hikyuu 2.6.8.3__py3-none-manylinux2014_aarch64.whl → 2.7.3__py3-none-manylinux2014_aarch64.whl

hikyuu/draw/drawplot/matplotlib_draw.py

@@ -377,8 +377,14 @@ def iplot(
     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, linestyle=linestyle, label=label, *args, **kwargs)
+    #解决缺值时无法绘图的问题 by stone 20251217
+    #py_indicatr = [None if x == constant.null_price else x for x in indicator]
+    #axes.plot(py_indicatr, linestyle=linestyle, label=label, *args, **kwargs)
+
+    py_indicatr = np.array([None if x == constant.null_price else x for x in indicator])
+    py_x = np.arange(len(py_indicatr))
+    imask = np.isfinite(py_indicatr)
+    axes.plot(py_x[imask], py_indicatr[imask], linestyle=linestyle, label=label, *args, **kwargs)
 
     if legend_on:
         leg = axes.legend(loc='upper left')
@@ -866,7 +872,6 @@ def tm_performance(tm: TradeManager, query: Query, ref_stk: Stock = None):
     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})"
 
@@ -897,8 +902,8 @@ def tm_performance(tm: TradeManager, query: Query, ref_stk: Stock = None):
     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)
+    ref_return.plot(axes=ax1, legend_on=True, label=f'{ref_stk.name}({ref_stk.market_code}) 收益曲线')
+    funds_return.plot(axes=ax1, legend_on=True, label=f'{tm.name} 累积收益率 {funds_return[-1]*100.:<.2f}%')
     ax1.set_title(f"账户({tm.name}) 累积收益率")
     label = t1 + '\n\n' + t2 + '\n\n' + t3
     ax2.text(0,
@@ -923,6 +928,7 @@ def tm_performance(tm: TradeManager, query: Query, ref_stk: Stock = None):
     ax3.xaxis.set_visible(False)
     ax3.yaxis.set_visible(False)
     ax3.set_frame_on(False)
+    return ax1  # 返回主图axis
 
 
 def sys_performance(sys, ref_stk=None):
@@ -937,77 +943,7 @@ def sys_performance(sys, ref_stk=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 = sys.tm.get_performance(sh000001_k[-1].datetime)
-    text = per.report()
-
-    # 计算最大回撤
-    max_pullback = min(MDD(funds))
-
-    # 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)
+    return tm_performance(sys.tm, query, ref_stk)
 
 
 def tm_heatmap(tm, start_date, end_date=None, axes=None):