def draw(stock, query=Query(-130), ma_n=22, ma_w='auto', vigor_n=13):
"""绘制亚历山大.艾尔德交易系统图形"""
kdata = stock.get_kdata(query)
close = CLOSE(kdata)
ema = EMA(close, ma_n)
sf = SAFTYLOSS(close, 10, 3, 2.0)
vigor = VIGOR(kdata, vigor_n)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes=ax1)
_draw_ema_pipe(ax1, kdata, ema, n=ma_n, w=ma_w)
sf.plot(axes=ax1, color='y', legend_on=True, kref=kdata)
ax_draw_macd2(ax2, ema, kdata)
vigor.plot(axes=ax3, marker='.', color='r', zero_on=True, legend_on=False, text_on=True, kref=kdata)
u = [i for i in vigor if i > 0 and i != constant.null_price]
l = [i for i in vigor if i < 0]
umean = mean(u)
umax = max(u)
lmean = mean(l)
lmin = min(l)
up = int(umax / umean)
lp = int(lmin / lmean)
for i in range(up):
CVAL(close, umean * (i + 1)).plot(axes=ax3, color='r', linestyle='--', kref=kdata)
for i in range(lp):
CVAL(close, lmean * (i + 1)).plot(axes=ax3, color='g', linestyle='--', kref=kdata)
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.get_datetime_list(), kdata.get_query().ktype)
adjust_axes_show([ax1, ax2, ax3])
return show_gcf()
def draw(
stock,
query=Query(-130),
n=10,
filter_n=20,
filter_p=0.1,
sg_type="CROSS",
show_high_low=False,
arrow_style=1
):
"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
kdata = stock.get_kdata(query)
ax1, ax2 = create_figure(2)
kdata.plot(axes=ax1)
cama = AMA(CLOSE(kdata), n=n)
cama.name = "CAMA"
cama.plot(axes=ax1, color='b', legend_on=True)
hama = AMA(HIGH(kdata), n=n)
hama.name = "HAMA"
hstd = STDEV(hama, n)
lama = AMA(LOW(kdata), n=n)
lama.name = "LAMA"
lstd = STDEV(lama, n)
fy1 = list(lama - lstd)[lstd.discard:]
fy2 = list(hama + hstd)[hstd.discard:]
ax1.fill_between(range(lstd.discard, len(kdata)), fy1, fy2, alpha=0.2, color='y')
if show_high_low:
hama.plot(axes=ax1, color='r', legend_on=True)
lama.plot(axes=ax1, color='g', legend_on=True)
if sg_type == 'CROSS':
fast_op = AMA(n=n)
slow_op = EMA(n=2 * n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes=ax1, kdata=kdata)
ind = slow_op(KDATA(kdata))
ind.name = "EMA(CAMA)"
ind.plot(axes=ax1, color='m', legend_on=True)
elif sg_type == 'SINGLE':
sg = SG_Single(cama, filter_n=filter_n, filter_p=filter_p)
sg.plot(axes=ax1, kdata=kdata)
else:
print("sg_type only in ('CORSS', 'SINGLE')")
cer = PRICELIST(cama, 1)
label = "ER(%s)" % cer[-1]
cer.plot(axes=ax2, color='b', marker='o', label=label, legend_on=False, text_on=True)
c = CLOSE(kdata)
CVAL(c, 0.8).plot(axes=ax2, color='r', linestyle='--')
CVAL(c, -0.6).plot(axes=ax2, color='r', linestyle='--')
CVAL(c, -0.8).plot(axes=ax2, color='r', linestyle='--')
CVAL(c, 0).plot(axes=ax2, color='k', linestyle='-')
#ax2.hlines(0.8,0,len(kdata),color='r',linestyle='--')
#ax2.hlines(-0.6,0,len(kdata),color='r',linestyle='--')
#ax2.hlines(-0.8,0,len(kdata),color='r',linestyle='--')
#ax2.hlines(0,0,len(kdata))
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.get_datetime_list(), query.ktype)
adjust_axes_show([ax1, ax2])
return show_gcf()
def draw2(
block,
query=Query(-130),
ama1=AMA(n=10, fast_n=2, slow_n=30),
ama2=None,
n=10,
filter_n=20,
filter_p=0.1,
sg_type='CROSS',
show_high_low=True,
arrow_style=1
):
"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
sm = StockManager.instance()
if block.name == 'SZ':
kdata = sm['sz000001'].get_kdata(query)
elif block.name == 'GEM':
kdata = sm['sz399006'].get_kdata(query)
else:
kdata = sm['sh000001'].get_kdata(query)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes=ax1)
cama = AMA(CLOSE(kdata), n=n)
cama.name = "CAMA"
cama.plot(axes=ax1, color='b', legend_on=True)
hama = AMA(HIGH(kdata), n=n)
hama.name = "HAMA"
hstd = STDEV(hama, n)
lama = AMA(LOW(kdata), n=n)
lama.name = "LAMA"
lstd = STDEV(lama, n)
fy1 = list(lama - lstd)[lstd.discard:]
fy2 = list(hama + hstd)[hstd.discard:]
ax1.fill_between(range(lstd.discard, len(kdata)), fy1, fy2, alpha=0.2, color='y')
if show_high_low:
hama.plot(axes=ax1, color='r', legend_on=True)
lama.plot(axes=ax1, color='g', legend_on=True)
if sg_type == 'CROSS':
fast_op = AMA(n=n)
slow_op = EMA(n=2 * n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes=ax1, kdata=kdata)
ind = slow_op(KDATA(kdata))
ind.name = "EMA(CAMA)"
ind.plot(axes=ax1, color='m', legend_on=True)
elif sg_type == 'SINGLE':
sg = SG_Single(cama, filter_n=filter_n, filter_p=filter_p)
sg.plot(axes=ax1, kdata=kdata)
else:
print("sg_type only in ('CORSS', 'SINGLE')")
a = POS(block, query, SG_Flex(AMA(n=3), 6))
a.name = "POS(3)"
a.plot(axes=ax2, color='b', marker='.', legend_on=True)
a = POS(block, query, SG_Flex(AMA(n=30), 60))
a.name = "POS(30)"
a.plot(axes=ax2, color='g', marker='.', legend_on=True)
c = CLOSE(kdata)
CVAL(c, 0.8).plot(axes=ax2, color='r', linestyle='--')
CVAL(c, 0.2).plot(axes=ax2, color='r', linestyle='--')
if ama1.name == "AMA":
cer = PRICELIST(cama, 1)
label = "ER(%s)" % cer[-1]
cer.plot(axes=ax3, color='b', marker='.', label=label, legend_on=False, text_on=True)
CVAL(c, 0.8).plot(axes=ax3, color='r', linestyle='--')
CVAL(c, -0.6).plot(axes=ax3, color='r', linestyle='--')
CVAL(c, -0.8).plot(axes=ax3, color='r', linestyle='--')
CVAL(c, 0).plot(axes=ax3, color='k', linestyle='-')
else:
ax_draw_macd(ax2, kdata)
#ax2.set_ylim(-1, 1)
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.get_datetime_list(), query.ktype)
adjust_axes_show([ax1, ax2])
return show_gcf()