stock_plot.py 文件源码

def plot_entry(fig, exit_profit, entry_best, entry_worst, entry_nbar_best, entry_nbar_worst, nbar, binwidth=1):
    fig.canvas.set_window_title(u'??')
    axescolor  = '#f6f6f6'  # the axes background color
    left, width = 0.1, 0.8
    rect1 = [left, 0.7, width, 0.2]#left, bottom, width, height
    rect2 = [left, 0.3, width, 0.4]
    rect3 = [left, 0.1, width, 0.2]

    ax1 = fig.add_axes(rect1, axisbg=axescolor)
    ax2 = fig.add_axes(rect2, axisbg=axescolor, sharex = ax1)
    ax3  = fig.add_axes(rect3, axisbg=axescolor, sharex = ax1)
    (entry_best-exit_profit).plot(ax=ax1, kind='bar', grid = False, use_index = False, label=u"?")
    entry_worst.plot(ax=ax1, kind='bar', grid = False, use_index = False, color = 'y', label=u"?")
    if nbar>0:
        entry_nbar_best.plot(ax=ax3, kind='bar', color='red', grid=False, use_index=False, label=u"%s"%nbar)
        #ax3.bar(range(len(entry_nbar_best)), entry_nbar_best, color='r', label=u"%s"%nbar)
        entry_nbar_worst.plot(ax=ax3, kind='bar', color='y', grid=False, use_index=False, label=u"%s"%nbar)
        temp = entry_nbar_worst[entry_nbar_worst<0]
        ax3.plot(range(len(entry_nbar_best)), [temp.mean()]*len(entry_nbar_best), 'y--', label=u"?: %s"%temp.mean())
        temp = entry_nbar_best[entry_nbar_best>0]
        ax3.plot(range(len(entry_nbar_best)), [temp.mean()]*len(entry_nbar_best), 
                    'r--', label=u'?: %s'%temp.mean() )
        ax3.legend(loc='upper left',prop=font).get_frame().set_alpha(0.5)

    for i in xrange(len(exit_profit)):
        if(entry_best[i]>0 and exit_profit[i]>0): 
            px21 = ax2.bar(i, exit_profit[i], width=binwidth, color='blue')
            px22 = ax2.bar(i, entry_best[i]-exit_profit[i], width=binwidth, color='red', bottom = exit_profit[i])
        elif(entry_best[i]<0 and exit_profit[i]<0):
            ax2.bar(i, entry_best[i], width=binwidth, color='red')
            ax2.bar(i, exit_profit[i]-entry_best[i], width=binwidth, color='blue', bottom = entry_best[i])
        else:
            ax2.bar(i, entry_best[i], width=binwidth, color='red')
            ax2.bar(i, exit_profit[i], width=binwidth, color='blue')

    ax2.legend((px21[0], px22[0]), (u'??', u'?'), loc='upper left', prop=font).get_frame().set_alpha(0.5)
    ax1.legend(loc='upper left', prop=font).get_frame().set_alpha(0.5)
    ax1.set_ylabel(u"???", fontproperties = font)
    ax2.set_ylabel(u"??", fontproperties = font)
    for ax in ax1, ax2, ax3:
        #if ax!=ax3:
        ax.set_xticklabels([])

    ax3.set_xlabel("")
    ax1.set_title(u"??", fontproperties=font_big)
    c1 = Cursor(ax2, useblit=True, color='red', linewidth=1, vertOn = True, horizOn = True)
    multi = MultiCursor(fig.canvas, fig.axes, color='r', lw=1, horizOn=False, vertOn=True)

    #handle = EventHandler(exit_profit, fig)
    #fig.canvas.mpl_connect('motion_notify_event', handle.on_move)
    #fig.canvas.mpl_connect('pick_event', handle.on_pick)

    def format_coord(x, y):
        """ ???? """
        i = int(x)/1
        c = pd.to_datetime(exit_profit.index[i]).strftime("%Y-%m-%d %H:%M:%S") + " Profit: %s MAE: %s"%(exit_profit[i], entry_worst[i])
        return str(c)
    ax1.format_coord = format_coord
    ax2.format_coord = format_coord
    ax3.format_coord = format_coord
    return [ax1, ax2, ax3], [multi, c1]