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 ibar(indicator, new=True, axes=None,
legend_on=False, text_on=False, text_color='k', label=None,
width=0.4, color='r', edgecolor='r',
zero_on=False, *args, **kwargs):
"""绘制indicator柱状图
:param Indicator indicator: Indicator实例
:param axes: 指定的坐标轴
:param new: 是否在新窗口中显示，只在没有指定axes时生效
:param legend_on: 是否打开图例
:param text_on: 是否在左上角显示指标名称及其参数
:param text_color: 指标名称解释文字的颜色，默认为黑色
:param str label: label显示文字信息，text_on 及 legend_on 为 True 时生效
:param zero_on: 是否需要在y=0轴上绘制一条直线
:param width: Bar的宽度
:param color: Bar的颜色
:param edgecolor: Bar边缘颜色
:param args: pylab plot参数
:param kwargs: pylab plot参数
"""
if not indicator:
print("indicator is None")
return
if not axes:
axes = create_figure() if new else gca()
if not label:
label = "%s %.2f" % (indicator.long_name, indicator[-1])
py_indicatr = [ None if x == constant.null_price else x for x in indicator]
x = [i-0.2 for i in range(len(indicator))]
y = py_indicatr
axes.bar(x, py_indicatr, width=width, color=color, edgecolor=edgecolor,
*args, **kwargs)
if legend_on:
leg = axes.legend(loc='upper left')
leg.get_frame().set_alpha(0.5)
if text_on:
if not axes.texts:
axes.text(0.01,0.97, label, horizontalalignment='left', verticalalignment='top',
transform=axes.transAxes, color=text_color)
else:
temp_str = axes.texts[0].get_text() + ' ' + label
axes.texts[0].set_text(temp_str)
if zero_on:
ylim = axes.get_ylim()
if ylim[0]<0<ylim[1]:
axes.hlines(0,0,len(indicator))
axes.autoscale_view()
axes.set_xlim(-1, len(indicator)+1)
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 ibar(
indicator,
new=True,
axes=None,
legend_on=False,
text_on=False,
text_color='k',
label=None,
width=0.4,
color='r',
edgecolor='r',
zero_on=False,
*args,
**kwargs
):
"""绘制indicator柱状图
:param Indicator indicator: Indicator实例
:param axes: 指定的坐标轴
:param new: 是否在新窗口中显示，只在没有指定axes时生效
:param legend_on: 是否打开图例
:param text_on: 是否在左上角显示指标名称及其参数
:param text_color: 指标名称解释文字的颜色，默认为黑色
:param str label: label显示文字信息，text_on 及 legend_on 为 True 时生效
:param zero_on: 是否需要在y=0轴上绘制一条直线
:param width: Bar的宽度
:param color: Bar的颜色
:param edgecolor: Bar边缘颜色
:param args: pylab plot参数
:param kwargs: pylab plot参数
"""
if not indicator:
print("indicator is None")
return
if not axes:
axes = create_figure() if new else gca()
if not label:
label = "%s %.2f" % (indicator.long_name, indicator[-1])
py_indicatr = [None if x == constant.null_price else x for x in indicator]
x = [i - 0.2 for i in range(len(indicator))]
y = py_indicatr
axes.bar(x, py_indicatr, width=width, color=color, edgecolor=edgecolor, *args, **kwargs)
if legend_on:
leg = axes.legend(loc='upper left')
leg.get_frame().set_alpha(0.5)
if text_on:
if not axes.texts:
axes.text(
0.01,
0.97,
label,
horizontalalignment='left',
verticalalignment='top',
transform=axes.transAxes,
color=text_color
)
else:
temp_str = axes.texts[0].get_text() + ' ' + label
axes.texts[0].set_text(temp_str)
if zero_on:
ylim = axes.get_ylim()
if ylim[0] < 0 < ylim[1]:
axes.hlines(0, 0, len(indicator))
axes.autoscale_view()
axes.set_xlim(-1, len(indicator) + 1)
k = indicator.get_context()
if len(k) > 0:
ax_set_locator_formatter(axes, k.get_date_list(), k.get_query().ktype)
def iplot(indicator,
new=True,
axes=None,
legend_on=False,
text_on=False,
text_color='k',
zero_on=False,
label=None,
*args,
**kwargs):
"""绘制indicator曲线
:param Indicator indicator: indicator实例
:param axes: 指定的坐标轴
:param new: 是否在新窗口中显示，只在没有指定axes时生效
:param legend_on: 是否打开图例
:param text_on: 是否在左上角显示指标名称及其参数
:param text_color: 指标名称解释文字的颜色，默认为黑色
:param zero_on: 是否需要在y=0轴上绘制一条直线
:param str label: label显示文字信息，text_on 及 legend_on 为 True 时生效
:param args: pylab plot参数
:param kwargs: pylab plot参数，如：marker（标记类型）、
markerfacecolor（标记颜色）、
markeredgecolor（标记的边缘颜色）
"""
if not indicator:
print("indicator is None")
return
if not axes:
axes = create_figure() if new else gca()
if not label:
label = "%s %.2f" % (indicator.long_name, indicator[-1])
py_indicatr = [None if x == constant.null_price else x for x in indicator]
axes.plot(py_indicatr, '-', label=label, *args, **kwargs)
if legend_on:
leg = axes.legend(loc='upper left')
leg.get_frame().set_alpha(0.5)
if text_on:
if not axes.texts:
axes.text(0.01,
0.97,
label,
horizontalalignment='left',
verticalalignment='top',
transform=axes.transAxes,
color=text_color)
else:
temp_str = axes.texts[0].get_text() + ' ' + label
axes.texts[0].set_text(temp_str)
if zero_on:
ylim = axes.get_ylim()
if ylim[0] < 0 < ylim[1]:
axes.hlines(0, 0, len(indicator))
axes.autoscale_view()
axes.set_xlim(-1, len(indicator) + 1)
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')
def ibar(indicator,
axes=None,
width=0.4,
color='r',
edgecolor='r',
new=True,
legend_on=False,
text_on=False,
text_color='k',
label=None,
zero_on=False,
*args,
**kwargs):
"""绘制indicator曲线
indicator: Indicator实例
axes: 指定的坐标轴
new: 是否在新窗口中显示，只在没有指定axes时生效
legend_on : 是否打开图例
text_on: 是否在左上角显示指标名称及其参数
text_color: 指标名称解释文字的颜色，默认为黑色
zero_on: 是否需要在y=0轴上绘制一条直线
*args, **kwargs : pylab bar参数
"""
if not indicator:
print("indicator is None")
return
if not axes:
axes = create_one_axes_figure() if new else gca()
if not label:
label = "%s %.2f" % (indicator.long_name, indicator[-1])
py_indicatr = [None if x == constant.null_price else x for x in indicator]
x = [i - 0.2 for i in range(len(indicator))]
y = py_indicatr
axes.bar(x,
py_indicatr,
width=width,
color=color,
edgecolor=edgecolor,
*args,
**kwargs)
if legend_on:
leg = axes.legend(loc='upper left')
leg.get_frame().set_alpha(0.5)
if text_on:
if not axes.texts:
axes.text(0.01,
0.97,
label,
horizontalalignment='left',
verticalalignment='top',
transform=axes.transAxes,
color=text_color)
else:
temp_str = axes.texts[0].get_text() + ' ' + label
axes.texts[0].set_text(temp_str)
if zero_on:
ylim = axes.get_ylim()
if ylim[0] < 0 < ylim[1]:
axes.hlines(0, 0, len(indicator))
axes.autoscale_view()
axes.set_xlim(-1, len(indicator) + 1)
