def update():
global itemK,itemBi,itemLine,itemZhongshu
dataToNowDf = DataFrame(index=dataToNow.Times,data = dataToNow.Data[0],columns=['price'])
dataToNowDf = dataToNowDf.between_time('9:30','11:30').append(dataToNowDf.between_time('13:00','15:00'))
a = dataToNowDf.resample('30T',how = {'price':'ohlc'},label='right').dropna()
for i in a.iterrows():
data.Times.append(i[0].to_datetime())
data.Data[0].append(i[1]['price']['open'])
data.Data[1].append(i[1]['price']['high'])
data.Data[2].append(i[1]['price']['low'])
data.Data[3].append(i[1]['price']['close'])
data.Data[4].append(0)
quotes = []
for i in range(len(data.Times)):
quotes.append([i, data.Data[0][i], data.Data[3][i],
data.Data[2][i], data.Data[1][i]])
chan = Chan(data.Data[0], data.Data[1], data.Data[2],
data.Data[3], data.Data[4], data.Times)
chan.barsMerge()
chan.findFenxing()
chan.findBi()
chan.findLines()
chan.findZhongshus()
chan.calculate_ta()
a += 1
itemK.set_data(quotes)
# itemBi.set_data(chan.bis)
# itemLine.set_data(chan.lines)
# itemZhongshu.set_data(chan.zhongshus)
app.processEvents() ## force complete redraw for every plot
global chan
#chan = Chan(data.Data[0], data.Data[1], data.Data[2],data.Data[3], data.Data[4], data.Times)
chan = Chan([], [], [], [], [], [])
print(len(data.Times))
start = 400
for tick in range(0, start):
chan.append(data.Data[0][tick], data.Data[1][tick], data.Data[2][tick],
data.Data[3][tick], data.Data[4][tick], data.Times[tick])
for tick in range(start, len(data.Times)):
chan.append(data.Data[0][tick], data.Data[1][tick], data.Data[2][tick],
data.Data[3][tick], data.Data[4][tick], data.Times[tick])
chan.barsMerge()
chan.findFenxing()
chan.findBi()
chan.findLines()
chan.findZhongshus()
chan.calculate_ta()
chan.findBiZhongshus()
chan.macdSeparate()
chan.findTrendLines()
chan.decisionBi()
#chan.plotBuySell()
chan.plotBeichi()
plt.show()
print(len(chan.dingbeichi))
# app = QtGui.QApplication([])
def initplotTick(self):
""""""
import pandas as pd
class ValuesParser:
def __init__(self, dataframe):
self.Data = [
data['open'].tolist(), data['high'].tolist(),
data['low'].tolist(), data['close'].tolist(),
data['volume'].tolist()
]
self.Times = data.index.tolist()
data = pd.DataFrame.from_csv('rb1705_year.csv')[10000:11100]
data = ValuesParser(data)
global dataToNow
#dataToNow = w.wst(code, "last", data.Times[-1], nowTime, "")
dataToNow = []
quotes = []
for i in range(len(data.Times)):
quotes.append([
i, data.Data[0][i], data.Data[3][i], data.Data[2][i],
data.Data[1][i]
])
global chan
#chan = Chan(data.Data[0], data.Data[1], data.Data[2],data.Data[3], data.Data[4], data.Times)
chan = Chan([], [], [], [], [], [])
print(len(data.Times))
start = 1000
for tick in range(0, start):
chan.append(data.Data[0][tick], data.Data[1][tick],
data.Data[2][tick], data.Data[3][tick],
data.Data[4][tick], data.Times[tick])
for tick in range(start, len(data.Times)):
chan.append(data.Data[0][tick], data.Data[1][tick],
data.Data[2][tick], data.Data[3][tick],
data.Data[4][tick], data.Times[tick])
chan.barsMerge()
chan.findFenxing()
chan.findBi()
chan.findLines()
chan.findZhongshus()
chan.calculate_ta()
chan.findBiZhongshus()
chan.macdSeparate()
chan.findTrendLines()
chan.decisionBi()
#chan.plotBuySell()
chan.plotBeichi()
#chan.plotBiZhongshu()
#plt.show()
print(len(chan.dingbeichi))
#win = pg.GraphicsWindow()
layout = QtGui.QVBoxLayout(self)
win = pg.GraphicsLayoutWidget(self)
layout.addWidget(win)
self.setLayout(layout)
#win = ApplicationWindow()
win.setWindowTitle('行情+缠论')
label = pg.LabelItem(justify="center")
win.addItem(label)
axis = self.DateAxis(data.Times, orientation='bottom')
p1 = win.addPlot(row=1, col=0, axisItems={'bottom': axis})
p2 = win.addPlot(row=2, col=0, axisItems={'bottom': axis})
p2.setXLink(p1)
p2.plot(x=list(range(len(data.Times))), y=chan.diff, pen='w')
p2.plot(x=list(range(len(data.Times))), y=chan.dea, pen='y')
hLine = pg.InfiniteLine(angle=0, movable=False)
hLine.setPos(0)
p2.addItem(hLine, ignoreBounds=True)
macdPositive = []
macdNegetive = []
for i in chan.macd:
if i >= 0:
macdPositive.append(i)
macdNegetive.append(0)
else:
macdPositive.append(0)
macdNegetive.append(i)
curve0 = p2.plot(x=list(range(len(data.Times))),
y=np.zeros(len(data.Times)))
curve1 = p2.plot(x=list(range(len(data.Times))),
y=macdPositive,
pen='w')
curve2 = p2.plot(x=list(range(len(data.Times))),
y=macdNegetive,
pen='w')
itemFill1 = pg.FillBetweenItem(curve0, curve1, pg.mkBrush('r'))
itemFill2 = pg.FillBetweenItem(curve0, curve2, pg.mkBrush('g'))
p2.addItem(itemFill1)
p2.addItem(itemFill2)
#win.addItem(label)
#text = pg.TextItem('test',anchor=(0,1))
# p1.addItem(text)
itemK = self.CandlestickItem()
itemK.set_data(quotes)
itemBi = self.BisItem()
itemBi.set_data(chan.bis)
itemLine = self.LinesItem()
itemLine.set_data(chan.lines)
itemZhongshu = self.ZhongshusItem()
#itemZhongshu.set_data(chan.zhongshus)
itemZhongshu.set_data(chan.biZhongshus)
itemDiBeiChi = self.BeiChiItem()
itemDiBeiChi.set_data(chan.dibeichi)
itemDingBeiChi = self.BeiChiItem()
itemDingBeiChi.set_data(chan.dingbeichiLine)
itemTrendDiBeiChi = self.BeiChiItem()
itemTrendDiBeiChi.set_data(chan.trendDibeichi)
itemTrendDingBeiChi = self.BeiChiItem()
itemTrendDingBeiChi.set_data(chan.trendDingbeichi)
p1.plot()
p1.addItem(itemK)
p1.addItem(itemBi)
p1.addItem(itemLine)
p1.addItem(itemZhongshu)
p1.addItem(itemDiBeiChi)
p1.addItem(itemDingBeiChi)
p1.addItem(itemTrendDiBeiChi)
p1.addItem(itemTrendDingBeiChi)
p1.showGrid(x=True, y=True)
#p1.setWindowTitle('pyqtgraph example: customGraphicsItem')
# cross hair
vLine = pg.InfiniteLine(angle=90, movable=False)
hLine = pg.InfiniteLine(angle=0, movable=False)
p1.addItem(vLine, ignoreBounds=True)
p1.addItem(hLine, ignoreBounds=True)
vb1 = p1.vb
vb2 = p2.vb
def mouseMoved(evt):
pos = evt[
0] # using signal proxy turns original arguments into a tuple
print("..")
if p1.sceneBoundingRect().contains(pos):
mousePoint = vb1.mapSceneToView(pos)
index = int(mousePoint.x())
if index > 0 and index < len(quotes):
label.setText(
"<span style='font-size: 12pt'>date=%s, <span style='color: red'>open=%0.01f</span>, <span style='color: green'>close=%0.01f\n, high = %0.01f, low = %0.01f</span>"
% (data.Times[index].strftime('%Y%m%d,%H:%M'),
quotes[index][1], quotes[index][2],
quotes[index][3], quotes[index][4]))
vLine.setPos(mousePoint.x())
hLine.setPos(mousePoint.y())
setYRange()
def setYRange():
r = vb1.viewRange()
xmin = math.floor(r[0][0])
xmax = math.ceil(r[0][1])
#fix index <0 bug
xmax = max(0, xmax - xmin)
xmin = max(0, xmin)
xmin = min(xmin, len(data.Times))
xmax = min(xmax, len(data.Times))
xmax = max(xmin, xmax)
if (xmin == xmax):
return
highBound1 = max(data.Data[1][xmin:xmax])
lowBound1 = min(data.Data[2][xmin:xmax])
p1.setRange(yRange=(lowBound1, highBound1))
highBound2 = max(chan.diff[xmin:xmax])
lowBound2 = min(chan.diff[xmin:xmax])
p2.setRange(yRange=(lowBound2, highBound2))
#self.pw1 = win
#self.vbl_1.addWidget(self.pw1)
#self.setMouseTracking(True)
proxy = pg.SignalProxy(p1.scene().sigMouseMoved,
rateLimit=60,
slot=mouseMoved)
self.proxy = proxy
def initplotTick(self):
""""""
global chan
chan = Chan([], [], [], [], [], [])
for index in range(0, len(self.listBar)):
chan.append(self.listOpen[index], self.listHigh[index],
self.listLow[index], self.listClose[index],
self.listOpenInterest[index], self.listTimes[index])
if (chan.length > 26):
chan.barsMerge()
chan.findFenxing()
chan.findBi()
chan.findLines()
chan.findZhongshus()
chan.calculate_ta()
chan.findBiZhongshus()
chan.macdSeparate()
chan.findTrendLines()
chan.decisionBi()
win = pg.GraphicsWindow()
win.setWindowTitle('行情+缠论')
label = pg.LabelItem(justify="center")
win.addItem(label)
axis = self.DateAxis(self.listTimes, orientation='bottom')
p1 = win.addPlot(row=1, col=0, axisItems={'bottom': axis})
p2 = win.addPlot(row=2, col=0, axisItems={'bottom': axis})
p2.setXLink(p1)
p2.plot(x=list(range(len(self.listBar))), y=chan.diff, pen='w')
p2.plot(x=list(range(len(self.listBar))), y=chan.dea, pen='y')
hLine = pg.InfiniteLine(angle=0, movable=False)
hLine.setPos(0)
p2.addItem(hLine, ignoreBounds=True)
macdPositive = []
macdNegetive = []
for i in chan.macd:
if i >= 0:
macdPositive.append(i)
macdNegetive.append(0)
else:
macdPositive.append(0)
macdNegetive.append(i)
self.curve0 = p2.plot(x=list(range(len(self.listBar))),
y=np.zeros(len(self.listBar)))
self.curve1 = p2.plot(x=list(range(len(self.listBar))),
y=macdPositive,
pen='w')
self.curve2 = p2.plot(x=list(range(len(self.listBar))),
y=macdNegetive,
pen='w')
self.itemFill1 = pg.FillBetweenItem(self.curve0, self.curve1,
pg.mkBrush('r'))
self.itemFill2 = pg.FillBetweenItem(self.curve0, self.curve2,
pg.mkBrush('g'))
p2.addItem(self.itemFill1)
p2.addItem(self.itemFill2)
self.itemK = self.CandlestickItem()
self.itemK.set_data(self.listBar)
self.itemBi = self.BisItem()
self.itemBi.set_data(chan.bis)
self.itemLine = self.LinesItem()
self.itemLine.set_data(chan.lines)
self.itemZhongshu = self.ZhongshusItem()
#itemZhongshu.set_data(chan.zhongshus)
self.itemZhongshu.set_data(chan.biZhongshus)
# self.itemDiBeiChi = self.BeiChiItem()
# self.itemDiBeiChi.set_data(chan.dibeichi)
# self.itemDingBeiChi = self.BeiChiItem()
# self.itemDingBeiChi.set_data(chan.dingbeichiLine)
# self.itemTrendDiBeiChi = self.BeiChiItem()
# self.itemTrendDiBeiChi.set_data(chan.trendDibeichi)
# self.itemTrendDingBeiChi = self.BeiChiItem()
# self.itemTrendDingBeiChi.set_data(chan.trendDingbeichi)
p1.plot()
p1.addItem(self.itemK)
p1.addItem(self.itemBi)
p1.addItem(self.itemLine)
p1.addItem(self.itemZhongshu)
# p1.addItem(self.itemDiBeiChi)
# p1.addItem(self.itemDingBeiChi)
# p1.addItem(self.itemTrendDiBeiChi)
# p1.addItem(self.itemTrendDingBeiChi)
p1.showGrid(x=True, y=True)
#p1.setWindowTitle('pyqtgraph example: customGraphicsItem')
# cross hair
vLine = pg.InfiniteLine(angle=90, movable=False)
hLine = pg.InfiniteLine(angle=0, movable=False)
p1.addItem(vLine, ignoreBounds=True)
p1.addItem(hLine, ignoreBounds=True)
vb1 = p1.vb
vb2 = p2.vb
def mouseMoved(evt):
pos = evt[
0] # using signal proxy turns original arguments into a tuple
if p1.sceneBoundingRect().contains(pos):
mousePoint = vb1.mapSceneToView(pos)
index = int(mousePoint.x())
if index > 0 and index < len(self.listBar):
label.setText(
"<span style='font-size: 12pt'>date=%d, <span style='color: red'>open=%0.01f</span>, <span style='color: green'>close=%0.01f\n, high = %0.01f, low = %0.01f</span>"
% (self.listTimes[index], self.listBar[index][1],
self.listBar[index][2], self.listBar[index][3],
self.listBar[index][4]))
vLine.setPos(mousePoint.x())
hLine.setPos(mousePoint.y())
setYRange()
def setYRange():
r = vb1.viewRange()
xmin = math.floor(r[0][0])
xmax = math.ceil(r[0][1])
#fix index <0 bug
xmax = max(0, xmax - xmin)
xmin = max(0, xmin)
xmin = min(xmin, len(self.listBar))
xmax = min(xmax, len(self.listBar))
xmax = max(xmin, xmax)
if (xmin == xmax):
return
if (len(self.listBar)):
highBound1 = max(self.listHigh[xmin:xmax])
lowBound1 = min(self.listLow[xmin:xmax])
p1.setRange(yRange=(lowBound1, highBound1))
if (len(self.chan.diff)):
highBound2 = max(self.chan.diff[xmin:xmax])
lowBound2 = min(self.chan.diff[xmin:xmax])
p2.setRange(yRange=(lowBound2, highBound2))
self.proxy = pg.SignalProxy(p1.scene().sigMouseMoved,
rateLimit=60,
slot=mouseMoved)
self.win = win
self.p1 = p1
self.p2 = p2
self.chan = chan
self.axis = axis