hikyuu 2.6.8__py3-none-manylinux2014_x86_64.whl

hikyuu/draw/drawplot/bokeh_draw.py

@@ -0,0 +1,583 @@
+# -*- coding: utf8 -*-
+# cp936
+"""
+交互模式下绘制相关图形，如K线图，美式K线图
+"""
+
+from hikyuu import *
+
+from bokeh.plotting import figure, ColumnDataSource
+from bokeh.models import DatetimeTickFormatter, HoverTool, Title, Label
+from bokeh.layouts import column
+from bokeh.io import output_notebook, output_file, show
+
+
+def trans_color(color):
+    """将 matplotlib 常用的 color 转换为对应的 bokeh color，如果无法转换则返回原值"""
+    color_dict = {'r': 'red', 'g': 'green', 'k': 'black', 'b': 'blue', 'y': 'yellow', 'm': 'mediumorchid'}
+    return color_dict[color] if color in color_dict else color
+
+
+def ax_set_xlim(self, *args, **kwargs):
+    pass
+
+
+def ax_set_ylim(self, *args, **kwargs):
+    pass
+
+
+def ax_fill_between(self, *args, **kwargs):
+    pass
+
+
+g_use_in_notbook = False
+g_figure = None
+g_axes = None
+g_use_in_notbook = False
+
+
+def use_bokeh_in_notebook(in_notebook=False):
+    global g_use_in_notbook
+    g_use_in_notbook = in_notebook
+    if g_use_in_notbook:
+        output_notebook()
+
+
+def gcf():
+    """获取当前Axis"""
+    global g_figure
+    return g_figure
+
+
+def gca():
+    """获取当前figure"""
+    global g_axes
+    return g_axes
+
+
+def show_gcf():
+    global g_use_in_notbook
+    if not g_use_in_notbook:
+        output_file("{}/bokeh.html".format(StockManager.instance().tmpdir()))
+    show(gcf())
+
+
+def create_one_axes_figure(figsize=(800, 450)):
+    """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
+    """
+    global g_figure
+    global g_axes
+    g_axes = figure(width=figsize[0], height=figsize[1])
+    g_figure = column(g_axes)
+    return g_axes
+
+
+def create_two_axes_figure(figsize=(800, 450)):
+    """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)    
+    """
+    global g_figure
+    global g_axes
+    ax1 = figure(width=figsize[0], height=int(figsize[1] * 0.667))
+    ax2 = figure(width=figsize[0], height=int(figsize[1] * 0.333))
+    g_figure = column(ax1, ax2)
+    g_axes = ax2
+    return ax1, ax2
+
+
+def create_three_axes_figure(figsize=(800, 450)):
+    """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)    
+    """
+    global g_figure
+    global g_axes
+    ax1 = figure(width=figsize[0], height=int(figsize[1] * 0.5))
+    ax2 = figure(width=figsize[0], height=int(figsize[1] * 0.25))
+    ax3 = figure(width=figsize[0], height=int(figsize[1] * 0.25))
+    g_figure = column(ax1, ax2, ax3)
+    g_axes = ax3
+    return ax1, ax2, ax3
+
+
+def create_figure(n=1, figsize=(800, 450)):
+    """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)
+    else:
+        pass
+
+
+def get_date_format(kdata):
+    return '@datetime{%F}' if kdata.get_query().ktype \
+        in (Query.DAY, Query.WEEK, Query.MONTH, Query.QUARTER, Query.HALFYEAR, Query.YEAR) \
+        else '@datetime{%F %H:%M:%S}'
+
+
+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 or gca() is None else gca()
+
+    k = kdata
+    inc_k = [r for r in k if r.close > r.open]
+    dec_k = [r for r in k if r.close <= r.open]
+
+    inc_source = ColumnDataSource(
+        dict(
+            datetime=[r.datetime.datetime() for r in inc_k],
+            open=[r.open for r in inc_k],
+            high=[r.high for r in inc_k],
+            low=[r.low for r in inc_k],
+            close=[r.close for r in inc_k],
+            amount=[r.amount for r in inc_k],
+            volume=[r.volume for r in inc_k]
+        )
+    )
+    dec_source = ColumnDataSource(
+        dict(
+            datetime=[r.datetime.datetime() for r in dec_k],
+            open=[r.open for r in dec_k],
+            high=[r.high for r in dec_k],
+            low=[r.low for r in dec_k],
+            close=[r.close for r in dec_k],
+            amount=[r.amount for r in dec_k],
+            volume=[r.volume for r in dec_k]
+        )
+    )
+
+    w = 12 * 60 * 60 * 1000
+    colorup = trans_color(colorup)
+    colordown = trans_color(colordown)
+    axes.segment(x0='datetime', y0='high', x1='datetime', y1='low', color=colorup, source=inc_source)
+    axes.segment(x0='datetime', y0='high', x1='datetime', y1='low', color=colordown, source=dec_source)
+    axes.vbar(
+        x='datetime', width=w, top='close', bottom='open', fill_color="white", line_color=colorup, source=inc_source
+    )
+    axes.vbar(
+        x='datetime', width=w, top='open', bottom='close', fill_color="green", line_color=colordown, source=dec_source
+    )
+    axes.add_tools(
+        HoverTool(
+            tooltips=[
+                ("index", "$index"), ('日期', get_date_format(k)), ("开盘价", "@open{0.0000}"), ("最高价", "@high{0.0000}"),
+                ("最低价", "@low{0.0000}"), ("收盘价", "@close{0.0000}"), ("成交金额", "@amount{0.0000}"),
+                ("成交量", "@volume{0.0000}")
+            ],
+            formatters={"@datetime": "datetime"}
+        )
+    )
+
+    axes.xaxis[0].formatter = DatetimeTickFormatter()
+    axes.title.text = k.get_stock().name
+    axes.title.align = "center"
+    axes.title.text_font_size = "16px"
+
+    last_record = kdata[-1]
+    color = colorup if last_record.close > kdata[-2].close else colordown
+    text = u'%s 开:%.2f 高:%.2f 低:%.2f 收:%.2f 涨幅:%.2f%%' % (
+        last_record.datetime, last_record.open, last_record.high, last_record.low, last_record.close, 100 *
+        (last_record.close - kdata[-2].close) / kdata[-2].close
+    )
+
+    label = Label(
+        x=axes.width * 0.01,
+        y=axes.height * 0.82,
+        x_units='screen',
+        y_units='screen',
+        text=text,
+        render_mode='css',
+        text_font_size='14px',
+        text_color=color,
+        background_fill_color='white',
+        background_fill_alpha=0.5
+    )
+    axes.add_layout(label)
+
+    return gcf()
+
+
+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
+    """
+    print("Bokeh 暂不支持绘制美式K线图, 请使用 matplotlib")
+    return None
+
+
+def get_color(index):
+    """获取 index 指定的颜色，如果没有固定返回 index=0 的颜色"""
+    color_list = ['blue', 'orange', 'green', 'red', 'purple', 'darkgoldenrod', 'pink', 'darkcyan']
+    return color_list[index] if index in range(len(color_list)) else color_list[0]
+
+
+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 or gca() is None else gca()
+
+    if not label:
+        label = "%s %.2f" % (indicator.long_name, indicator[-1])
+
+    line_color = get_color(len(axes.tags)) if 'color' not in kwargs else trans_color(kwargs['color'])
+
+    width = 1
+    py_indicator = [None if x == constant.null_price else x for x in indicator]
+    if kref:
+        x_value = [r.datetime() for r in kref.get_datetime_list()]
+        source = ColumnDataSource(dict(datetime=x_value, value=py_indicator))
+        if legend_on:
+            axes.line(
+                x='datetime', y='value', legend_label=label, line_width=width, line_color=line_color, source=source
+            )
+            axes.legend.location = "top_left"
+        else:
+            axes.line(x='datetime', y='value', line_width=width, line_color=line_color, source=source)
+        axes.add_tools(
+            HoverTool(
+                tooltips=[
+                    ("index", "$index"), ('指标', indicator.name), ('日期', get_date_format(kref)), ("值", "@value{0.0000}")
+                ],
+                formatters={"@datetime": "datetime"}
+            )
+        )
+        axes.xaxis[0].formatter = DatetimeTickFormatter()
+    else:
+        x_value = list(range(len(indicator)))
+        source = ColumnDataSource(dict(datetime=x_value, value=py_indicator))
+        if legend_on:
+            axes.line(
+                x='datetime', y='value', legend_label=label, line_width=width, line_color=line_color, source=source
+            )
+            axes.legend.location = "top_left"
+        else:
+            axes.line(x='datetime', y='value', line_width=width, line_color=line_color, source=source)
+        axes.add_tools(HoverTool(tooltips=[("index", "$index"), ('指标', indicator.name), ("值", "@value{0.0000}")]))
+
+    if zero_on:
+        axes.line(x=x_value, y=[0 for i in range(len(indicator))], line_color='black')
+
+    if text_on:
+        label = Label(
+            x=int(axes.plot_width * 0.01),
+            y=int(axes.plot_height * 0.88),
+            x_units='screen',
+            y_units='screen',
+            text=label,
+            render_mode='css',
+            text_font_size='14px',
+            text_color=trans_color(text_color),
+            background_fill_color='white',
+            background_fill_alpha=0.5
+        )
+        axes.add_layout(label)
+
+    axes.tags.append(line_color)
+    return gcf()
+
+
+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 or gca() is None else gca()
+
+    if not label:
+        label = "%s %.2f" % (indicator.long_name, indicator[-1])
+
+    line_color = trans_color(color)
+
+    py_indicator = [None if x == constant.null_price else x for x in indicator]
+    if kref:
+        width = 12 * 60 * 60 * 1000
+        x_value = [r.datetime() for r in kref.get_datetime_list()]
+        source = ColumnDataSource(dict(datetime=x_value, value=py_indicator))
+        if legend_on:
+            axes.vbar(x='datetime', top='value', legend_label=label, width=width, color=line_color, source=source)
+            axes.legend.location = "top_left"
+        else:
+            axes.vbar(x='datetime', top='value', width=width, color=line_color, source=source)
+        axes.add_tools(
+            HoverTool(
+                tooltips=[
+                    ("index", "$index"), ('指标', indicator.name), ('日期', get_date_format(kref)), ("值", "@value{0.0000}")
+                ],
+                formatters={"@datetime": "datetime"}
+            )
+        )
+        axes.xaxis[0].formatter = DatetimeTickFormatter()
+    else:
+        width = 0.5
+        x_value = list(range(len(indicator)))
+        source = ColumnDataSource(dict(datetime=x_value, value=py_indicator))
+        if legend_on:
+            axes.vbar(x='datetime', top='value', legend_label=label, width=width, color=line_color, source=source)
+            axes.legend.location = "top_left"
+        else:
+            axes.vbar(x='datetime', top='value', width=width, color=line_color, source=source)
+        axes.add_tools(HoverTool(tooltips=[("index", "$index"), ('指标', indicator.name), ("值", "@value{0.0000}")]))
+
+    if text_on:
+        label = Label(
+            x=int(axes.plot_width * 0.01),
+            y=int(axes.plot_height * 0.88),
+            x_units='screen',
+            y_units='screen',
+            text=label,
+            render_mode='css',
+            text_font_size='14px',
+            text_color=trans_color(text_color),
+            background_fill_color='white',
+            background_fill_alpha=0.5
+        )
+        axes.add_layout(label)
+
+    axes.tags.append(line_color)
+    return gcf()
+
+
+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])
+    label = Label(
+        x=int(axes.plot_width * 0.01),
+        y=int(axes.plot_height * 0.88),
+        x_units='screen',
+        y_units='screen',
+        text=text,
+        render_mode='css',
+        text_font_size='14px',
+        background_fill_color='white',
+        background_fill_alpha=0.5
+    )
+    axes.add_layout(label)
+
+    bmacd.bar(axes=axes, kref=kdata, color='red')
+
+    fmacd.plot(axes=axes, legend_on=False, text_on=False, kref=kdata)
+    smacd.plot(axes=axes, legend_on=False, text_on=False, kref=kdata)
+
+    return gcf()
+
+
+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])
+    label = Label(
+        x=int(axes.plot_width * 0.01),
+        y=int(axes.plot_height * 0.88),
+        x_units='screen',
+        y_units='screen',
+        text=text,
+        render_mode='css',
+        text_font_size='14px',
+        background_fill_color='white',
+        background_fill_alpha=0.5
+    )
+    axes.add_layout(label)
+
+    pre_ref = REF(ref, 1)
+    pre_bmacd = REF(bmacd, 1)
+    x1 = IF((ref < pre_ref) & (bmacd < pre_bmacd), bmacd, 0)
+    x2 = IF((ref > pre_ref) & (bmacd > pre_bmacd), bmacd, 0)
+    x3 = IF(NOT((ref < pre_ref) & (bmacd < pre_bmacd)) & NOT((ref > pre_ref) & (bmacd > pre_bmacd)), bmacd, 0)
+
+    x1.bar(axes=axes, kref=kdata, color='#BFBFBF')
+    x2.bar(axes=axes, kref=kdata, color='red')
+    x3.bar(axes=axes, kref=kdata, color='green')
+
+    fmacd.plot(axes=axes, legend_on=False, text_on=False, kref=kdata)
+    smacd.plot(axes=axes, legend_on=False, text_on=False, kref=kdata)
+
+    return gcf()
+
+
+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
+    date_index = dict([(d, i) for i, d in enumerate(kdata.get_datetime_list())])
+
+    if axes is None:
+        if new:
+            axes = create_figure()
+            kplot(kdata, axes=axes)
+        else:
+            axes = gca()
+
+    height = max(kdata.high) - min(kdata.low)
+
+    buy_dates = sg.get_buy_signal()
+    buy_y = []
+    for d in buy_dates:
+        if d not in date_index:
+            continue
+        pos = date_index[d]
+        krecord = kdata[pos]
+        x = krecord.datetime.datetime().timestamp() * 1000
+        if pos > 0:
+            x = x - (krecord.datetime - kdata[pos - 1].datetime).ticks * 0.001 / 2
+        buy_y.append(krecord.low - height * 0.05)
+        label = Label(
+            x=x,
+            y=krecord.low - height * 0.1,
+            text='B',
+            text_font_size='14px',
+            text_color='red',
+        )
+        axes.add_layout(label)
+    axes.triangle(x=[d.datetime() for d in buy_dates], y=buy_y, fill_color='red', line_color='red', size=10)
+
+    sell_dates = sg.get_sell_signal()
+    sell_y = []
+    for d in sell_dates:
+        if d not in date_index:
+            continue
+        pos = date_index[d]
+        krecord = kdata[pos]
+        x = krecord.datetime.datetime().timestamp() * 1000
+        if pos > 0:
+            x = x - (krecord.datetime - kdata[pos - 1].datetime).ticks * 0.001 / 2
+        sell_y.append(krecord.high + height * 0.05)
+        label = Label(
+            x=x,
+            y=krecord.high + height * 0.08,
+            text='S',
+            text_font_size='14px',
+            text_color='blue',
+        )
+        axes.add_layout(label)
+    axes.inverted_triangle(
+        x=[d.datetime() for d in sell_dates], y=sell_y, fill_color='blue', line_color='blue', size=10
+    )
+
+    return gcf()