doubleMA.py 文件源码

def analyze(context=None, results=None):
    import matplotlib.pyplot as plt
    import logbook
    logbook.StderrHandler().push_application()
    log = logbook.Logger('Algorithm')

    fig = plt.figure()
    ax1 = fig.add_subplot(211)

    results.algorithm_period_return.plot(ax=ax1,color='blue',legend=u'????')
    ax1.set_ylabel(u'??')
    results.benchmark_period_return.plot(ax=ax1,color='red',legend=u'????')

    plt.show()

# capital_base is the base value of capital
#