tech.py 文件源码

def get_stock_signal_data():
    fname =  os.path.join(os.getcwd(), 'data', 'stock_data', '_IF000.csv')
    price_data = csv2frame(fname)
    from matplotlib.colors import colorConverter
    info = load_tradeinfo("_djtrend2_IF000")
    entry_x = []
    entry_y = info['entry_price'].tolist()
    exit_x = []
    exit_y = info['exit_price'].tolist()
    colors = []
    for t in info.index:
        entry_x.append(price_data.index.searchsorted(t))
    for t in info['exit_datetime'].values:
        exit_x.append(price_data.index.searchsorted(t))
    for i in range(len(info)):
        tr = info.ix[i]
        if tr['islong']:
            c = 'r' if tr['exit_price']>tr['entry_price'] else 'w'
        else:
            c = 'r' if tr['exit_price']<tr['entry_price'] else 'w'
        r,g,b = colorConverter.to_rgb(c)
        colors.append((r,g,b,1))
    return price_data, entry_x, entry_y, exit_x, exit_y, colors