Function plot_result

quantdigger/demo/plotting.py:7–40

显示回测结果。

(price_data, indicators, signals, blotter)

from quantdigger.widgets.mplotwidgets import widgets, mplots

def plot_result(price_data, indicators, signals, blotter):
    """ 
        显示回测结果。
    """
    try:
        blotter.create_equity_curve_dataframe()
        print blotter.output_summary_stats()

        fig = plt.figure()
        frame = widgets.MultiWidgets(fig,
                                    price_data,
                                    50          # 窗口显示k线数量。
                                    )

        # 添加k线
        kwindow = widgets.CandleWindow("kwindow", price_data, 100, 50)
        frame.add_widget(0, kwindow, True)
        # 交易信号。
        signal = mplots.TradingSignalPos(None, price_data, signals, lw=2)
        frame.add_indicator(0, signal)

        # 添加指标
        k_axes, = frame
        for indic in indicators:
            indic.plot(k_axes)
        frame.draw_widgets()

        fig2 = plt.figure()
        ax = fig2.add_axes((0.1, 0.1, 0.9, 0.9))
        ax.plot(blotter.equity_curve.equity)
        plt.show()

    except Exception, e:
        print(e)