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plotting.py
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142 lines (129 loc) · 4.75 KB
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# -*- coding: utf-8 -*-
import matplotlib
matplotlib.use('TkAgg')
import matplotlib.pyplot as plt
from matplotlib.ticker import Formatter
from quantdigger.widgets.mplotwidgets import widgets, mplots
from quantdigger.technicals import Line, LineWithX, Volume
def xticks_to_display(data_length):
# print(r.index[0].weekday())
interval = data_length / 5
v = 0
xticks = []
for i in range(0, 6):
xticks.append(v)
v += interval
return xticks
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)
frame.init_layout(
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_technical(0, signal)
if len(curve) > 0:
curve = Line(curve)
frame.add_technical(0, curve, True)
frame.add_technical(1, Volume(price_data.open, price_data.close, price_data.volume))
## 添加指标
for name, indic in indicators.iteritems():
frame.add_technical(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_technical(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_curves(data, colors=[], lws =[], names=[]):
""" 画资金曲线
Args:
data (list): [pd.Series]
colors (list): [str]
lws (list): [int.]
"""
assert(len(data) > 0)
if colors:
assert(len(data) == len(colors))
else:
colors = ['b'] * len(data)
if lws:
assert(len(data) == len(lws))
else:
lws = [1] * len(data)
if names:
assert(len(data) == len(names))
# 画资金曲线
# print curve.equity
fig2 = plt.figure()
lns = []
ax = fig2.add_axes((0.1, 0.1, 0.8, 0.8))
ax.xaxis.set_major_formatter(TimeFormatter(data[0].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(data[0])))
lns = ax.plot(data[0], c=colors[0])
for tl in ax.get_yticklabels():
tl.set_color(colors[0])
if len(data) > 1:
for i in range(1, len(data)):
new_ax = ax.twinx()
lns += new_ax.plot(data[i], c=colors[i])
# new_ax.set_ylabel('sin', color=colors[i])
for tl in new_ax.get_yticklabels():
tl.set_color(colors[i])
# new_ax.set_yticks
# ax.legend(lns, ['aaa', 'bbbb', 'ccc'])
if names:
ax.legend(lns, names, loc='upper left').get_frame().set_alpha(0.5)
plt.show()
class TimeFormatter(Formatter):
# def __init__(self, dates, fmt='%Y-%m-%d'):
# 分类 －－format
def __init__(self, dates, fmt='%Y-%m-%d %H:%M'):
self.dates = dates
self.fmt = fmt
def __call__(self, x, pos=0):
'Return the label for time x at position pos'
ind = int(round(x))
if ind >= len(self.dates) or ind < 0:
return ''
return self.dates[ind].strftime(self.fmt)