Python ChartUtil.update_plot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 update_charts():
    global stocks_data, strategy_params, A_ask_price, A_bid_price
    ys = []
    for stock_index, stock_data in enumerate(stocks_data):
        st_chart_ds = stock_data.get_historical_short_term_chart_data_set()
        beta = strategy_params.get_st_beta_at_index(stock_index)
        prices = st_chart_ds.get_prices()*beta
        ys.append(prices)

    ys2 = strategy_params.get_stdevs_series()
    ChartUtil.update_plot(ys, ys2, A_bid_price, A_ask_price)

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 update_charts():
    global stocks_data, strategy_params, A_ask_price, A_bid_price
    ys = []
    for stock_index, stock_data in enumerate(stocks_data):
        st_chart_ds = stock_data.get_historical_short_term_chart_data_set()
        beta = strategy_params.get_st_beta_at_index(stock_index)
        prices = st_chart_ds.get_prices() * beta
        ys.append(prices)

    ys2 = strategy_params.get_stdevs_series()
    ChartUtil.update_plot(ys, ys2, A_bid_price, A_ask_price)