profit_plot.fillna(method='ffill', inplace=True)
if len(profit_plot) > 0:
line.add_chart("ALL", profit_plot)
return line.plot(width=600)
def analyze_all(con, companies, from_time='2018-10-18'):
df = None
for company_name in companies:
sql = "SELECT profit, close_time FROM bitcoin.%s_trade_history" % (
company_name)
sql += " where close_time > '%s' and position_status=5 and open_order_number is not null and close_order_number is not null" % (
from_time)
tempdf = read_sql(sql, con)
tempdf.index = tempdf.close_time
if df is None:
df = tempdf
else:
df = pd.concat([df, tempdf], axis=0)
line = kani.LineCharts(width=600)
if len(df) > 0:
df.close_time.fillna(method='ffill', inplace=True)
df = df.reindex()
df.sort_index(inplace=True)
profit_cumsum = df["profit"].groupby(df.index).sum().cumsum()
profit_plot = profit_cumsum.resample('T').last()
profit_plot.fillna(method='ffill', inplace=True)
if len(profit_plot) > 0:
line.add_chart("ALL", profit_plot)
return line.plot()
def plot_make(df, show_title=True):
if show_title:
display(Markdown('### All Make Logic'))
make_df = df[df['is_making']].copy()
make_df['cumprofit'] = make_df['profit'].cumsum()
make_df.index = make_df['close_time']
make = make_df['cumprofit'].resample('T').last()
make.fillna(method='ffill', inplace=True)
line = kani.LineCharts()
line.add_chart('make', make)
return line.plot(width=600)
def testName(self):
start = datetime.datetime(2012, 1, 1)
end = datetime.datetime(2017, 12, 31)
df = web.DataReader('SNE', 'morningstar', start, end)
df.reset_index(level=0, inplace=True)
candle = kani.CandlestickCharts()
candle.add_chart('SNE', df)
H = candle.plot()
H.save_file('candle_chart')
candle = kani.LineCharts()
candle.add_chart('SNE', df['Open'])
H = candle.plot()
H.save_file('line_chart')