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 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.getResult(0), macd.getResult(1), macd.getResult(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_list = [i for i in range(total)]
y1_list = [round(x) if x > 0 else '-' for x in bmacd]
y2_list = [round(x) if x <= 0 else '-' for x in bmacd]
bar = Bar(subtitle=text, title_pos='10%', title_top='8%')
bar.add('1', x_list, y1_list, is_stack=True, is_legend_show=False)
bar.add('2', x_list, y2_list, is_stack=True, is_legend_show=False)
axes.add(bar)
iplot(fmacd, line_type='dotted')
iplot(smacd)
return axes
def draw2(
stock,
query=Query(-130),
ma1_n=7,
ma2_n=20,
ma3_n=30,
ma4_n=42,
ma5_n=100,
vma1_n=5,
vma2_n=10
):
"""绘制普通K线图 + 成交量（成交金额）+ MACD"""
kdata = stock.get_kdata(query)
close = CLOSE(kdata)
ma1 = MA(close, ma1_n)
ma2 = MA(close, ma2_n)
ma3 = MA(close, ma3_n)
ma4 = MA(close, ma4_n)
ma5 = MA(close, ma5_n)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes=ax1)
ma1.plot(axes=ax1, legend_on=True)
ma2.plot(axes=ax1, legend_on=True)
ma3.plot(axes=ax1, legend_on=True)
ma4.plot(axes=ax1, legend_on=True)
ma5.plot(axes=ax1, legend_on=True)
vol = VOL(kdata)
total = len(kdata)
engine = get_current_draw_engine()
if engine == 'matplotlib':
rg = range(total)
x = [i - 0.2 for i in rg]
x1 = [x[i] for i in rg if kdata[i].close > kdata[i].open]
y1 = [vol[i] for i in rg if kdata[i].close > kdata[i].open]
x2 = [x[i] for i in rg if kdata[i].close < kdata[i].open]
y2 = [vol[i] for i in rg if kdata[i].close < kdata[i].open]
ax2.bar(x1, y1, width=0.4, color='r', edgecolor='r')
ax2.bar(x2, y2, width=0.4, color='g', edgecolor='g')
elif engine == 'echarts':
vol.bar(axes=ax2, color='r', legend_on=True)
else:
pass
vma1 = MA(vol, vma1_n)
vma2 = MA(vol, vma2_n)
vma1.plot(axes=ax2, legend_on=True)
vma2.plot(axes=ax2, legend_on=True)
ax_draw_macd(ax3, kdata)
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.get_datetime_list(), kdata.get_query().ktype)
adjust_axes_show([ax1, ax2, ax3])
return show_gcf()
def TurtleSG(self):
n = self.getParam("n")
k = self.getTO()
c = CLOSE(k)
h = REF(HHV(c, n), 1) #前n日高点
L = REF(LLV(c, n), 1) #前n日低点
for i in range(h.discard, len(k)):
if (c[i] >= h[i]):
self._addBuySignal(k[i].datetime)
elif (c[i] <= L[i]):
self._addSellSignal(k[i].datetime)
def draw(stock, query=Query(-130), ma1_n=5, ma2_n=10, ma3_n=20, ma4_n=60,
ma5_n=100, vma1_n=5, vma2_n=10):
"""绘制普通K线图 + 成交量（成交金额）"""
kdata = stock.getKData(query)
close = CLOSE(kdata,)
ma1 = MA(close, ma1_n)
ma2 = MA(close, ma2_n)
ma3 = MA(close, ma3_n)
ma4 = MA(close, ma4_n)
ma5 = MA(close, ma5_n)
ax1, ax2 = create_figure(2)
kdata.plot(axes=ax1)
ma1.plot(axes=ax1, legend_on=True)
ma2.plot(axes=ax1, legend_on=True)
ma3.plot(axes=ax1, legend_on=True)
ma4.plot(axes=ax1, legend_on=True)
ma5.plot(axes=ax1, legend_on=True)
sg = SG_Cross(MA(n=ma1_n), MA(n=ma2_n))
sg.setTO(kdata)
sg.plot(axes=ax1, kdata=kdata)
vol = VOL(kdata)
total = len(kdata)
engine = get_current_draw_engine()
if engine == 'matplotlib':
rg = range(total)
x = [i-0.2 for i in rg]
x1 = [x[i] for i in rg if kdata[i].closePrice > kdata[i].openPrice]
y1 = [vol[i] for i in rg if kdata[i].closePrice > kdata[i].openPrice]
x2 = [x[i] for i in rg if kdata[i].closePrice <= kdata[i].openPrice]
y2 = [vol[i] for i in rg if kdata[i].closePrice <= kdata[i].openPrice]
ax2.bar(x1, y1, width=0.4, color='r', edgecolor='r')
ax2.bar(x2, y2, width=0.4, color='g', edgecolor='g')
elif engine == 'echarts':
vol.bar(axes=ax2, color='r')
else:
pass
vma1 = MA(vol, vma1_n)
vma2 = MA(vol, vma2_n)
vma1.plot(axes=ax2, legend_on=True)
vma2.plot(axes=ax2, legend_on=True)
if query.kType == Query.WEEK and stock.market == 'SH' and stock.code=='000001':
CVAL(0.16e+009, total, color='b',linestyle='--')
#ax2.hlines(0.16e+009,0,len(kdata),color='b',linestyle='--')
ax_set_locator_formatter(ax1, kdata.getDatetimeList(), kdata.getQuery().kType)
adjust_axes_show([ax1, ax2])
return show_gcf()
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.getResult(0), macd.getResult(1), macd.getResult(
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 draw(stock,
query=Query(-130),
ma1_n=5,
ma2_n=10,
ma3_n=20,
ma4_n=60,
ma5_n=100,
ma_type="SMA",
vma1_n=5,
vma2_n=10):
kdata = stock.getKData(query)
close = CLOSE(kdata, )
ma1 = MA(close, ma1_n, ma_type)
ma2 = MA(close, ma2_n, ma_type)
ma3 = MA(close, ma3_n, ma_type)
ma4 = MA(close, ma4_n, ma_type)
ma5 = MA(close, ma5_n, ma_type)
ax1, ax2 = create_two_axes_figure()
kdata.plot(axes=ax1)
ma1.plot(axes=ax1, legend_on=True)
ma2.plot(axes=ax1, legend_on=True)
ma3.plot(axes=ax1, legend_on=True)
ma4.plot(axes=ax1, legend_on=True)
ma5.plot(axes=ax1, legend_on=True)
sg = SG_Cross(OP(MA(n=ma1_n, type=ma_type)), OP(MA(n=ma2_n, type=ma_type)))
sg.setTO(kdata)
ax_draw_signal(ax1, kdata, sg.getBuySignal(), 'BUY', 1)
ax_draw_signal(ax1, kdata, sg.getSellSignal(), 'SELL', 1)
vol = VOL(kdata)
total = len(kdata)
rg = range(total)
x = [i - 0.2 for i in rg]
x1 = [x[i] for i in rg if kdata[i].closePrice > kdata[i].openPrice]
y1 = [vol[i] for i in rg if kdata[i].closePrice > kdata[i].openPrice]
x2 = [x[i] for i in rg if kdata[i].closePrice < kdata[i].openPrice]
y2 = [vol[i] for i in rg if kdata[i].closePrice < kdata[i].openPrice]
ax2.bar(x1, y1, width=0.4, color='r', edgecolor='r')
ax2.bar(x2, y2, width=0.4, color='g', edgecolor='g')
vma1 = MA(vol, vma1_n)
vma2 = MA(vol, vma2_n)
vma1.plot(axes=ax2, legend_on=True)
vma2.plot(axes=ax2, legend_on=True)
if query.kType == Query.WEEK and stock.market == 'SH' and stock.code == '000001':
ax2.hlines(0.16e+009, 0, len(kdata), color='b', linestyle='--')
ax_set_locator_formatter(ax1, kdata.getDatetimeList(),
kdata.getQuery().kType)
adjust_axes_show([ax1, ax2])
def draw(stock,
query=Query(-130),
ma1_n=5,
ma2_n=10,
ma3_n=20,
ma4_n=60,
ma5_n=100,
vma1_n=5,
vma2_n=10):
"""绘制普通K线图 + 成交量（成交金额）"""
kdata = stock.get_kdata(query)
close = CLOSE(kdata, )
ma1 = MA(close, ma1_n)
ma2 = MA(close, ma2_n)
ma3 = MA(close, ma3_n)
ma4 = MA(close, ma4_n)
ma5 = MA(close, ma5_n)
ax1, ax2 = create_figure(2)
kdata.plot(axes=ax1)
ma1.plot(axes=ax1, legend_on=True, kref=kdata)
ma2.plot(axes=ax1, legend_on=True, kref=kdata)
ma3.plot(axes=ax1, legend_on=True, kref=kdata)
ma4.plot(axes=ax1, legend_on=True, kref=kdata)
ma5.plot(axes=ax1, legend_on=True, kref=kdata)
sg = SG_Cross(MA(n=ma1_n), MA(n=ma2_n))
sg.to = kdata
sg.plot(axes=ax1, kdata=kdata)
vol = VOL(kdata)
total = len(kdata)
x1 = IF(kdata.close > kdata.open, vol, 0)
x2 = IF(kdata.close <= kdata.open, vol, 0)
x1.bar(axes=ax2, width=0.4, color='r', edgecolor='r', kref=kdata)
x2.bar(axes=ax2, width=0.4, color='g', edgecolor='g', kref=kdata)
vma1 = MA(vol, vma1_n)
vma2 = MA(vol, vma2_n)
vma1.plot(axes=ax2, legend_on=True, kref=kdata)
vma2.plot(axes=ax2, legend_on=True, kref=kdata)
if query.ktype == Query.WEEK and stock.market == 'SH' and stock.code == '000001':
CVAL(0.16e+009, total, color='b', linestyle='--', kref=kdata)
#ax2.hlines(0.16e+009,0,len(kdata),color='b',linestyle='--')
ax_set_locator_formatter(ax1, kdata.get_datetime_list(),
kdata.get_query().ktype)
adjust_axes_show([ax1, ax2])
return show_gcf()
def draw2(stock,
query=Query(-130),
ma1_n=7,
ma2_n=20,
ma3_n=30,
ma4_n=42,
ma5_n=100,
vma1_n=5,
vma2_n=10):
"""绘制普通K线图 + 成交量（成交金额）+ MACD"""
kdata = stock.getKData(query)
close = CLOSE(kdata)
ma1 = MA(close, ma1_n)
ma2 = MA(close, ma2_n)
ma3 = MA(close, ma3_n)
ma4 = MA(close, ma4_n)
ma5 = MA(close, ma5_n)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes=ax1)
ma1.plot(axes=ax1, legend_on=True)
ma2.plot(axes=ax1, legend_on=True)
ma3.plot(axes=ax1, legend_on=True)
ma4.plot(axes=ax1, legend_on=True)
ma5.plot(axes=ax1, legend_on=True)
vol = VOL(kdata)
total = len(kdata)
rg = range(total)
x = [i - 0.2 for i in rg]
x1 = [x[i] for i in rg if kdata[i].closePrice > kdata[i].openPrice]
y1 = [vol[i] for i in rg if kdata[i].closePrice > kdata[i].openPrice]
x2 = [x[i] for i in rg if kdata[i].closePrice < kdata[i].openPrice]
y2 = [vol[i] for i in rg if kdata[i].closePrice < kdata[i].openPrice]
ax2.bar(x1, y1, width=0.4, color='r', edgecolor='r')
ax2.bar(x2, y2, width=0.4, color='g', edgecolor='g')
vma1 = MA(vol, vma1_n)
vma2 = MA(vol, vma2_n)
vma1.plot(axes=ax2, legend_on=True)
vma2.plot(axes=ax2, legend_on=True)
ax_draw_macd(ax3, kdata)
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.getDatetimeList(),
kdata.getQuery().kType)
adjust_axes_show([ax1, ax2, ax3])
return show_gcf()
def draw(stock, query=QueryByIndex(-130), ma_n=22, ma_w='auto', vigor_n=13):
"""绘制亚历山大.艾尔德交易系统图形"""
kdata = stock.getKData(query)
close = CLOSE(kdata)
ema = EMA(close, ma_n)
sf = SAFTYLOSS(close, 10, 3, 2.0)
vigor = VIGOR(kdata, vigor_n)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes=ax1)
_draw_ema_pipe(ax1, kdata, ema, n=ma_n, w=ma_w)
sf.plot(axes=ax1, color='y', legend_on=True)
#ax1.legend(loc='upper left')
ax_draw_macd2(ax2, ema, kdata)
vigor.plot(axes=ax3,
marker='.',
color='r',
zero_on=True,
legend_on=False,
text_on=True)
u = [i for i in vigor if i > 0 and i != constant.null_price]
l = [i for i in vigor if i < 0]
umean = mean(u)
umax = max(u)
lmean = mean(l)
lmin = min(l)
up = int(umax / umean)
lp = int(lmin / lmean)
for i in range(up):
CVAL(umean * (i + 1), len(kdata)).plot(axes=ax3,
color='r',
linestyle='--')
#ax3.hlines(umean * (i + 1),0,len(kdata),color='r',linestyle='--')
for i in range(lp):
CVAL(lmean * (i + 1), len(kdata)).plot(axes=ax3,
color='g',
linestyle='--')
#ax3.hlines(lmean * (i + 1),0,len(kdata),color='g',linestyle='--')
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.getDatetimeList(),
kdata.getQuery().kType)
adjust_axes_show([ax1, ax2, ax3])
return show_gcf()
def draw2(stock,
query=Query(-130),
ma1_n=7,
ma2_n=20,
ma3_n=30,
ma4_n=42,
ma5_n=100,
vma1_n=5,
vma2_n=10):
"""绘制普通K线图 + 成交量（成交金额）+ MACD"""
kdata = stock.get_kdata(query)
close = CLOSE(kdata)
ma1 = MA(close, ma1_n)
ma2 = MA(close, ma2_n)
ma3 = MA(close, ma3_n)
ma4 = MA(close, ma4_n)
ma5 = MA(close, ma5_n)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes=ax1)
ma1.plot(axes=ax1, legend_on=True, kref=kdata)
ma2.plot(axes=ax1, legend_on=True, kref=kdata)
ma3.plot(axes=ax1, legend_on=True, kref=kdata)
ma4.plot(axes=ax1, legend_on=True, kref=kdata)
ma5.plot(axes=ax1, legend_on=True, kref=kdata)
vol = VOL(kdata)
x1 = IF(kdata.close > kdata.open, vol, 0)
x2 = IF(kdata.close <= kdata.open, vol, 0)
x1.bar(axes=ax2, width=0.4, color='r', edgecolor='r', kref=kdata)
x2.bar(axes=ax2, width=0.4, color='g', edgecolor='g', kref=kdata)
vol.bar(axes=ax2, color='r', legend_on=True)
vma1 = MA(vol, vma1_n)
vma2 = MA(vol, vma2_n)
vma1.plot(axes=ax2, legend_on=True)
vma2.plot(axes=ax2, legend_on=True)
ax_draw_macd(ax3, kdata)
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.get_datetime_list(),
kdata.get_query().ktype)
adjust_axes_show([ax1, ax2, ax3])
return show_gcf()
def ax_draw_macd2(axes, ref, 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.getResult(0), macd.getResult(1), macd.getResult(
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 for i in range(total)]
y = bmacd
y1, y2, y3 = [y[0]], [y[0]], [y[0]]
for i in range(1, total):
if ref[i] - ref[i - 1] > 0 and y[i] - y[i - 1] > 0:
y2.append(y[i])
y1.append('-')
y3.append('-')
elif ref[i] - ref[i - 1] < 0 and y[i] - y[i - 1] < 0:
y3.append(y[i])
y1.append('-')
y2.append('-')
else:
y1.append(y[i])
y2.append('-')
y3.append('-')
style = gcf().get_style(axes)
bar = Bar(subtitle=text, title_pos='10%', title_top='8%')
bar.add('1', x, y1, is_stack=True, is_legend_show=False, **style)
bar.add('2', x, y2, is_stack=True, is_legend_show=False, **style)
bar.add('3', x, y3, is_stack=True, is_legend_show=False, **style)
axes.add(bar)
fmacd.plot(axes=axes, line_type='dotted')
smacd.plot(axes=axes)
gcf().add_axis(axes)
return gcf()
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.getResult(0), macd.getResult(1), macd.getResult(
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 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()