forked from QuantFans/quantdigger
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathmplots.py
More file actions
191 lines (164 loc) · 6.76 KB
/
Copy pathmplots.py
File metadata and controls
191 lines (164 loc) · 6.76 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
# -*- coding: utf-8 -*-
##
# @file mplots.py
# @brief 绘制k线，交易信号连线。
# @author wondereamer
# @version 2.0
# @date 2015-10-19
import numpy as np
import inspect
from matplotlib.colors import colorConverter
from matplotlib.collections import LineCollection, PolyCollection
def override_attributes(method):
# 如果plot函数不带绘图参数，则使用属性值做为参数。
# 如果带参数，者指标中的plot函数参数能够覆盖本身的属性。
def wrapper(self, widget, *args, **kwargs):
self.widget = widget
# 用函数中的参数覆盖属性。
arg_names = inspect.getargspec(method).args[2:]
method_args = {}
obj_attrs = {}
for i, arg in enumerate(args):
method_args[arg_names[i]] = arg
method_args.update(kwargs)
try:
for attr in arg_names:
obj_attrs[attr] = getattr(self, attr)
except Exception, e:
print(e)
print("构造函数和绘图函数的绘图属性参数不匹配。")
obj_attrs.update(method_args)
return method(self, widget, **obj_attrs)
return wrapper
class Candles(object):
"""
画蜡烛线。
"""
def __init__(self, tracker, data, name='candle',
width=0.6, colorup='r', colordown='g',
lc='k', alpha=1):
""" Represent the open, close as a bar line and high low range as a
vertical line.
ax : an Axes instance to plot to
width : the bar width in points
colorup : the color of the lines where close >= open
colordown : the color of the lines where close < open
alpha : bar transparency
return value is lineCollection, barCollection
"""
# super(Candles, self).__init__(tracker, name)
self.set_yrange(data.low.values, data.high.values)
self.data = data
self.name = name
self.width = width
self.colorup = colorup
self.colordown = colordown
self.lc = lc
self.alpha = alpha
# note this code assumes if any value open, close, low, high is
# missing they all are missing
@override_attributes
def plot(self, widget, width=0.6,
colorup='r', colordown='g', lc='k', alpha=1):
"""docstring for plot"""
delta = self.width/2.
barVerts = [((i-delta, open),
(i-delta, close),
(i+delta, close),
(i+delta, open))
for i, open, close in zip(xrange(len(self.data)),
self.data.open,
self.data.close)
if open != -1 and close != -1]
rangeSegments = [((i, low), (i, high))
for i, low, high in zip(
xrange(len(self.data)),
self.data.low,
self.data.high)
if low != -1]
r, g, b = colorConverter.to_rgb(self.colorup)
colorup = r, g, b, self.alpha
r, g, b = colorConverter.to_rgb(self.colordown)
colordown = r, g, b, self.alpha
colord = {
True: colorup,
False: colordown,
}
colors = [colord[open < close]
for open, close in zip(self.data.open, self.data.close)
if open != -1 and close != -1]
assert(len(barVerts) == len(rangeSegments))
useAA = 0, # use tuple here
lw = 0.5, # and here
r, g, b = colorConverter.to_rgb(self.lc)
linecolor = r, g, b, self.alpha
lineCollection = LineCollection(rangeSegments,
colors=(linecolor,),
linewidths=lw,
antialiaseds=useAA,
zorder=0)
barCollection = PolyCollection(barVerts,
facecolors=colors,
edgecolors=colors,
antialiaseds=useAA,
linewidths=lw,
zorder=1)
#minx, maxx = 0, len(rangeSegments)
#miny = min([low for low in self.data.low if low !=-1])
#maxy = max([high for high in self.data.high if high != -1])
#corners = (minx, miny), (maxx, maxy)
#ax.update_datalim(corners)
widget.autoscale_view()
# add these last
widget.add_collection(barCollection)
widget.add_collection(lineCollection)
#ax.plot(self.data.close, color = 'y')
#lineCollection, barCollection = None, None
return lineCollection, barCollection
def set_yrange(self, lower, upper=[]):
self.upper = upper if len(upper) > 0 else lower
self.lower = lower
def y_interval(self, w_left, w_right):
if len(self.upper) == 2:
return max(self.upper), min(self.lower)
ymax = np.max(self.upper[w_left: w_right])
ymin = np.min(self.lower[w_left: w_right])
return ymax, ymin
class TradingSignal(object):
""" 从信号坐标(时间， 价格)中绘制交易信号。 """
def __init__(self, signal, name="Signal", c=None, lw=2):
#self.set_yrange(price)
#self.signal=signal
#self.c = c
#self.lw = lw
self.signal = signal
self.name = name
def plot(self, widget, c=None, lw=2):
useAA = 0, # use tuple here
signal = LineCollection(self.signal, colors=c, linewidths=lw,
antialiaseds=useAA)
widget.add_collection(signal)
def y_interval(self, w_left, w_right):
return 0, 100000000
class TradingSignalPos(object):
""" 从价格和持仓数据中绘制交易信号图。 """
def __init__(self, price_data, deals, name="Signal", c=None, lw=2):
self.signal = []
self.colors = []
price_data['row'] = [i for i in xrange(0, len(price_data))]
for deal in deals:
# ((x0, y0), (x1, y1))
p = ((price_data.row[deal.open_datetime], deal.open_price),
(price_data.row[deal.close_datetime], deal.close_price))
self.signal.append(p)
self.colors.append(
(1, 0, 0, 1) if deal.profit() > 0 else (0, 1, 0, 1))
self.name = name
def plot(self, widget, lw=2):
useAA = 0, # use tuple here
signal = LineCollection(self.signal, colors=self.colors, linewidths=lw,
antialiaseds=useAA)
widget.add_collection(signal)
def y_interval(self, w_left, w_right):
# @todo signal interval
return 0, 100000000