def peak_plot(self):
"""
This method creates a plot that allows the user to see the x location of all major peaks found in the integrated
data
Parameters
----------
self
Returns
-------
None
"""
window = QtGui.QDialog(self)
window.setWindowTitle('Peak Locations')
window.setWindowModality(QtCore.Qt.NonModal)
fig = plt.figure()
canvas = FigureCanvas(fig)
toolbar = NavigationToolBar(canvas, self)
canvas.mpl_connect('button_press_event', self.click_handling)
peak_graph = PeakPlot(fig, canvas, self.int_data_dict,
self.int_key_list)
self.peak_plots.append(peak_graph)
peak_graph.get_plot()
layout = QtGui.QVBoxLayout()
layout.addWidget(toolbar)
layout.addWidget(canvas)
window.setLayout(layout)
window.show()
window.exec_()
def waterfall_2d(self):
"""
This handles plotting the 2d waterfall
Parameters
----------
self
Returns
-------
None
"""
fig = plt.figure()
canvas = FigureCanvas(fig)
self.water = Waterfall2D(self.int_key_list, self.int_data_dict, fig,
canvas)
self.water.y_offset = .5
toolbar = NavigationToolBar(canvas, self)
self.water.generate_waterfall()
layout = QtGui.QVBoxLayout()
layout.addWidget(toolbar)
layout.addWidget(canvas)
multi = QtGui.QWidget()
multi.setLayout(layout)
self.waterfall_dock.setWidget(multi)
def one_dim_integrate(self):
"""
This creates the bottom left tile and also creates an instance of the IntegrationPlot class for handling
the plotting of the image
Parameters
----------
self
Returns
-------
None
"""
FigureCanvas.setSizePolicy(self.canvas3, QtGui.QSizePolicy.Expanding,
QtGui.QSizePolicy.Expanding)
FigureCanvas.updateGeometry(self.canvas3)
self.one_dim_plot = IntegrationPlot(self.int_data_dict, self.fig3,
self.canvas3)
toolbar = NavigationToolBar(self.canvas3, self)
layout = QtGui.QVBoxLayout()
layout.addWidget(toolbar)
layout.addWidget(self.canvas3)
multi = QtGui.QWidget()
multi.setLayout(layout)
self.integration_dock.setWidget(multi)
def r_rep_widget(self):
"""
This class creates the figure and instance of the ReducedRepPlot that is used to create the plot in the
top right corner
Parameters
----------
self
Returns
-------
None
"""
fig = plt.figure()
canvas = FigureCanvas(fig)
canvas.mpl_connect('button_press_event', self.click_handling)
FigureCanvas.setSizePolicy(canvas, QtGui.QSizePolicy.Expanding,
QtGui.QSizePolicy.Expanding)
FigureCanvas.updateGeometry(canvas)
self.rpp_list.append(
ReducedRepPlot(self.data_dict, self.key_list, fig, canvas,
self.func_dict))
toolbar = NavigationToolBar(canvas, self)
layout = QtGui.QVBoxLayout()
layout.addWidget(toolbar)
layout.addWidget(canvas)
multi = QtGui.QWidget()
multi.setLayout(layout)
self.plot_dock.setWidget(multi)
def initUI(self):
# plot figures
self.figure = plt.figure(figsize=(15, 5))
self.canvas = FigureCanvas(self.figure)
self.toolBar = NavigationToolBar(self.canvas, self)
# buttons for selecting different plots
posteriorBtn = QPushButton("Posterior")
posteriorBtn.clicked.connect(self.plotPosterior)
likelihoodBtn = QPushButton("Likelihood")
likelihoodBtn.clicked.connect(self.plotLikelihood)
priorBtn = QPushButton("Prior")
priorBtn.clicked.connect(self.plotPrior)
numRetBtn = QPushButton("Number of reticulations")
numRetBtn.clicked.connect(self.plotNumRet)
# layouts
btnLayout = QHBoxLayout()
btnLayout.addWidget(posteriorBtn)
btnLayout.addWidget(likelihoodBtn)
btnLayout.addWidget(priorBtn)
btnLayout.addWidget(numRetBtn)
mainLayout = QVBoxLayout()
mainLayout.addWidget(self.toolBar)
mainLayout.addWidget(self.canvas)
mainLayout.addLayout(btnLayout)
self.setWindowTitle("Trace plots")
self.setLayout(mainLayout)
def __init__(self,parent=None,year=0,month=0,day=0,stock='0'):
super(cdf_graph,self).__init__(parent)
interval=5
self.data=getHistoricalData(year=year,month=month,day=day,stock=stock,interval=interval)
interval=delta2num(interval)
figure2 = plt.figure(2)
x3 = [ele[0] for ele in self.data]
y3 = getOrderSize(stock)
for i in range(1,len(y3)):
y3[i]=y3[i]+y3[i-1]
y3=[ele/y3[-1] for ele in y3]
ax3=figure2.add_subplot(111)
ax3.xaxis.set_major_locator(minutes)
ax3.xaxis.set_major_formatter(minute_formatter)
line_percent=ax3.plot(x3,y3,'-D',label='Completion Percentage')
figure2.autofmt_xdate()
plt.grid()
plt.legend(loc='upper left')
plt.title('%s'%stock.upper(),fontsize=20)
plt.xlabel('Time',fontsize=20)
plt.ylabel('Completion Percentage',fontsize=15)
self.canvas2 = figureCanvas(figure2)
self.canvas2.draw()
self.toolbar2=NavigationToolBar(self.canvas2,self)
layout = QHBoxLayout(self)
rightLayout=QVBoxLayout(self)
layout.addLayout(rightLayout)
rightLayout.addWidget(self.canvas2)
rightLayout.addWidget(self.toolbar2)
def _configure_dock(self, qt_dock, canvas):
"""helper function to add mpl toolbar"""
layout = QtGui.QVBoxLayout()
layout.addWidget(NavigationToolBar(canvas, self))
layout.addWidget(canvas)
multi = QtGui.QWidget()
multi.setLayout(layout)
qt_dock.setWidget(multi)
def new_r_rep(self, selection, x_min, x_max, y_min, y_max):
"""This method will make a reduced representation graph in a new window
Parameters
----------
selection : str
The name of the desired analysis function
x_min : int
the starting x value defined by the ROI
x_max : int
the stopping x value defined by the ROI
y_min : int
the starting y value defined by the ROI
y_max : int
the stopping y value defined by the ROI
Returns
-------
None
"""
try:
popup_window = QtGui.QDialog(self)
popup_window.setWindowTitle(selection)
popup_window.setWindowModality(QtCore.Qt.NonModal)
fig = plt.figure()
canvas = FigureCanvas(fig)
canvas.mpl_connect('button_press_event', self.click_handling)
toolbar = NavigationToolBar(canvas, self)
self.rpp_list.append(
ReducedRepPlot(self.data_dict, self.key_list, fig, canvas,
self.func_dict, selection))
idx = len(self.rpp_list) - 1
vbox = QtGui.QVBoxLayout()
vbox.addStretch()
vbox.addWidget(toolbar)
vbox.addStretch()
vbox.addWidget(canvas)
popup_window.setLayout(vbox)
popup_window.show()
self.rpp_list[idx].x_start = x_min
self.rpp_list[idx].x_stop = x_max
self.rpp_list[idx].y_start = y_min
self.rpp_list[idx].y_stop = y_max
self.rpp_list[idx].show()
popup_window.exec_()
except Exception:
print("error creating a new rpp window")
finally:
self.rpp_list.__delitem__(idx)
def waterfall_3d(self, plot_type):
"""
This method simply creates an instance of the class that creates the waterfall plot in the bottom right corner
Parameters
----------
self
plot_type : str
name of 3d plot type to use
Returns
-------
None
"""
window = QtGui.QDialog(self)
window.setWindowTitle(plot_type)
window.setWindowModality(QtCore.Qt.NonModal)
fig = plt.figure()
canvas = FigureCanvas(fig)
toolbar = NavigationToolBar(canvas, self)
water = WaterFallMaker(fig, canvas, self.int_data_dict,
self.int_key_list)
water.get_right_shape()
x = plot_type
self.three_dim_list.append([water, x])
if plot_type is "surface":
water.get_surface_plot()
elif plot_type is "wire":
water.get_wire_plot()
layout = QtGui.QVBoxLayout()
layout.addWidget(toolbar)
layout.addWidget(canvas)
window.setLayout(layout)
window.show()
window.exec_()
def __init__(self, parent=None, stock='sz002024', year=0, month=0, day=0):
super(graph, self).__init__(parent)
interval = 5
self.data = getHistoricalData(stock,
year,
month,
day,
interval=interval)
interval = delta2num(interval)
figure1 = plt.figure(1) #返回当前的figure
x = [ele[0] for ele in self.data]
y = [ele[1] for ele in self.data]
tm = datetime(year, month, day, 11, 30, 0)
ta = datetime(year, month, day, 13, 0, 0)
morningend = date2num(tm)
afternoonbegin = date2num(ta)
c = 0
x01 = []
x02 = []
y01 = []
y02 = []
for ele in x:
if ele <= morningend:
x01.append(ele)
y01.append(y[c])
elif ele >= afternoonbegin:
x02.append(ele)
y02.append(y[c])
c = c + 1
ymax = max(y)
ymin = min(y)
x1 = [ele + interval * 0.1 for ele in x]
y1 = [ele[3] for ele in self.data]
s = sum(y1)
y1 = [ele / s * 100 for ele in y1]
y1max = max(y1)
x2 = [ele + interval * 0.5 for ele in x]
print(len(x2))
y2 = getOrderSize(stock)
y2 = [ele * 100 for ele in y2]
y1max = max(y1max, max(y2))
#ratio=0.3
#y2 = [ele*sum(y1)*ratio for ele in y2]
ax1 = figure1.add_subplot(111)
ax1.xaxis.set_major_locator(minutes)
ax1.xaxis.set_major_formatter(minute_formatter)
plt.ylabel('Volume(%)', fontsize=15)
plt.ylim([0, y1max * 1.5])
plt.xlabel('Time', fontsize=15)
ax2 = ax1.twinx()
bar_history = ax1.bar(x1,
y1,
width=interval * 0.4,
color='c',
label='Historical Volume')
bar_order = ax1.bar(x2,
y2,
width=interval * 0.4,
color=[1, 0.4, 0.6],
label='Order Size')
line_price, = ax2.plot(x01, y01, color='b', label='Price')
ax2.plot(x02, y02, color='b')
plt.title('%s' % stock.upper(), fontsize=20)
plt.ylabel('Price', fontsize=15)
plt.ylim([ymin - 2 * (ymax - ymin), ymax + 0.25 * (ymax - ymin)])
figure1.autofmt_xdate()
plt.grid()
plt.legend(handles=(line_price, bar_history, bar_order),
loc='upper right',
ncol=3)
#plt.legend(handles=(bar_history,),bbox_to_anchor=(0.5,-0.25),loc='lower center')
plt.tight_layout()
#plt.autoscale(tight=True)
self.canvas1 = figureCanvas(figure1)
self.canvas1.draw()
self.toolbar1 = NavigationToolBar(self.canvas1, self)
layout = QHBoxLayout(self)
leftLayout = QVBoxLayout(self)
rightLayout = QVBoxLayout(self)
layout.addLayout(leftLayout)
#layout.addLayout(rightLayout)
leftLayout.addWidget(self.canvas1)
leftLayout.addWidget(self.toolbar1)
def __init__(self,parent=None,stock='0',year=0,month=0,day=0,alg='TVWAP'):
super(graph,self).__init__(parent)
interval=5
self.data=getHistoricalData(stock,year,month,day,interval=interval)
interval=delta2num(interval)
figure1 = plt.figure(1) #返回当前的figure
x = [ele[0] for ele in self.data]
y = [ele[1] for ele in self.data]
tm=datetime(year,month,day,11,30,0)
ta=datetime(year,month,day,13,0,0)
morningend=date2num(tm)
afternoonbegin=date2num(ta)
c=0;
x01=[];x02=[];
y01=[];y02=[];
for ele in x:
if ele<=morningend:
x01.append(ele)
y01.append(y[c])
elif ele>=afternoonbegin:
x02.append(ele)
y02.append(y[c])
c=c+1
if alg=='TVWAP':
ymax=max(y);ymin=min(y)
x1 = [ele+interval*0.1 for ele in x]
y1 = [ele[2] for ele in self.data]
s=sum(y1)
y1max=max(y1)
x2 = [ele+interval*0.5 for ele in x]
print(len(x2))
y2 = getOrderSize(stock)
y2 = [ele*s/10 for ele in y2]
y1max=max(y1max,max(y2))
elif alg=='VWAP':
ymax=max(y);ymin=min(y)
x1 = [ele+interval*0.1 for ele in x]
y1 = [ele[2] for ele in self.data]
s=sum(y1)
y1max=max(y1)
x2 = [ele+interval*0.5 for ele in x]
print(len(x2))
y2 = self.__getOrderSize()
elif alg=='TWAP':
ymax=max(y);ymin=min(y)
x1 = [ele+interval*0.1 for ele in x]
y1 = [ele[2] for ele in self.data]
s=sum(y1)
y1=[ele for ele in y1]
y1max=max(y1)
x2 = [ele+interval*0.5 for ele in x]
print(len(x2))
y2 = []
for ele in range(len(y1)):
y2.append(s/len(y1)/5)
#ratio=0.3
#y2 = [ele*sum(y1)*ratio for ele in y2]
ax1=figure1.add_subplot(111)
# ax1.xaxis.set_major_locator(minutes)
# ax1.xaxis.set_major_formatter(minute_formatter)
plt.ylabel('Volume',fontsize=15)
plt.ylim([0,y1max*1.5])
plt.xlabel('Time',fontsize=15)
ax2=ax1.twinx()
# if alg=='TVWAP':
# bar_history=ax1.bar(x1,y1,width=interval*0.4,color='c',label='Historical Volume')
# else:
# bar_history=ax1.bar(x1,y1,width=interval*0.4,color='c',label='Volume')
# bar_order=ax1.bar(x2,y2,width=interval*0.4,color=[1,0.4,0.6],label='Order Size')
x01=[736321.3958912037, 736321.3959606482, 736321.3959953703, 736321.3961342593, 736321.3962037037, 736321.3962731481, 736321.3964120371, 736321.3964814815, 736321.3965509259, 736321.3965856482, 736321.3966898149, 736321.3967592593, 736321.3969328704, 736321.3971759259, 736321.3973842593, 736321.3974537037, 736321.397488426, 736321.3975578704, 736321.397662037, 736321.3977314815, 736321.3977662037, 736321.3979398148, 736321.3993634259, 736321.399675926, 736321.3997106481, 736321.3998148148, 736321.3999189815, 736321.3999884259, 736321.4000578703, 736321.4000925926, 736321.4002662037, 736321.4003703704, 736321.4005439815, 736321.4006134259, 736321.400787037, 736321.4008217592, 736321.4008912037, 736321.4010300926, 736321.4011689815, 736321.4012731481, 736321.4013078704, 736321.4013773148, 736321.4014814815, 736321.4015162037, 736321.4015509259, 736321.4015856482, 736321.401863426, 736321.4019675925, 736321.4027893519, 736321.402962963, 736321.4031018518, 736321.4031712963, 736321.4032407408, 736321.4033101852, 736321.4033796296, 736321.403587963, 736321.4036226852, 736321.4036921297, 736321.4037615741, 736321.4040046296, 736321.404212963, 736321.4044212963, 736321.4044560185, 736321.4044907407, 736321.404525463, 736321.4046990741, 736321.4047337963, 736321.4065162037, 736321.406724537, 736321.4068981481, 736321.4069328704, 736321.4069675925, 736321.4070023148, 736321.4070370371, 736321.4071412038, 736321.4098148148, 736321.4099189815, 736321.4099537038, 736321.4099884259, 736321.4134953704, 736321.413599537, 736321.4136689815, 736321.4141203704, 736321.4142245371, 736321.4142939815, 736321.4143287037, 736321.4143981482, 736321.4145717593, 736321.414675926, 736321.4147453704, 736321.4150578703, 736321.4152546297, 736321.415300926, 736321.4153587963, 736321.4155671296, 736321.415636574, 736321.4157060186, 736321.4160185185, 736321.4160879629, 736321.4168171296, 736321.4168865741, 736321.417199074, 736321.4176851852, 736321.4177893519, 736321.4178587963, 736321.4182060185, 736321.4182407408, 736321.4185532407, 736321.4168171296, 736321.4168865741, 736321.417199074, 736321.4176851852, 736321.4177893519, 736321.4178587963, 736321.4182060185, 736321.4182407408, 736321.4185532407, 736321.4187268518, 736321.4187962963, 736321.4189699074, 736321.4190509259, 736321.4190856481, 736321.4191898148, 736321.4192939815, 736321.4193634259, 736321.4193981482, 736321.4194328703, 736321.419537037, 736321.4195717593, 736321.4196412037, 736321.4197106481, 736321.4198842592, 736321.4199189815]
y01=[0.001, 0.002, 0.003, 0.004, 0.005, 0.006, 0.007, 0.008, 0.009, 0.01, 0.011, 0.012, 0.013, 0.014, 0.015, 0.016, 0.017, 0.018, 0.019, 0.02, 0.021, 0.0215, 0.023, 0.0245, 0.026, 0.0275, 0.029, 0.0305, 0.032, 0.0335, 0.035, 0.0365, 0.038, 0.0395, 0.041, 0.0425, 0.044, 0.0455, 0.047, 0.0485, 0.05, 0.0515, 0.053, 0.0545, 0.056, 0.0575, 0.059, 0.06, 0.0605, 0.061, 0.0615, 0.062, 0.0625, 0.063, 0.0635, 0.064, 0.0645, 0.065, 0.0655, 0.066, 0.0665, 0.067, 0.0675, 0.068, 0.0685, 0.069, 0.0695, 0.07, 0.0705, 0.071, 0.0715, 0.072, 0.0725, 0.073, 0.0735, 0.074, 0.0745, 0.075, 0.0755, 0.0775, 0.0795, 0.0815, 0.0835, 0.0855, 0.0875, 0.0895, 0.0915, 0.0935, 0.0955, 0.0975, 0.0995, 0.1015, 0.1035, 0.1055, 0.1075, 0.1095, 0.1115, 0.1135, 0.1155, 0.1175, 0.1195, 0.1215, 0.1235, 0.1255, 0.1275, 0.1295, 0.1315, 0.1325, 0.135, 0.1375, 0.14, 0.1425, 0.145, 0.1475, 0.15, 0.1525, 0.155, 0.1575, 0.16, 0.1625, 0.165, 0.1675, 0.17, 0.1725, 0.175, 0.1775, 0.18, 0.1825, 0.185, 0.1875, 0.19, 0.1925, 0.195]
line_price,=ax2.plot(x01,y01,color='b',label='Price')
# ax2.plot(x02,y02,color='b')
plt.title('%s'%stock.upper(),fontsize=20)
plt.ylabel('Price',fontsize=15)
plt.ylim([ymin-2*(ymax-ymin),ymax+0.25*(ymax-ymin)])
# figure1.autofmt_xdate()
plt.grid()
# plt.legend(handles=(line_price,bar_history,bar_order),loc='upper right',ncol=3)
#plt.legend(handles=(bar_history,),bbox_to_anchor=(0.5,-0.25),loc='lower center')
plt.tight_layout()
plt.autoscale(tight=True)
self.canvas1 = figureCanvas(figure1)
self.canvas1.draw()
self.toolbar1=NavigationToolBar(self.canvas1,self)
layout = QHBoxLayout(self)
leftLayout=QVBoxLayout(self)
rightLayout=QVBoxLayout(self)
layout.addLayout(leftLayout)
#layout.addLayout(rightLayout)
leftLayout.addWidget(self.canvas1)
leftLayout.addWidget(self.toolbar1)