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')