def ax_draw_signal(axes, kdata, dates, direct="BUY", style=1):
"""
"""
refdates = kdata.getDatetimeList()
date_index = dict([(d, i) for i, d in enumerate(refdates)])
ylim = axes.get_ylim()
height = ylim[1] - ylim[0]
if style == 1:
arrow = dict(arrowstyle="->")
else:
if direct == "BUY":
arrow = dict(facecolor='red', frac=0.5)
else:
arrow = dict(facecolor='blue', frac=0.5)
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
if direct == "BUY":
axes.annotate('B', (pos, krecord.lowPrice - height * 0.01),
(pos, krecord.lowPrice - height * 0.1),
arrowprops=arrow,
horizontalalignment='center',
verticalalignment='bottom',
color='red')
else:
axes.annotate('S', (pos, krecord.highPrice + height * 0.01),
(pos, krecord.highPrice + height * 0.1),
arrowprops=arrow,
horizontalalignment='center',
verticalalignment='top',
color='blue')
def ax_draw_sys_signal(axes, kdata, sys, style=2):
"""
"""
refdates = kdata.getDatetimeList()
date_index = dict([(d, i) for i, d in enumerate(refdates)])
ylim = axes.get_ylim()
height = ylim[1] - ylim[0]
if style == 1:
arrow_buy = dict(arrowstyle="->")
arrow_sell = arrow_buy
else:
arrow_buy = dict(facecolor='red', frac=0.5)
arrow_sell = dict(facecolor='blue', frac=0.5)
buy_request = sys.getBuyTradeRequest()
sell_request = sys.getSellTradeRequest()
text_request = ''
if buy_request.valid:
text_request = u'建议买入 止损： %.2f' % (buy_request.stoploss)
color = 'r'
if sell_request.valid:
text_request = u'建议卖出 来源: %s' % (getSystemPartName(sell_request.part))
color = 'b'
if buy_request.valid or sell_request.valid:
axes.text(0.99,
0.03,
text_request,
horizontalalignment='right',
verticalalignment='bottom',
transform=axes.transAxes,
color=color)
dates = sys.getTradeRecordList()
for d in dates:
if not date_index.has_key(d.datetime):
continue
pos = date_index[d.datetime]
krecord = kdata[pos]
if d.business == BUSINESS.BUY:
axes.annotate('SG', (pos, krecord.lowPrice - height * 0.01),
(pos, krecord.lowPrice - height * 0.1),
arrowprops=arrow_buy,
horizontalalignment='center',
verticalalignment='bottom',
color='red')
elif d.business == BUSINESS.SELL:
text = getSystemPartName(d.part)
axes.annotate(text, (pos, krecord.highPrice + height * 0.01),
(pos, krecord.highPrice + height * 0.1),
arrowprops=arrow_sell,
horizontalalignment='center',
verticalalignment='top',
color='blue')
else:
None
def sgplot(sg, new=True, axes=None, style=1, kdata=None):
"""绘制买入/卖出信号
:param SignalBase sg: 信号指示器
:param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
:param axes: 指定在那个轴对象中进行绘制
:param style: 1 | 2 信号箭头绘制样式
:param KData kdata: 指定的KData（即信号发生器的交易对象），
如该值为None，则认为该信号发生器已经指定了交易对象，
否则，使用该参数作为交易对象
"""
kdata = sg.to if kdata is None else kdata
refdates = kdata.get_datetime_list()
date_index = dict([(d, i) for i, d in enumerate(refdates)])
if axes is None:
if new:
axes = create_figure()
kplot(kdata, axes=axes)
else:
axes = gca()
ylim = axes.get_ylim()
height = ylim[1] - ylim[0]
if style == 1:
arrow_buy = dict(arrowstyle="->")
arrow_sell = arrow_buy
else:
arrow_buy = dict(facecolor='red', frac=0.5)
arrow_sell = dict(facecolor='blue', frac=0.5)
dates = sg.get_buy_signal()
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate('B', (pos, krecord.low - height * 0.01),
(pos, krecord.low - height * 0.1),
arrowprops=arrow_buy,
horizontalalignment='center',
verticalalignment='bottom',
color='red')
dates = sg.get_sell_signal()
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate('S', (pos, krecord.high + height * 0.01),
(pos, krecord.high + height * 0.1),
arrowprops=arrow_sell,
horizontalalignment='center',
verticalalignment='top',
color='blue')
def sysplot(sys, new=True, axes=None, style=1):
"""绘制系统实际买入/卖出信号
:param SystemBase sys: 系统实例
:param new: 仅在未指定axes的情况下生效，当为True时，
创建新的窗口对象并在其中进行绘制
:param axes: 指定在那个轴对象中进行绘制
:param style: 1 | 2 信号箭头绘制样式
"""
kdata = sys.getTO()
refdates = kdata.get_date_list()
date_index = dict([(d, i) for i, d in enumerate(refdates)])
if axes is None:
if new:
axes = create_figure()
kplot(kdata, axes=axes)
else:
axes = gca()
ylim = axes.get_ylim()
height = ylim[1] - ylim[0]
if style == 1:
arrow_buy = dict(arrowstyle="->")
arrow_sell = arrow_buy
else:
arrow_buy = dict(facecolor='red', frac=0.5)
arrow_sell = dict(facecolor='blue', frac=0.5)
tds = sys.tm.getTradeList()
buy_dates = []
sell_dates = []
for t in tds:
if t.business == BUSINESS.BUY:
buy_dates.append(t.datetime)
elif t.business == BUSINESS.SELL:
sell_dates.append(t.datetime)
else:
pass
for d in buy_dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate(
'B', (pos, krecord.low - height * 0.01), (pos, krecord.low - height * 0.1),
arrowprops=arrow_buy,
horizontalalignment='center',
verticalalignment='bottom',
color='red'
)
for d in sell_dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate(
'S', (pos, krecord.high + height * 0.01), (pos, krecord.high + height * 0.1),
arrowprops=arrow_sell,
horizontalalignment='center',
verticalalignment='top',
color='blue'
)
def sysplot(sys, new=True, axes=None, style=1):
"""绘制系统实际买入/卖出信号
:param SystemBase sys: 系统实例
:param new: 仅在未指定axes的情况下生效，当为True时，
创建新的窗口对象并在其中进行绘制
:param axes: 指定在那个轴对象中进行绘制
:param style: 1 | 2 信号箭头绘制样式
"""
kdata = sys.getTO()
refdates = kdata.getDatetimeList()
date_index = dict([(d,i) for i,d in enumerate(refdates)])
if axes is None:
if new:
axes = create_figure()
kplot(kdata, axes=axes)
else:
axes = gca()
ylim = axes.get_ylim()
height = ylim[1]-ylim[0]
if style == 1:
arrow_buy = dict(arrowstyle="->")
arrow_sell = arrow_buy
else:
arrow_buy = dict(facecolor='red', frac=0.5)
arrow_sell = dict(facecolor='blue', frac=0.5)
tds = sys.tm.getTradeList()
buy_dates = []
sell_dates = []
for t in tds:
if t.business == BUSINESS.BUY:
buy_dates.append(t.datetime)
elif t.business == BUSINESS.SELL:
sell_dates.append(t.datetime)
else:
pass
for d in buy_dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate('B',
(pos, krecord.lowPrice - height*0.01),
(pos, krecord.lowPrice - height*0.1),
arrowprops = arrow_buy,
horizontalalignment = 'center',
verticalalignment = 'bottom',
color='red')
for d in sell_dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate('S',
(pos, krecord.highPrice + height*0.01),
(pos, krecord.highPrice + height*0.1),
arrowprops = arrow_sell,
horizontalalignment = 'center',
verticalalignment = 'top',
color='blue')
def sgplot(sg, new=True, axes=None, style=1, kdata=None):
"""绘制买入/卖出信号
:param SignalBase sg: 信号指示器
:param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
:param axes: 指定在那个轴对象中进行绘制
:param style: 1 | 2 信号箭头绘制样式
:param KData kdata: 指定的KData（即信号发生器的交易对象），
如该值为None，则认为该信号发生器已经指定了交易对象，
否则，使用该参数作为交易对象
"""
if kdata is None:
kdata = sg.getTO()
else:
sg.setTO(kdata)
refdates = kdata.getDatetimeList()
date_index = dict([(d,i) for i,d in enumerate(refdates)])
if axes is None:
if new:
axes = create_figure()
kplot(kdata, axes=axes)
else:
axes = gca()
ylim = axes.get_ylim()
height = ylim[1]-ylim[0]
if style == 1:
arrow_buy = dict(arrowstyle="->")
arrow_sell = arrow_buy
else:
arrow_buy = dict(facecolor='red', frac=0.5)
arrow_sell = dict(facecolor='blue', frac=0.5)
dates = sg.getBuySignal()
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate('B',
(pos, krecord.lowPrice - height*0.01),
(pos, krecord.lowPrice - height*0.1),
arrowprops = arrow_buy,
horizontalalignment = 'center',
verticalalignment = 'bottom',
color='red')
dates = sg.getSellSignal()
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate('S',
(pos, krecord.highPrice + height*0.01),
(pos, krecord.highPrice + height*0.1),
arrowprops = arrow_sell,
horizontalalignment = 'center',
verticalalignment = 'top',
color='blue')
def sgplot(sg, kdata=None, style=1, axes=None, new=True):
"""
绘制买入/卖出信号
参数：
sg： 信号发生器
kdata：指定的KData（即信号发生器的交易对象），如该值为None，则认为该信号
发生器已经指定了交易对象，否则，使用该参数作为交易对象
style: 1 | 2 信号箭头绘制样式
axes： 指定在那个轴对象中进行绘制
new： 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
"""
if kdata is None:
kdata = sg.getTO()
else:
sg.setTO(kdata)
refdates = kdata.getDatetimeList()
date_index = dict([(d, i) for i, d in enumerate(refdates)])
if axes is None:
if new:
axes = create_one_axes_figure()
kplot(kdata, axes=axes)
else:
axes = gca()
ylim = axes.get_ylim()
height = ylim[1] - ylim[0]
if style == 1:
arrow_buy = dict(arrowstyle="->")
arrow_sell = arrow_buy
else:
arrow_buy = dict(facecolor='red', frac=0.5)
arrow_sell = dict(facecolor='blue', frac=0.5)
dates = sg.getBuySignal()
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate('B', (pos, krecord.lowPrice - height * 0.01),
(pos, krecord.lowPrice - height * 0.1),
arrowprops=arrow_buy,
horizontalalignment='center',
verticalalignment='bottom',
color='red')
dates = sg.getSellSignal()
for d in dates:
if d not in date_index:
continue
pos = date_index[d]
krecord = kdata[pos]
axes.annotate('S', (pos, krecord.highPrice + height * 0.01),
(pos, krecord.highPrice + height * 0.1),
arrowprops=arrow_sell,
horizontalalignment='center',
verticalalignment='top',
color='blue')