def _subplot_indicator(subplot_technical_index, sub_plot_param, data, fig, row):
if subplot_technical_index:
for n, ind in enumerate(subplot_technical_index):
if sub_plot_param is not None:
try:
df = statistic.indicator(data, ind, sub_plot_param[ind])
except:
df = statistic.indicator(data, ind)
else:
df = statistic.indicator(data, ind)
add_trace(fig, df, row=row + n)
else:
pass
def strategy(df):
kd = indicator(df, 'STOCH')
condition = (kd['slowk'] > kd['slowd']) & (kd['slowk'].shift() <
kd['slowd'].shift())
return condition
def indicator(self, name, timeperiod=None):
return statistic.indicator(self.data, name, timeperiod)
def get_plotly(data,
subplot_technical_index: list,
overlap=None,
sub_plot_param=None,
overlap_param=None,
log=None,
callback: list = None):
data = data.copy()
data['diag'] = np.empty(len(data))
data.diag[data.close > data.close.shift()] = '#f6416c'
data.diag[data.close <= data.close.shift()] = '#7bc0a3'
data.index = data.index.strftime("%Y/%m/%d")
if log is not None:
if subplot_technical_index:
subplot_titles = ["收盤價", "累積報酬率", 'MDD(%)'
] + [x for x in subplot_technical_index]
length_subplot_technical_index = len(subplot_technical_index)
else:
subplot_titles = ["收盤價", "累積報酬率", 'MDD(%)']
length_subplot_technical_index = 0
row_heights = [450] + [300] * (2 + length_subplot_technical_index)
specs = [[{
"secondary_y": True
}]] * (3 + length_subplot_technical_index)
fig = make_subplots(rows=3 + length_subplot_technical_index,
cols=1,
row_heights=row_heights,
shared_xaxes=True,
subplot_titles=subplot_titles,
specs=specs)
_update_layout(fig)
_main_fig(data=data, fig=fig, callback=callback)
date = pd.Index(np.where(log.KeepDay > 0, log.SellDate, log.BuyDate))
empty_series = pd.Series(index=data.index)
buy = pd.Series(
log['BuyPrice'].values,
index=log['BuyDate']).drop_duplicates().rename('BuyPrice')
sell = pd.Series(
log['SellPrice'].values,
index=log['SellDate']).drop_duplicates().rename('SellPrice')
_log = pd.concat([buy, sell, empty_series], 1)
index_return = statistic.index_accumulate_return(
str(log['BuyDate'][0].year),
str(log['BuyDate'].iloc[-1].year),
index='^GSPC')
fig.add_trace(go.Scatter(
x=date,
y=log['累積報酬率(%)'],
mode='lines',
name='累積報酬率(%)',
),
row=2,
col=1)
fig.add_trace(go.Scatter(
x=date,
y=index_return[log['SellDate']],
mode='lines',
name='大盤累積報酬率(%)',
),
row=2,
col=1)
fig.add_trace(go.Scatter(x=data.index,
y=_log['BuyPrice'],
mode='markers',
name='Buydate'),
row=1,
col=1)
fig.add_trace(go.Scatter(x=data.index,
y=_log['SellPrice'],
mode='markers',
name='Selldate'),
row=1,
col=1)
fig.add_trace(go.Scatter(x=date,
y=log['MDD(%)'] * -1,
fill='tozeroy',
name='MDD'),
row=3,
col=1)
_subplot_indicator(subplot_technical_index,
sub_plot_param,
data,
fig,
row=4)
else:
if subplot_technical_index:
subplot_titles = ["收盤價"] + [x for x in subplot_technical_index]
length_subplot_technical_index = len(subplot_technical_index)
else:
subplot_titles = ["收盤價"]
length_subplot_technical_index = 0
row_heights = [450] + [300] * length_subplot_technical_index
specs = [[{
"secondary_y": True
}]] * (1 + length_subplot_technical_index)
fig = make_subplots(rows=1 + length_subplot_technical_index,
cols=1,
row_heights=row_heights,
shared_xaxes=True,
subplot_titles=subplot_titles,
specs=specs)
_update_layout(fig)
_main_fig(data=data, fig=fig, callback=callback)
_subplot_indicator(subplot_technical_index,
sub_plot_param,
data,
fig,
row=2)
if overlap is not None:
for ind in overlap:
if overlap_param is not None:
# overlappara={'MA': [5, 10, 20]}
add_trace(fig,
statistic.indicator(data, ind, overlap_param[ind]),
row=1)
else:
add_trace(fig, statistic.indicator(data, ind), row=1)
fig.show()