def plot_strategy(price_data, indicators={ }, deals=[], curve=[]):
"""
显示回测结果。
"""
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。
if deals:
signal = mplots.TradingSignalPos(price_data, deals, lw=2)
frame.add_indicator(0, signal)
if len(curve) > 0:
curve = EquityCurve(curve)
frame.add_indicator(0, curve, True)
## @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 name, indic in indicators.iteritems():
frame.add_indicator(0, indic)
frame.draw_widgets()
plt.show()
def plot_strategy(price_data, indicators={}, deals=[], curve=[], marks=[]):
"""
显示回测结果。
"""
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。
if deals:
signal = mplots.TradingSignalPos(price_data, deals, lw=2)
frame.add_indicator(0, signal)
if len(curve) > 0:
curve = Line(curve)
frame.add_indicator(0, curve, True)
frame.add_indicator(1, Volume(price_data.open, price_data.close, price_data.volume))
## 添加指标
for name, indic in indicators.iteritems():
frame.add_indicator(0, indic)
# 绘制标志
if marks:
if marks[0]:
# plot lines
for name, values in marks[0].iteritems():
v = values[0]
ith_ax = v[0]
twinx = v[1]
line_pieces = [[v[2]], [v[3]], v[4], v[5], v[6]]
line = []
for v in values[1: ]:
## @TODO 如果是带“点”的，以点的特征聚类，会减少indicator对象的数目
x, y, style, lw, ms = v[2], v[3], v[4], v[5], v[6]
if style != line_pieces[2] or lw != line_pieces[3] or ms != line_pieces[4]:
line.append(line_pieces)
line_pieces = [[x], [y], style, lw, ms]
else:
line_pieces[0].append(x)
line_pieces[1].append(y)
line.append(line_pieces)
for v in line:
## @TODO 这里的sytle明确指出有点奇怪，不一致。
x, y, style, lw, marksize = v[0], v[1], v[2], v[3], v[4]
curve = LineWithX(x, y, style=style, lw=lw, ms=marksize)
frame.add_indicator(ith_ax, curve, twinx)
if marks[1]:
# plot texts
for name, values in marks[1].iteritems():
for v in values:
ith_ax, x, y, text = v[0], v[1], v[2], v[3]
color, size, rotation = v[4], v[5], v[6]
frame.plot_text(name, ith_ax, x, y, text, color, size, rotation)
frame.draw_widgets()
plt.show()
def plot_result(price_data, indicators, signals, blotter):
"""
显示回测结果。
"""
try:
curve = statics.create_equity_curve_dataframe(blotter.all_holdings)
print statics.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_strategy(price_data, indicators={}, deals=[], curve=[], marks=[]):
"""
显示回测结果。
"""
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。
if deals:
signal = mplots.TradingSignalPos(price_data, deals, lw=2)
frame.add_indicator(0, signal)
if len(curve) > 0:
curve = Line(curve)
frame.add_indicator(0, curve, True)
frame.add_indicator(
1, Volume(price_data.open, price_data.close, price_data.volume))
## 添加指标
for name, indic in indicators.iteritems():
frame.add_indicator(0, indic)
# 绘制标志
if marks:
if marks[0]:
# plot lines
for name, values in marks[0].iteritems():
v = values[0]
line_pieces = [[v[0]], [v[1]], v[2], v[3], v[4]]
line = []
for v in values[1:]:
## @TODO 如果是带“点”的，以点的特征聚类，会减少indicator对象的数目
if v[2] != line_pieces[2] or v[3] != line_pieces[3] or v[
4] != line_pieces[4]:
line.append(line_pieces)
line_pieces = [[v[0]], [v[1]], v[2], v[3], v[4]]
else:
line_pieces[0].append(v[0])
line_pieces[1].append(v[1])
line.append(line_pieces)
for v in line:
## @TODO 这里的sytle明确指出有点奇怪，不一致。
curve = LineWithX(v[0], v[1], style=v[2], lw=v[3], ms=v[4])
frame.add_indicator(0, curve, False)
if marks[1]:
# plot texts
for name, values in marks[0].iteritems():
print name
frame.draw_widgets()
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_strategy(price_data, indicators={}, deals=[], curve=[], marks=[]):
"""
显示回测结果。
"""
print "plotting.."
fig = plt.figure()
frame = widgets.TechnicalWidget(fig, price_data)
axes = frame.init_layout(
50, # 窗口显示k线数量。
4,
1 # 两个1:1大小的窗口
)
# 绘制第一个窗口
# 添加k线
subwidget1 = widgets.FrameWidget(axes[0], "subwidget1", 100, 50)
candles = Candles(price_data, None, 'candles')
subwidget1.add_plotter(candles, False)
#subwidget1.plot(price_data)
# 交易信号。
if deals:
signal = mplots.TradingSignalPos(price_data, deals, lw=2)
subwidget1.add_plotter(signal, False)
if len(curve) > 0:
curve = Line(curve)
subwidget1.add_plotter(curve, True)
# 添加指标
for name, indic in indicators.iteritems():
subwidget1.add_plotter(indic, False)
# 绘制第2个窗口
subwidget2 = widgets.FrameWidget(axes[1], "subwidget2", 100, 50)
volume_plotter = Volume(price_data.open, price_data.close,
price_data.volume)
subwidget2.add_plotter(volume_plotter, False)
subwidgets = [subwidget1, subwidget2]
### 绘制标志
if marks:
if marks[0]:
# plot lines
for name, values in marks[0].iteritems():
v = values[0]
ith_ax = v[0]
twinx = v[1]
line_pieces = [[v[2]], [v[3]], v[4], v[5], v[6]]
line = []
for v in values[1:]:
## @TODO 如果是带“点”的，以点的特征聚类，会减少绘图对象的数目
x, y, style, lw, ms = v[2], v[3], v[4], v[5], v[6]
if style != line_pieces[2] or lw != line_pieces[
3] or ms != line_pieces[4]:
line.append(line_pieces)
line_pieces = [[x], [y], style, lw, ms]
else:
line_pieces[0].append(x)
line_pieces[1].append(y)
line.append(line_pieces)
for v in line:
## @TODO 这里的sytle明确指出有点奇怪，不一致。
x, y, style, lw, marksize = v[0], v[1], v[2], v[3], v[4]
curve = LineWithX(x, y, style=style, lw=lw, ms=marksize)
subwidgets[ith_ax].add_plotter(curve, twinx)
if marks[1]:
# plot texts
for name, values in marks[1].iteritems():
for v in values:
ith_ax, x, y, text = v[0], v[1], v[2], v[3]
color, size, rotation = v[4], v[5], v[6]
## @TODO move to text plotter
frame.plot_text(name, ith_ax, x, y, text, color, size,
rotation)
frame.add_widget(0, subwidget1, True)
frame.add_widget(1, subwidget2, True)
frame.draw_widgets()
plt.show()