def v_tradecost(self, start=None, end=yesterdayobj(), vopts=None):
"""
visualization giving the average cost line together with netvalue line
:param vopts: global option for line in pyecharts
:returns: pyecharts.line
"""
funddata = []
costdata = []
pprice = self.aim.price[self.aim.price["date"] <= end]
if start is not None:
pprice = pprice[pprice["date"] >= start]
for _, row in pprice.iterrows():
date = row["date"]
funddata.append(row["netvalue"])
cost = 0
if (date - self.cftable.iloc[0].date).days >= 0:
cost = self.unitcost(date)
costdata.append(cost)
line = Line()
if vopts is None:
vopts = line_opts
line.add_xaxis([d.date() for d in pprice.date])
line.add_yaxis(series_name="基金净值", y_axis=funddata, is_symbol_show=False)
line.add_yaxis(series_name="持仓成本", y_axis=costdata, is_symbol_show=False)
line.set_global_opts(**vopts)
return line.render_notebook()
def v_netvalue(self, end=yesterdayobj(), benchmark=True, rendered=True, vopts=None):
"""
visulaization on netvalue curve
:param end: dateobject for indicating the end date in the figure, default to yesterday
:param benchmark: bool, whether include benchmark's netvalue curve, default true
:param vopts: dict, options for pyecharts instead of builtin settings
"""
if getattr(self, "bmprice", None) is None:
benchmark = False
if benchmark:
a, b = self.comparison(end)
else:
a = self.price
if vopts is None:
vopts = line_opts
line = Line()
line.add_xaxis([d.date() for d in list(a.date)])
line.add_yaxis(
y_axis=list(a.netvalue), series_name=self.name, is_symbol_show=False
)
line.set_global_opts(**vopts)
if benchmark:
line.add_yaxis(
series_name=self.benchmark.name,
y_axis=list(b.netvalue),
is_symbol_show=False,
)
if rendered:
return line.render_notebook()
else:
return line
def v_techindex(self, end=yesterdayobj(), col=None, rendered=True, vopts=None):
"""
visualization on netvalue curve and specified indicators
:param end: date string or obj, the end date of the figure
:param col: list, list of strings for price col name, eg.['MA5','BBI']
remember generate these indicators before the visualization,
these cols don't automatically generate for visualization
:param vopts: dict, options for pyecharts instead of builtin settings
"""
partprice = self.price[self.price["date"] <= end]
xdata = [d.date() for d in list(partprice.date)]
netvaldata = list(partprice.netvalue)
if vopts is None:
vopts = line_opts
line = Line()
line.add_xaxis(xdata)
line.add_yaxis(series_name="netvalue", y_axis=netvaldata, is_symbol_show=False)
line.set_global_opts(**vopts)
if col is not None:
for ind in col:
inddata = list(partprice[ind])
line.add_yaxis(series_name=ind, y_axis=inddata, is_symbol_show=False)
if rendered:
return line.render_notebook()
else:
return line
def v_netvalue(self, end=yesterdayobj(), vopts=None, rendered=True):
"""
起点对齐归一的，各参考基金或指数的净值比较可视化
:param end: string or object of date, the end date of the line
:param vkwds: pyechart line.add() options
:param vopts: dict, options for pyecharts instead of builtin settings
:returns: pyecharts.charts.Line.render_notebook()
"""
partprice = self.totprice[self.totprice["date"] <= end]
line = Line()
if vopts is None:
vopts = line_opts
line.set_global_opts(**vopts)
line.add_xaxis([d.date() for d in list(partprice.date)])
for fund in self.fundobjs:
line.add_yaxis(
series_name=fund.name,
y_axis=list(partprice[fund.code]),
is_symbol_show=False,
)
if rendered:
return line.render_notebook()
else:
return line
def v_totvalue(self, end=yesterdayobj(), rendered=True, vopts=None):
"""
visualization on the total values daily change of the aim
"""
partp = self.price[self.price["date"] >= self.cftable.iloc[0].date]
# 多基金账单时起点可能非该基金持有起点
partp = partp[partp["date"] <= end]
date = [d.date() for d in partp.date]
valuedata = [
self.briefdailyreport(d).get("currentvalue", 0) for d in partp.date
]
line = Line()
if vopts is None:
vopts = line_opts
line.add_xaxis(date)
line.add_yaxis(series_name="持仓总值",
y_axis=valuedata,
is_symbol_show=False)
line.set_global_opts(**vopts)
if rendered:
return line.render_notebook()
else:
return line
def vtradecost(self,
cftable,
unitcost=False,
start=None,
end=yesterdayobj(),
rendered=True):
"""
visualization giving the average cost line together with netvalue line as well as buy and sell points
:returns: pyecharts.line
"""
funddata = []
costdata = []
cashdata = [] #kahar add in order to observe the sum of the cash
funddata_test = []
pprice = self.price[self.price["date"] <= end]
pcftable = cftable
if start is not None:
pprice = pprice[pprice["date"] >= start]
pcftable = pcftable[pcftable["date"] >= start]
for _, row in pprice.iterrows():
date = row["date"]
funddata.append(row["netvalue"])
funddata_test.append(3.2)
if unitcost:
cost = 0
cash = 0
if (date - self.cftable.iloc[0].date).days >= 0:
cost = self.unitcost(date)
cash = self.get_datecashvalue(date)
costdata.append(cost)
cashdata.append(cash / 1000000.0)
coords = []
# pcftable = pcftable[abs(pcftable["cash"]) > threhold]
for i, r in pcftable.iterrows():
coords.append(
[r.date, pprice[pprice["date"] <= r.date].iloc[-1]["netvalue"]])
upper = pcftable.cash.abs().max()
lower = pcftable.cash.abs().min()
if upper == lower:
upper = 2 * lower + 1 # avoid zero in denominator
def marker_factory(x, y):
buy = pcftable[pcftable["date"] <= x].iloc[-1]["cash"]
if buy < 0:
color = "#ff7733"
else:
color = "#3366ff"
size = (abs(buy) - lower) / (upper - lower) * 5 + 5
return opts.MarkPointItem(
coord=[x.date(), y],
itemstyle_opts=opts.ItemStyleOpts(color=color),
# this nested itemstyle_opts within MarkPointItem is only supported for pyechart>1.7.1
symbol="circle",
symbol_size=size,
)
line = Line()
line.add_xaxis([d.date() for d in pprice.date])
print("costdata", costdata)
if unitcost:
line.add_yaxis(
series_name="持仓成本",
y_axis=costdata,
is_symbol_show=False,
)
line.add_yaxis(
series_name="持仓总额k6",
y_axis=cashdata,
is_symbol_show=False,
)
line.add_yaxis(
series_name="基金净值",
y_axis=funddata,
is_symbol_show=False,
markpoint_opts=opts.MarkPointOpts(
data=[marker_factory(*c) for c in coords], ),
)
line.set_global_opts(
datazoom_opts=[
opts.DataZoomOpts(is_show=True,
type_="slider",
range_start=50,
range_end=100),
opts.DataZoomOpts(
is_show=True,
type_="slider",
orient="vertical",
range_start=50,
range_end=100,
),
],
tooltip_opts=opts.TooltipOpts(
is_show=True,
trigger="axis",
trigger_on="mousemove",
axis_pointer_type="cross",
),
)
if rendered:
return line.render_notebook()
else:
return line
from pyecharts import options as opts
import matplotlib.pyplot as plt
get_ipython().run_line_magic('matplotlib', 'inline')
# In[13]:
# 折线图
line = Line() # 折线图对象
# x轴
line.add_xaxis(df.index.to_list()) # x轴数据：列表——日期
# 每个y轴
line.add_yaxis("开盘价", df['open'].round(2).to_list())
line.add_yaxis("收盘价", df['close'].round(2).to_list())
# 图标配置
line.set_global_opts(title_opts=opts.TitleOpts(title='百度股票2019年'),
tooltip_opts=opts.TooltipOpts(trigger='axix',
axis_pointer_type='cross'))
# In[15]:
# 渲染数据
line.render_notebook()
line.render()
# In[ ]:
# In[ ]:
# customMap = (
# Map()
# .add("商家A", # 图例
# [list(z) for z in zip(Faker.provinces, Faker.values())], # 数据项
# "china" # 地图
# )
# .set_global_opts( # 设置全局项
# title_opts=opts.TitleOpts( # 设置标题项
# title="中国地图" # 设置标题名称
# )
# )
# )
# customMap.render("demo11.html") # 生成名为demo11的本地html文件
line = Line()
line.add_xaxis([
"201{}年/{}季度".format(y, z) for y in range(4) for z in range(1, 5)
]) #设置x轴数据
line.add_yaxis("电视机销量", [
4.80, 4.10, 6.00, 6.50, 5.80, 5.20, 6.80, 7.40, 6.00, 5.60, 7.50, 7.80,
6.30, 5.90, 8.00, 8.40
]) #设置y轴数据
line.set_global_opts(
xaxis_opts=opts.AxisOpts(
axislabel_opts=opts.LabelOpts(rotate=-40), ), #设置x轴标签旋转角度
yaxis_opts=opts.AxisOpts(name="销量（单位/千台）"), #设置y轴名称
title_opts=opts.TitleOpts(title="折线图")) #设置图表标题
line.render_notebook() #渲染图表
def v_tradecost_ktest(
self, unitcost=True, start=None, end=yesterdayobj(), rendered=True
):
"""
visualization giving the average cost line together with netvalue line as well as buy and sell points
:returns: pyecharts.line
"""
# funddata = []
# costdata = []
pprice = self.price[self.price["date"] <= end]
pcftable = self.cftable
if start is not None:
pprice = pprice[pprice["date"] >= start]
pcftable = pcftable[pcftable["date"] >= start]
# for _, row in pprice.iterrows():
# date = row["date"]
# funddata.append(row["netvalue"])
# if unitcost:
# cost = 0
# if (date - self.cftable.iloc[0].date).days >= 0:
# cost = self.unitcost(date)
# costdata.append(cost)
#
coords = []
# pcftable = pcftable[abs(pcftable["cash"]) > threhold]
# for i, r in pcftable.iterrows():
# coords.append([r.date, pprice[pprice["date"] <= r.date].iloc[-1]["netvalue"]])
def marker_factory(x, y):
buy = pcftable[pcftable["date"] <= x].iloc[-1]["cash"]
print("buy",buy)
if buy < 0:
color = "#ff7733"
else:
color = "#3366ff"
size = (abs(buy) - lower) / (upper - lower) * 5 + 5
print("size",size)
return opts.MarkPointItem(
coord=[x.date(), y],
itemstyle_opts=opts.ItemStyleOpts(color=color),
# this nested itemstyle_opts within MarkPointItem is only supported for pyechart>1.7.1
symbol="circle",
symbol_size=size,
)
def marker_factory3v(x, y):
buy = pcftable[pcftable["date"] <= x].iloc[-1]["cash"]
print("buy",buy)
if buy < 0:
color = "#ff7733"
else:
color = "#3366ff"
# size = (abs(buy) - lower) / (upper - lower) * 5 + 5
size = len(str(buy)) * 10
print("size",size)
return opts.MarkPointItem(
value = -buy,
coord=[x.date(), y],
itemstyle_opts=opts.ItemStyleOpts(color=color),
# this nested itemstyle_opts within MarkPointItem is only supported for pyechart>1.7.1
# symbol="circle",
symbol_size=size,
)
coords_cash = []
# print("pcftable",pcftable)
# print("pprice",pprice)
#cash begin
cashdata = []
valuedata = []
# partp = self.price[self.price["date"] >= self.cftable.iloc[0].date]
# 多基金账单时起点可能非该基金持有起点
# partp = partp[partp["date"] <= end]
# valuedata = [
# self.briefdailyreport(d).get("currentvalue", 0) for d in partp.date
# self.briefdailyreport(d).get("currentvalue", 0) for d in pprice.date
# ]
# print(pprice.date)
# print("begin to cal ccost")
for d in pprice.date:
ucost = self.unitcost(d)
cshare = self.briefdailyreport(d).get("currentshare")
if(ucost is None or cshare is None ):
valuedata.append(0)
cashdata.append(0)
else:
cashdata.append(ucost*cshare)
valuedata.append(self.briefdailyreport(d).get("currentvalue", 0))
# # self.unitcost(d)*self.briefdailyreport(d).get("currentshare") for d in partp.date
# self.unitcost(d)*self.briefdailyreport(d).get("currentshare") for d in pprice.date
# ]
#cash end
# date = [d.date() for d in partp.date]
date = [d.date() for d in pprice.date]
date_dict = {}
for i,d in enumerate(date):
date_dict[convert_date(d)]=i
# print("date_dict",date_dict)
# print("date",date)
# print("cashdata",cashdata)
# pcftable = pcftable[abs(pcftable["cash"]) > threhold]
# print("print offset")
offset = pcftable["date"]
# print("offset",offset)
offset = offset[0]
offsetdate = []
coords_markvalue = []
pos = 3
for i, r in pcftable.iterrows():
# print("i,r",i,r)
# print("r.date",type(r.date.date()))
# print("convert_date(r.date)",type(convert_date(r.date)))
# print("date_dict[r.date]",date_dict[convert_date(r.date.date())])
offset = r.date - offset
valuecoords = valuedata[date_dict[convert_date(r.date.date())]]
cashcoords = cashdata[date_dict[convert_date(r.date.date())]]
distance = valuecoords - cashcoords
if(pos == 3):
coords_markvalue.append([r.date,cashcoords,offset])
pos =0
elif(pos == 0 ):
coords_markvalue.append([r.date,cashcoords + distance/2,offset])
pos = 1
elif(pos == 1):
coords_markvalue.append([r.date,valuecoords,offset])
pos =2
elif(pos ==2 ):
coords_markvalue.append([r.date,cashcoords,offset])
pos = 0
# if(distance>2000):
# pos = 1
# coords_markvalue.append([r.date,cashcoords + distance/2,offset])
# elif(distance<-2000):
#coords_markvalue.append([r.date,valuecoords - distance/2,offset])
# coords_markvalue.append([r.date,valuecoords - distance/2,offset])
# else:
#coords_markvalue.append([r.date,valuecoords,offset])
# coords_markvalue.append([r.date,cashcoords,offset])
coords_cash.append([r.date, cashdata[date_dict[convert_date(r.date.date())]],offset])
coords.append([r.date,cashdata[date_dict[convert_date(r.date.date())]]])
offsetdate.append(offset)
offset = r.date
# offsetdate[0] = pd.Timedelta(1,unit = "D")
print("coords_cash",coords_cash)
print("len(coords_cash)",len(coords_cash))
# print("offsetdate",offsetdate)
print("len(offsetdate)",len(offsetdate))
upper = pcftable.cash.abs().max()
lower = pcftable.cash.abs().min()
if upper == lower:
upper = 2 * lower + 1 # avoid zero in denominator
global previous
global direction
previous = 0
direction = 1
def marker_factory1v(x, y,offsetday):
offset = 0
buy = pcftable[pcftable["date"] <= x].iloc[-1]["cash"]
markvalue = 0
ycoor = y
global direction
global previous
print("previous before:",previous)
# loc = (abs(buy) - lower) / (upper - lower) * 5000 + 5000
loc = len(str(buy)) * 1000 + 1000
if buy < 0:
color = "#ff7733"
markvalue = -buy
if(offsetday < pd.Timedelta(7,unit = "D")):
offset = -100
ycoor = y + loc*previous*direction
previous = 1
direction =-direction
else:
previous = 0
else:
color = "#3366ff"
markvalue = -buy
if(offsetday < pd.Timedelta(7,unit = "D")):
ycoor = y + loc*previous*direction
direction = -direction
previous = 1
else:
previous = 0
print("previous after",previous)
# size = (abs(buy) - lower) / (upper - lower) * 50 + 50
size = len(str(buy)) * 10
return opts.MarkPointItem(name="test",
coord=[x.date(), ycoor],
value = -buy,
itemstyle_opts=opts.ItemStyleOpts(color=color),
# this nested itemstyle_opts within MarkPointItem is only supported for pyechart>1.7.1
# symbol="circle",
# symbol="rectangle",
symbol_size=size,
)
def marker_factory2v(x, y,offsetday):
offset = 0
buy = pcftable[pcftable["date"] <= x].iloc[-1]["cash"]
markvalue = 0
ycoor = y
global direction
global previous
print("previous before:",previous)
print("offsetday",offsetday)
print("day",x.date())
# loc = (abs(buy) - lower) / (upper - lower) * 5000 + 5000
loc = len(str(buy)) * 100
if buy < 0:
color = "#ff7733"
markvalue = -buy
if(offsetday < pd.Timedelta(5,unit = "D")):
offset = -100
#ycoor = y + loc*previous*direction
ycoor = y +loc*previous*direction
previous = 1
direction =-direction
else:
previous = 0
else:
color = "#3366ff"
markvalue = -buy
if(offsetday < pd.Timedelta(5,unit = "D")):
#ycoor = y + loc*previous*direction
ycoor = y + loc*previous*direction
direction = -direction
previous = 1
else:
previous = 0
print("previous after",previous)
# size = (abs(buy) - lower) / (upper - lower) * 50 + 50
size = len(str(round(-buy))) * 12
return opts.MarkPointItem(name="test",
coord=[x.date(), ycoor],
value = -round(buy),
itemstyle_opts=opts.ItemStyleOpts(color=color),
# this nested itemstyle_opts within MarkPointItem is only supported for pyechart>1.7.1
# symbol="circle",
# symbol="rectangle",
symbol_size=size,
)
# print("getting cashdata,pprice",pprice.date)
# print("2cashdata",cashdata)
# print("funddata",funddata)
print("len(2chashdata)",len(cashdata))
# print("funddata",len(funddata))
# print("valuedata",valuedata)
print("len(valuedata)",len(valuedata))
line = Line()
#line.add_xaxis([d.date() for d in pprice.date])
line.add_xaxis(date)
line.add_yaxis(
series_name="持仓总值1",
y_axis=valuedata,
# is_symbol_show=False,
# )
# y_axis=funddata,
is_symbol_show=False,
markpoint_opts=opts.MarkPointOpts(
data=[marker_factory2v(*c) for c in coords_markvalue],
),
)
line.extend_axis(
yaxis = opts.AxisOpts(
axislabel_opts = opts.LabelOpts(formatter="{value}%",)))
print("xianjinzhi")
line.add_yaxis(
series_name="现金值",
y_axis=cashdata,
is_symbol_show=False,
markpoint_opts=opts.MarkPointOpts(
# data=[marker_factory(*c) for c in coords_cash],
data=[marker_factory(*c) for c in coords],
# symbol = "circle",
# symbol_size =size,
),
)
def tooltip_factory(coords):
for x,y in coords:
return opts.TooltipOpts(
is_show=True,
trigger="axis",
trigger_on="mousemove",
axis_pointer_type="cross",
formatter = str(y)
)
line.set_global_opts(
datazoom_opts=[
opts.DataZoomOpts(
is_show=True, type_="slider", range_start=50, range_end=100
),
opts.DataZoomOpts(
is_show=True,
type_="slider",
orient="vertical",
range_start=50,
range_end=100,
),
],
tooltip_opts=opts.TooltipOpts(
is_show=True,
trigger="axis",
# trigger_on="mousemove",
trigger_on="click",
axis_pointer_type="cross",
# formatter = [tooltip_factory(*c) for c in coords]
formatter = JsCode(
"""function(params){
if(params.dataIndex){
return params.dataIndex
}
else{
return params
}
}
"""
)
),
# tooltip_opts=tooltip_factory(coords)
# tooltip_opts=tooltip_factory(coords)
)
if rendered:
return line.render_notebook()
def v_totcash(self, end=yesterdayobj(), rendered=True, vopts=None):
"""
kahar 20211215 in order to observe the profit
visualization on the total values daily change of the aim
"""
partp = self.price[self.price["date"] >= self.cftable.iloc[0].date]
# 多基金账单时起点可能非该基金持有起点
partp = partp[partp["date"] <= end]
date = [d.date() for d in partp.date]
valuedata = [
self.briefdailyreport(d).get("currentvalue", 0) for d in partp.date
]
cashdata = [
self.unitcost(d)*self.briefdailyreport(d).get("currentshare") for d in partp.date
]
#print(cashdata)
#mark buy sell begin
pprice = self.price[self.price["date"] <= end]
pcftable = self.cftable
coords = []
# pcftable = pcftable[abs(pcftable["cash"]) > threhold]
for i, r in pcftable.iterrows():
coords.append([r.date, pprice[pprice["date"] <= r.date].iloc[-1]["netvalue"]])
print("coords:",coords)
upper = pcftable.cash.abs().max()
lower = pcftable.cash.abs().min()
if upper == lower:
upper = 2 * lower + 1 # avoid zero in denominator
def marker_factory(x, y):
buy = pcftable[pcftable["date"] <= x].iloc[-1]["cash"]
print("buy",buy)
if buy < 0:
color = "#ff7733"
else:
color = "#3366ff"
size = (abs(buy) - lower) / (upper - lower) * 5 + 5
print("size",size)
return opts.MarkPointItem(
coord=[x.date(), y],
itemstyle_opts=opts.ItemStyleOpts(color=color),
# this nested itemstyle_opts within MarkPointItem is only supported for pyechart>1.7.1
symbol="circle",
symbol_size=size,
)
#mark buy sell end
line = Line()
line.add_xaxis(date)
line.add_yaxis(series_name="持仓总值1",
y_axis=valuedata,
is_symbol_show=False,
markpoint_opts=opts.MarkPointOpts(
data=[marker_factory(*c) for c in coords],
),
)
line.add_yaxis(series_name="现金值", y_axis=cashdata,
is_symbol_show=False,
markpoint_opts=opts.MarkPointOpts(
data=[marker_factory(*c) for c in coords],
),
)
#
line.set_global_opts(
datazoom_opts=[
opts.DataZoomOpts(
is_show=True, type_="slider", range_start=50, range_end=100
),
opts.DataZoomOpts(
is_show=True,
type_="slider",
orient="vertical",
range_start=50,
range_end=100,
),
],
tooltip_opts=opts.TooltipOpts(
is_show=True,
trigger="axis",
trigger_on="mousemove",
axis_pointer_type="cross",
),
)
if rendered:
return line.render_notebook()
else:
return line