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.getTO()
refdates = kdata.getDatetimeList()
if kdata.getQuery().kType == KQuery.DAY:
x_list = [d.date() for d in refdates]
else:
x_list = [d.datetime() for d in refdates]
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()
es = EffectScatter()
highest = round(max(HIGH(kdata)),2)
lowest = round(min(LOW(kdata)), 2)
height = highest - lowest
tds = sys.tm.getTradeList()
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
dates = buy_dates
buy_y_list = ['-' for i in range(len(refdates))]
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
buy_y_list[pos] = round(krecord.lowPrice - height*0.02, 2)
es.add("", x_list, buy_y_list,
symbol_size=12, effect_scale=2.5, effect_period=0,symbol="triangle",
is_label_show=True,
label_formatter='B',
label_pos = 'bottom',
label_text_color = '#CD0000',
label_color=['#CD0000', '#008B00'])
dates = sell_dates
sell_y_list = ['-' for i in range(len(refdates))]
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
sell_y_list[pos] = round(krecord.highPrice + height*0.015, 2)
es.add("", x_list, sell_y_list,
symbol_size=20, effect_scale=2.5, effect_period=0,symbol="pin",
is_label_show=True,
label_formatter='S',
label_pos = 'top',
label_text_color = '#008B00',
label_color=['#CD0000', '#008B00', '#008B00'])
axes.add(es)
gcf().set_xaxis(x_list)
gcf().add_axis(axes)
return gcf()
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.getTO()
else:
cn.setTO(kdata)
refdates = kdata.getDatetimeList()
if kdata.getQuery().kType == KQuery.DAY:
x_list = [d.date() for d in refdates]
else:
x_list = [d.datetime() for d in refdates]
axes2 = None
if axes is None:
if new:
axes, axes2 = create_figure(2)
kplot(kdata, axes=axes)
else:
axes = gca()
max_value = max(HIGH(kdata))
line = Line()
y1 = [max_value if cn.isValid(d) else 0 for d in refdates]
y2 = [0 if cn.isValid(d) else max_value for d in refdates]
line.add("", x_list, y1,
is_step=True,
is_fill=True,
yaxis_max = max_value,
is_symbol_show=False,
line_opacity=0,
label_color='#CD0000',
area_color='#CD0000',
area_opacity=0.2)
line.add("", x_list, y2,
is_step=True,
is_fill=True,
yaxis_max = max_value,
is_symbol_show=False,
line_opacity=0,
label_color='#0000FF',
area_color='#0000FF',
area_opacity=0.2)
gcf().set_xaxis(x_list)
if axes2 is not None:
axes2.add(line)
gcf().add_axis(axes2)
else:
axes.add(line)
gcf().add_axis(axes)
return 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 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
"""
if kdata is None:
kdata = sg.getTO()
else:
sg.setTO(kdata)
refdates = kdata.getDatetimeList()
if kdata.getQuery().kType == KQuery.DAY:
x_list = [d.date() for d in refdates]
else:
x_list = [d.datetime() for d in refdates]
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()
es = EffectScatter()
highest = round(max(HIGH(kdata)),2)
lowest = round(min(LOW(kdata)), 2)
height = highest - lowest
dates = sg.getBuySignal()
buy_y_list = ['-' for i in range(len(refdates))]
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
buy_y_list[pos] = round(krecord.lowPrice - height*0.02, 2)
es.add("", x_list, buy_y_list,
symbol_size=12, effect_scale=2.5, effect_period=0,symbol="triangle",
is_label_show=True,
label_formatter='B',
label_pos = 'bottom',
label_text_color = '#CD0000',
label_color=['#CD0000', '#008B00'])
dates = sg.getSellSignal()
sell_y_list = ['-' for i in range(len(refdates))]
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
sell_y_list[pos] = round(krecord.highPrice + height*0.015, 2)
es.add("", x_list, sell_y_list,
symbol_size=20, effect_scale=2.5, effect_period=0,symbol="pin",
is_label_show=True,
label_formatter='S',
label_pos = 'top',
label_text_color = '#008B00',
label_color=['#CD0000', '#008B00', '#008B00'])
axes.add(es)
gcf().set_xaxis(x_list)
gcf().add_axis(axes)
return 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()