hikyuu 2.2.2__py3-none-win_amd64.whl

hikyuu/draw/drawplot/matplotlib_draw.py

@@ -0,0 +1,832 @@
+# -*- coding: utf8 -*-
+# cp936
+"""
+交互模式下绘制相关图形，如K线图，美式K线图
+"""
+import sys
+import datetime
+import logging
+import numpy as np
+import matplotlib
+from pylab import Rectangle, gca, figure, ylabel, axes, draw
+from matplotlib import rcParams
+from matplotlib.font_manager import FontManager, _log as fm_logger
+from matplotlib.lines import Line2D, TICKLEFT, TICKRIGHT
+from matplotlib.ticker import FuncFormatter, FixedLocator
+
+from hikyuu import *
+
+from .common import get_draw_title
+
+
+def set_mpl_params():
+    '''设置交互及中文环境参数'''
+    if in_interactive_session():
+        rcParams['interactive'] = True
+
+    rcParams['font.family'] = 'sans-serif'
+    rcParams['axes.unicode_minus'] = False
+
+    expected_fonts = ['Microsoft YaHei', 'SimSun', 'SimHei', 'Source Han Sans CN', 'Noto Sans CJK JP']
+    current_fonts = matplotlib.rcParams['font.sans-serif']
+    for font in expected_fonts:
+        if font in current_fonts:
+            return
+
+    with LoggingContext(fm_logger, level=logging.WARNING):
+        all_fonts = [f.name for f in FontManager().ttflist]
+    for font in expected_fonts:
+        if font in all_fonts:
+            current_fonts.insert(0, font)
+            break
+    matplotlib.rcParams['font.sans-serif'] = current_fonts
+
+
+def create_one_axes_figure(figsize=(10, 6)):
+    """生成一个仅含有1个坐标轴的figure，并返回其坐标轴对象
+
+    :param figsize: (宽, 高)
+    :return: ax
+    """
+    rect1 = [0.05, 0.05, 0.9, 0.90]
+    fg = figure(figsize=figsize)
+    ax1 = fg.add_axes(rect1)
+    return ax1
+
+
+def create_two_axes_figure(figsize=(10, 8)):
+    """生成一个含有2个坐标轴的figure，并返回坐标轴列表
+
+    :param figsize: (宽, 高)
+    :return: (ax1, ax2)    
+    """
+    rect1 = [0.05, 0.35, 0.9, 0.60]
+    rect2 = [0.05, 0.05, 0.9, 0.30]
+
+    fg = figure(figsize=figsize)
+    ax1 = fg.add_axes(rect1)
+    ax2 = fg.add_axes(rect2, sharex=ax1)
+
+    return ax1, ax2
+
+
+def create_three_axes_figure(figsize=(10, 8)):
+    """生成一个含有3个坐标轴的figure，并返回坐标轴列表
+
+    :param figsize: (宽, 高)
+    :return: (ax1, ax2, ax3)
+    """
+    rect1 = [0.05, 0.45, 0.9, 0.50]
+    rect2 = [0.05, 0.25, 0.9, 0.20]
+    rect3 = [0.05, 0.05, 0.9, 0.20]
+
+    fg = figure(figsize=figsize)
+    ax1 = fg.add_axes(rect1)
+    ax2 = fg.add_axes(rect2, sharex=ax1)
+    ax3 = fg.add_axes(rect3, sharex=ax1)
+
+    return ax1, ax2, ax3
+
+
+def create_four_axes_figure(figsize=(10, 8)):
+    """生成一个含有4个坐标轴的figure，并返回坐标轴列表
+
+    :param figsize: (宽, 高)
+    :return: (ax1, ax2, ax3, ax4)
+    """
+    rect1 = [0.05, 0.50, 0.9, 0.45]
+    rect2 = [0.05, 0.35, 0.9, 0.15]
+    rect3 = [0.05, 0.20, 0.9, 0.15]
+    rect4 = [0.05, 0.05, 0.9, 0.15]
+
+    fg = figure(figsize=figsize)
+    ax1 = fg.add_axes(rect1)
+    ax2 = fg.add_axes(rect2, sharex=ax1)
+    ax3 = fg.add_axes(rect3, sharex=ax1)
+    ax4 = fg.add_axes(rect4, sharex=ax1)
+
+    return ax1, ax2, ax3, ax4
+
+
+def create_figure(n=1, figsize=(10, 8)):
+    """生成含有指定坐标轴数量的窗口，最大只支持4个坐标轴。
+
+    :param int n: 坐标轴数量
+    :param figsize: (宽, 高)
+    :return: (ax1, ax2, ...) 根据指定的坐标轴数量而定，超出[1,4]个坐标轴时，返回None
+    """
+    if n == 1:
+        return create_one_axes_figure(figsize)
+    elif n == 2:
+        return create_two_axes_figure(figsize)
+    elif n == 3:
+        return create_three_axes_figure(figsize)
+    elif n == 4:
+        return create_four_axes_figure(figsize)
+    else:
+        print("Max support axes number is 4!")
+        return None
+
+
+class StockFuncFormatter(object):
+    """用于坐标轴显示日期
+    关于matplotlib中FuncFormatter的使用方法，请参见：
+    http://matplotlib.sourceforge.net/examples/api/date_index_formatter.html
+    """
+
+    def __init__(self, ix2date):
+        self.__ix2date = ix2date
+
+    def __call__(self, x, pos=None):  # IGNORE:W0613
+        result = ''
+        ix = int(x)
+        if ix in self.__ix2date:
+            result = self.__ix2date[ix]
+        return result
+
+
+def getDayLocatorAndFormatter(dates):
+    """获取显示日线时使用的Major Locator和Major Formatter"""
+    sep = int(len(dates) / 10)
+    loc = [
+        (i, str(d) if (i != (len(dates) - 1)) and (i % sep != 0) else "{}-{}-{}".format(d.year, d.month, d.day))
+        for i, d in enumerate(dates)
+    ]
+    fixed_loc = [i for i in range(len(dates)) if (i == (len(dates) - 1)) or (i != 0 and i % sep == 0)]
+
+    month_loc = FixedLocator(fixed_loc)
+    month_fm = FuncFormatter(StockFuncFormatter(dict(loc)))
+    return month_loc, month_fm
+
+
+def getMinLocatorAndFormatter(dates):
+    """获取显示分钟线时使用的Major Locator和Major Formatter"""
+    sep = len(dates) / 5
+    loc = [
+        (i, str(d) if i % sep != 0 else "{}-{}-{} {}:{}".format(d.year, d.month, d.day, d.hour, d.minute))
+        for i, d in enumerate(dates)
+    ]
+    fixed_loc = [i for i in range(len(dates)) if i != 0 and i % sep == 0]
+
+    month_loc = FixedLocator(fixed_loc)
+    month_fm = FuncFormatter(StockFuncFormatter(dict(loc)))
+    return month_loc, month_fm
+
+
+def ax_set_locator_formatter(axes, dates, typ):
+    """ 设置指定坐标轴的日期显示，根据指定的K线类型优化X轴坐标显示
+
+    :param axes: 指定的坐标轴
+    :param dates: Datetime构成可迭代序列
+    :param Query.KType typ: K线类型
+    """
+    major_loc, major_fm = None, None
+    if typ == Query.DAY:
+        major_loc, major_fm = getDayLocatorAndFormatter(dates)
+    elif typ == Query.WEEK:
+        major_loc, major_fm = getDayLocatorAndFormatter(dates)
+    elif typ == Query.MONTH:
+        major_loc, major_fm = getDayLocatorAndFormatter(dates)
+    elif typ == Query.QUARTER:
+        major_loc, major_fm = getDayLocatorAndFormatter(dates)
+    elif typ == Query.HALFYEAR:
+        major_loc, major_fm = getDayLocatorAndFormatter(dates)
+    elif typ == Query.YEAR:
+        major_loc, major_fm = getDayLocatorAndFormatter(dates)
+    else:
+        major_loc, major_fm = getMinLocatorAndFormatter(dates)
+
+    axes.xaxis.set_major_locator(major_loc)
+    axes.xaxis.set_major_formatter(major_fm)
+
+
+def adjust_axes_show(axeslist):
+    """用于调整上下紧密相连的坐标轴显示时，其上一坐标轴最小值刻度和下一坐标轴最大值刻度
+    显示重叠的问题。
+
+    :param axeslist: 上下相连的坐标轴列表 (ax1,ax2,...)
+    """
+    for ax in axeslist[:-1]:
+        for label in ax.get_xticklabels():
+            label.set_visible(False)
+        ylabels = ax.get_yticklabels()
+        ylabels[0].set_visible(False)
+
+
+def kplot(kdata, new=True, axes=None, colorup='r', colordown='g'):
+    """绘制K线图
+
+    :param KData kdata: K线数据
+    :param bool new:    是否在新窗口中显示，只在没有指定axes时生效
+    :param axes:        指定的坐标轴
+    :param colorup:     the color of the rectangle where close >= open
+    :param colordown:   the color of the rectangle where close < open
+    """
+    if not kdata:
+        print("kdata is None")
+        return
+
+    if not axes:
+        axes = create_figure() if new else gca()
+
+    alpha = 1.0
+    width = 0.6
+    OFFSET = width / 2.0
+    rfcolor = matplotlib.rcParams['axes.facecolor']
+    for i in range(len(kdata)):
+        record = kdata[i]
+        open, high, low, close = record.open, record.high, record.low, record.close
+        if close >= open:
+            color = colorup
+            lower = open
+            height = close - open
+            rect = Rectangle(xy=(i - OFFSET, lower), width=width, height=height, facecolor=rfcolor, edgecolor=color)
+        else:
+            color = colordown
+            lower = close
+            height = open - close
+            rect = Rectangle(xy=(i - OFFSET, lower), width=width, height=height, facecolor=color, edgecolor=color)
+
+        vline1 = Line2D(xdata=(i, i), ydata=(low, lower), color=color, linewidth=0.5, antialiased=True)
+        vline2 = Line2D(xdata=(i, i), ydata=(lower + height, high), color=color, linewidth=0.5, antialiased=True)
+        rect.set_alpha(alpha)
+
+        axes.add_line(vline1)
+        axes.add_line(vline2)
+        axes.add_patch(rect)
+
+    title = get_draw_title(kdata)
+    axes.set_title(title)
+    last_record = kdata[-1]
+    color = 'r' if last_record.close > kdata[-2].close else 'g'
+    text = u'%s 开:%.2f 高:%.2f 低:%.2f 收:%.2f 涨幅:%.2f%%' % (
+        last_record.datetime.number / 10000, last_record.open, last_record.high, last_record.low, last_record.close,
+        100 * (last_record.close - kdata[-2].close) / kdata[-2].close
+    )
+    axes.text(
+        0.99, 0.97, text, horizontalalignment='right', verticalalignment='top', transform=axes.transAxes, color=color
+    )
+
+    axes.autoscale_view()
+    axes.set_xlim(-1, len(kdata) + 1)
+    ax_set_locator_formatter(axes, kdata.get_datetime_list(), kdata.get_query().ktype)
+    # draw()
+
+
+def mkplot(kdata, new=True, axes=None, colorup='r', colordown='g', ticksize=3):
+    """绘制美式K线图
+
+    :param KData kdata: K线数据
+    :param bool new:    是否在新窗口中显示，只在没有指定axes时生效
+    :param axes:        指定的坐标轴
+    :param colorup:     the color of the lines where close >= open
+    :param colordown:   the color of the lines where close < open
+    :param ticksize:    open/close tick marker in points
+    """
+    if not kdata:
+        print("kdata is None")
+        return
+
+    if not axes:
+        axes = create_figure() if new else gca()
+
+    for t in range(len(kdata)):
+        record = kdata[t]
+        open, high, low, close = record.open, record.high, record.low, record.close
+        color = colorup if close >= open else colordown
+
+        vline = Line2D(xdata=(t, t), ydata=(low, high), color=color, antialiased=False)
+        oline = Line2D(
+            xdata=(t, t), ydata=(open, open), color=color, antialiased=False, marker=TICKLEFT, markersize=ticksize
+        )
+        cline = Line2D(
+            xdata=(t, t), ydata=(close, close), color=color, antialiased=False, markersize=ticksize, marker=TICKRIGHT
+        )
+
+        axes.add_line(vline)
+        axes.add_line(oline)
+        axes.add_line(cline)
+
+    title = get_draw_title(kdata)
+    axes.set_title(title)
+    last_record = kdata[-1]
+    color = 'r' if last_record.close > kdata[-2].close else 'g'
+    text = u'%s 开:%.2f 高:%.2f 低:%.2f 收:%.2f' % (
+        last_record.datetime.number / 10000, last_record.open, last_record.high, last_record.low, last_record.close
+    )
+    axes.text(
+        0.99, 0.97, text, horizontalalignment='right', verticalalignment='top', transform=axes.transAxes, color=color
+    )
+
+    axes.autoscale_view()
+    axes.set_xlim(-1, len(kdata) + 1)
+    ax_set_locator_formatter(axes, kdata.get_datetime_list(), kdata.get_query().ktype)
+    # draw()
+
+
+def iplot(
+    indicator,
+    new=True,
+    axes=None,
+    kref=None,
+    legend_on=False,
+    text_on=False,
+    text_color='k',
+    zero_on=False,
+    label=None,
+    *args,
+    **kwargs
+):
+    """绘制indicator曲线
+
+    :param Indicator indicator: indicator实例
+    :param axes:            指定的坐标轴
+    :param new:             是否在新窗口中显示，只在没有指定axes时生效
+    :param kref:            参考的K线数据，以便绘制日期X坐标
+    :param legend_on:       是否打开图例
+    :param text_on:         是否在左上角显示指标名称及其参数
+    :param text_color:      指标名称解释文字的颜色，默认为黑色
+    :param zero_on:         是否需要在y=0轴上绘制一条直线
+    :param str label:       label显示文字信息，text_on 及 legend_on 为 True 时生效
+    :param args:            pylab plot参数
+    :param kwargs:          pylab plot参数，如：marker（标记类型）、
+                             markerfacecolor（标记颜色）、
+                             markeredgecolor（标记的边缘颜色）
+    """
+    if not indicator:
+        print("indicator is None")
+        return
+
+    if not axes:
+        axes = create_figure() if new else gca()
+
+    if not label:
+        label = "%s %.2f" % (indicator.long_name, indicator[-1])
+
+    py_indicatr = [None if x == constant.null_price else x for x in indicator]
+    axes.plot(py_indicatr, '-', label=label, *args, **kwargs)
+
+    if legend_on:
+        leg = axes.legend(loc='upper left')
+        leg.get_frame().set_alpha(0.5)
+
+    if text_on:
+        if not axes.texts:
+            axes.text(
+                0.01,
+                0.97,
+                label,
+                horizontalalignment='left',
+                verticalalignment='top',
+                transform=axes.transAxes,
+                color=text_color
+            )
+        else:
+            temp_str = axes.texts[0].get_text() + '  ' + label
+            axes.texts[0].set_text(temp_str)
+
+    if zero_on:
+        ylim = axes.get_ylim()
+        if ylim[0] < 0 < ylim[1]:
+            axes.hlines(0, 0, len(indicator))
+
+    axes.autoscale_view()
+    axes.set_xlim(-1, len(indicator) + 1)
+    if kref:
+        ax_set_locator_formatter(axes, kref.get_datetime_list(), kref.get_query().ktype)
+    else:
+        k = indicator.get_context()
+        if len(k) > 0:
+            ax_set_locator_formatter(axes, k.get_datetime_list(), k.get_query().ktype)
+    # draw()
+
+
+def ibar(
+    indicator,
+    new=True,
+    axes=None,
+    kref=None,
+    legend_on=False,
+    text_on=False,
+    text_color='k',
+    label=None,
+    width=0.4,
+    color='r',
+    edgecolor='r',
+    zero_on=False,
+    *args,
+    **kwargs
+):
+    """绘制indicator柱状图
+
+    :param Indicator indicator: Indicator实例
+    :param axes:       指定的坐标轴
+    :param new:        是否在新窗口中显示，只在没有指定axes时生效
+    :param kref:       参考的K线数据，以便绘制日期X坐标
+    :param legend_on:  是否打开图例
+    :param text_on:    是否在左上角显示指标名称及其参数
+    :param text_color: 指标名称解释文字的颜色，默认为黑色
+    :param str label:  label显示文字信息，text_on 及 legend_on 为 True 时生效
+    :param zero_on:    是否需要在y=0轴上绘制一条直线
+    :param width:      Bar的宽度
+    :param color:      Bar的颜色
+    :param edgecolor:  Bar边缘颜色
+    :param args:       pylab plot参数
+    :param kwargs:     pylab plot参数
+    """
+    if not indicator:
+        print("indicator is None")
+        return
+
+    if not axes:
+        axes = create_figure() if new else gca()
+
+    if not label:
+        label = "%s %.2f" % (indicator.long_name, indicator[-1])
+
+    py_indicatr = [None if x == constant.null_price else x for x in indicator]
+    x = [i - 0.2 for i in range(len(indicator))]
+    y = py_indicatr
+
+    axes.bar(x, py_indicatr, width=width, color=color, edgecolor=edgecolor, *args, **kwargs)
+
+    if legend_on:
+        leg = axes.legend(loc='upper left')
+        leg.get_frame().set_alpha(0.5)
+
+    if text_on:
+        if not axes.texts:
+            axes.text(
+                0.01,
+                0.97,
+                label,
+                horizontalalignment='left',
+                verticalalignment='top',
+                transform=axes.transAxes,
+                color=text_color
+            )
+        else:
+            temp_str = axes.texts[0].get_text() + '  ' + label
+            axes.texts[0].set_text(temp_str)
+
+    if zero_on:
+        ylim = axes.get_ylim()
+        if ylim[0] < 0 < ylim[1]:
+            axes.hlines(0, 0, len(indicator))
+
+    axes.autoscale_view()
+    axes.set_xlim(-1, len(indicator) + 1)
+    if kref:
+        ax_set_locator_formatter(axes, kref.get_datetime_list(), kref.get_query().ktype)
+    else:
+        k = indicator.get_context()
+        if len(k) > 0:
+            ax_set_locator_formatter(axes, k.get_datetime_list(), k.get_query().ktype)
+    # draw()
+
+
+def ax_draw_macd(axes, kdata, n1=12, n2=26, n3=9):
+    """绘制MACD
+
+    :param axes: 指定的坐标轴
+    :param KData kdata: KData
+    :param int n1: 指标 MACD 的参数1
+    :param int n2: 指标 MACD 的参数2
+    :param int n3: 指标 MACD 的参数3
+    """
+    macd = MACD(CLOSE(kdata), n1, n2, n3)
+    bmacd, fmacd, smacd = macd.get_result(0), macd.get_result(1), macd.get_result(2)
+
+    text = 'MACD(%s,%s,%s) DIF:%.2f, DEA:%.2f, BAR:%.2f' % (n1, n2, n3, fmacd[-1], smacd[-1], bmacd[-1])
+    axes.text(0.01, 0.97, text, horizontalalignment='left', verticalalignment='top', transform=axes.transAxes)
+    total = len(kdata)
+    x = [i - 0.2 for i in range(total)]
+    x1 = [x[i] for i, d in enumerate(bmacd) if d > 0]
+    y1 = [i for i in bmacd if i > 0]
+    x2 = [x[i] for i, d in enumerate(bmacd) if d <= 0]
+    y2 = [i for i in bmacd if i <= 0]
+    axes.bar(x1, y1, width=0.4, color='r', edgecolor='r')
+    axes.bar(x2, y2, width=0.4, color='g', edgecolor='g')
+
+    axt = axes.twinx()
+    axt.grid(False)
+    axt.set_yticks([])
+    fmacd.plot(axes=axt, linestyle='--', legend_on=False, text_on=False)
+    smacd.plot(axes=axt, legend_on=False, text_on=False)
+
+    for label in axt.get_xticklabels():
+        label.set_visible(False)
+
+
+def ax_draw_macd2(axes, ref, kdata, n1=12, n2=26, n3=9):
+    """绘制MACD。
+    当BAR值变化与参考序列ref变化不一致时，显示为灰色，
+    当BAR和参考序列ref同时上涨，显示红色
+    当BAR和参考序列ref同时下跌，显示绿色
+
+    :param axes: 指定的坐标轴
+    :param ref: 参考序列，EMA
+    :param KData kdata: KData
+    :param int n1: 指标 MACD 的参数1
+    :param int n2: 指标 MACD 的参数2
+    :param int n3: 指标 MACD 的参数3
+    """
+    macd = MACD(CLOSE(kdata), n1, n2, n3)
+    bmacd, fmacd, smacd = macd.get_result(0), macd.get_result(1), macd.get_result(2)
+
+    text = 'MACD(%s,%s,%s) DIF:%.2f, DEA:%.2f, BAR:%.2f' % (n1, n2, n3, fmacd[-1], smacd[-1], bmacd[-1])
+    axes.text(0.01, 0.97, text, horizontalalignment='left', verticalalignment='top', transform=axes.transAxes)
+    total = len(kdata)
+    x = [i - 0.2 for i in range(0, total)]
+    y = bmacd
+    x1, x2, x3 = [x[0]], [], []
+    y1, y2, y3 = [y[0]], [], []
+    for i in range(1, total):
+        if ref[i] - ref[i - 1] > 0 and y[i] - y[i - 1] > 0:
+            x2.append(x[i])
+            y2.append(y[i])
+        elif ref[i] - ref[i - 1] < 0 and y[i] - y[i - 1] < 0:
+            x3.append(x[i])
+            y3.append(y[i])
+        else:
+            x1.append(x[i])
+            y1.append(y[i])
+
+    axes.bar(x1, y1, width=0.4, color='#BFBFBF', edgecolor='#BFBFBF')
+    axes.bar(x2, y2, width=0.4, color='r', edgecolor='r')
+    axes.bar(x3, y3, width=0.4, color='g', edgecolor='g')
+
+    axt = axes.twinx()
+    axt.grid(False)
+    axt.set_yticks([])
+    fmacd.plot(axes=axt, linestyle='--', legend_on=False, text_on=False)
+    smacd.plot(axes=axt, legend_on=False, text_on=False)
+
+    for label in axt.get_xticklabels():
+        label.set_visible(False)
+
+
+def sgplot(sg, new=True, axes=None, style=1, kdata=None):
+    """绘制买入/卖出信号
+
+    :param SignalBase sg: 信号指示器
+    :param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
+    :param axes: 指定在那个轴对象中进行绘制
+    :param style: 1 | 2 信号箭头绘制样式
+    :param KData kdata: 指定的KData（即信号发生器的交易对象），
+                       如该值为None，则认为该信号发生器已经指定了交易对象，
+                       否则，使用该参数作为交易对象
+    """
+    kdata = sg.to if kdata is None else kdata
+    refdates = kdata.get_datetime_list()
+    date_index = dict([(d, i) for i, d in enumerate(refdates)])
+
+    if axes is None:
+        if new:
+            axes = create_figure()
+            kplot(kdata, axes=axes)
+        else:
+            axes = gca()
+
+    ylim = axes.get_ylim()
+    height = ylim[1] - ylim[0]
+
+    if style == 1:
+        arrow_buy = dict(arrowstyle="->")
+        arrow_sell = arrow_buy
+    else:
+        arrow_buy = dict(facecolor='red', frac=0.5)
+        arrow_sell = dict(facecolor='blue', frac=0.5)
+
+    dates = sg.get_buy_signal()
+    for d in dates:
+        if d not in date_index:
+            continue
+        pos = date_index[d]
+        krecord = kdata[pos]
+        axes.annotate(
+            'B', (pos, krecord.low - height * 0.01), (pos, krecord.low - height * 0.1),
+            arrowprops=arrow_buy,
+            horizontalalignment='center',
+            verticalalignment='bottom',
+            color='red'
+        )
+
+    dates = sg.get_sell_signal()
+    for d in dates:
+        if d not in date_index:
+            continue
+        pos = date_index[d]
+        krecord = kdata[pos]
+        axes.annotate(
+            'S', (pos, krecord.high + height * 0.01), (pos, krecord.high + height * 0.1),
+            arrowprops=arrow_sell,
+            horizontalalignment='center',
+            verticalalignment='top',
+            color='blue'
+        )
+
+
+def evplot(ev, ref_kdata, new=True, axes=None):
+    """绘制市场有效判断
+
+    :param EnvironmentBase cn: 系统有效条件
+    :param KData ref_kdata: 用于日期参考
+    :param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
+    :param axes: 指定在那个轴对象中进行绘制
+    """
+    refdates = ref_kdata.get_datetime_list()
+    if axes is None:
+        if new:
+            axes = create_figure(2)
+            kplot(ref_kdata, axes=axes[0])
+            axes = axes[1]
+        else:
+            axes = gca()
+
+    x = np.array([i for i in range(len(refdates))])
+    y1 = np.array([1 if ev.is_valid(d) else -1 for d in refdates])
+    y2 = np.array([-1 if ev.is_valid(d) else 1 for d in refdates])
+    axes.fill_between(x, y1, y2, where=y2 > y1, facecolor='blue', alpha=0.6)
+    axes.fill_between(x, y1, y2, where=y2 < y1, facecolor='red', alpha=0.6)
+
+
+def cnplot(cn, new=True, axes=None, kdata=None):
+    """绘制系统有效条件
+
+    :param ConditionBase cn: 系统有效条件
+    :param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
+    :param axes: 指定在那个轴对象中进行绘制
+    :param KData kdata: 指定的KData，如该值为None，则认为该系统有效条件已经
+                        指定了交易对象，否则，使用该参数作为交易对象
+    """
+    if kdata is None:
+        kdata = cn.to
+    else:
+        cn.to = kdata
+
+    refdates = kdata.get_datetime_list()
+    if axes is None:
+        if new:
+            axes = create_figure(2)
+            kplot(kdata, axes=axes[0])
+            axes = axes[1]
+        else:
+            axes = gca()
+
+    x = np.array([i for i in range(len(refdates))])
+    y1 = np.array([1 if cn.is_valid(d) else -1 for d in refdates])
+    y2 = np.array([-1 if cn.is_valid(d) else 1 for d in refdates])
+    axes.fill_between(x, y1, y2, where=y2 > y1, facecolor='blue', alpha=0.6)
+    axes.fill_between(x, y1, y2, where=y2 < y1, facecolor='red', alpha=0.6)
+
+
+def sysplot(sys, new=True, axes=None, style=1, only_draw_close=False):
+    """绘制系统实际买入/卖出信号
+
+    :param SystemBase sys: 系统实例
+    :param new:   仅在未指定axes的情况下生效，当为True时，
+                   创建新的窗口对象并在其中进行绘制
+    :param axes:  指定在那个轴对象中进行绘制
+    :param style: 1 | 2 信号箭头绘制样式
+    :param bool only_draw_close: 不绘制K线，仅绘制 close
+    """
+    kdata = sys.to
+
+    refdates = kdata.get_datetime_list()
+    date_index = dict([(d, i) for i, d in enumerate(refdates)])
+
+    if axes is None:
+        if new:
+            axes = create_figure()
+            if only_draw_close:
+                iplot(kdata.close, axes=axes)
+            else:
+                kplot(kdata, axes=axes)
+        else:
+            axes = gca()
+
+    ylim = axes.get_ylim()
+    height = ylim[1] - ylim[0]
+
+    if style == 1:
+        arrow_buy = dict(arrowstyle="->")
+        arrow_sell = arrow_buy
+    else:
+        arrow_buy = dict(facecolor='red', frac=0.5)
+        arrow_sell = dict(facecolor='blue', frac=0.5)
+
+    tds = sys.tm.get_trade_list()
+    buy_dates = []
+    sell_dates = []
+    for t in tds:
+        if t.business == BUSINESS.BUY:
+            buy_dates.append(t.datetime)
+        elif t.business == BUSINESS.SELL:
+            sell_dates.append(t.datetime)
+        else:
+            pass
+
+    for d in buy_dates:
+        if d not in date_index:
+            continue
+        pos = date_index[d]
+        krecord = kdata[pos]
+        axes.annotate(
+            'B', (pos, krecord.low - height * 0.01), (pos, krecord.low - height * 0.1),
+            arrowprops=arrow_buy,
+            horizontalalignment='center',
+            verticalalignment='bottom',
+            color='red'
+        )
+
+    for d in sell_dates:
+        if d not in date_index:
+            continue
+        pos = date_index[d]
+        krecord = kdata[pos]
+        axes.annotate(
+            'S', (pos, krecord.high + height * 0.01), (pos, krecord.high + height * 0.1),
+            arrowprops=arrow_sell,
+            horizontalalignment='center',
+            verticalalignment='top',
+            color='blue'
+        )
+
+
+def sys_performance(sys, ref_stk=None):
+    if ref_stk is None:
+        ref_stk = get_stock('sh000300')
+
+    query = sys.query
+    sh000001_k = get_kdata('sh000001', query)
+    ref_dates = sh000001_k.get_datetime_list()
+
+    ref_k = ref_stk.get_kdata(query)
+
+    funds_list = sys.tm.get_funds_list(ref_dates)
+    funds = [f.total_assets for f in funds_list]
+    funds = VALUE(funds)
+    funds_return = [f.total_assets / f.total_base if f.total_base != 0.0 else constant.null_price for f in funds_list]
+    funds_return = VALUE(funds_return, align_dates=ref_dates)
+    funds_return.name = "系统累积收益率"
+    ref_return = ALIGN(ROCR(ref_k.close, 0), ref_dates)
+    ref_return.name = f"{ref_stk.name}({ref_stk.market_code})"
+
+    per = Performance()
+    text = per.report(sys.tm, sh000001_k[-1].datetime)
+
+    # 计算最大回撤
+    max_pullback = min(MDD(funds).to_np())
+
+    # 计算 sharp
+    bond = ZHBOND10(ref_dates)
+    sigma = STDEV(ROCP(funds), len(ref_dates))
+    sigma = 15.874507866387544 * sigma[-1]  # 15.874 = sqrt(252)
+    sharp = (per['帐户平均年收益率%'] - bond[-1]) * 0.01 / sigma if sigma != 0.0 else 0.0
+
+    invest_total = per['累计投入本金'] + per['累计投入资产']
+    cur_fund = per['当前总资产']
+    t1 = '投入总资产: {:<.2f}    当前总资产: {:<.2f}    当前盈利: {:<.2f}'.format(
+        invest_total, cur_fund, cur_fund - invest_total)
+    t2 = '当前策略收益: {:<.2f}%    年化收益率: {:<.2f}%    最大回撤: {:<.2f}%'.format(
+        funds_return[-1]*100 - 100, per["帐户平均年收益率%"], max_pullback)
+    t3 = '系统胜率: {:<.2f}%    盈/亏比: 1 : {:<.2f}    夏普比率: {:<.2f}'.format(
+        per['赢利交易比例%'], per['净赢利/亏损比例'], sharp)
+
+    import matplotlib.pyplot as plt
+    fg = plt.figure(figsize=(15, 10))
+    gs = fg.add_gridspec(5, 4)
+    ax1 = fg.add_subplot(gs[:4, :3])
+    ax2 = fg.add_subplot(gs[:, 3:])
+    ax3 = fg.add_subplot(gs[4:, :3])
+    ref_return.plot(axes=ax1, legend_on=True)
+    funds_return.plot(axes=ax1, legend_on=True)
+    if isinstance(sys, System):
+        stk = sys.get_stock()
+        ax1.set_title(f"{sys.name} {stk.name}({stk.market_code}) 累积收益率")
+    else:
+        ax1.set_title(f"{sys.name} 累积收益率")
+    label = t1 + '\n\n' + t2 + '\n\n' + t3
+    ax2.text(0,
+             1,
+             text,
+             horizontalalignment='left',
+             verticalalignment='top',
+             transform=ax2.transAxes,
+             # color='r'
+             )
+    ax3.text(0.02,
+             0.9,
+             label,
+             horizontalalignment='left',
+             verticalalignment='top',
+             transform=ax3.transAxes,
+             # color='r'
+             )
+    ax2.xaxis.set_visible(False)
+    ax2.yaxis.set_visible(False)
+    ax2.set_frame_on(False)
+    ax3.xaxis.set_visible(False)
+    ax3.yaxis.set_visible(False)
+    ax3.set_frame_on(False)