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view.py 55.73 KB
一键复制 编辑 原始数据 按行查看 历史
xiangsheng 提交于 2021-11-24 19:47 . 添加可视化的展示
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import matplotlib.pyplot as plt
from matplotlib.widgets import Cursor
import data
import matplotlib.ticker as mticker
class View:
# 折线图日常股价和大盘的 对比图
def draw_daily_value(self, X, Y):
plt.figure()
plt.rcParams['font.sans-serif'] = 'Microsoft YaHei'
plt.rcParams['axes.unicode_minus'] = False
# 获取大盘数据
standard = data.Data().get_standard_data()
plt.plot(X, Y, color="yellow", label="回测") # marker设置形状,color设置颜色
plt.plot(X, standard["y"], color="red", label="上证指数") # linestyle设置线形, alpha设置透明度
plt.xticks([i for i in range(1, len(X), 480)], [X[i] for i in range(0, len(X), 480)])
plt.legend(loc=2)
plt.title("资产变化")
plt.show()
# 直方图 每季度的收益率 与大盘对比
def draw_rate(self, x, y):
# 获取大盘数据
rate = data.Data().get_quarter_rate()
plt.figure()
plt.rcParams['font.sans-serif'] = 'Microsoft YaHei'
plt.rcParams['axes.unicode_minus'] = False
plt.bar(x=[i - 0.15 for i in range(1, len(x) + 1)], height=y, width=0.3, alpha=0.7, color="orange", label="策略")
plt.bar(x=[i + 0.15 for i in range(1, len(x) + 1)], height=rate["y"], width=0.3, alpha=0.7, color="red",
label="上证指数")
plt.xticks([i for i in range(1, len(x), 4)], [rate["x"][i] for i in range(0, len(x), 4)]) # 设置x轴显示的内容
plt.ylabel('收益率')
plt.xlabel("时间")
plt.title('收益率对比图')
plt.legend()
plt.show()
# 热力图
def draw_rate_quarter(self, rate):
plt.rcParams['font.sans-serif'] = 'Microsoft YaHei'
plt.rcParams['axes.unicode_minus'] = False
rate_quarter = []
quarter = ["第一季度", "第二季度", "第三季度", "第四季度"]
year = []
for i in range(len(rate["y"]) // 4):
rate_quarter.append(rate["y"][i:4 + i])
year.append(rate["x"][i * 4][0:4])
figure, ax = plt.subplots()
image = ax.imshow(rate_quarter, interpolation='nearest', cmap=plt.cm.Blues)
ax.figure.colorbar(image, ax=ax)
ax.set(
xticks=range(len(quarter)),
yticks=range(len(year)),
xticklabels=quarter,
yticklabels=year,
title="不同年份不同季度的增长率",
ylabel='年份',
xlabel='季度'
)
print(rate_quarter)
for i in range(len(rate_quarter)):
for j in range(len(rate_quarter[0])):
ax.text(j, i, round(rate_quarter[i][j], 3), ha="center", va="center",
color="blue" if rate_quarter[i][j] > 0 else "red")
plt.show()
if __name__ == '__main__':
a = View()
data1 = {'x': ['2017-04-01', '2017-07-01', '2017-10-01', '2018-01-01', '2018-04-01', '2018-07-01', '2018-10-01', '2019-01-01', '2019-04-01', '2019-07-01', '2019-10-01', '2020-01-01', '2020-04-01', '2020-07-01', '2020-10-01', '2021-01-01'], 'y': [0.23946382216999995, 0.1164259699305751, 0.019623927518531478, 0.05696132850114403, 0.10333171371349237, 0.04839644738644293, 0.029524916535957905, 0.033278044374987104, 0.4136288175530903, -0.18670965553252228, -0.07356057948510204, 0.0975242921222256, -0.04113152148522685, 0.008671851077254052, -0.023597559363859637, -0.07957913018533984]}
# 热力图
a.draw_rate_quarter(data1)
# 直方图
a.draw_rate(data1["x"],data1["y"])
# 折线图
data4 = {'x': ['2017-01-01', '2017-01-02', '2017-01-03', '2017-01-04', '2017-01-05', '2017-01-06', '2017-01-07',
'2017-01-08', '2017-01-09', '2017-01-10', '2017-01-11', '2017-01-12', '2017-01-13', '2017-01-14',
'2017-01-15', '2017-01-16', '2017-01-17', '2017-01-18', '2017-01-19', '2017-01-20', '2017-01-21',
'2017-01-22', '2017-01-23', '2017-01-24', '2017-01-25', '2017-01-26', '2017-01-27', '2017-01-28',
'2017-01-29', '2017-01-30', '2017-01-31', '2017-02-01', '2017-02-02', '2017-02-03', '2017-02-04',
'2017-02-05', '2017-02-06', '2017-02-07', '2017-02-08', '2017-02-09', '2017-02-10', '2017-02-11',
'2017-02-12', '2017-02-13', '2017-02-14', '2017-02-15', '2017-02-16', '2017-02-17', '2017-02-18',
'2017-02-19', '2017-02-20', '2017-02-21', '2017-02-22', '2017-02-23', '2017-02-24', '2017-02-25',
'2017-02-26', '2017-02-27', '2017-02-28', '2017-03-01', '2017-03-02', '2017-03-03', '2017-03-04',
'2017-03-05', '2017-03-06', '2017-03-07', '2017-03-08', '2017-03-09', '2017-03-10', '2017-03-11',
'2017-03-12', '2017-03-13', '2017-03-14', '2017-03-15', '2017-03-16', '2017-03-17', '2017-03-18',
'2017-03-19', '2017-03-20', '2017-03-21', '2017-03-22', '2017-03-23', '2017-03-24', '2017-03-25',
'2017-03-26', '2017-03-27', '2017-03-28', '2017-03-29', '2017-03-30', '2017-03-31', '2017-04-01',
'2017-04-02', '2017-04-03', '2017-04-04', '2017-04-05', '2017-04-06', '2017-04-07', '2017-04-08',
'2017-04-09', '2017-04-10', '2017-04-11', '2017-04-12', '2017-04-13', '2017-04-14', '2017-04-15',
'2017-04-16', '2017-04-17', '2017-04-18', '2017-04-19', '2017-04-20', '2017-04-21', '2017-04-22',
'2017-04-23', '2017-04-24', '2017-04-25', '2017-04-26', '2017-04-27', '2017-04-28', '2017-04-29',
'2017-04-30', '2017-05-01', '2017-05-02', '2017-05-03', '2017-05-04', '2017-05-05', '2017-05-06',
'2017-05-07', '2017-05-08', '2017-05-09', '2017-05-10', '2017-05-11', '2017-05-12', '2017-05-13',
'2017-05-14', '2017-05-15', '2017-05-16', '2017-05-17', '2017-05-18', '2017-05-19', '2017-05-20',
'2017-05-21', '2017-05-22', '2017-05-23', '2017-05-24', '2017-05-25', '2017-05-26', '2017-05-27',
'2017-05-28', '2017-05-29', '2017-05-30', '2017-05-31', '2017-06-01', '2017-06-02', '2017-06-03',
'2017-06-04', '2017-06-05', '2017-06-06', '2017-06-07', '2017-06-08', '2017-06-09', '2017-06-10',
'2017-06-11', '2017-06-12', '2017-06-13', '2017-06-14', '2017-06-15', '2017-06-16', '2017-06-17',
'2017-06-18', '2017-06-19', '2017-06-20', '2017-06-21', '2017-06-22', '2017-06-23', '2017-06-24',
'2017-06-25', '2017-06-26', '2017-06-27', '2017-06-28', '2017-06-29', '2017-06-30', '2017-07-01',
'2017-07-02', '2017-07-03', '2017-07-04', '2017-07-05', '2017-07-06', '2017-07-07', '2017-07-08',
'2017-07-09', '2017-07-10', '2017-07-11', '2017-07-12', '2017-07-13', '2017-07-14', '2017-07-15',
'2017-07-16', '2017-07-17', '2017-07-18', '2017-07-19', '2017-07-20', '2017-07-21', '2017-07-22',
'2017-07-23', '2017-07-24', '2017-07-25', '2017-07-26', '2017-07-27', '2017-07-28', '2017-07-29',
'2017-07-30', '2017-07-31', '2017-08-01', '2017-08-02', '2017-08-03', '2017-08-04', '2017-08-05',
'2017-08-06', '2017-08-07', '2017-08-08', '2017-08-09', '2017-08-10', '2017-08-11', '2017-08-12',
'2017-08-13', '2017-08-14', '2017-08-15', '2017-08-16', '2017-08-17', '2017-08-18', '2017-08-19',
'2017-08-20', '2017-08-21', '2017-08-22', '2017-08-23', '2017-08-24', '2017-08-25', '2017-08-26',
'2017-08-27', '2017-08-28', '2017-08-29', '2017-08-30', '2017-08-31', '2017-09-01', '2017-09-02',
'2017-09-03', '2017-09-04', '2017-09-05', '2017-09-06', '2017-09-07', '2017-09-08', '2017-09-09',
'2017-09-10', '2017-09-11', '2017-09-12', '2017-09-13', '2017-09-14', '2017-09-15', '2017-09-16',
'2017-09-17', '2017-09-18', '2017-09-19', '2017-09-20', '2017-09-21', '2017-09-22', '2017-09-23',
'2017-09-24', '2017-09-25', '2017-09-26', '2017-09-27', '2017-09-28', '2017-09-29', '2017-09-30',
'2017-10-01', '2017-10-02', '2017-10-03', '2017-10-04', '2017-10-05', '2017-10-06', '2017-10-07',
'2017-10-08', '2017-10-09', '2017-10-10', '2017-10-11', '2017-10-12', '2017-10-13', '2017-10-14',
'2017-10-15', '2017-10-16', '2017-10-17', '2017-10-18', '2017-10-19', '2017-10-20', '2017-10-21',
'2017-10-22', '2017-10-23', '2017-10-24', '2017-10-25', '2017-10-26', '2017-10-27', '2017-10-28',
'2017-10-29', '2017-10-30', '2017-10-31', '2017-11-01', '2017-11-02', '2017-11-03', '2017-11-04',
'2017-11-05', '2017-11-06', '2017-11-07', '2017-11-08', '2017-11-09', '2017-11-10', '2017-11-11',
'2017-11-12', '2017-11-13', '2017-11-14', '2017-11-15', '2017-11-16', '2017-11-17', '2017-11-18',
'2017-11-19', '2017-11-20', '2017-11-21', '2017-11-22', '2017-11-23', '2017-11-24', '2017-11-25',
'2017-11-26', '2017-11-27', '2017-11-28', '2017-11-29', '2017-11-30', '2017-12-01', '2017-12-02',
'2017-12-03', '2017-12-04', '2017-12-05', '2017-12-06', '2017-12-07', '2017-12-08', '2017-12-09',
'2017-12-10', '2017-12-11', '2017-12-12', '2017-12-13', '2017-12-14', '2017-12-15', '2017-12-16',
'2017-12-17', '2017-12-18', '2017-12-19', '2017-12-20', '2017-12-21', '2017-12-22', '2017-12-23',
'2017-12-24', '2017-12-25', '2017-12-26', '2017-12-27', '2017-12-28', '2017-12-29', '2017-12-30',
'2017-12-31', '2018-01-01', '2018-01-02', '2018-01-03', '2018-01-04', '2018-01-05', '2018-01-06',
'2018-01-07', '2018-01-08', '2018-01-09', '2018-01-10', '2018-01-11', '2018-01-12', '2018-01-13',
'2018-01-14', '2018-01-15', '2018-01-16', '2018-01-17', '2018-01-18', '2018-01-19', '2018-01-20',
'2018-01-21', '2018-01-22', '2018-01-23', '2018-01-24', '2018-01-25', '2018-01-26', '2018-01-27',
'2018-01-28', '2018-01-29', '2018-01-30', '2018-01-31', '2018-02-01', '2018-02-02', '2018-02-03',
'2018-02-04', '2018-02-05', '2018-02-06', '2018-02-07', '2018-02-08', '2018-02-09', '2018-02-10',
'2018-02-11', '2018-02-12', '2018-02-13', '2018-02-14', '2018-02-15', '2018-02-16', '2018-02-17',
'2018-02-18', '2018-02-19', '2018-02-20', '2018-02-21', '2018-02-22', '2018-02-23', '2018-02-24',
'2018-02-25', '2018-02-26', '2018-02-27', '2018-02-28', '2018-03-01', '2018-03-02', '2018-03-03',
'2018-03-04', '2018-03-05', '2018-03-06', '2018-03-07', '2018-03-08', '2018-03-09', '2018-03-10',
'2018-03-11', '2018-03-12', '2018-03-13', '2018-03-14', '2018-03-15', '2018-03-16', '2018-03-17',
'2018-03-18', '2018-03-19', '2018-03-20', '2018-03-21', '2018-03-22', '2018-03-23', '2018-03-24',
'2018-03-25', '2018-03-26', '2018-03-27', '2018-03-28', '2018-03-29', '2018-03-30', '2018-03-31',
'2018-04-01', '2018-04-02', '2018-04-03', '2018-04-04', '2018-04-05', '2018-04-06', '2018-04-07',
'2018-04-08', '2018-04-09', '2018-04-10', '2018-04-11', '2018-04-12', '2018-04-13', '2018-04-14',
'2018-04-15', '2018-04-16', '2018-04-17', '2018-04-18', '2018-04-19', '2018-04-20', '2018-04-21',
'2018-04-22', '2018-04-23', '2018-04-24', '2018-04-25', '2018-04-26', '2018-04-27', '2018-04-28',
'2018-04-29', '2018-04-30', '2018-05-01', '2018-05-02', '2018-05-03', '2018-05-04', '2018-05-05',
'2018-05-06', '2018-05-07', '2018-05-08', '2018-05-09', '2018-05-10', '2018-05-11', '2018-05-12',
'2018-05-13', '2018-05-14', '2018-05-15', '2018-05-16', '2018-05-17', '2018-05-18', '2018-05-19',
'2018-05-20', '2018-05-21', '2018-05-22', '2018-05-23', '2018-05-24', '2018-05-25', '2018-05-26',
'2018-05-27', '2018-05-28', '2018-05-29', '2018-05-30', '2018-05-31', '2018-06-01', '2018-06-02',
'2018-06-03', '2018-06-04', '2018-06-05', '2018-06-06', '2018-06-07', '2018-06-08', '2018-06-09',
'2018-06-10', '2018-06-11', '2018-06-12', '2018-06-13', '2018-06-14', '2018-06-15', '2018-06-16',
'2018-06-17', '2018-06-18', '2018-06-19', '2018-06-20', '2018-06-21', '2018-06-22', '2018-06-23',
'2018-06-24', '2018-06-25', '2018-06-26', '2018-06-27', '2018-06-28', '2018-06-29', '2018-06-30',
'2018-07-01', '2018-07-02', '2018-07-03', '2018-07-04', '2018-07-05', '2018-07-06', '2018-07-07',
'2018-07-08', '2018-07-09', '2018-07-10', '2018-07-11', '2018-07-12', '2018-07-13', '2018-07-14',
'2018-07-15', '2018-07-16', '2018-07-17', '2018-07-18', '2018-07-19', '2018-07-20', '2018-07-21',
'2018-07-22', '2018-07-23', '2018-07-24', '2018-07-25', '2018-07-26', '2018-07-27', '2018-07-28',
'2018-07-29', '2018-07-30', '2018-07-31', '2018-08-01', '2018-08-02', '2018-08-03', '2018-08-04',
'2018-08-05', '2018-08-06', '2018-08-07', '2018-08-08', '2018-08-09', '2018-08-10', '2018-08-11',
'2018-08-12', '2018-08-13', '2018-08-14', '2018-08-15', '2018-08-16', '2018-08-17', '2018-08-18',
'2018-08-19', '2018-08-20', '2018-08-21', '2018-08-22', '2018-08-23', '2018-08-24', '2018-08-25',
'2018-08-26', '2018-08-27', '2018-08-28', '2018-08-29', '2018-08-30', '2018-08-31', '2018-09-01',
'2018-09-02', '2018-09-03', '2018-09-04', '2018-09-05', '2018-09-06', '2018-09-07', '2018-09-08',
'2018-09-09', '2018-09-10', '2018-09-11', '2018-09-12', '2018-09-13', '2018-09-14', '2018-09-15',
'2018-09-16', '2018-09-17', '2018-09-18', '2018-09-19', '2018-09-20', '2018-09-21', '2018-09-22',
'2018-09-23', '2018-09-24', '2018-09-25', '2018-09-26', '2018-09-27', '2018-09-28', '2018-09-29',
'2018-09-30', '2018-10-01', '2018-10-02', '2018-10-03', '2018-10-04', '2018-10-05', '2018-10-06',
'2018-10-07', '2018-10-08', '2018-10-09', '2018-10-10', '2018-10-11', '2018-10-12', '2018-10-13',
'2018-10-14', '2018-10-15', '2018-10-16', '2018-10-17', '2018-10-18', '2018-10-19', '2018-10-20',
'2018-10-21', '2018-10-22', '2018-10-23', '2018-10-24', '2018-10-25', '2018-10-26', '2018-10-27',
'2018-10-28', '2018-10-29', '2018-10-30', '2018-10-31', '2018-11-01', '2018-11-02', '2018-11-03',
'2018-11-04', '2018-11-05', '2018-11-06', '2018-11-07', '2018-11-08', '2018-11-09', '2018-11-10',
'2018-11-11', '2018-11-12', '2018-11-13', '2018-11-14', '2018-11-15', '2018-11-16', '2018-11-17',
'2018-11-18', '2018-11-19', '2018-11-20', '2018-11-21', '2018-11-22', '2018-11-23', '2018-11-24',
'2018-11-25', '2018-11-26', '2018-11-27', '2018-11-28', '2018-11-29', '2018-11-30', '2018-12-01',
'2018-12-02', '2018-12-03', '2018-12-04', '2018-12-05', '2018-12-06', '2018-12-07', '2018-12-08',
'2018-12-09', '2018-12-10', '2018-12-11', '2018-12-12', '2018-12-13', '2018-12-14', '2018-12-15',
'2018-12-16', '2018-12-17', '2018-12-18', '2018-12-19', '2018-12-20', '2018-12-21', '2018-12-22',
'2018-12-23', '2018-12-24', '2018-12-25', '2018-12-26', '2018-12-27', '2018-12-28', '2018-12-29',
'2018-12-30', '2018-12-31', '2019-01-01', '2019-01-02', '2019-01-03', '2019-01-04', '2019-01-05',
'2019-01-06', '2019-01-07', '2019-01-08', '2019-01-09', '2019-01-10', '2019-01-11', '2019-01-12',
'2019-01-13', '2019-01-14', '2019-01-15', '2019-01-16', '2019-01-17', '2019-01-18', '2019-01-19',
'2019-01-20', '2019-01-21', '2019-01-22', '2019-01-23', '2019-01-24', '2019-01-25', '2019-01-26',
'2019-01-27', '2019-01-28', '2019-01-29', '2019-01-30', '2019-01-31', '2019-02-01', '2019-02-02',
'2019-02-03', '2019-02-04', '2019-02-05', '2019-02-06', '2019-02-07', '2019-02-08', '2019-02-09',
'2019-02-10', '2019-02-11', '2019-02-12', '2019-02-13', '2019-02-14', '2019-02-15', '2019-02-16',
'2019-02-17', '2019-02-18', '2019-02-19', '2019-02-20', '2019-02-21', '2019-02-22', '2019-02-23',
'2019-02-24', '2019-02-25', '2019-02-26', '2019-02-27', '2019-02-28', '2019-03-01', '2019-03-02',
'2019-03-03', '2019-03-04', '2019-03-05', '2019-03-06', '2019-03-07', '2019-03-08', '2019-03-09',
'2019-03-10', '2019-03-11', '2019-03-12', '2019-03-13', '2019-03-14', '2019-03-15', '2019-03-16',
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21511116.4409, 21511116.4409, 20853890.4409, 21192205.4409, 20303633.4409, 19978157.4409,
19483837.4409, 19483837.4409, 19483837.4409, 19812015.4409, 19809493.4409, 19248759.4409,
19423319.4409, 18632999.4409, 18632999.4409, 18632999.4409, 18386133.4409, 18727893.4409,
18517777.4409, 18670447.4409, 18429116.4409, 18429116.4409, 18429116.4409, 18884072.4409,
18464252.4409, 17914155.4409, 17788363.4409, 17643433.4409, 17643433.4409, 17643433.4409,
17801788.4409, 17400723.4409, 17361405.4409, 17565304.4409, 17568142.4409, 17568142.4409,
17568142.4409, 17893252.4409, 17679121.4409, 17495440.4409, 17231175.4409, 17091884.4409,
17091884.4409, 17091884.4409, 17136851.4409, 17454588.4409, 17593868.4409, 17710281.4409,
17757915.4409, 17757915.4409, 17757915.4409, 17899619.4409, 17845709.4409, 17780740.4409,
18100105.4409, 18047672.4409, 18047672.4409, 18047672.4409, 18344788.4409, 18226601.4409,
17807060.4409, 17913081.4409, 17536357.4409, 17536357.4409, 17536357.4409, 17969528.4409,
18405370.4409, 18274903.4409, 17875387.4409, 18185000.4409, 18185000.4409, 18185000.4409,
18364347.4409, 18299565.4409, 18484061.4409, 18645972.4409]}
a.draw_daily_value(data4["x"], data4["y"])
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https://gitee.com/xiangdasheng/quantitative-back-test.git
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xiangdasheng
quantitative-back-test
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