def plot_result(price_data, indicators, signals, blotter):
"""
显示回测结果。
"""
try:
curve = finance.create_equity_curve_dataframe(blotter.all_holdings)
print finance.output_summary_stats(curve)
fig = plt.figure()
frame = widgets.MultiWidgets(fig,
price_data,
50 # 窗口显示k线数量。
)
# 添加k线
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
frame.add_widget(0, kwindow, True)
# 交易信号。
signal = mplots.TradingSignalPos(None, price_data, signals, lw=2)
frame.add_indicator(0, signal)
# 添加指标
k_axes, = frame
for indic in indicators:
indic.plot(k_axes)
frame.draw_widgets()
fig2 = plt.figure()
ax = fig2.add_axes((0.1, 0.1, 0.9, 0.9))
ax.plot(curve.equity)
plt.show()
except Exception, e:
print(e)
def plot_result(price_data, indicators, signals,
blotter):
"""
显示回测结果。
"""
try:
curve = finance.create_equity_curve_dataframe(blotter.all_holdings)
print finance.output_summary_stats(curve)
fig = plt.figure()
frame = widgets.MultiWidgets(fig,
price_data,
50 # 窗口显示k线数量。
)
# 添加k线
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
frame.add_widget(0, kwindow, True)
# 交易信号。
signal = mplots.TradingSignalPos(None, price_data, signals, lw=2)
frame.add_indicator(0, signal)
# 添加指标
k_axes, = frame
for indic in indicators:
indic.plot(k_axes)
frame.draw_widgets()
fig2 = plt.figure()
ax = fig2.add_axes((0.1, 0.1, 0.9, 0.9))
ax.plot(curve.equity)
plt.show()
except Exception, e:
print(e)
def plot_result(price_data, indicators, signals,
blotter):
"""
显示回测结果。
"""
try:
print "summary.."
dts = map(lambda x : datetime.fromtimestamp(x / 1000), price_data.index)
price_data.index = dts
print dts[-1]
curve = finance.create_equity_curve_dataframe(blotter.all_holdings)
print finance.output_summary_stats(curve)
print "plotting.."
fig = plt.figure()
frame = widgets.MultiWidgets(fig,
price_data,
50 # 窗口显示k线数量。
)
# 添加k线
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
frame.add_widget(0, kwindow, True)
# 交易信号。
signal = mplots.TradingSignalPos(None, price_data, signals, lw=2)
frame.add_indicator(0, signal)
# 添加指标
k_axes, = frame
for indic in indicators:
indic.plot(k_axes)
frame.draw_widgets()
# 画资金曲线
#print curve.equity
fig2 = plt.figure()
ax = fig2.add_axes((0.1, 0.1, 0.8, 0.8))
ax.xaxis.set_major_formatter(TimeFormatter(curve.index, '%Y-%m-%d' ))
ax.get_yaxis().get_major_formatter().set_useOffset(False)
#ax.get_yaxis().get_major_formatter().set_scientific(False)
ax.set_xticks(xticks_to_display(len(curve)))
ax.plot(curve.equity)
plt.show()
except Exception, e:
print(e)
def plot_result(price_data, indicators, signals, blotter):
"""
显示回测结果。
"""
print "summary.."
dts = map(lambda x: datetime.fromtimestamp(x / 1000), price_data.index)
price_data.index = dts
print dts[-1]
curve = finance.create_equity_curve_dataframe(blotter.all_holdings)
print finance.output_summary_stats(curve)
print "plotting.."
fig = plt.figure()
frame = widgets.MultiWidgets(
fig,
price_data,
50 # 窗口显示k线数量。
#4, 1 # 两个1:1大小的窗口
)
# 添加k线
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
frame.add_widget(0, kwindow, True)
## 交易信号。
signal = mplots.TradingSignalPos(None, price_data, signals, lw=2)
frame.add_indicator(0, signal)
## @bug indicators导致的双水平线!
## @todo 完mplot_demo上套。
#frame.add_indicator(0, Volume(None, price_data.open, price_data.close, price_data.volume))
## 添加指标
for indic in indicators:
frame.add_indicator(0, indic)
frame.draw_widgets()
# 画资金曲线
#print curve.equity
#fig2 = plt.figure()
#ax = fig2.add_axes((0.1, 0.1, 0.8, 0.8))
#ax.xaxis.set_major_formatter(TimeFormatter(curve.index, '%Y-%m-%d' ))
#ax.get_yaxis().get_major_formatter().set_useOffset(False)
##ax.get_yaxis().get_major_formatter().set_scientific(False)
#ax.set_xticks(xticks_to_display(len(curve)))
#ax.plot(curve.equity)
plt.show()
def plot_result(price_data, indicators, signals,
blotter):
"""
显示回测结果。
"""
print "summary.."
dts = map(lambda x : datetime.fromtimestamp(x / 1000), price_data.index)
price_data.index = dts
print dts[-1]
curve = finance.create_equity_curve_dataframe(blotter.all_holdings)
print finance.output_summary_stats(curve)
print "plotting.."
fig = plt.figure()
frame = widgets.MultiWidgets(fig, price_data,
50 # 窗口显示k线数量。
#4, 1 # 两个1:1大小的窗口
)
# 添加k线
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
frame.add_widget(0, kwindow, True)
## 交易信号。
signal = mplots.TradingSignalPos(None, price_data, signals, lw=2)
frame.add_indicator(0, signal)
## @bug indicators导致的双水平线!
## @todo 完mplot_demo上套。
#frame.add_indicator(0, Volume(None, price_data.open, price_data.close, price_data.volume))
## 添加指标
for indic in indicators:
frame.add_indicator(0, indic)
frame.draw_widgets()
# 画资金曲线
#print curve.equity
#fig2 = plt.figure()
#ax = fig2.add_axes((0.1, 0.1, 0.8, 0.8))
#ax.xaxis.set_major_formatter(TimeFormatter(curve.index, '%Y-%m-%d' ))
#ax.get_yaxis().get_major_formatter().set_useOffset(False)
##ax.get_yaxis().get_major_formatter().set_scientific(False)
#ax.set_xticks(xticks_to_display(len(curve)))
#ax.plot(curve.equity)
plt.show()
def plot_result(price_data, indicators, signals, blotter):
"""
显示回测结果。
"""
try:
curve = finance.create_equity_curve_dataframe(blotter.all_holdings)
print finance.output_summary_stats(curve)
fig = plt.figure()
frame = widgets.MultiWidgets(
fig,
price_data,
50 # 窗口显示k线数量。
)
# 添加k线
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
frame.add_widget(0, kwindow, True)
# 交易信号。
signal = mplots.TradingSignalPos(None, price_data, signals, lw=2)
frame.add_indicator(0, signal)
# 添加指标
k_axes, = frame
for indic in indicators:
indic.plot(k_axes)
frame.draw_widgets()
fig2 = plt.figure()
ax = fig2.add_axes((0.1, 0.1, 0.8, 0.8))
delta = curve.index[1] - curve.index[0]
ax.xaxis.set_major_formatter(TimeFormatter(curve.index, '%Y-%m-%d'))
ax.set_xticks(xticks_to_display(len(curve)))
ax.plot(curve.equity)
plt.show()
except Exception, e:
print(e)
def plot_result(price_data, indicators, signals,
blotter):
"""
显示回测结果。
"""
try:
curve = finance.create_equity_curve_dataframe(blotter.all_holdings)
print finance.output_summary_stats(curve)
fig = plt.figure()
frame = widgets.MultiWidgets(fig,
price_data,
50 # 窗口显示k线数量。
)
# 添加k线
kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
frame.add_widget(0, kwindow, True)
# 交易信号。
signal = mplots.TradingSignalPos(None, price_data, signals, lw=2)
frame.add_indicator(0, signal)
# 添加指标
k_axes, = frame
for indic in indicators:
indic.plot(k_axes)
frame.draw_widgets()
fig2 = plt.figure()
ax = fig2.add_axes((0.1, 0.1, 0.8, 0.8))
delta = curve.index[1] - curve.index[0]
ax.xaxis.set_major_formatter(TimeFormatter(curve.index, '%Y-%m-%d' ))
ax.set_xticks(xticks_to_display(len(curve)))
ax.plot(curve.equity)
plt.show()
except Exception, e:
print(e)
