def gen_kline(df1):
dt_list = list(df1['datetime'])
kline_data = df1.apply(lambda record: [
float(record['open']),
float(record['close']),
float(record['low']),
float(record['high'])
],
axis=1).tolist()
#kline = Kline(init_opts=opts.InitOpts(width='1000px'))
kline = Kline()
kline.add_xaxis(list(df1['datetime']))
kline.add_yaxis('日K', kline_data)
kline.set_global_opts(
title_opts=opts.TitleOpts(title='K线'),
datazoom_opts=[
opts.DataZoomOpts(
is_show=True,
type_="slider",
xaxis_index=[0, 1, 2],
range_start=0,
range_end=100,
),
opts.DataZoomOpts(
is_show=False,
type_="inside",
xaxis_index=[0, 1, 2],
range_start=0,
range_end=100,
),
],
legend_opts=opts.LegendOpts(is_show=False),
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1))),
tooltip_opts=opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
textstyle_opts=opts.TextStyleOpts(color="#000"),
),
axispointer_opts=opts.AxisPointerOpts(
is_show=True,
link=[{
"xAxisIndex": "all"
}],
label=opts.LabelOpts(background_color="#777"),
),
)
return kline
def kline(self,
data,
title="K线图",
open="open",
close="close",
high="high",
low="low",
date=None,
blist=None,
slist=None,
positlist=None):
if type(data) != pd.DataFrame:
return None
if data.empty:
return None
if date == None:
xaxis = pd.Series(
data.index).apply(lambda x: x.strftime("%Y-%m-%d")).to_list()
else:
xaxis = pd.Series(data["date"]).apply(
lambda x: x.strftime("%Y-%m-%d")).to_list()
yaxis = data[[open, close, high, low]].values.tolist()
chart = Kline(init_opts=opts.InitOpts())
chart.add_xaxis(xaxis)
chart.add_yaxis(
"kline",
yaxis,
itemstyle_opts=opts.ItemStyleOpts(
color="#ec0000",
color0="#00da3c",
border_color="#8A0000",
border_color0="#008F28",
),
markline_opts=opts.MarkLineOpts(
data=[opts.MarkLineItem(type_="max", value_dim="close")]),
markpoint_opts=bsopts(blist=blist, slist=slist))
chart.set_series_opts(markarea_opts=opts.MarkAreaOpts(
data=positionsArea(positlist)))
# chart = maline(data).overlap(chart)
# chart.set_global_opts(
# xaxis_opts=opts.AxisOpts(is_scale=True),
# yaxis_opts=opts.AxisOpts(
# is_scale=True,
# splitarea_opts=opts.SplitAreaOpts(
# is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)
# ),
# ),
# # datazoom_opts=datazoom,
# title_opts=opts.TitleOpts(title=title),
# )
return chart
def draw_Kline(self):
"""
画股票的K线图，需要传入四个数据
分别是["open", "close", "high", "low"]
:return: 画出图像
"""
Df_s1 = Read_One_Stock(self.SC).select_col("open", "high", "low",
"close", "vol", "amount")
length = Df_s1.shape[0]
Df_s1.sort_values("trade_date", inplace=True)
Df_s1.index = list(range(length))
price = np.array(Df_s1[["open", "close", "high", "low"]]).tolist()
date = np.array(Df_s1["trade_date"], dtype=np.string_).tolist()
ma_value_5 = calculate_ma_n(list(Df_s1['close']), 5)
ma_value_10 = calculate_ma_n(list(Df_s1['close']), 10)
ma_value = np.array([ma_value_5, ma_value_10]).tolist()
kline = Kline()
kline.set_global_opts(
xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True,
areastyle_opts=opts.AreaStyleOpts(opacity=1)),
),
datazoom_opts=[opts.DataZoomOpts()],
title_opts=opts.TitleOpts(title="K-Line of {}".format(self.SC)),
)
kline.add_xaxis(date)
kline.add_yaxis('K-Line', price)
line = Line()
line.add_xaxis(date)
line.add_yaxis(series_name="ma5",
y_axis=ma_value[0],
label_opts=opts.LabelOpts(is_show=False))
line.add_yaxis(series_name="ma10",
y_axis=ma_value[1],
label_opts=opts.LabelOpts(is_show=False))
line.set_global_opts(
xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True,
areastyle_opts=opts.AreaStyleOpts(opacity=1)),
),
datazoom_opts=[opts.DataZoomOpts()],
title_opts=opts.TitleOpts(title=""))
kline.overlap(line)
kline.render("./Plots/{} Candle Plot.html".format(self.SC))
def gen_kline_two(df1):
dt_list = list(df1['datetime'])
kline_data = df1.apply(lambda record: [float(record['open']), float(record['close']), float(record['low']), float(record['high'])], axis=1).tolist()
kline = Kline()
kline.add_xaxis( list(df1['datetime']) )
kline.add_yaxis('y', kline_data, xaxis_index=1,yaxis_index=1,)
kline.set_global_opts(yaxis_opts=opts.AxisOpts(is_scale=True,splitarea_opts=opts.SplitAreaOpts(is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)) ),
legend_opts=opts.LegendOpts(is_show=True,pos_right="40%")
#xaxis_opts=opts.AxisOpts(type_='time'))
)
return kline
def kline(data, buy=[], sell=[], zone=[], title="K线图", height="250px"):
if data.empty:
return Kline(init_opts=opts.InitOpts(width="100%", height=height))
xaxis = pd.Series(
data.index).apply(lambda x: x.strftime("%Y-%m-%d")).to_list()
yaxis = data[["open", "close", "high", "low"]].values.tolist()
chart = Kline(init_opts=opts.InitOpts(width="100%", height=height))
chart.add_xaxis(xaxis)
chart.add_yaxis(
"kline",
yaxis,
itemstyle_opts=opts.ItemStyleOpts(
color="#ec0000",
color0="#00da3c",
border_color="#8A0000",
border_color0="#008F28",
),
# markline_opts=opts.MarkLineOpts(
# data=[opts.MarkLineItem(type_="max", value_dim="close")]
# ),
markpoint_opts=opts.MarkPointOpts(
data=buy.apply(buypoint, axis=1).values.tolist() +
(sell.apply(sellpoint, axis=1).values.tolist())),
)
chart.set_series_opts(markarea_opts=opts.MarkAreaOpts(
data=zone.apply(bszone, axis=1).values.tolist()))
# chart = chart.overlap(maline(data))
# chart.set_global_opts(
# xaxis_opts=opts.AxisOpts(is_scale=True),
# yaxis_opts=opts.AxisOpts(
# is_scale=True,
# splitarea_opts=opts.SplitAreaOpts(
# is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)
# ),
# ),
# datazoom_opts=[opts.DataZoomOpts(
# pos_bottom="0px",
# range_start= 100.00-(5000.00/len(xaxis)),
# range_end= 100.00,
# )],
# title_opts=opts.TitleOpts(title=title),
# )
return chart
def kline(data, title="K线图", height="250px"):
# logging.debug(data)
if data.empty:
return Kline(init_opts=opts.InitOpts(width="100%", height=height))
xaxis = pd.Series(
data.index).apply(lambda x: x.strftime("%Y-%m-%d")).to_list()
yaxis = data[["open", "close", "high", "low"]].values.tolist()
chart = Kline(init_opts=opts.InitOpts(width="100%", height=height))
chart.add_xaxis(xaxis)
chart.add_yaxis(
"kline",
yaxis,
itemstyle_opts=opts.ItemStyleOpts(
color="#ec0000",
color0="#00da3c",
border_color="#8A0000",
border_color0="#008F28",
),
markline_opts=opts.MarkLineOpts(
data=[opts.MarkLineItem(type_="max", value_dim="close")]),
markpoint_opts=opts.MarkPointOpts(
data=bspoint(data),
label_opts=opts.LabelOpts(
position="top",
color="#000",
font_size=8,
),
),
)
chart.set_series_opts(markarea_opts=opts.MarkAreaOpts(data=bsArea))
chart = maline(data).overlap(chart)
chart.set_global_opts(
xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)),
),
datazoom_opts=datazoom,
title_opts=opts.TitleOpts(title=title),
)
return chart
def drawLine(self, data, stockcode):
print(data)
# stockcode=self.get_stockcode()
stockname = self.get_stockname(stockcode)
kldata = data.values[:, [1, 2, 3, 4, 5]] # 分别对应日期，开盘价、收盘价、最低价和最高价
print(kldata)
kdate = kldata[0]
kobj = Kline().add_xaxis(kdate)
kobj.add_yaxis(stockname + "-日K线图", kldata.tolist())
kobj.set_global_opts(yaxis_opts=opts.AxisOpts(is_scale=True),
xaxis_opts=opts.AxisOpts(is_scale=True),
title_opts=opts.TitleOpts(title=""))
renderfile = stockcode + 'render.html'
kobj.render(renderfile)
br.open(renderfile)
def gen_kline(df1):
dt_list = list(df1['datetime'])
kline_data = df1.apply(lambda record: [float(record['open']), float(record['close']), float(record['low']), float(record['high'])], axis=1).tolist()
#kline = Kline(init_opts=opts.InitOpts(width='1000px'))
kline = Kline()
kline.add_xaxis( list(df1['datetime']) )
kline.add_yaxis('日K', kline_data)
kline.set_global_opts(title_opts=opts.TitleOpts(title='Kline-基本示例'),
datazoom_opts=[opts.DataZoomOpts(is_show=True,type_="slider",xaxis_index=[0,1,2],range_start=98,range_end=100,),
opts.DataZoomOpts(is_show=False,type_="inside",xaxis_index=[0,1,2],range_start=98,range_end=100,), ],
legend_opts=opts.LegendOpts(is_show=False),
yaxis_opts=opts.AxisOpts(is_scale=True,splitarea_opts=opts.SplitAreaOpts(is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)) ),
# tooltip_opts=opts.TooltipOpts(
# trigger="axis",
# axis_pointer_type="cross",
# background_color="rgba(245, 245, 245, 0.8)",
# border_width=1,
# border_color="#ccc",
# textstyle_opts=opts.TextStyleOpts(color="#000"),
# ),
# visualmap_opts=opts.VisualMapOpts(
# is_show=False,
# dimension=2,
# series_index=5,
# is_piecewise=True,
# pieces=[
# {"value": 1, "color": "#ec0000"},
# {"value": -1, "color": "#00da3c"}, ],
# ),
# axispointer_opts=opts.AxisPointerOpts(
# is_show=True,
# link=[{"xAxisIndex": "all"}],
# label=opts.LabelOpts(background_color="#777"),
# ),
# brush_opts=opts.BrushOpts(
# x_axis_index="all",
# brush_link="all",
# out_of_brush={"colorAlpha": 0.1},
# brush_type="lineX",
# ),
)
return kline
def gen_kline(self, df1, symbol):
df1['datetime'] = df1['date']
dt_list = list(df1['datetime'])
k_plot_value = df1.apply(
lambda record:
[record['open'], record['close'], record['low'], record['high']],
axis=1).tolist()
#print(k_plot_value)
kline = Kline(init_opts=opts.InitOpts(
width='1500px',
height="700px",
))
kline.add_xaxis(dt_list)
kline.add_yaxis(symbol, k_plot_value)
kline.set_global_opts(
title_opts=opts.TitleOpts(title='日线'),
datazoom_opts=[
opts.DataZoomOpts(
is_show=True,
type_="slider",
xaxis_index=[0, 1],
range_start=0,
range_end=100,
),
opts.DataZoomOpts(
is_show=False,
type_="inside",
xaxis_index=[0, 1],
range_start=0,
range_end=100,
),
],
tooltip_opts=opts.TooltipOpts(axis_pointer_type="cross"),
axispointer_opts=opts.AxisPointerOpts(
is_show=True,
link=[{
"xAxisIndex": "all"
}],
),
)
return kline
def gen_kline_one(df1):
dt_list = list(df1['datetime'])
kline_data = df1.apply(lambda record: [float(record['open']), float(record['close']), float(record['low']), float(record['high'])], axis=1).tolist()
kline = Kline(init_opts=opts.InitOpts(width='1500px'))
kline.add_xaxis( list(df1['datetime']) )
kline.add_yaxis('m', kline_data)
kline.set_global_opts(title_opts=opts.TitleOpts(title='K线'),
#datazoom_opts=[opts.DataZoomOpts()],
#xaxis_opts=opts.AxisOpts(type_='time'))
yaxis_opts=opts.AxisOpts(is_scale=True,splitarea_opts=opts.SplitAreaOpts(is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)) ),
datazoom_opts=[opts.DataZoomOpts(is_show=True,type_="slider",xaxis_index=[0,1],range_start=0,range_end=100,),
opts.DataZoomOpts(is_show=False,type_="inside",xaxis_index=[0,1],range_start=0,range_end=100,), ],
tooltip_opts=opts.TooltipOpts( trigger="axis",axis_pointer_type="cross" ),
#axispointer_opts=opts.AxisPointerOpts(is_show=True, link=[{"xAxisIndex": "all"}], ),
)
return kline
def gen_kline(df1, symbol):
dt_list = list(df1['datetime'])
#print(dt_list)
k_plot_value = df1.apply(
lambda record:
[record['open'], record['close'], record['low'], record['high']],
axis=1).tolist()
#print(k_plot_value)
kline = Kline(init_opts=opts.InitOpts(
width='1500px',
height="700px",
))
kline.add_xaxis(list(df1['datetime']))
kline.add_yaxis(symbol, k_plot_value)
kline.set_global_opts(
title_opts=opts.TitleOpts(title='K线'),
datazoom_opts=[opts.DataZoomOpts()],
)
#xaxis_opts=opts.AxisOpts(type_='time'))
return kline
def view_kline(time, data, title=None):
"""K线图"""
k = Kline(init_opts=opts.InitOpts(width="1800px", height="900px", theme="dark"))
# 添加x轴数据
k.add_xaxis(time)
# 添加图例和y轴数据,颜色 红涨绿跌
k.add_yaxis("kline", data, itemstyle_opts=opts.ItemStyleOpts(
color="#db6969",
color0="#02691e",
border_color="#8A0000",
border_color0="#008F28", ))
# 是否是脱离0值比例,双数值轴的散点图中比较有用
k.set_global_opts(xaxis_opts=opts.AxisOpts(is_scale=True))
k.set_global_opts(yaxis_opts=opts.AxisOpts(is_scale=True))
if title:
k.set_global_opts(title_opts=opts.TitleOpts(title=title))
# 添加滑动条,可左右滑动
k.set_global_opts(datazoom_opts=opts.DataZoomOpts(type_="inside"))
# 十字星
k.set_global_opts(tooltip_opts=opts.TooltipOpts(axis_pointer_type="cross"))
return k
}
markareadata.append(temp)
# rprint(markareadata)
temp = []
vol = df_stock['vol'].tolist()
# print(oclh)
kline.add_xaxis(datetime)
kline.add_yaxis(
stock_code,
oclh,
itemstyle_opts=opts.ItemStyleOpts(
color="#ef232a",
color0="#14b143",
border_color="#ef232a",
border_color0="#14b143",
),
# markpoint_opts=opts.MarkPointOpts(
# data=[
# opts.MarkPointItem(type_="max", name="最大值"),
# opts.MarkPointItem(type_="min", name="最小值"),
# ]
# )
)
kline.set_series_opts(markarea_opts=opts.MarkAreaOpts(
is_silent=True,
data=markareadata,
itemstyle_opts=opts.ItemStyleOpts(opacity=0.5, )))
kline.set_global_opts(
xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(
is_scale=True,
def kline_pro(kline: List[dict],
fx: List[dict] = None,
xd=None,
bs: List[dict] = None,
title: str = "缠中说禅K线分析",
width: str = "1400px",
height: str = '580px') -> Grid:
"""绘制缠中说禅K线分析结果
:param kline: K线
:param fx: 分型识别结果
:param bi: 笔识别结果
:param xd: 线段识别结果
:param zs: 中枢
:param bs: 买卖点
:param title: 图表标题
:param width: 图表宽度
:param height: 图表高度
:return: 用Grid组合好的图表
"""
# 配置项设置
# ------------------------------------------------------------------------------------------------------------------
bg_color = "#1f212d" # 背景
up_color = "#F9293E"
down_color = "#00aa3b"
init_opts = opts.InitOpts(bg_color=bg_color,
width=width,
height=height,
animation_opts=opts.AnimationOpts(False))
title_opts = opts.TitleOpts(
title=title,
pos_top="1%",
title_textstyle_opts=opts.TextStyleOpts(color=up_color, font_size=20),
subtitle_textstyle_opts=opts.TextStyleOpts(color=down_color,
font_size=12))
label_not_show_opts = opts.LabelOpts(is_show=False)
legend_not_show_opts = opts.LegendOpts(is_show=False)
red_item_style = opts.ItemStyleOpts(color=up_color)
green_item_style = opts.ItemStyleOpts(color=down_color)
k_style_opts = opts.ItemStyleOpts(color=up_color,
color0=down_color,
border_color=up_color,
border_color0=down_color,
opacity=0.8)
legend_opts = opts.LegendOpts(is_show=True,
pos_top="1%",
pos_left="30%",
item_width=14,
item_height=8,
textstyle_opts=opts.TextStyleOpts(
font_size=12, color="#0e99e2"))
brush_opts = opts.BrushOpts(tool_box=["rect", "polygon", "keep", "clear"],
x_axis_index="all",
brush_link="all",
out_of_brush={"colorAlpha": 0.1},
brush_type="lineX")
axis_pointer_opts = opts.AxisPointerOpts(is_show=True,
link=[{
"xAxisIndex": "all"
}])
range_start = int(100 - 216 / len(kline) * 100)
dz_inside = opts.DataZoomOpts(False,
"inside",
xaxis_index=[0, 1, 2],
range_start=range_start,
range_end=100)
dz_slider = opts.DataZoomOpts(True,
"slider",
xaxis_index=[0, 1, 2],
pos_top="96%",
pos_bottom="0%",
range_start=range_start,
range_end=100)
yaxis_opts = opts.AxisOpts(is_scale=True,
axislabel_opts=opts.LabelOpts(
color="#c7c7c7",
font_size=8,
position="inside"))
grid0_xaxis_opts = opts.AxisOpts(
type_="category",
grid_index=0,
axislabel_opts=label_not_show_opts,
split_number=20,
min_="dataMin",
max_="dataMax",
is_scale=True,
boundary_gap=False,
axisline_opts=opts.AxisLineOpts(is_on_zero=False))
tool_tip_opts = opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
position=JsCode("""
function (pos, params, el, elRect, size) {
var obj = {top: 10};
obj[['left', 'right'][+(pos[0] < size.viewSize[0] / 2)]] = 30;
return obj;
}
"""),
textstyle_opts=opts.TextStyleOpts(color="#000"),
)
# 数据预处理
# ------------------------------------------------------------------------------------------------------------------
# dts = [x.get('dt', x['date']) for x in kline]
try:
dts = [x['date'] for x in kline]
except:
dts = [x['dt'] for x in kline]
# k_data = [[x['open'], x['close'], x['low'], x['high']] for x in kline]
k_data = [
opts.CandleStickItem(
name=i, value=[x['open'], x['close'], x['low'], x['high']])
for i, x in enumerate(kline)
]
vol = []
for i, row in enumerate(kline):
item_style = red_item_style if row['close'] > row[
'open'] else green_item_style
bar = opts.BarItem(name=i,
value=row['volume'],
itemstyle_opts=item_style,
label_opts=label_not_show_opts)
vol.append(bar)
close = np.array([x['close'] for x in kline], dtype=np.double)
diff, dea, macd = MACD(close)
ma5 = SMA(close, timeperiod=5)
ma34 = SMA(close, timeperiod=34)
ma55 = SMA(close, timeperiod=55)
ma233 = SMA(close, timeperiod=233)
macd_bar = []
for i, v in enumerate(macd.tolist()):
item_style = red_item_style if v > 0 else green_item_style
bar = opts.BarItem(name=i,
value=round(v, 4),
itemstyle_opts=item_style,
label_opts=label_not_show_opts)
macd_bar.append(bar)
diff = diff.round(4)
dea = dea.round(4)
# K 线主图
# ------------------------------------------------------------------------------------------------------------------
chart_k = Kline()
chart_k.add_xaxis(xaxis_data=dts)
chart_k.add_yaxis(series_name="Kline",
y_axis=k_data,
itemstyle_opts=k_style_opts)
chart_k.set_global_opts(legend_opts=legend_opts,
datazoom_opts=[dz_inside, dz_slider],
yaxis_opts=yaxis_opts,
tooltip_opts=tool_tip_opts,
axispointer_opts=axis_pointer_opts,
brush_opts=brush_opts,
title_opts=title_opts,
xaxis_opts=grid0_xaxis_opts)
if xd:
index = 0
zs_colors = [
"yellow", "white", '#f034c1', "#7944b7", "#468b58", "#c17f2f",
"#9EA0A1"
]
data = []
temp_xd = xd
while temp_xd:
zs_color = zs_colors[index % len(zs_colors)]
data = data + [
opts.MarkAreaItem(
name='XD{}'.format(index),
x=(x['xd_list'][0]['date'], x['xd_list'][-1]['date']),
y=(x['ZG']['value'], x['ZD']['value']),
label_opts=opts.LabelOpts(color=zs_color),
itemstyle_opts=opts.ItemStyleOpts(
color=zs_color,
opacity=0.2,
)) for x in temp_xd.zs_list
]
temp_xd = temp_xd.next
index = index + 1
chart_k.set_series_opts(
markarea_opts=opts.MarkAreaOpts(is_silent=True, data=data))
# 均线图
# ------------------------------------------------------------------------------------------------------------------
chart_ma = Line()
chart_ma.add_xaxis(xaxis_data=dts)
ma_keys = {"MA5": ma5, "MA34": ma34, "MA55": ma55, "MA233": ma233}
ma_colors = ["#39afe6", "#da6ee8", "#A02128", "#00940b"]
for i, (name, ma) in enumerate(ma_keys.items()):
chart_ma.add_yaxis(series_name=name,
y_axis=ma,
is_smooth=True,
is_selected=False,
symbol_size=0,
label_opts=label_not_show_opts,
linestyle_opts=opts.LineStyleOpts(
opacity=0.8, width=1.0, color=ma_colors[i]))
chart_ma.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_ma)
# 缠论结果
# ------------------------------------------------------------------------------------------------------------------
if fx:
try:
fx_dts = [x['date'] for x in fx]
except:
fx_dts = [x['dt'] for x in fx]
fx_val = [x['value'] for x in fx]
chart_fx = Scatter()
chart_fx.add_xaxis(fx_dts)
chart_fx.add_yaxis(series_name="FX",
y_axis=fx_val,
is_selected=False,
symbol="circle",
symbol_size=6,
label_opts=label_not_show_opts,
itemstyle_opts=opts.ItemStyleOpts(
color="rgba(152, 147, 193, 1.0)", ))
chart_fx.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_fx)
if xd:
index = 0
xd_colors = zs_colors
while xd:
xd_dts = [x['date'] for x in xd]
xd_val = [x['value'] for x in xd]
chart_xd = Line()
chart_xd.add_xaxis(xd_dts)
xd_color = xd_colors[index % len(xd_colors)]
chart_xd.add_yaxis(
series_name="XD{}".format(index),
y_axis=xd_val,
is_selected=True,
symbol="triangle",
symbol_size=10,
linestyle_opts=opts.LineStyleOpts(color=xd_color,
width=index + 1,
type_="solid"),
itemstyle_opts=opts.ItemStyleOpts(color=xd_color))
chart_xd.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_xd)
xd = xd.next
index = index + 1
if bs:
b_dts = [x['date'] for x in bs if x['bs'] == 'buy']
if len(b_dts) > 0:
b_val = [x['value'] for x in bs if x['bs'] == 'buy']
chart_b = Scatter()
chart_b.add_xaxis(b_dts)
chart_b.add_yaxis(series_name="BUY",
y_axis=b_val,
is_selected=False,
symbol="arrow",
symbol_size=8,
itemstyle_opts=opts.ItemStyleOpts(
color="#f31e1e", ))
chart_b.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_b)
s_dts = [x['date'] for x in bs if x['bs'] == 'sell']
if len(s_dts) > 0:
s_val = [x['value'] for x in bs if x['bs'] == 'sell']
chart_s = Scatter()
chart_s.add_xaxis(s_dts)
chart_s.add_yaxis(series_name="SELL",
y_axis=s_val,
is_selected=False,
symbol="pin",
symbol_size=12,
itemstyle_opts=opts.ItemStyleOpts(
color="#45b97d", ))
chart_s.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_s)
# 成交量图
# ------------------------------------------------------------------------------------------------------------------
chart_vol = Bar()
chart_vol.add_xaxis(dts)
chart_vol.add_yaxis(series_name="Volume", y_axis=vol, bar_width='60%')
chart_vol.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=1,
axislabel_opts=opts.LabelOpts(is_show=True,
font_size=8,
color="#9b9da9"),
),
yaxis_opts=yaxis_opts,
legend_opts=legend_not_show_opts,
)
# MACD图
# ------------------------------------------------------------------------------------------------------------------
chart_macd = Bar()
chart_macd.add_xaxis(dts)
chart_macd.add_yaxis(series_name="MACD", y_axis=macd_bar, bar_width='60%')
chart_macd.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=2,
axislabel_opts=opts.LabelOpts(is_show=False),
),
yaxis_opts=opts.AxisOpts(
grid_index=2,
split_number=4,
axisline_opts=opts.AxisLineOpts(is_on_zero=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False),
axislabel_opts=opts.LabelOpts(is_show=True, color="#c7c7c7"),
),
legend_opts=opts.LegendOpts(is_show=False),
)
line = Line()
line.add_xaxis(dts)
line.add_yaxis(series_name="DIFF",
y_axis=diff,
label_opts=label_not_show_opts,
is_symbol_show=False,
linestyle_opts=opts.LineStyleOpts(opacity=0.8,
width=1.0,
color="#da6ee8"))
line.add_yaxis(series_name="DEA",
y_axis=dea,
label_opts=label_not_show_opts,
is_symbol_show=False,
linestyle_opts=opts.LineStyleOpts(opacity=0.8,
width=1.0,
color="#39afe6"))
chart_macd = chart_macd.overlap(line)
grid0_opts = opts.GridOpts(pos_left="0%",
pos_right="1%",
pos_top="12%",
height="58%")
grid1_opts = opts.GridOpts(pos_left="0%",
pos_right="1%",
pos_top="74%",
height="8%")
grid2_opts = opts.GridOpts(pos_left="0%",
pos_right="1%",
pos_top="86%",
height="10%")
grid_chart = Grid(init_opts)
grid_chart.add(chart_k, grid_opts=grid0_opts)
grid_chart.add(chart_vol, grid_opts=grid1_opts)
grid_chart.add(chart_macd, grid_opts=grid2_opts)
return grid_chart
df1 = pd.read_csv('F:/Stock/Data_Day/' + df.iloc[0, 1] + ".csv")
df1 = df1.sort_index(ascending=False).reset_index(drop=True)
date1 = df1.xs('Date Time', axis=1).tolist()
data1 = []
vol1 = []
for idx1 in df1.index:
row1 = [
df1.iloc[idx1]['Open'], df1.iloc[idx1]['Close'], df1.iloc[idx1]['Low'],
df1.iloc[idx1]['High']
]
row2 = df1.iloc[idx1]['Volume']
data1.append(row1)
vol1.append(row2)
kline1.add_xaxis(date1)
kline1.add_yaxis(str1, data1)
#-------------------------------------------------------------------------------------------------------------------
df2 = pd.read_csv('F:/Stock/Data_Day/' + df.iloc[1, 1] + ".csv")
df2 = df2.sort_index(ascending=False).reset_index(drop=True)
date2 = df2.xs('Date Time', axis=1).tolist()
data2 = []
vol2 = []
for idx2 in df2.index:
row3 = [
df2.iloc[idx2]['Open'], df2.iloc[idx2]['Close'], df2.iloc[idx2]['Low'],
df2.iloc[idx2]['High']
]
row4 = df2.iloc[idx2]['Volume']
data2.append(row3)
def kline(stock_data: pd.DataFrame):
"""
@input: column name ('date', 'open', 'close', 'min', 'max', 'Trading_Volume')
"""
def calculate_ma(day_count: int, price: list):
result: List[Union[float, str]] = []
for i in range(len(price)):
if i < day_count:
result.append("-")
continue
sum_total = 0.0
for j in range(day_count):
sum_total += float(price[i - j])
result.append(abs(float("%.3f" % (sum_total / day_count))))
return result
def process_stock_data(data):
data = data[["date", "open", "close", "min", "max", "Trading_Volume"]]
data.columns = ["date", "open", "close", "low", "high", "volume"]
if is_datetime(data["date"]):
data_times = data["date"].dt.strftime("%Y-%m-%d").to_list()
else:
data_times = data["date"].to_list()
values = data.values.tolist()
volumes = []
for i, tick in enumerate(data.values.tolist()):
volumes.append([i, tick[5], 1 if tick[1] > tick[2] else -1])
return {
"categoryData": data_times,
"values": values,
"volumes": volumes,
}
chart_data = process_stock_data(stock_data)
kline_data = [data[1:-1] for data in chart_data["values"]]
kline = Kline(init_opts=opts.InitOpts(animation_opts=opts.AnimationOpts(
animation=False), ))
kline.add_xaxis(xaxis_data=chart_data["categoryData"])
kline.add_yaxis(
series_name="kline",
y_axis=kline_data,
itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"),
)
kline.set_global_opts(
legend_opts=opts.LegendOpts(is_show=True, pos_left="center"),
datazoom_opts=[
opts.DataZoomOpts(
is_show=False,
type_="inside",
xaxis_index=[0, 1],
range_start=85,
range_end=100,
),
opts.DataZoomOpts(
is_show=True,
xaxis_index=[0, 1],
type_="slider",
pos_top="85%",
range_start=85,
range_end=100,
),
],
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)),
),
tooltip_opts=opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
textstyle_opts=opts.TextStyleOpts(color="#000"),
),
visualmap_opts=opts.VisualMapOpts(
is_show=False,
dimension=2,
series_index=5,
is_piecewise=True,
pieces=[
{
"value": 1,
"color": "#00da3c"
},
{
"value": -1,
"color": "#ec0000"
},
],
),
axispointer_opts=opts.AxisPointerOpts(
is_show=True,
link=[{
"xAxisIndex": "all"
}],
label=opts.LabelOpts(background_color="#777"),
),
brush_opts=opts.BrushOpts(
x_axis_index="all",
brush_link="all",
out_of_brush={"colorAlpha": 0.1},
brush_type="lineX",
),
)
close = np.array(chart_data["values"])[:, 2]
ma_items = [5, 10, 20, 60]
line = Line(init_opts=opts.InitOpts(animation_opts=opts.AnimationOpts(
animation=False), )).add_xaxis(xaxis_data=chart_data["categoryData"])
for ma in ma_items:
line.add_yaxis(
series_name="MA" + str(ma),
y_axis=calculate_ma(day_count=ma, price=close),
is_smooth=True,
is_symbol_show=False,
is_hover_animation=False,
linestyle_opts=opts.LineStyleOpts(width=3, opacity=0.5),
label_opts=opts.LabelOpts(is_show=False),
)
line.set_global_opts(xaxis_opts=opts.AxisOpts(type_="category"))
bar = Bar(init_opts=opts.InitOpts(animation_opts=opts.AnimationOpts(
animation=False), ))
bar.add_xaxis(xaxis_data=chart_data["categoryData"])
bar.add_yaxis(
series_name="Volume",
y_axis=chart_data["volumes"],
xaxis_index=1,
yaxis_index=1,
label_opts=opts.LabelOpts(is_show=False),
)
bar.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
is_scale=True,
grid_index=1,
boundary_gap=False,
axisline_opts=opts.AxisLineOpts(is_on_zero=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False),
axislabel_opts=opts.LabelOpts(is_show=False),
split_number=20,
min_="dataMin",
max_="dataMax",
),
yaxis_opts=opts.AxisOpts(
grid_index=1,
is_scale=True,
split_number=2,
axislabel_opts=opts.LabelOpts(is_show=False),
axisline_opts=opts.AxisLineOpts(is_show=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False),
),
legend_opts=opts.LegendOpts(is_show=False),
)
overlap_kline_line = kline.overlap(line)
grid_chart = Grid(init_opts=opts.InitOpts(
width="1000px",
height="800px",
animation_opts=opts.AnimationOpts(animation=False),
))
grid_chart.add(
overlap_kline_line,
grid_opts=opts.GridOpts(pos_left="10%", pos_right="8%", height="50%"),
)
grid_chart.add(
bar,
grid_opts=opts.GridOpts(pos_left="10%",
pos_right="8%",
pos_top="63%",
height="16%"),
)
grid_chart.render("kline.html")
display(HTML(filename="kline.html"))
return grid_chart
def kline_pro(kline: List[dict],
ma: List[dict],
macd: List[dict],
fx: List[dict] = None,
bi: List[dict] = None,
xd: List[dict] = None,
bs: List[dict] = None,
title: str = "缠中说禅K线分析",
width: str = "1200px",
height: str = '680px') -> Grid:
"""绘制缠中说禅K线分析结果
:param kline: K线
:param ma: 均线
:param macd: MACD
:param fx: 分型识别结果
:param bi: 笔识别结果
:param xd: 线段识别结果
:param bs: 买卖点
:param title: 图表标题
:param width: 图表宽度
:param height: 图表高度
:return: 用Grid组合好的图表
"""
# 配置项设置
# ------------------------------------------------------------------------------------------------------------------
bg_color = "#1f212d" # 背景
up_color = "#F9293E"
down_color = "#00aa3b"
init_opts = opts.InitOpts(bg_color=bg_color,
width=width,
height=height,
animation_opts=opts.AnimationOpts(False))
title_opts = opts.TitleOpts(
title=title,
pos_top="1%",
title_textstyle_opts=opts.TextStyleOpts(color=up_color, font_size=20),
subtitle_textstyle_opts=opts.TextStyleOpts(color=down_color,
font_size=12))
label_not_show_opts = opts.LabelOpts(is_show=False)
legend_not_show_opts = opts.LegendOpts(is_show=False)
red_item_style = opts.ItemStyleOpts(color=up_color)
green_item_style = opts.ItemStyleOpts(color=down_color)
k_style_opts = opts.ItemStyleOpts(color=up_color,
color0=down_color,
border_color=up_color,
border_color0=down_color,
opacity=0.8)
legend_opts = opts.LegendOpts(is_show=True,
pos_top="1%",
pos_left="30%",
item_width=14,
item_height=8,
textstyle_opts=opts.TextStyleOpts(
font_size=12, color="#0e99e2"))
brush_opts = opts.BrushOpts(tool_box=["rect", "polygon", "keep", "clear"],
x_axis_index="all",
brush_link="all",
out_of_brush={"colorAlpha": 0.1},
brush_type="lineX")
axis_pointer_opts = opts.AxisPointerOpts(is_show=True,
link=[{
"xAxisIndex": "all"
}])
dz_inside = opts.DataZoomOpts(False, "inside", xaxis_index=[0, 1, 2])
dz_slider = opts.DataZoomOpts(True,
"slider",
xaxis_index=[0, 1, 2],
pos_top="96%",
pos_bottom="0%")
yaxis_opts = opts.AxisOpts(is_scale=True,
axislabel_opts=opts.LabelOpts(
color="#c7c7c7",
font_size=8,
position="inside"))
grid0_xaxis_opts = opts.AxisOpts(
type_="category",
grid_index=0,
axislabel_opts=label_not_show_opts,
split_number=20,
min_="dataMin",
max_="dataMax",
is_scale=True,
boundary_gap=False,
axisline_opts=opts.AxisLineOpts(is_on_zero=False))
tool_tip_opts = opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
position=JsCode("""
function (pos, params, el, elRect, size) {
var obj = {top: 10};
obj[['left', 'right'][+(pos[0] < size.viewSize[0] / 2)]] = 30;
return obj;
}
"""),
textstyle_opts=opts.TextStyleOpts(color="#000"),
)
# 数据预处理
# ------------------------------------------------------------------------------------------------------------------
dts = [x['dt'] for x in kline]
k_data = [[x['open'], x['close'], x['low'], x['high']] for x in kline]
vol = []
for row in kline:
item_style = red_item_style if row['close'] > row[
'open'] else green_item_style
bar = opts.BarItem(value=row['vol'],
itemstyle_opts=item_style,
label_opts=label_not_show_opts)
vol.append(bar)
macd_bar = []
for row in macd:
item_style = red_item_style if row['macd'] > 0 else green_item_style
bar = opts.BarItem(value=round(row['macd'], 4),
itemstyle_opts=item_style,
label_opts=label_not_show_opts)
macd_bar.append(bar)
diff = [round(x['diff'], 4) for x in macd]
dea = [round(x['dea'], 4) for x in macd]
# K 线主图
# ------------------------------------------------------------------------------------------------------------------
chart_k = Kline()
chart_k.add_xaxis(xaxis_data=dts)
chart_k.add_yaxis(series_name="Kline",
y_axis=k_data,
itemstyle_opts=k_style_opts)
chart_k.set_global_opts(legend_opts=legend_opts,
datazoom_opts=[dz_inside, dz_slider],
yaxis_opts=yaxis_opts,
tooltip_opts=tool_tip_opts,
axispointer_opts=axis_pointer_opts,
brush_opts=brush_opts,
title_opts=title_opts,
xaxis_opts=grid0_xaxis_opts)
# 均线图
# ------------------------------------------------------------------------------------------------------------------
chart_ma = Line()
chart_ma.add_xaxis(xaxis_data=dts)
ma_keys = [x for x in ma[0].keys() if "ma" in x][:3]
ma_colors = ["#39afe6", "#da6ee8", "#00940b"]
for i, k in enumerate(ma_keys):
y_data = [x[k] for x in ma]
chart_ma.add_yaxis(series_name=k.upper(),
y_axis=y_data,
is_smooth=True,
is_selected=False,
symbol_size=0,
label_opts=label_not_show_opts,
linestyle_opts=opts.LineStyleOpts(
opacity=0.8, width=1.0, color=ma_colors[i]))
chart_ma.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_ma)
# 缠论结果
# ------------------------------------------------------------------------------------------------------------------
if fx:
fx_dts = [x['dt'] for x in fx]
fx_val = [x['fx'] for x in fx]
chart_fx = Scatter()
chart_fx.add_xaxis(fx_dts)
chart_fx.add_yaxis(series_name="FX",
y_axis=fx_val,
is_selected=False,
symbol="circle",
symbol_size=6,
label_opts=label_not_show_opts,
itemstyle_opts=opts.ItemStyleOpts(
color="rgba(152, 147, 193, 1.0)", ))
chart_fx.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_fx)
if bi:
bi_dts = [x['dt'] for x in bi]
bi_val = [x['bi'] for x in bi]
chart_bi = Scatter()
chart_bi.add_xaxis(bi_dts)
chart_bi.add_yaxis(series_name="BI",
y_axis=bi_val,
is_selected=True,
symbol="diamond",
symbol_size=10,
label_opts=label_not_show_opts,
itemstyle_opts=opts.ItemStyleOpts(
color="rgba(184, 117, 225, 1.0)", ))
chart_bi.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_bi)
if xd:
xd_dts = [x['dt'] for x in xd]
xd_val = [x['xd'] for x in xd]
chart_xd = Scatter()
chart_xd.add_xaxis(xd_dts)
chart_xd.add_yaxis(series_name="XD",
y_axis=xd_val,
is_selected=True,
symbol="triangle",
symbol_size=10,
itemstyle_opts=opts.ItemStyleOpts(
color="rgba(37, 141, 54, 1.0)", ))
chart_xd.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_xd)
if bs:
b_dts = [x['dt'] for x in bs if x['mark'] == 'buy']
if len(b_dts) > 0:
b_val = [x['buy'] for x in bs if x['mark'] == 'buy']
chart_b = Scatter()
chart_b.add_xaxis(b_dts)
chart_b.add_yaxis(series_name="BUY",
y_axis=b_val,
is_selected=False,
symbol="arrow",
symbol_size=8,
itemstyle_opts=opts.ItemStyleOpts(
color="#f31e1e", ))
chart_b.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_b)
s_dts = [x['dt'] for x in bs if x['mark'] == 'sell']
if len(s_dts) > 0:
s_val = [x['sell'] for x in bs if x['mark'] == 'sell']
chart_s = Scatter()
chart_s.add_xaxis(s_dts)
chart_s.add_yaxis(series_name="SELL",
y_axis=s_val,
is_selected=False,
symbol="pin",
symbol_size=12,
itemstyle_opts=opts.ItemStyleOpts(
color="#45b97d", ))
chart_s.set_global_opts(xaxis_opts=grid0_xaxis_opts,
legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_s)
# 成交量图
# ------------------------------------------------------------------------------------------------------------------
chart_vol = Bar()
chart_vol.add_xaxis(dts)
chart_vol.add_yaxis(series_name="Volume", y_axis=vol, bar_width='60%')
chart_vol.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=1,
axislabel_opts=opts.LabelOpts(is_show=True,
font_size=8,
color="#9b9da9"),
),
yaxis_opts=yaxis_opts,
legend_opts=legend_not_show_opts,
)
# MACD图
# ------------------------------------------------------------------------------------------------------------------
chart_macd = Bar()
chart_macd.add_xaxis(dts)
chart_macd.add_yaxis(series_name="MACD", y_axis=macd_bar, bar_width='60%')
chart_macd.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=2,
axislabel_opts=opts.LabelOpts(is_show=False),
),
yaxis_opts=opts.AxisOpts(
grid_index=2,
split_number=4,
axisline_opts=opts.AxisLineOpts(is_on_zero=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False),
axislabel_opts=opts.LabelOpts(is_show=True, color="#c7c7c7"),
),
legend_opts=opts.LegendOpts(is_show=False),
)
line = Line()
line.add_xaxis(dts)
line.add_yaxis(series_name="DIFF",
y_axis=diff,
label_opts=label_not_show_opts,
is_symbol_show=False,
linestyle_opts=opts.LineStyleOpts(opacity=0.8,
width=1.0,
color="#da6ee8"))
line.add_yaxis(series_name="DEA",
y_axis=dea,
label_opts=label_not_show_opts,
is_symbol_show=False,
linestyle_opts=opts.LineStyleOpts(opacity=0.8,
width=1.0,
color="#39afe6"))
chart_macd = chart_macd.overlap(line)
grid0_opts = opts.GridOpts(pos_left="0%",
pos_right="1%",
pos_top="12%",
height="58%")
grid1_opts = opts.GridOpts(pos_left="0%",
pos_right="1%",
pos_top="74%",
height="8%")
grid2_opts = opts.GridOpts(pos_left="0%",
pos_right="1%",
pos_top="86%",
height="10%")
grid_chart = Grid(init_opts)
grid_chart.add(chart_k, grid_opts=grid0_opts)
grid_chart.add(chart_vol, grid_opts=grid1_opts)
grid_chart.add(chart_macd, grid_opts=grid2_opts)
return grid_chart
def ka_to_echarts(ka: KlineAnalyze, width="1500px", height='800px'):
# 配置项设置
# ------------------------------------------------------------------------------------------------------------------
bg_color = "#1f212d" # 背景
up_color = "#F9293E"
down_color = "#00aa3b"
init_opts = opts.InitOpts(bg_color=bg_color, width=width, height=height, animation_opts=opts.AnimationOpts(False))
title_opts = opts.TitleOpts(title="{} - {}".format(ka.symbol, ka.name),
subtitle="from {} to {}".format(ka.start_dt, ka.end_dt),
pos_top="1%",
title_textstyle_opts=opts.TextStyleOpts(color=up_color, font_size=20),
subtitle_textstyle_opts=opts.TextStyleOpts(color=down_color, font_size=12))
label_not_show_opts = opts.LabelOpts(is_show=False)
legend_not_show_opts = opts.LegendOpts(is_show=False)
red_item_style = opts.ItemStyleOpts(color=up_color)
green_item_style = opts.ItemStyleOpts(color=down_color)
k_style_opts = opts.ItemStyleOpts(color=up_color, color0=down_color, border_color=up_color,
border_color0=down_color, opacity=0.8)
legend_opts = opts.LegendOpts(is_show=True, pos_top="1%", pos_left="30%", item_width=14, item_height=8,
textstyle_opts=opts.TextStyleOpts(font_size=12, color="#0e99e2"))
brush_opts = opts.BrushOpts(tool_box=["rect", "polygon", "keep", "clear"],
x_axis_index="all", brush_link="all",
out_of_brush={"colorAlpha": 0.1}, brush_type="lineX")
axis_pointer_opts = opts.AxisPointerOpts(is_show=True, link=[{"xAxisIndex": "all"}])
dz_inside = opts.DataZoomOpts(False, "inside", xaxis_index=[0, 1, 2])
dz_slider = opts.DataZoomOpts(True, "slider", xaxis_index=[0, 1, 2], pos_top="96%", pos_bottom="0%")
yaxis_opts = opts.AxisOpts(is_scale=True, axislabel_opts=opts.LabelOpts(color="#c7c7c7", font_size=8, position="inside"))
grid0_xaxis_opts = opts.AxisOpts(type_="category", grid_index=0, axislabel_opts=label_not_show_opts,
split_number=20, min_="dataMin", max_="dataMax",
is_scale=True, boundary_gap=False, axisline_opts=opts.AxisLineOpts(is_on_zero=False))
tool_tip_opts = opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
position=JsCode("""
function (pos, params, el, elRect, size) {
var obj = {top: 10};
obj[['left', 'right'][+(pos[0] < size.viewSize[0] / 2)]] = 30;
return obj;
}
"""),
textstyle_opts=opts.TextStyleOpts(color="#000"),
)
# 数据预处理
# ------------------------------------------------------------------------------------------------------------------
dts = [x['dt'] for x in ka.kline_raw]
k_data = [[x['open'], x['close'], x['low'], x['high']] for x in ka.kline_raw]
ma = ka.ma
vol = []
for row in ka.kline_raw:
item_style = red_item_style if row['close'] > row['open'] else green_item_style
bar = opts.BarItem(value=row['vol'], itemstyle_opts=item_style, label_opts=label_not_show_opts)
vol.append(bar)
macd = []
for row in ka.macd:
item_style = red_item_style if row['macd'] > 0 else green_item_style
bar = opts.BarItem(value=round(row['macd'], 4), itemstyle_opts=item_style, label_opts=label_not_show_opts)
macd.append(bar)
diff = [round(x['diff'], 4) for x in ka.macd]
dea = [round(x['dea'], 4) for x in ka.macd]
# K 线主图
# ------------------------------------------------------------------------------------------------------------------
chart_k = Kline()
chart_k.add_xaxis(xaxis_data=dts)
chart_k.add_yaxis(series_name="Kline", y_axis=k_data, itemstyle_opts=k_style_opts)
chart_k.set_global_opts(
legend_opts=legend_opts,
datazoom_opts=[dz_inside, dz_slider],
yaxis_opts=yaxis_opts,
tooltip_opts=tool_tip_opts,
axispointer_opts=axis_pointer_opts,
brush_opts=brush_opts,
title_opts=title_opts,
xaxis_opts=grid0_xaxis_opts
)
# 均线图
# ------------------------------------------------------------------------------------------------------------------
chart_ma = Line()
chart_ma.add_xaxis(xaxis_data=dts)
ma_keys = [x for x in ma[0].keys() if "ma" in x][:3]
ma_colors = ["#39afe6", "#da6ee8", "#00940b"]
for i, k in enumerate(ma_keys):
y_data = [x[k] for x in ma]
chart_ma.add_yaxis(series_name=k.upper(), y_axis=y_data, is_smooth=True,
is_selected=False, symbol_size=0, label_opts=label_not_show_opts,
linestyle_opts=opts.LineStyleOpts(opacity=0.8, width=1.0, color=ma_colors[i]))
chart_ma.set_global_opts(xaxis_opts=grid0_xaxis_opts, legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_ma)
# 缠论结果
# ------------------------------------------------------------------------------------------------------------------
fx_dts = [x['dt'] for x in ka.fx_list]
fx_val = [x['fx'] for x in ka.fx_list]
chart_fx = Scatter()
chart_fx.add_xaxis(fx_dts)
chart_fx.add_yaxis(series_name="FX", y_axis=fx_val, is_selected=False,
symbol="circle", symbol_size=6, label_opts=label_not_show_opts,
itemstyle_opts=opts.ItemStyleOpts(color="rgba(152, 147, 193, 1.0)",))
chart_fx.set_global_opts(xaxis_opts=grid0_xaxis_opts, legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_fx)
bi_dts = [x['dt'] for x in ka.bi_list]
bi_val = [x['bi'] for x in ka.bi_list]
chart_bi = Scatter()
chart_bi.add_xaxis(bi_dts)
chart_bi.add_yaxis(series_name="BI", y_axis=bi_val, is_selected=True,
symbol="diamond", symbol_size=10, label_opts=label_not_show_opts,
itemstyle_opts=opts.ItemStyleOpts(color="rgba(184, 117, 225, 1.0)",))
chart_bi.set_global_opts(xaxis_opts=grid0_xaxis_opts, legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_bi)
xd_dts = [x['dt'] for x in ka.xd_list]
xd_val = [x['xd'] for x in ka.xd_list]
chart_xd = Scatter()
chart_xd.add_xaxis(xd_dts)
chart_xd.add_yaxis(series_name="XD", y_axis=xd_val, is_selected=True, symbol="triangle", symbol_size=10,
itemstyle_opts=opts.ItemStyleOpts(color="rgba(37, 141, 54, 1.0)",))
chart_xd.set_global_opts(xaxis_opts=grid0_xaxis_opts, legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_xd)
# 成交量图
# ------------------------------------------------------------------------------------------------------------------
chart_vol = Bar()
chart_vol.add_xaxis(dts)
chart_vol.add_yaxis(series_name="Volume", y_axis=vol, bar_width='60%')
chart_vol.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=1,
axislabel_opts=opts.LabelOpts(is_show=True, font_size=8, color="#9b9da9"),
),
yaxis_opts=yaxis_opts, legend_opts=legend_not_show_opts,
)
# MACD图
# ------------------------------------------------------------------------------------------------------------------
chart_macd = Bar()
chart_macd.add_xaxis(dts)
chart_macd.add_yaxis(series_name="MACD", y_axis=macd, bar_width='60%')
chart_macd.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=2,
axislabel_opts=opts.LabelOpts(is_show=False),
),
yaxis_opts=opts.AxisOpts(
grid_index=2,
split_number=4,
axisline_opts=opts.AxisLineOpts(is_on_zero=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False),
axislabel_opts=opts.LabelOpts(is_show=True, color="#c7c7c7"),
),
legend_opts=opts.LegendOpts(is_show=False),
)
line = Line()
line.add_xaxis(dts)
line.add_yaxis(series_name="DIFF", y_axis=diff, label_opts=label_not_show_opts, is_symbol_show=False,
linestyle_opts=opts.LineStyleOpts(opacity=0.8, width=1.0, color="#da6ee8"))
line.add_yaxis(series_name="DEA", y_axis=dea, label_opts=label_not_show_opts, is_symbol_show=False,
linestyle_opts=opts.LineStyleOpts(opacity=0.8, width=1.0, color="#39afe6"))
chart_macd = chart_macd.overlap(line)
grid0_opts = opts.GridOpts(pos_left="0%", pos_right="1%", pos_top="12%", height="58%")
grid1_opts = opts.GridOpts(pos_left="0%", pos_right="1%", pos_top="74%", height="8%")
grid2_opts = opts.GridOpts(pos_left="0%", pos_right="1%", pos_top="86%", height="10%")
grid_chart = Grid(init_opts)
grid_chart.add(chart_k, grid_opts=grid0_opts)
grid_chart.add(chart_vol, grid_opts=grid1_opts)
grid_chart.add(chart_macd, grid_opts=grid2_opts)
return grid_chart
def draw_charts(kline_data ,canshu ={} ,canshu2={},vol_bar=False,markline_show1 =False ,markline_show2 =False, path = '0501'):
'''
df['candle_begin_time','open','high','low','close','volume']
[['candle_begin_time','open','high','low','close','volume']]
kdata = df[['open', 'high', 'low', 'close']].values.tolist()
df['candle_begin_time'].values.tolist()
:return:
'''
df = kline_data.copy()
df['candle_begin_time'] = pd.to_datetime(df['candle_begin_time'])
time_list = df['candle_begin_time'].apply(lambda x: x.strftime('%Y-%m-%d %H:%M:%S')).values.tolist()
vol = df['volume'].values.tolist()
kline = Kline()
kline.add_xaxis(xaxis_data=time_list)
signal_pos_list = []
if 'signal' in df.columns:
print('signal,存在！')
df['pos'] = df['signal'].shift(1)
for i in df[df['pos'] > 0].index:
bar0 = df.iloc[i]
sig_pos0 = opts.MarkPointItem(name="做多",
coord=[bar0['candle_begin_time'].strftime('%Y-%m-%d %H:%M:%S'),bar0.low -2],
value='买',
symbol ='circle',
symbol_size =[20,40],
itemstyle_opts = {'color': 'red'})
signal_pos_list.append(sig_pos0)
for i in df[df['pos'] < 0].index:
bar0 = df.iloc[i]
sig_pos0 = opts.MarkPointItem(name="做空",
coord=[bar0['candle_begin_time'].strftime('%Y-%m-%d %H:%M:%S'),bar0.high +3],
value='卖',
symbol='circle',
symbol_size=[20, 40],
itemstyle_opts={'color': 'blue'})
signal_pos_list.append(sig_pos0)
for i in df[df['pos'] == 0].index:
bar0 = df.iloc[i]
sig_pos0 = opts.MarkPointItem(name="平仓",
coord=[bar0['candle_begin_time'].strftime('%Y-%m-%d %H:%M:%S'),bar0.low - 2],
value='平',
symbol ='triangle',
symbol_size =[20,40],
itemstyle_opts = {'color': 'green'})
signal_pos_list.append(sig_pos0)
else :
df['pos'] =None
markline =[]
if markline_show1 and ('signal' in df.columns) :
area_index_list =[i for i in df[(df['pos'] ==0)|(df['pos'] >0)|(df['pos'] <0)].index]
for ix,i in enumerate(area_index_list):
if ix+1 > len(area_index_list)-1:
break
i_now = df.iloc[area_index_list[ix]]
i_next = df.iloc[area_index_list[ix+1]]
if (i_now['pos'] >0) or (i_now['pos'] <0) :
log_info = f"价差：={i_next['open']-i_now['open']}--({i_next['open']}-{i_now['open']})"
else :
log_info =f"平仓：{i_next['open']}---开仓：{i_now['open']}"
sig_area = [{"xAxis": i_now['candle_begin_time'].strftime('%Y-%m-%d %H:%M:%S'),
"yAxis": i_now['open'] ,
"value": None},
{"xAxis": i_next['candle_begin_time'].strftime('%Y-%m-%d %H:%M:%S'),
"yAxis": i_now['open'],
"value":log_info}]
sig_area_v = [{"xAxis": i_next['candle_begin_time'].strftime('%Y-%m-%d %H:%M:%S'),
"yAxis": i_now['open'] ,
"value": None},
{"xAxis": i_next['candle_begin_time'].strftime('%Y-%m-%d %H:%M:%S'),
"yAxis": i_next['open'],
"value":None}]
markline.append(sig_area)
markline.append(sig_area_v)
elif markline_show2 and ('signal' in df.columns):
area_index_list =[i for i in df[(df['pos'] ==0)|(df['pos'] >0)|(df['pos'] <0)].index]
for ix,i in enumerate(area_index_list):
i_now = df.iloc[area_index_list[ix]]
i_1_now = df.iloc[area_index_list[ix-1]] if ix != 0 else 0
if i_now['pos'] == 0:
log_info = f"交易价: {round(i_now['open'], 1)} +- 2__盈亏:{round(i_now['open'], 1) - round(i_1_now['open'], 1)}"
else:
log_info = f"交易价: {round(i_now['open'],1)} +- 2"
sig_area = [{"xAxis": i_now['candle_begin_time'].strftime('%Y-%m-%d %H:%M:%S'),
"yAxis": i_now['open'] ,
"value": None},
{"xAxis": (i_now['candle_begin_time']+timedelta(minutes=15)).strftime('%Y-%m-%d %H:%M:%S'),
"yAxis": i_now['open'],
"value":log_info}]
markline.append(sig_area)
colors = {'red': 'rgb((220,20,60)','red2': 'rgb((250,20,40)',
'yangzi': 'rgb(255,0,255)', 'zi': 'rgb(128,0,128)',
'sehnzi': 'rgb(148,0,211)', 'blue': 'rgb(0,0,255)',
'qing': 'rgb(0,255,255)', 'black': 'rgb(0,0,0)',
'shengreen': 'rgb(157,255,212)', 'green': 'rgb(0,255,0)',
'yellow': 'rgb(255,255,0)', 'glod': 'rgb(218,165,32)',
'orange': 'rgb(255,165,0)', 'brown': 'rgb(165,42,42)'}
kline.add_xaxis(xaxis_data=time_list)
kline.add_yaxis(series_name="oclh",
xaxis_index=1,
yaxis_index=1,
y_axis =df.loc[:, ['open', 'close', 'low', 'high']].values.tolist(),
markline_opts=opts.MarkLineOpts(data=markline,
linestyle_opts=opts.LineStyleOpts(type_='dotted',width=3,color='red',opacity=0.5),
label_opts=opts.LabelOpts(position="right", color="blue", font_size=13),),
#官网给出的样本
markpoint_opts=opts.MarkPointOpts(data=signal_pos_list),
itemstyle_opts=opts.ItemStyleOpts(color="#ec0090", color0="#00aa3c"), )
kline.set_global_opts(
legend_opts=opts.LegendOpts(is_show=True,pos_top=30, pos_left="left",orient='vertical'),
datazoom_opts=[ opts.DataZoomOpts(
is_show=False,
type_="inside",
xaxis_index=[0, 1],
range_start=90,
range_end=100,
orient='vertical'),
opts.DataZoomOpts(
is_show=True,
xaxis_index=[0, 1],
type_="slider",
pos_top="20%",
range_start=90,
range_end=100,orient='vertical'),],
yaxis_opts =opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)),),
title_opts=opts.TitleOpts(
title = 'K_line',
pos_top='middle',
title_textstyle_opts=opts.TextStyleOpts(
color='black',font_weight='bold' ,font_size=20)),
tooltip_opts=opts.TooltipOpts(
trigger="axis",
trigger_on='"mousemove"',#click|mousemove
axis_pointer_type="cross",
is_show_content=True,
is_always_show_content=True,
background_color="rgba(20, 105, 245, 0.1)",
border_width=1,
border_color= "#ccc",
position = ['70%','30%'],
textstyle_opts=opts.TextStyleOpts(font_size=10,color="#000"),),
visualmap_opts=opts.VisualMapOpts(
is_show=True,
dimension=2,
series_index=5,
is_piecewise=True,
pieces=[{"value": 1, "color": "#00da3c"},{"value": -1, "color": "#ec0000"},],),
axispointer_opts=opts.AxisPointerOpts(
is_show=True,
link=[{"xAxisIndex": "all"}],
label=opts.LabelOpts(background_color="#777"),),
brush_opts=opts.BrushOpts(
x_axis_index="all",
brush_link="all",
out_of_brush={"colorAlpha": 0.1},
brush_type="lineX",),
)
if len(canshu.keys())>0:
cos = list(colors.values())
line = Line()
for k,v in canshu.items():
line.add_xaxis(xaxis_data=time_list)
line.set_global_opts(xaxis_opts=opts.AxisOpts(type_="category"))
co = cos.pop()
line.add_yaxis(
series_name=k,
y_axis = [y for y in v.values.tolist() if y != np.nan],
xaxis_index=1,
yaxis_index=1,
is_smooth=False,
is_connect_nones=False,# 是否连接空数据
is_symbol_show=False,#是否显示值的位置，默认显示。
color = co,
is_hover_animation = False, # 是否开启 hover 在拐点标志上的提示动画效果。
linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.9,color=co),
label_opts=opts.LabelOpts(is_show =True,position='middle',distance=2,rotate=5,color = 'rgb(165,42,42)'),
itemstyle_opts=opts.ItemStyleOpts(color=co),)
kline = kline.overlap(line)
grid_chart = Grid(init_opts=opts.InitOpts(width = "1500px",height= "700px",theme=ThemeType.DARK))
grid_chart.add(kline,grid_opts=opts.GridOpts(pos_left="10%", pos_right="8%",pos_top='4%' ,height="70%"))
if( vol_bar == True) or (len(canshu2.keys())==0):
bar = Bar()
bar.add_xaxis(xaxis_data=time_list)
bar.add_yaxis(
series_name="volume",
y_axis=vol,
xaxis_index=1,
yaxis_index=2,
label_opts=opts.LabelOpts(is_show=False), )
bar.set_global_opts(xaxis_opts=opts.AxisOpts(
type_="category",
is_scale=True,
grid_index=1,
boundary_gap=False,
axisline_opts=opts.AxisLineOpts(is_on_zero=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False),
axislabel_opts=opts.LabelOpts(is_show=False),
split_number=20,
min_="dataMin",
max_="dataMax", ),
yaxis_opts=opts.AxisOpts(
grid_index=1,
is_scale=True,
split_number=2,
axislabel_opts=opts.LabelOpts(is_show=False),
axisline_opts=opts.AxisLineOpts(is_show=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False), ),
legend_opts=opts.LegendOpts(is_show=True), )
grid_chart.add(bar,grid_opts=opts.GridOpts(pos_left="10%", pos_right="8%", pos_top="80%", height="15%"),)
if len(canshu2.keys())>0 :
line2 = Line()
line2.add_xaxis(xaxis_data=time_list)
for i, k in enumerate(canshu2.keys()):
co = random.choice(list(colors.values()))
line2.add_yaxis(
series_name=k,
y_axis=[y for y in canshu2[k].values.tolist()],
xaxis_index=1,
yaxis_index=i + 1,
is_smooth=True,
is_symbol_show=False,
is_hover_animation=True,
color=co,
z_level=0,
linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.5, color=co),
label_opts=opts.LabelOpts(is_show=False), )
if k == list(canshu2.keys())[-1]: continue
line2.extend_axis(yaxis=opts.AxisOpts(name=k, type_="value", position="right", min_=None, max_=None,
axisline_opts=opts.AxisLineOpts(linestyle_opts=opts.LineStyleOpts(color=co)),
axislabel_opts=opts.LabelOpts(formatter="{value}"), ))
line2.set_global_opts(xaxis_opts=opts.AxisOpts(
type_="category", is_scale=True, grid_index=1, split_number=20, min_="dataMin", max_="dataMax",
axisline_opts=opts.AxisLineOpts(is_on_zero=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False),
axislabel_opts=opts.LabelOpts(is_show=False), ),
yaxis_opts=opts.AxisOpts(name=k, grid_index=i + 1, position='right',
splitarea_opts=opts.SplitAreaOpts(is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)),
min_=None, max_=None, is_scale=True, offset=50, ), )
grid_chart.add(line2,grid_opts=opts.GridOpts(pos_left="10%", pos_right="8%", pos_top="75%", height="23%"),is_control_axis_index=True)
tab = Tab()
zijin_data = (kline_data['per_lr'].cumsum())
zijin_data.fillna(method='ffill', inplace=True)
zijin_line = Line(init_opts=opts.InitOpts(width = "1500px",height= "700px",theme=ThemeType.DARK)).add_xaxis(time_list)
zijin_line.add_yaxis(series_name="zijin_line:", y_axis=zijin_data.values, color="#FF0000")
zijin_line.set_global_opts(
datazoom_opts=[opts.DataZoomOpts(), opts.DataZoomOpts(type_="inside")],
title_opts=opts.TitleOpts(title="资金曲线变化"),
tooltip_opts=opts.TooltipOpts(trigger="axis", axis_pointer_type="cross"),
yaxis_opts = opts.AxisOpts(
is_scale=True,
axislabel_opts=opts.LabelOpts(is_show=False),
axisline_opts=opts.AxisLineOpts(is_show=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False), ),
legend_opts = opts.LegendOpts(is_show=True)
)
tab.add(grid_chart,'kline' )
tab.add(zijin_line,'资金曲线变化' )
tab.render(f"{path}.html")
html0 = tab.render(f"{path}.html")
if os.path.exists(html0):
print("ok!保存在：")
print(html0)
else:
print('保存失败！')
def kline(self):
""""""
if "_" in self.bar_data.symbol[0]:
symbol_split = self.bar_data.symbol[0].split("_")
series_name = "_".join(
[symbol_split[0], symbol_split[1][-2:], symbol_split[2][-2:]])
else:
series_name = self.bar_data.symbol[0]
kline = Kline(init_opts=opts.InitOpts(width="1400px", height="800px"))
kline.add_xaxis(xaxis_data=self.bar_data_datetime)
kline.add_yaxis(
series_name=series_name,
yaxis_index=0,
y_axis=self.bar_data[[
"open_price", "close_price", "low_price", "high_price"
]].values.tolist(),
itemstyle_opts=opts.ItemStyleOpts(color="#ef232a",
color0="#14b143",
border_color="#8A0000",
border_color0="#008F28",
opacity=0.8),
)
kline.set_global_opts(
datazoom_opts=[
opts.DataZoomOpts(
is_show=False,
type_="inside",
xaxis_index=[0, 0],
range_start=0,
range_end=100,
),
opts.DataZoomOpts(
is_show=True,
type_="slider",
xaxis_index=[0, 1],
pos_top="95%",
range_start=0,
range_end=100,
),
],
xaxis_opts=opts.AxisOpts(
is_scale=True,
type_="category",
boundary_gap=False,
axisline_opts=opts.AxisLineOpts(is_on_zero=False),
splitline_opts=opts.SplitLineOpts(is_show=False),
split_number=20,
min_="dataMin",
max_="dataMax",
),
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True,
areastyle_opts=opts.AreaStyleOpts(opacity=0.8)),
),
brush_opts=opts.BrushOpts(
tool_box=[
"rect", "polygon", "keep", "lineX", "lineY", "clear"
],
x_axis_index="all",
brush_link="all",
out_of_brush={"colorAlpha": 0.1},
brush_type="lineX",
),
tooltip_opts=opts.TooltipOpts(
is_show=True,
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
textstyle_opts=opts.TextStyleOpts(
color="#000",
font_size=12,
font_family="Arial",
font_weight="lighter",
),
),
toolbox_opts=opts.ToolboxOpts(orient="horizontal",
pos_left="right",
pos_top="0%"),
legend_opts=opts.LegendOpts(
is_show=True,
type_="scroll",
selected_mode="multiple",
pos_left="left",
pos_top="0%",
legend_icon="roundRect",
),
# 多图的 axis 连在一块
axispointer_opts=opts.AxisPointerOpts(
is_show=True,
link=[{
"xAxisIndex": "all"
}],
label=opts.LabelOpts(background_color="#777"),
),
)
self.kline_chart = kline
def run_strategy(smaPeriod):
df_new = pd.DataFrame(columns=('shares_ID', 'total number of trades',
'Profit times number of trades',
'Profit Percentage',
'Final portfolio value'))
for (root, dirs, files) in os.walk("E:/Stock/Data_Day"):
z = 0
for x in range(len(files)):
z = z + 1
#K线图
df = pd.read_csv("E:/Stock/Data_Day/" + files[x])
df = df.sort_index(ascending=False).reset_index(drop=True)
print("进度：", z / len(files) * 100, "%")
date = df.xs('Date Time', axis=1).tolist()
data = []
vol = []
for idx in df.index:
row1 = [
df.iloc[idx]['Open'], df.iloc[idx]['Close'],
df.iloc[idx]['Low'], df.iloc[idx]['High']
]
row2 = df.iloc[idx]['Volume']
data.append(row1)
vol.append(row2)
kline1 = Kline()
line1 = Line()
line2 = Line()
line3 = Line()
scatter1 = Scatter()
scatter2 = Scatter()
kline1.set_global_opts(xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(is_scale=True),
datazoom_opts=[opts.DataZoomOpts()])
kline1.extend_axis(
yaxis=opts.AxisOpts(type_='value', position='right'))
kline1.extend_axis(
yaxis=opts.AxisOpts(type_='value', position='right'))
# 价格均线
line1.set_global_opts(xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(is_scale=True),
datazoom_opts=[opts.DataZoomOpts()])
# 成交量
line2.set_global_opts(xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(is_scale=True),
datazoom_opts=[opts.DataZoomOpts()])
#资金量
line3.set_global_opts(xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(is_scale=True),
datazoom_opts=[opts.DataZoomOpts()])
#买入点
scatter1.set_global_opts(xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(is_scale=True),
datazoom_opts=[opts.DataZoomOpts()])
#卖出点
scatter2.set_global_opts(xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(is_scale=True),
datazoom_opts=[opts.DataZoomOpts()])
kline1.add_xaxis(date)
kline1.add_yaxis(files[x], data)
line2.add_xaxis(date)
line2.add_yaxis("vol",
vol,
yaxis_index=1,
label_opts=opts.LabelOpts(is_show=False))
feed = GenericBarFeed(Frequency.DAY, None, None)
feed.addBarsFromCSV("fd", "E:/Stock/Data_Day/" + files[x])
global myStrategy
myStrategy = MyStrategy(feed, "fd", smaPeriod)
trade_situation = trades.Trades()
myStrategy.attachAnalyzer(trade_situation)
plt = plotter.StrategyPlotter(myStrategy)
# Include the SMA in the instrument's subplot to get it displayed along with the closing prices.
plt.getInstrumentSubplot("test").addDataSeries(
"SMA", myStrategy.getSMA())
# Plot the simple returns on each bar.
# plt.getOrCreateSubplot("returns").addDataSeries("Simple returns", returnsAnalyzer.getReturns())
myStrategy.run()
scatter1.add_xaxis(myStrategy.Buyday)
scatter1.add_yaxis("Buy", myStrategy.Buyprice)
scatter2.add_xaxis(myStrategy.Sellday)
scatter2.add_yaxis("Sell", myStrategy.Sellprice)
line1.add_xaxis(myStrategy.Barday)
line1.add_yaxis("Price_SMA",
myStrategy.Sma_price,
label_opts=opts.LabelOpts(is_show=False))
line3.add_xaxis(date)
line3.add_yaxis("money",
myStrategy.money,
yaxis_index=2,
label_opts=opts.LabelOpts(is_show=False))
plt.savePlot("E:/Stock/html_png_Total_day/" + files[x] + ".png")
print(files[x] + " Final portfolio value:$%.2f" %
myStrategy.getBroker().getEquity())
print("total number of trades", trade_situation.getCount())
print("Profit times number of trades ",
trade_situation.getProfitableCount())
if trade_situation.getCount() > 0:
Percentage = trade_situation.getProfitableCount(
) / trade_situation.getCount()
print("百分比", Percentage)
else:
Percentage = 0
print("百分比", 0)
df1 = pd.DataFrame({
"shares_ID": [files[x]],
'total number of trades': [trade_situation.getCount()],
'Profit times number of trades':
trade_situation.getProfitableCount(),
'Profit Percentage':
Percentage,
'Final portfolio value': [myStrategy.getBroker().getEquity()]
})
kline1.overlap(scatter1)
kline1.overlap(scatter2)
kline1.overlap(line1)
kline1.overlap(line2)
kline1.overlap(line3)
kline1.render(path='E:\\Stock/html_png_Total_day/' + files[x] +
'.html')
df_new = pd.concat([df1, df_new], ignore_index=True)
df_new.to_csv("E:/Stock/html_png_Total_day/Total_Min.csv", index=False)
# %% [markdown]
# ### KLine -- K线图
with open("data/candlestick.json", encoding="utf8") as j:
ori_data = json.load(j)
data = {
"data": [rec[1:] for rec in ori_data],
"times": [rec[0] for rec in ori_data],
"vols": [int(rec[5]) for rec in ori_data],
"macds": [rec[7] for rec in ori_data],
"difs": [rec[8] for rec in ori_data],
"deas": [rec[9] for rec in ori_data]
}
kline = Kline()
kline.add_xaxis(data["times"][-100:])
kline.add_yaxis("", data["data"][-100:])
kline.render_notebook()
# %% [markdown]
# ### WordCloud -- 词云图
with open("data/wordcloud.json", encoding="utf8") as f:
words = json.load(f)
wordcloud = WordCloud()
wordcloud.add("", words)
wordcloud.render_notebook()
# %% [markdown]
# ### Timeline
with open("data/gdp.json") as j:
def to_grid(ka,
kline_mode: str = "new",
with_bi: bool = False,
with_xd: bool = False,
with_zs: bool = False,
with_bs: bool = False,
with_ma: bool = False,
with_vol: bool = False,
with_macd: bool = False,
title: str = "ChanLun In Practise",
width: str = "1440px",
height: str = '900px') -> Grid:
"""绘制缠中说禅K线分析结果
:param kline: K线 new / raw，new标识标准化后的k线，raw标识原始k线
:param with_bi: 是否显示笔识别结果，默认True，不输出False
:param with_xd: 是否显示线段识别结果
:param with_zs: 是否显示中枢识别结果
:param with_bs: 是否显示买卖点
:param with_ma: 是否显示均线，默认True，不输出False
:param with_macd: 是否显示macd，默认True，不输出False
:param with_vol: 是否显示成交量，默认True，不输出False
:param title: 图表标题
:param width: 图表宽度
:param height: 图表高度
:return: 用Grid组合好的图表
"""
# 配置项设置
# ------------------------------------------------------------------------------------------------------------------
bg_color = "#1f212d" # 背景
up_color = "#F9293E"
down_color = "#00aa3b"
init_opts = opts.InitOpts(bg_color=bg_color, width='1400px', height='800px')
title_opts = opts.TitleOpts(title=title, pos_top="1%",
title_textstyle_opts=opts.TextStyleOpts(color=up_color, font_size=20),
subtitle_textstyle_opts=opts.TextStyleOpts(color=down_color, font_size=12))
label_not_show_opts = opts.LabelOpts(is_show=False)
legend_not_show_opts = opts.LegendOpts(is_show=False)
red_item_style = opts.ItemStyleOpts(color=up_color)
green_item_style = opts.ItemStyleOpts(color=down_color)
k_style_opts = opts.ItemStyleOpts(color=up_color, color0=down_color, border_color=up_color,
border_color0=down_color, opacity=0.8)
legend_opts = opts.LegendOpts(is_show=True, pos_top="1%", pos_left="30%", item_width=14, item_height=8,
textstyle_opts=opts.TextStyleOpts(font_size=12, color="#0e99e2"))
brush_opts = opts.BrushOpts(tool_box=["rect", "polygon", "keep", "clear"],
x_axis_index="all", brush_link="all",
out_of_brush={"colorAlpha": 0.1}, brush_type="lineX")
axis_pointer_opts = opts.AxisPointerOpts(is_show=True, link=[{"xAxisIndex": "all"}])
dz_inside = opts.DataZoomOpts(False, "inside", xaxis_index=[0, 1, 2])
dz_slider = opts.DataZoomOpts(True, "slider", xaxis_index=[0, 1, 2], pos_top="96%", pos_bottom="0%")
yaxis_opts = opts.AxisOpts(is_scale=True, axislabel_opts=opts.LabelOpts(color="#c7c7c7", font_size=8, position="inside"))
grid0_xaxis_opts = opts.AxisOpts(type_="category", grid_index=0, axislabel_opts=label_not_show_opts,
split_number=20, min_="dataMin", max_="dataMax",
is_scale=True, boundary_gap=False, axisline_opts=opts.AxisLineOpts(is_on_zero=False))
tool_tip_opts = opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
textstyle_opts=opts.TextStyleOpts(color="#000"),
)
# 数据预处理
# ------------------------------------------------------------------------------------------------------------------
kline = ka.kline_new if kline_mode == 'new' else ka.kline_raw
dts = [x['dt'] for x in kline]
k_data = [[x['open'], x['close'], x['low'], x['high']] for x in kline]
# seriesname
aggregation = len(ka.ka_list)>0
# {'freq': {'kline', 'ma', 'vol', 'macd'}}
agg_dict = {}
agg_dict[ka.freq] = {
"kline": k_data,
"ma": ka.ma,
"vol": kline,
"macd": ka.macd
}
if aggregation:
for high_ka in ka.ka_list:
agg_dict[high_ka.freq] = {}
_high_k_data = high_ka.kline_new if kline_mode == 'new' else high_ka.kline_raw
high_k_data = []
high_ma_data = []
high_vol_data = []
high_macd_data = []
for i in range(len(dts)):
high_k_data.append([])
high_ma_data.append({})
high_vol_data.append(None)
high_macd_data.append(None)
for ki in range(len(kline)):
k = kline[ki]
_start = 0
for h_ki in range(_start, len(_high_k_data)):
h_k = _high_k_data[h_ki]
if (h_k['dt'] == k['dt']):
high_k_data[ki] = [h_k['open'], h_k['close'], h_k['low'], h_k['high']]
high_ma_data[ki] = high_ka.ma[h_ki]
high_vol_data[ki] = h_k
high_macd_data[ki] = high_ka.macd[h_ki]
_start = h_ki+1
break
agg_dict[high_ka.freq] = {
"kline": high_k_data,
"ma": high_ma_data,
"vol": high_vol_data,
"macd": high_macd_data
}
# K 线主图
# ------------------------------------------------------------------------------------------------------------------
chart_k = Kline()
chart_k.add_xaxis(xaxis_data=dts)
for k, v in agg_dict.items():
chart_k.add_yaxis(series_name=k if aggregation else 'kline', y_axis=v['kline'], itemstyle_opts=k_style_opts)
is_selected = False
chart_k.set_global_opts(
legend_opts=legend_opts,
datazoom_opts=[dz_inside, dz_slider],
yaxis_opts=yaxis_opts,
tooltip_opts=tool_tip_opts,
axispointer_opts=axis_pointer_opts,
brush_opts=brush_opts,
title_opts=title_opts,
xaxis_opts=grid0_xaxis_opts,
)
if with_ma:
# 均线图
# ------------------------------------------------------------------------------------------------------------------
ma_keys = [x for x in agg_dict[ka.freq]['ma'][0].keys() if "ma" in x][:3]
ma_colors = ["#39afe6", "#da6ee8", "#00940b"]
chart_ma = Line()
chart_ma.add_xaxis(xaxis_data=dts)
for key, vals in agg_dict.items():
for i, k in enumerate(ma_keys):
y_data = [x[k] if k in x else None for x in v['ma']]
chart_ma.add_yaxis(series_name=key if aggregation else k.upper(), y_axis=y_data, is_smooth=True,
is_selected=True, is_connect_nones=True, symbol_size=0, label_opts=label_not_show_opts,
linestyle_opts=opts.LineStyleOpts(opacity=0.8, width=1.0, color=ma_colors[i]))
chart_ma.set_global_opts(xaxis_opts=grid0_xaxis_opts, legend_opts=legend_not_show_opts)
chart_k = chart_k.overlap(chart_ma)
# 缠论结果
# ------------------------------------------------------------------------------------------------------------------
def __draw_bi_line(_ka):
bi_dts = [x['dt'] for x in _ka.bi_list]
bi_val = [x['bi'] for x in _ka.bi_list]
chart_bi = Line()
chart_bi.add_xaxis(bi_dts)
chart_bi.add_yaxis(series_name=_ka.freq if aggregation else "BI", y_axis=bi_val, is_selected=True,
symbol="diamond", symbol_size=10, label_opts=label_not_show_opts,)
chart_bi.set_global_opts(xaxis_opts=grid0_xaxis_opts, legend_opts=legend_not_show_opts)
return chart_bi
if with_bi:
chark_k = chart_k.overlap(__draw_bi_line(ka))
for _ka in ka.ka_list:
chark_k = chart_k.overlap(__draw_bi_line(_ka))
def __draw_xd_line(_ka):
xd_dts = [x['dt'] for x in _ka.xd_list]
xd_val = [x['xd'] for x in _ka.xd_list]
chart_xd = Line()
chart_xd.add_xaxis(xd_dts)
chart_xd.add_yaxis(series_name=_ka.freq if aggregation else "XD", y_axis=xd_val, is_selected=True, symbol="triangle", symbol_size=10,)
chart_xd.set_global_opts(xaxis_opts=grid0_xaxis_opts, legend_opts=legend_not_show_opts)
return chart_xd
if with_xd:
chark_k = chart_k.overlap(__draw_xd_line(ka))
for _ka in ka.ka_list:
chark_k = chart_k.overlap(__draw_xd_line(_ka))
def __draw_zs_area(_ka):
lines = []
scatters = []
for _zs in _ka.zs_list:
x_start = _zs['start_point']['dt']
if _zs['zs_finished']:# 中枢完成
x_end = _zs['end_point']['dt']
chart_b = EffectScatter()
if 'buy3' in _zs:
chart_b.add_xaxis([_zs['buy3']['dt']])
chart_b.add_yaxis(series_name=_ka.freq if aggregation else "B", y_axis=[_zs['buy3']['xd']], is_selected=False, symbol="circle", symbol_size=8,
itemstyle_opts=opts.ItemStyleOpts(color="red",))
chart_b.set_global_opts(xaxis_opts=grid0_xaxis_opts, legend_opts=legend_not_show_opts)
scatters.append(chart_b)
elif 'sell3' in _zs:
chart_b.add_xaxis([_zs['sell3']['dt']])
chart_b.add_yaxis(series_name=_ka.freq if aggregation else "S", y_axis=[_zs['sell3']['xd']], is_selected=False, symbol="circle", symbol_size=8,
itemstyle_opts=opts.ItemStyleOpts(color="green",))
chart_b.set_global_opts(xaxis_opts=grid0_xaxis_opts, legend_opts=legend_not_show_opts)
scatters.append(chart_b)
elif len(_zs['points'])>=5:# 中枢成立但未完成，有3笔或段以上
x_end = _zs['points'][-1]['dt']
else: # 中枢未完成，且未确定
continue
ZD = _zs['ZD']
ZG = _zs['ZG']
area_data=[[ {'xAxis': x_start, 'yAxis': ZD, 'value': ZD }, {'xAxis': x_end, 'yAxis': ZG, 'value': ZG }]]
line = (Line()
.add_xaxis([x_start, x_end])
.add_yaxis(series_name=_ka.freq if aggregation else "ZS", y_axis=[ZD, ZG], symbol='none'
"""
, markpoint_opts = opts.MarkPointOpts(
data=[
opts.MarkPointItem(type_="max", name="ZG"),
opts.MarkPointItem(type_="min", name="ZD"),
]
)
"""
, markline_opts=opts.MarkLineOpts(
label_opts=opts.LabelOpts(
position="middle", color="blue", font_size=15,
),
linestyle_opts=opts.LineStyleOpts(type_="dashed"),
data=area_data,
symbol=["none", "none"],
)
)
.set_series_opts(
markarea_opts=opts.MarkAreaOpts(data=area_data, itemstyle_opts=opts.ItemStyleOpts(color="#dcdcdc",opacity=0.1))
))
lines.append(line)
return lines, scatters
if with_zs:
_areas, _scatters = __draw_zs_area(ka)
for _ka in ka.ka_list:
_a, _s = __draw_zs_area(_ka)
_areas.extend(_a)
_scatters.extend(_s)
for _area in _areas:
chark_k = chart_k.overlap(_area)
for _scatter in _scatters:
chark_k = chart_k.overlap(_scatter)
# if with_vol:
# 成交量图
# ------------------------------------------------------------------------------------------------------------------
chart_vol = Bar()
chart_vol.add_xaxis(dts)
for k, v in agg_dict.items():
vol = []
for row in v['vol']:
if not row:
row = {'close': 0, 'open': 0, 'vol': 0}
item_style = red_item_style if row['close'] > row['open'] else green_item_style
bar = opts.BarItem(name=None, value=row['vol'], itemstyle_opts=item_style, label_opts=label_not_show_opts)
vol.append(bar)
chart_vol.add_yaxis(series_name=k if aggregation else "Volume", y_axis=vol, bar_width='60%')
chart_vol.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=1,
axislabel_opts=opts.LabelOpts(is_show=True, font_size=8, color="#9b9da9"),
),
yaxis_opts=yaxis_opts, legend_opts=legend_not_show_opts,
)
#if with_macd:
# MACD图
# ------------------------------------------------------------------------------------------------------------------
chart_macd = Bar()
chart_macd.add_xaxis(dts)
for k, v in agg_dict.items():
macd_bar = []
for row in v['macd']:
if not row:
row = {'macd': 0}
item_style = red_item_style if row['macd'] > 0 else green_item_style
bar = opts.BarItem(name=None, value=round(row['macd'], 4), itemstyle_opts=item_style, label_opts=label_not_show_opts)
macd_bar.append(bar)
chart_macd.add_yaxis(series_name=k if aggregation else "MACD", y_axis=macd_bar, bar_width='60%')
chart_macd.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=2,
axislabel_opts=opts.LabelOpts(is_show=False),
),
yaxis_opts=opts.AxisOpts(
grid_index=2,
split_number=4,
axisline_opts=opts.AxisLineOpts(is_on_zero=False),
axistick_opts=opts.AxisTickOpts(is_show=False),
splitline_opts=opts.SplitLineOpts(is_show=False),
axislabel_opts=opts.LabelOpts(is_show=True, color="#c7c7c7"),
),
legend_opts=opts.LegendOpts(is_show=False),
)
line = Line()
line.add_xaxis(dts)
for k, v in agg_dict.items():
macd = v['macd']
diff = [round(x['diff'], 4) if x else None for x in macd]
dea = [round(x['dea'], 4) if x else None for x in macd]
line.add_yaxis(series_name=k if aggregation else "DIFF", y_axis=diff, label_opts=label_not_show_opts, is_symbol_show=False
, is_connect_nones=True, linestyle_opts=opts.LineStyleOpts(opacity=0.8, width=1.0, color="#EDCB89"))
line.add_yaxis(series_name=k if aggregation else "DEA", y_axis=dea, label_opts=label_not_show_opts, is_symbol_show=False
, is_connect_nones=True, linestyle_opts=opts.LineStyleOpts(opacity=0.8, width=1.0, color="#FFFFFF"))
chart_macd = chart_macd.overlap(line)
grid0_opts = opts.GridOpts(pos_left="3%", pos_right="1%", pos_top="12%", height="58%")
grid1_opts = opts.GridOpts(pos_left="3%", pos_right="1%", pos_top="74%", height="8%")
grid2_opts = opts.GridOpts(pos_left="3%", pos_right="1%", pos_top="86%", height="10%")
grid_chart = Grid(init_opts)
grid_chart.add(chart_k, grid_opts=grid0_opts)
grid_chart.add(chart_vol, grid_opts=grid1_opts)
grid_chart.add(chart_macd, grid_opts=grid2_opts)
return grid_chart
def gen_kline_plot(
stock_data: pd.DataFrame,
chart_data: typing.Dict[str, typing.List[typing.List[typing.Union[float,
int]]]],
) -> Kline:
xaxis_index, series_index = get_subgraph_indices(chart_data)
kline_data = [
list(kline_dict.values()) for kline_dict in stock_data[
["open", "close", "min", "max"]].to_dict("records")
]
kline = Kline(init_opts=opts.InitOpts(animation_opts=opts.AnimationOpts(
animation=False), ))
kline.add_xaxis(xaxis_data=chart_data["categoryData"])
kline.add_yaxis(
series_name="kline",
y_axis=kline_data,
itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"),
)
kline.set_global_opts(
legend_opts=opts.LegendOpts(is_show=True, pos_left="center"),
datazoom_opts=[
opts.DataZoomOpts(
is_show=False,
type_="inside",
xaxis_index=xaxis_index,
range_start=85,
range_end=100,
),
opts.DataZoomOpts(
is_show=True,
xaxis_index=xaxis_index,
type_="slider",
pos_top="85%",
range_start=85,
range_end=100,
),
],
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)),
),
tooltip_opts=opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
textstyle_opts=opts.TextStyleOpts(color="#000"),
),
visualmap_opts=opts.VisualMapOpts(
is_show=False,
dimension=2,
series_index=series_index,
is_piecewise=True,
pieces=[
{
"value": 1,
"color": "#ec0000"
},
{
"value": -1,
"color": "#00da3c"
},
],
),
axispointer_opts=opts.AxisPointerOpts(
is_show=True,
link=[{
"xAxisIndex": "all"
}],
label=opts.LabelOpts(background_color="#777"),
),
brush_opts=opts.BrushOpts(
x_axis_index="all",
brush_link="all",
out_of_brush={"colorAlpha": 0.1},
brush_type="lineX",
),
)
return kline
from pyecharts.charts import Line, Kline, Bar
import pandas as pd
from datetime import datetime, timedelta
fn = 'bar/min1_SR001.csv'
df1 = pd.read_csv(fn)
df1['datetime'] = df1['date'] + ' ' + df1['time']
print(df1.head())
dt_list = list(df1['datetime'])
#print(dt_list)
k_plot_value = df1.apply(
lambda record:
[record['open'], record['close'], record['low'], record['high']],
axis=1).tolist()
#print(k_plot_value)
kline = Kline(init_opts=opts.InitOpts(width='1500px'))
kline.add_xaxis(list(df1['datetime']))
kline.add_yaxis('日K', k_plot_value)
kline.set_global_opts(
title_opts=opts.TitleOpts(title='Kline-基本示例'),
datazoom_opts=[opts.DataZoomOpts()],
)
#xaxis_opts=opts.AxisOpts(type_='time'))
kline.render()
# if __name__ == '__main__':
# pass