Python ChartUtil.setup_plotsの例

コード例 #1

ファイル: RunHFTModel.py プロジェクト: KonstantinG/High-Frequency-Trading-Model-with-IB

def plot_stocks(strategy_parameters):
    global stocks_data
    ys = []
    for stock_index, stock_data_object in enumerate(stocks_data):
        chart_data_set = stock_data_object.get_historical_short_term_chart_data_set()
        beta = strategy_params.get_st_beta_at_index(stock_index)
        prices = np.array(chart_data_set.get_prices())
        impv_prices = prices * beta
        ys.append(impv_prices)

    x = chart_data_set.get_dates()
    stdevs = strategy_parameters.get_stdevs_series()
    ChartUtil.setup_plots(x, ys, stdevs)

コード例 #2

ファイル: RunHFTModel.py プロジェクト: yzk19930501/High-Frequency-Trading-Model-with-IB

def plot_stocks(strategy_parameters):
    global stocks_data
    ys = []
    for stock_index, stock_data_object in enumerate(stocks_data):
        chart_data_set = stock_data_object.get_historical_short_term_chart_data_set(
        )
        beta = strategy_params.get_st_beta_at_index(stock_index)
        prices = np.array(chart_data_set.get_prices())
        impv_prices = prices * beta
        ys.append(impv_prices)

    x = chart_data_set.get_dates()
    stdevs = strategy_parameters.get_stdevs_series()
    ChartUtil.setup_plots(x, ys, stdevs)