hikyuu 2.3.0__py3-none-win_amd64.whl → 2.5.0__py3-none-win_amd64.whl

hikyuu/draw/drawplot/common.pyi

@@ -0,0 +1,10 @@
+from __future__ import annotations
+from hikyuu.cpp.core312 import Query
+__all__ = ['Query', 'get_draw_title']
+def get_draw_title(kdata):
+    """
+    根据typ值，返回相应的标题，如 上证指数（日线）
+        参数：kdata: KData实例
+        返回：一个包含stock名称的字符串，可用作绘图时的标题
+        
+    """

hikyuu/draw/drawplot/echarts_draw.py

@@ -1,7 +1,7 @@
 from functools import wraps
 
 from pyecharts import options as opts
-from pyecharts.charts import Kline, Scatter, Line, Bar, Grid
+from pyecharts.charts import Kline, Scatter, Line, Bar, Grid, Page
 from pyecharts.charts.base import Base as ChartBase
 from pyecharts.commons.utils import JsCode
 
@@ -9,6 +9,92 @@ from hikyuu.core import KData, System
 from .common import get_draw_title
 from hikyuu import *
 
+
+class MultiLineTextChart(ChartBase):
+    def __init__(self, init_opts: opts.InitOpts = opts.InitOpts()):
+        super().__init__(init_opts=init_opts)
+        self._last_x = 50  # 默认起始 x 坐标
+        self._last_y = 5  # 默认起始 y 坐标
+        self._line_height = 20  # 默认行高
+
+    def reset_position(self, x=None, y=None):
+        if x is not None:
+            self._last_x = x
+        if y is not None:
+            self._last_y = y
+
+    def add(self, text: str, x = None, y = None, text_style = None):
+        """
+        添加多行文本
+
+        :param text: 要显示的文本内容
+        :param x: 文本区域的左上角 x 坐标
+        :param y: 文本区域的左上角 y 坐标
+        :param text_style: 文本样式，如字体大小、颜色等
+        """
+        if text_style is None:
+            text_style = {"fontSize": 14, "color": "#333", "fontFamily": "Arial"}
+
+        graphic_elements = self.options.get('graphic', [])
+
+        if x is None:
+            x = self._last_x
+        if y is None:
+            y = self._last_y + self._line_height
+
+        # 默认左右边距各50
+        width = int(self.width.strip('px')) - 100
+        if x is not None:
+            width -= x
+        lines = self._split_text(text, width, text_style.get("font_size", 14))
+
+        for i, line in enumerate(lines):
+            graphic_elements.append(
+                opts.GraphicText(
+                    graphic_item=opts.GraphicItem(
+                        position=[x, y + i * (text_style.get("font_size", 14) + 5)],
+                        z=100,
+                    ),
+                    graphic_textstyle_opts=opts.GraphicTextStyleOpts(
+                        text=line,
+                        font=text_style.get("fontFamily", "sans-serif"),
+                        font_size=text_style.get("font_size", 14),
+                        graphic_basicstyle_opts=opts.GraphicBasicStyleOpts(
+                        fill=text_style.get("color", "#000"))
+                    )
+                )
+            )
+            self._last_x = x
+            self._last_y = y + i * (text_style.get("font_size", 14) + 5)
+
+        self.options.update(graphic=graphic_elements)
+
+
+    def _split_text(self, text: str, width: int, font_size: int):
+        """
+        根据宽度和字体大小分割文本为多行
+
+        :param text: 要分割的文本
+        :param width: 文本区域的宽度
+        :param font_size: 字体大小
+        :return: 分割后的文本行列表
+        """
+        # 假设每个字符的宽度大致为字体大小的一半
+        max_chars_per_line = int(width / (font_size / 2))
+        lines = []
+        current_line = ""
+        for word in text.split():
+            if len(current_line) + len(word) + 1 <= max_chars_per_line:
+                current_line += " " + word if current_line else word
+            else:
+                if current_line:
+                    lines.append(current_line)
+                current_line = word
+        if current_line:
+            lines.append(current_line)
+        return lines
+
+
 # 控制k线图和volume图的位置
 grid_pos = [
     opts.GridOpts(pos_left="5%", pos_right="1%", height="57%"),
@@ -17,12 +103,12 @@ grid_pos = [
 
 
 def _get_js_data_var(kdata):
-    datas = [[r.open, r.close, r.low, r.high, r.volume] for r in kdata]
+    datas = [[round(r.open, 2), round(r.close, 2), round(r.low, 2), round(r.high, 2), round(r.volume, 2)] for r in kdata]
     return datas
 
 
 def _brush_chart(kdata, chart):
-    datetimes_str = [str(dt) for dt in kdata.get_datetime_list()]
+    datetimes_str = simple_datetime_list(kdata.get_datetime_list(), kdata.get_query().ktype)
     brush_range = (datetimes_str[len(datetimes_str) // 2], datetimes_str[len(datetimes_str) * 3 // 4])
     if hasattr(chart, 'add_dispatch_actions'):  # PR https://github.com/pyecharts/pyecharts/pull/2244 not yet merged
         chart.add_dispatch_actions(
@@ -66,11 +152,25 @@ def get_series_name(kdata):
     return stitle
 
 
+def simple_datetime_list(datetimes: list, ktype:str=None):
+    if ktype is None:
+        return [
+            sd.split(' ')[0] if sd.endswith('00:00:00') else
+            sd.rsplit(':', 1)[0] if sd.endswith(':00') else
+            sd
+            for sd in (str(dt) for dt in datetimes)
+        ]
+    if ktype.startswith('MIN') or ktype.startswith('HOUR'):
+        datetimes = [str(dt).rsplit(':', 1)[0] for dt in datetimes]
+    else:
+        datetimes = [str(dt).split(' ')[0] for dt in datetimes]
+    return datetimes
+
+
 def kplot_line(kdata: KData):
-    datetimes = kdata.get_datetime_list()
-    datetimes = [str(dt) for dt in datetimes]
+    datetimes = simple_datetime_list(kdata.get_datetime_list(), kdata.get_query().ktype)
     # order in OCLH
-    kdata_points = [(r.open, r.close, r.low, r.high) for r in kdata]
+    kdata_points = [(round(r.open, 2), round(r.close, 2), round(r.low, 2), round(r.high, 2)) for r in kdata]
     title = get_draw_title(kdata)
     last_record = kdata[-1]
     text = u'%s 开:%.2f 高:%.2f 低:%.2f 收:%.2f 涨幅:%.2f%%' % (
@@ -92,11 +192,11 @@ def kplot_line(kdata: KData):
             ),
             datazoom_opts=[
                 opts.DataZoomOpts(
-                    is_show=True,
+                    is_show=len(datetimes) > 200,
                     xaxis_index=[0, 1],  # 同时控制k线图和volume图的x轴缩放
                     type_="slider",
                     pos_top="85%",
-                    range_start=0,
+                    range_start=(100 - 200 * 100 / len(datetimes)) if len(datetimes) > 200 else 0,
                     range_end=100,
                 ),
             ],
@@ -163,8 +263,7 @@ def kplot_line(kdata: KData):
 
 
 def volume_barplot(kdata: KData):
-    datetimes = kdata.get_datetime_list()
-    datetimes = [str(dt) for dt in datetimes]
+    datetimes = simple_datetime_list(kdata.get_datetime_list(), kdata.get_query().ktype)
     volumes = [r.volume for r in kdata]
     bar_vol = (
         Bar()
@@ -212,15 +311,15 @@ def volume_barplot(kdata: KData):
 
 
 @_chart_html_wrap
-def iplot(indicator, kref: KData = None, chart=None):
+def iplot(indicator, kref: KData = None, chart=None, ilongname=False):
     datetimes = indicator.get_datetime_list()
-    py_indicator = [None if x == constant.null_price else x for x in indicator]
-    datetimes = [str(dt) for dt in datetimes]
+    py_indicator = [None if x == constant.null_price else round(x, 2) for x in indicator]
+    datetimes = simple_datetime_list(datetimes)
     if not datetimes:
         datetimes = list(range(len(indicator)))
     if kref:
-        datetimes = [str(dt) for dt in kref.get_datetime_list()]
-    name = "%s %.2f" % (indicator.long_name, indicator[-1])
+        datetimes = simple_datetime_list(kref.get_datetime_list(), kref.get_query().ktype)
+    name = indicator.name
     line = (
         Line()
         .add_xaxis(xaxis_data=datetimes)
@@ -236,6 +335,7 @@ def iplot(indicator, kref: KData = None, chart=None):
         return chart.overlap(line)
     else:
         line.set_global_opts(
+            title_opts=opts.TitleOpts(title="%s %.2f" % (indicator.long_name if ilongname else indicator.name, indicator[-1])),
             yaxis_opts=opts.AxisOpts(
                 is_scale=True,
                 splitarea_opts=opts.SplitAreaOpts(
@@ -250,6 +350,16 @@ def iplot(indicator, kref: KData = None, chart=None):
                 border_color="#ccc",
                 textstyle_opts=opts.TextStyleOpts(color="#000"),
             ),
+            datazoom_opts=[
+                opts.DataZoomOpts(
+                    is_show=len(datetimes) > 200,
+                    xaxis_index=0,
+                    type_="slider",
+                    pos_top="92%",
+                    range_start=(100 - 200 * 100 / len(datetimes)) if len(datetimes) > 200 else 0,
+                    range_end=100,
+                )
+            ],
         )
     return line
 
@@ -257,12 +367,12 @@ def iplot(indicator, kref: KData = None, chart=None):
 @_chart_html_wrap
 def ibar(indicator, kref: KData = None, chart=None):
     datetimes = indicator.get_datetime_list()
-    py_indicator = [None if x == constant.null_price else x for x in indicator]
-    datetimes = [str(dt) for dt in datetimes]
+    py_indicator = [None if x == constant.null_price else round(x, 2) for x in indicator]
+    datetimes = simple_datetime_list(datetimes)
     if not datetimes:
         datetimes = list(range(len(indicator)))
     if kref:
-        datetimes = [str(dt) for dt in kref.get_datetime_list()]
+        datetimes = simple_datetime_list(kref.get_datetime_list(), kref.get_query().ktype)
     name = "%s %.2f" % (indicator.long_name, indicator[-1])
     bar = (
         Bar()
@@ -288,9 +398,19 @@ def ibar(indicator, kref: KData = None, chart=None):
 
 
 @_chart_html_wrap
-def kplot(kdata: KData):
+def kplot(kdata: KData, ind_main=None, ind_sub=None):
     kline = kplot_line(kdata)
+    if ind_main is not None:
+        if isinstance(ind_main, Indicator):
+            ind_main = [ind_main]
+        for ind in ind_main:
+            kline = iplot(ind, kdata, kline)
     vol_bar = volume_barplot(kdata)
+    if ind_sub is not None:
+        if isinstance(ind_sub, Indicator):
+            ind_sub = [ind_sub]
+        for ind in ind_sub:
+            vol_bar = iplot(ind, kdata, vol_bar)
     grid_chart = Grid()
     grid_chart.add_js_funcs("var barData = {}".format(_get_js_data_var(kdata)))
     grid_chart.add(
@@ -301,6 +421,8 @@ def kplot(kdata: KData):
         vol_bar,
         grid_opts=grid_pos[1],
     )
+    grid_chart.g1rootchart = kline
+    grid_chart.g2rootchart = vol_bar
     _brush_chart(kdata, grid_chart)
     return grid_chart
 
@@ -308,7 +430,7 @@ def kplot(kdata: KData):
 @_chart_html_wrap
 def sysplot(sys: System):
     kdata = sys.to
-    datetimes = kdata.get_datetime_list()
+    datetimes = simple_datetime_list(kdata.get_datetime_list(), kdata.get_query().ktype)
     date_index = dict([(d, i) for i, d in enumerate(datetimes)])
 
     kline = kplot_line(kdata)
@@ -323,10 +445,12 @@ def sysplot(sys: System):
             sell_dates.append(t.datetime)
         else:
             pass
+    buy_dates = simple_datetime_list(buy_dates, kdata.get_query().ktype)
+    sell_dates = simple_datetime_list(sell_dates, kdata.get_query().ktype)
 
     buy_pos = []
     sell_pos = []
-    closep = [d.close for d in kdata]
+    closep = [round(d.close, 2) for d in kdata]
     candle_gap = (max(closep) - min(closep)) * 0.05
 
     for d in buy_dates:
@@ -339,9 +463,6 @@ def sysplot(sys: System):
             continue
         sell_pos.append(kdata[date_index[d]].high + candle_gap)
 
-    buy_dates = [str(dt) for dt in buy_dates]
-    sell_dates = [str(dt) for dt in sell_dates]
-
     buy_scatter = (
         Scatter()
         .add_xaxis(buy_dates)
@@ -400,3 +521,77 @@ def sysplot(sys: System):
     )
     _brush_chart(kdata, grid_chart)
     return grid_chart
+
+
+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)
+
+    line = iplot(ref_return, ref_k)
+    line = iplot(funds_return, ref_k, line)
+    line.get_options().update(dataZoom=[
+        opts.DataZoomOpts(
+            is_show=len(ref_dates) > 500,
+            xaxis_index=0,
+            type_="slider",
+            pos_top="92%",
+            range_start=(100 - 500 * 100 / len(ref_dates)) if len(ref_dates) > 500 else 0,
+            range_end=100,
+        ),
+    ])
+
+    page = Page()
+    page.add(line)
+
+    tchart = MultiLineTextChart(opts.InitOpts(height='65px'))
+    tchart.add(t1, y = 5)
+    tchart.add(t2)
+    tchart.add(t3)
+    page.add(tchart)
+
+    txchart = MultiLineTextChart(opts.InitOpts(height='550px'))
+    tlines = text.splitlines()
+    tlcount = len(tlines)
+    for i in range(tlcount//2):
+        txchart.add(tlines[i])
+    txchart.reset_position(y=5)
+    for i in range(tlcount//2, tlcount):
+        txchart.add(tlines[i], x=400)
+    page.add(txchart)
+    return page