�볡��Ϣͼ ������ data: ����
(fig, data, n)
| 43 | |
| 44 | |
| 45 | def entry_analyze(fig, data, n): |
| 46 | '''�볡��Ϣͼ |
| 47 | |
| 48 | ������ |
| 49 | data: ���� |
| 50 | ''' |
| 51 | # ordered by profits |
| 52 | data2 = data.sort_index(by='exit_profit') |
| 53 | |
| 54 | data_long = data2[data2['islong']] # ����ǵ�����ƽ���ҿ�ƽ��һ������ô�˷������� |
| 55 | data_short = data2[data2['islong'] == False] |
| 56 | |
| 57 | exit_profit = data2['exit_profit'] |
| 58 | entry_best = pd.concat([data_long.high_profit, data_short.low_profit]).reindex(data2.index) |
| 59 | entry_worst = pd.concat([data_long.low_profit, data_short.high_profit]).reindex(data2.index) |
| 60 | try: |
| 61 | entry_nbar_best = data2['entry_nbar_best'] |
| 62 | entry_nbar_worst = data2['entry_nbar_worst'] |
| 63 | except Exception, e: |
| 64 | entry_nbar_best = [] |
| 65 | entry_nbar_worst = [] |
| 66 | |
| 67 | |
| 68 | return plot_entry(fig, exit_profit, entry_best, entry_worst, entry_nbar_best, entry_nbar_worst, n) |
| 69 | |
| 70 | |
| 71 | def exit_analyze(fig, data, n): |