Exemplo n.º 1
0
def draw(stock, query=QueryByIndex(-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.getKData(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)
    #ax1.legend(loc='upper left')

    ax_draw_macd2(ax2, ema, kdata)

    vigor.plot(axes=ax3,
               marker='.',
               color='r',
               zero_on=True,
               legend_on=False,
               text_on=True)
    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(umean * (i + 1), len(kdata)).plot(axes=ax3,
                                               color='r',
                                               linestyle='--')
        #ax3.hlines(umean * (i + 1),0,len(kdata),color='r',linestyle='--')

    for i in range(lp):
        CVAL(lmean * (i + 1), len(kdata)).plot(axes=ax3,
                                               color='g',
                                               linestyle='--')
        #ax3.hlines(lmean * (i + 1),0,len(kdata),color='g',linestyle='--')

    ax1.set_xlim((0, len(kdata)))
    ax_set_locator_formatter(ax1, kdata.getDatetimeList(),
                             kdata.getQuery().kType)
    adjust_axes_show([ax1, ax2, ax3])
    return show_gcf()
Exemplo n.º 2
0
def draw(stock, query=Query(-130), ma1_n=5, ma2_n=10, ma3_n=20, ma4_n=60, 
         ma5_n=100, vma1_n=5, vma2_n=10):
    """绘制普通K线图 + 成交量(成交金额)"""
    kdata = stock.getKData(query)
    close = CLOSE(kdata,)
    ma1 = MA(close, ma1_n)
    ma2 = MA(close, ma2_n)
    ma3 = MA(close, ma3_n)
    ma4 = MA(close, ma4_n)
    ma5 = MA(close, ma5_n)

    ax1, ax2 = create_figure(2)
    kdata.plot(axes=ax1)
    ma1.plot(axes=ax1, legend_on=True)
    ma2.plot(axes=ax1, legend_on=True)
    ma3.plot(axes=ax1, legend_on=True)
    ma4.plot(axes=ax1, legend_on=True)
    ma5.plot(axes=ax1, legend_on=True)
    
    sg = SG_Cross(MA(n=ma1_n), MA(n=ma2_n))
    sg.setTO(kdata)
    sg.plot(axes=ax1, kdata=kdata)
    
    vol = VOL(kdata)
    total = len(kdata)
    
    engine = get_current_draw_engine()
    if engine == 'matplotlib':
        rg = range(total)
        x = [i-0.2 for i in rg]
        x1 = [x[i] for i in rg if kdata[i].closePrice > kdata[i].openPrice]
        y1 = [vol[i] for i in rg if kdata[i].closePrice > kdata[i].openPrice]
        x2 = [x[i] for i in rg if kdata[i].closePrice <= kdata[i].openPrice]
        y2 = [vol[i] for i in rg if kdata[i].closePrice <= kdata[i].openPrice]
        ax2.bar(x1, y1, width=0.4, color='r', edgecolor='r')
        ax2.bar(x2, y2, width=0.4, color='g', edgecolor='g')
    
    elif engine == 'echarts':
        vol.bar(axes=ax2, color='r')
    else:
        pass
    
    vma1 = MA(vol, vma1_n)
    vma2 = MA(vol, vma2_n)
    vma1.plot(axes=ax2, legend_on=True)
    vma2.plot(axes=ax2, legend_on=True)
    
    if query.kType == Query.WEEK and stock.market == 'SH' and stock.code=='000001':
        CVAL(0.16e+009, total, color='b',linestyle='--')
        #ax2.hlines(0.16e+009,0,len(kdata),color='b',linestyle='--')

    ax_set_locator_formatter(ax1, kdata.getDatetimeList(), kdata.getQuery().kType)
    adjust_axes_show([ax1, ax2])
    return show_gcf()
Exemplo n.º 3
0
def draw(stock,
         query=Query(-130),
         ma1_n=5,
         ma2_n=10,
         ma3_n=20,
         ma4_n=60,
         ma5_n=100,
         vma1_n=5,
         vma2_n=10):
    """绘制普通K线图 + 成交量(成交金额)"""
    kdata = stock.get_kdata(query)
    close = CLOSE(kdata, )
    ma1 = MA(close, ma1_n)
    ma2 = MA(close, ma2_n)
    ma3 = MA(close, ma3_n)
    ma4 = MA(close, ma4_n)
    ma5 = MA(close, ma5_n)

    ax1, ax2 = create_figure(2)
    kdata.plot(axes=ax1)
    ma1.plot(axes=ax1, legend_on=True, kref=kdata)
    ma2.plot(axes=ax1, legend_on=True, kref=kdata)
    ma3.plot(axes=ax1, legend_on=True, kref=kdata)
    ma4.plot(axes=ax1, legend_on=True, kref=kdata)
    ma5.plot(axes=ax1, legend_on=True, kref=kdata)

    sg = SG_Cross(MA(n=ma1_n), MA(n=ma2_n))
    sg.to = kdata
    sg.plot(axes=ax1, kdata=kdata)

    vol = VOL(kdata)
    total = len(kdata)

    x1 = IF(kdata.close > kdata.open, vol, 0)
    x2 = IF(kdata.close <= kdata.open, vol, 0)
    x1.bar(axes=ax2, width=0.4, color='r', edgecolor='r', kref=kdata)
    x2.bar(axes=ax2, width=0.4, color='g', edgecolor='g', kref=kdata)

    vma1 = MA(vol, vma1_n)
    vma2 = MA(vol, vma2_n)
    vma1.plot(axes=ax2, legend_on=True, kref=kdata)
    vma2.plot(axes=ax2, legend_on=True, kref=kdata)

    if query.ktype == Query.WEEK and stock.market == 'SH' and stock.code == '000001':
        CVAL(0.16e+009, total, color='b', linestyle='--', kref=kdata)
        #ax2.hlines(0.16e+009,0,len(kdata),color='b',linestyle='--')

    ax_set_locator_formatter(ax1, kdata.get_datetime_list(),
                             kdata.get_query().ktype)
    adjust_axes_show([ax1, ax2])
    return show_gcf()
Exemplo n.º 4
0
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.getKData(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.getDatetimeList(), query.kType)
    adjust_axes_show([ax1, ax2])
    return show_gcf()
Exemplo n.º 5
0
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'].getKData(query)
    elif block.name == 'GEM':
        kdata = sm['sz399006'].getKData(query)
    else:
        kdata = sm['sh000001'].getKData(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.getDatetimeList(), query.kType)
    adjust_axes_show([ax1, ax2])
    return show_gcf()