def _create_technical_window(self):
self.frame = widgets.TechnicalWidget(self._fig,
price_data,
height=0.85)
axes = self.frame.init_layout(50, 4, 1)
ax_candles, ax_volume = axes[0], axes[1]
# at most 5 ticks, pruning the upper and lower so they don't overlap
# with other ticks
ax_volume.yaxis.set_major_locator(widgets.MyLocator(5, prune='both'))
# 添加k线和交易信号。
subwidget1 = widgets.FrameWidget(axes[0], "subwidget1", 100, 50)
candles = Candles(price_data, None, 'candles')
subwidget1.add_plotter(candles, False)
self.candle_widget = self.frame.add_widget(0, subwidget1, True)
## 添加指标
#self.frame.add_technical(0, MA(price_data.close, 20, 'MA20', 'y', 2))
#self.frame.add_technical(0, MA(price_data.close, 30, 'MA30', 'b', 2))
#self.frame.add_technical(1, Volume(price_data.open, price_data.close, price_data.vol))
self.frame.draw_widgets()
def plot_strategy(price_data, indicators={}, deals=[], curve=[], marks=[]):
"""
显示回测结果。
"""
print "plotting.."
fig = plt.figure()
frame = widgets.TechnicalWidget(fig, price_data)
axes = frame.init_layout(
50, # 窗口显示k线数量。
4,
1 # 两个1:1大小的窗口
)
# 绘制第一个窗口
# 添加k线
subwidget1 = widgets.FrameWidget(axes[0], "subwidget1", 100, 50)
candles = Candles(price_data, None, 'candles')
subwidget1.add_plotter(candles, False)
#subwidget1.plot(price_data)
# 交易信号。
if deals:
signal = mplots.TradingSignalPos(price_data, deals, lw=2)
subwidget1.add_plotter(signal, False)
if len(curve) > 0:
curve = Line(curve)
subwidget1.add_plotter(curve, True)
# 添加指标
for name, indic in indicators.iteritems():
subwidget1.add_plotter(indic, False)
# 绘制第2个窗口
subwidget2 = widgets.FrameWidget(axes[1], "subwidget2", 100, 50)
volume_plotter = Volume(price_data.open, price_data.close,
price_data.volume)
subwidget2.add_plotter(volume_plotter, False)
subwidgets = [subwidget1, subwidget2]
### 绘制标志
if marks:
if marks[0]:
# plot lines
for name, values in marks[0].iteritems():
v = values[0]
ith_ax = v[0]
twinx = v[1]
line_pieces = [[v[2]], [v[3]], v[4], v[5], v[6]]
line = []
for v in values[1:]:
## @TODO 如果是带“点”的，以点的特征聚类，会减少绘图对象的数目
x, y, style, lw, ms = v[2], v[3], v[4], v[5], v[6]
if style != line_pieces[2] or lw != line_pieces[
3] or ms != line_pieces[4]:
line.append(line_pieces)
line_pieces = [[x], [y], style, lw, ms]
else:
line_pieces[0].append(x)
line_pieces[1].append(y)
line.append(line_pieces)
for v in line:
## @TODO 这里的sytle明确指出有点奇怪，不一致。
x, y, style, lw, marksize = v[0], v[1], v[2], v[3], v[4]
curve = LineWithX(x, y, style=style, lw=lw, ms=marksize)
subwidgets[ith_ax].add_plotter(curve, twinx)
if marks[1]:
# plot texts
for name, values in marks[1].iteritems():
for v in values:
ith_ax, x, y, text = v[0], v[1], v[2], v[3]
color, size, rotation = v[4], v[5], v[6]
## @TODO move to text plotter
frame.plot_text(name, ith_ax, x, y, text, color, size,
rotation)
frame.add_widget(0, subwidget1, True)
frame.add_widget(1, subwidget2, True)
frame.draw_widgets()
plt.show()
# -*- coding: utf-8 -*-
#import os, sys
#sys.path.append(os.path.join('..', '..'))
import matplotlib
matplotlib.use('TkAgg')
import matplotlib.pyplot as plt
from quantdigger.widgets.mplotwidgets import widgets
from quantdigger.technicals.common import MA, Volume
import pandas as pd
price_data = pd.read_csv('./data/IF000.csv', index_col=0, parse_dates=True)
print len(price_data)
fig = plt.figure()
frame = widgets.TechnicalWidget(fig, price_data, height=0.85)
frame.init_layout(50, 4, 1)
ax_candles, ax_volume = frame.get_subwidgets()
# 添加k线和交易信号。
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
candle_widget = frame.add_widget(0, kwindow, True)
# 添加指标
ma = frame.add_technical(0, MA(price_data.close, 20, 'MA20', 'y', 2))
frame.add_technical(0, MA(price_data.close, 30, 'MA30', 'b', 2))
frame.add_technical(1, Volume(price_data.open, price_data.close, price_data.vol))
frame.draw_widgets()
# at most 5 ticks, pruning the upper and lower so they don't overlap
# with other ticks
if tr['islong']:
c = 'r' if tr['exit_price'] > tr['entry_price'] else 'b'
else:
c = 'r' if tr['exit_price'] < tr['entry_price'] else 'b'
r, g, b = colorConverter.to_rgb(c)
colors.append((r, g, b, 1))
return price_data, entry_x, entry_y, exit_x, exit_y, colors
#price_data, entry_x, entry_y, exit_x, exit_y, colors = get_stock_signal_data()
price_data = pd.read_csv('./work/IF111.csv', index_col=0, parse_dates=True)
#import matplotlib.font_manager as font_manager
print len(price_data)
fig = plt.figure()
frame = widgets.TechnicalWidget(fig, price_data)
frame.init_layout(50, 4, 1)
ax_candles, ax_volume = frame.get_subwidgets()
# 添加k线和交易信号。
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
candle_widget = frame.add_widget(0, kwindow, True)
#signal = mplots.TradingSignal(None, zip(zip(entry_x,entry_y),zip(exit_x,exit_y)), c=colors, lw=2)
#frame.add_technical(0, signal)
# 添加指标
ma = frame.add_technical(0, MA(price_data.close, 20, 'MA20', 'y', 2))
frame.add_technical(0, MA(price_data.close, 30, 'MA30', 'b', 2))
#frame.add_technical(1, RSI(None, price_data.close, 14, name='RSI', fillcolor='b'))
frame.add_technical(1, Volume(price_data.open, price_data.close,
price_data.vol))
def plot_strategy(price_data, indicators={}, deals=[], curve=[], marks=[]):
"""
显示回测结果。
"""
print "plotting.."
fig = plt.figure()
frame = widgets.TechnicalWidget(fig, price_data)
frame.init_layout(
50, # 窗口显示k线数量。
4,
1 # 两个1:1大小的窗口
)
# 添加k线
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
frame.add_widget(0, kwindow, True)
# 交易信号。
if deals:
signal = mplots.TradingSignalPos(price_data, deals, lw=2)
frame.add_technical(0, signal)
if len(curve) > 0:
curve = Line(curve)
frame.add_technical(0, curve, True)
frame.add_technical(
1, Volume(price_data.open, price_data.close, price_data.volume))
## 添加指标
for name, indic in indicators.iteritems():
frame.add_technical(0, indic)
## 绘制标志
if marks:
if marks[0]:
# plot lines
for name, values in marks[0].iteritems():
v = values[0]
ith_ax = v[0]
twinx = v[1]
line_pieces = [[v[2]], [v[3]], v[4], v[5], v[6]]
line = []
for v in values[1:]:
## @TODO 如果是带“点”的，以点的特征聚类，会减少indicator对象的数目
x, y, style, lw, ms = v[2], v[3], v[4], v[5], v[6]
if style != line_pieces[2] or lw != line_pieces[
3] or ms != line_pieces[4]:
line.append(line_pieces)
line_pieces = [[x], [y], style, lw, ms]
else:
line_pieces[0].append(x)
line_pieces[1].append(y)
line.append(line_pieces)
for v in line:
## @TODO 这里的sytle明确指出有点奇怪，不一致。
x, y, style, lw, marksize = v[0], v[1], v[2], v[3], v[4]
curve = LineWithX(x, y, style=style, lw=lw, ms=marksize)
frame.add_technical(ith_ax, curve, twinx)
if marks[1]:
# plot texts
for name, values in marks[1].iteritems():
for v in values:
ith_ax, x, y, text = v[0], v[1], v[2], v[3]
color, size, rotation = v[4], v[5], v[6]
frame.plot_text(name, ith_ax, x, y, text, color, size,
rotation)
frame.draw_widgets()
plt.show()
