679 lines
26 KiB
Python
679 lines
26 KiB
Python
"""
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backtest_viz/chart.py — K 线图 + 出入场标注 + PnL 子图
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依赖 matplotlib（项目 requirements-optional.txt 里有）。
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在 matplotlib 无法显示 GUI 时自动切换到 Agg 后端，直接保存为 PNG/HTML。
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"""
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from __future__ import annotations
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import os
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import warnings
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from datetime import datetime, timezone
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from pathlib import Path
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from typing import Optional
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import numpy as np
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# ── matplotlib 后端自动选择 ─────────────────────────────────────────────
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try:
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import matplotlib
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_DISPLAY = os.environ.get("DISPLAY") or os.name == "nt" # Windows 有 GUI
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if not _DISPLAY:
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matplotlib.use("Agg")
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import matplotlib.pyplot as plt
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import matplotlib.patches as mpatches
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from matplotlib.gridspec import GridSpec
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from matplotlib.ticker import MaxNLocator
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_MPL_OK = True
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except ImportError:
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_MPL_OK = False
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from .engine import SymbolResult, Trade
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def _ts_to_label(ts: int, fmt: str = "%m-%d %H:%M") -> str:
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"""Unix 秒 → 可读字符串（UTC）"""
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try:
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return datetime.fromtimestamp(ts, tz=timezone.utc).strftime(fmt)
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except Exception:
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return str(ts)
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class BacktestChart:
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"""可视化回测图表生成器。
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为每个品种生成一张包含以下子图的综合图：
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① K 线图（蜡烛图 + 出入场三角标记 + 仓位背景色）
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② 因子 / 信号强度折线
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③ 逐 bar PnL 直方图
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④ 累计 PnL 曲线
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另可为每笔交易生成独立缩放图（plot_trade_zoom），
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只展示入场前后局部K线，入场/出场价格一目了然。
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用法：
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chart = BacktestChart()
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chart.plot(result, save_path="out/XAUUSD.png")
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chart.plot_all_trade_zooms(result, output_dir="out/")
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"""
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# 颜色方案
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_LONG_ENTRY_COLOR = "#26a69a" # 绿色：开多
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_SHORT_ENTRY_COLOR = "#ef5350" # 红色：开空
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_EXIT_COLOR = "#ffa726" # 橙色：平仓
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_LONG_BG = "#e8f5e9" # 浅绿背景：多头持仓期
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_SHORT_BG = "#ffebee" # 浅红背景：空头持仓期
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def __init__(
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self,
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figsize: tuple[int, int] = (22, 14),
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max_bars: int = 120, # 全局图最多显示的 bar 数，120根更清晰
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dpi: int = 120,
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):
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if not _MPL_OK:
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raise ImportError(
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"matplotlib 未安装。请运行: pip install matplotlib"
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)
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self.figsize = figsize
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self.max_bars = max_bars
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self.dpi = dpi
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# ─────────────────────────────────────────────────────────────────────
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# 公开接口
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# ─────────────────────────────────────────────────────────────────────
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def plot(
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self,
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result: SymbolResult,
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save_path: Optional[str] = None,
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show: bool = False,
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title_suffix: str = "",
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) -> Optional[str]:
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"""为单个品种生成完整图表。
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Args:
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result: BacktestEngine.run() 返回的 SymbolResult。
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save_path: 保存路径（.png / .svg）；None 则不保存。
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show: 是否调用 plt.show()（交互环境下使用）。
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title_suffix: 附加到标题的额外说明。
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Returns:
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实际保存路径字符串，未保存时返回 None。
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"""
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T = len(result.times)
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# 显示最后 max_bars 个 bar
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start_idx = max(0, T - self.max_bars)
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sl = slice(start_idx, T)
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fig = plt.figure(figsize=self.figsize, dpi=self.dpi)
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gs = GridSpec(
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4, 1, figure=fig,
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height_ratios=[4, 1.2, 1.2, 1.5],
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hspace=0.08,
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)
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ax_candle = fig.add_subplot(gs[0])
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ax_factor = fig.add_subplot(gs[1], sharex=ax_candle)
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ax_pnl = fig.add_subplot(gs[2], sharex=ax_candle)
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ax_cum = fig.add_subplot(gs[3], sharex=ax_candle)
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x = np.arange(T)[sl]
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# ── ① K 线图 ─────────────────────────────────────────────────
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self._draw_candles(ax_candle, result, sl, x)
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self._draw_trade_markers(ax_candle, result, start_idx, T)
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self._draw_position_background(ax_candle, result, start_idx, T, x)
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self._draw_trade_labels(ax_candle, result, start_idx, T)
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ax_candle.set_ylabel("Price", fontsize=9)
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ax_candle.legend(
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handles=self._legend_handles(), loc="upper left", fontsize=8,
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framealpha=0.7,
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)
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ax_candle.grid(alpha=0.3)
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pl_txt = (
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f"{result.profit_loss_ratio:.3f}"
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if result.profit_loss_ratio is not None
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else "—"
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)
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ax_candle.set_title(
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f"{result.symbol} | "
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f"Sortino={result.sortino:.2f} "
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f"TotalRet={result.total_return:.4f} "
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f"Trades={result.n_trades} "
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f"WinRate={result.win_rate:.1%} "
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f"PLRatio={pl_txt} "
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f"AvgHold={result.avg_hold_bars:.1f}bars"
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+ (f" | {title_suffix}" if title_suffix else ""),
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fontsize=10, pad=6,
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)
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# ── ② 因子强度 ────────────────────────────────────────────────
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ax_factor.plot(x, result.signal[sl], color="#7e57c2", linewidth=0.8,
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label="signal (tanh)")
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ax_factor.axhline(0, color="gray", linewidth=0.6, linestyle="--")
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ax_factor.fill_between(x, result.signal[sl], 0,
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where=result.signal[sl] > 0,
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alpha=0.15, color=self._LONG_ENTRY_COLOR)
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ax_factor.fill_between(x, result.signal[sl], 0,
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where=result.signal[sl] < 0,
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alpha=0.15, color=self._SHORT_ENTRY_COLOR)
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ax_factor.set_ylabel("Signal", fontsize=8)
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ax_factor.legend(fontsize=7, loc="upper left")
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ax_factor.grid(alpha=0.25)
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# ── ③ 逐 bar PnL 直方图 ──────────────────────────────────────
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pnl_sl = result.pnl[sl]
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colors_bar = [
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self._LONG_ENTRY_COLOR if v >= 0 else self._SHORT_ENTRY_COLOR
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for v in pnl_sl
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]
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ax_pnl.bar(x, pnl_sl, color=colors_bar, width=0.8, alpha=0.7)
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ax_pnl.axhline(0, color="gray", linewidth=0.6)
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ax_pnl.set_ylabel("Bar PnL", fontsize=8)
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ax_pnl.grid(alpha=0.25)
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# ── ④ 累计 PnL 曲线 ──────────────────────────────────────────
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cum_sl = result.cum_pnl[sl]
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ax_cum.plot(x, cum_sl, color="#1565c0", linewidth=1.2, label="Cum PnL")
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ax_cum.fill_between(x, cum_sl, 0,
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where=cum_sl >= 0, alpha=0.12,
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color=self._LONG_ENTRY_COLOR)
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ax_cum.fill_between(x, cum_sl, 0,
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where=cum_sl < 0, alpha=0.12,
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color=self._SHORT_ENTRY_COLOR)
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ax_cum.axhline(0, color="gray", linewidth=0.6)
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ax_cum.set_ylabel("Cum PnL", fontsize=8)
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ax_cum.legend(fontsize=7, loc="upper left")
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ax_cum.grid(alpha=0.25)
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# ── X 轴刻度（时间标签）─────────────────────────────────────
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self._set_time_ticks(ax_cum, result.times[sl], x, n_ticks=10)
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plt.setp(ax_candle.get_xticklabels(), visible=False)
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plt.setp(ax_factor.get_xticklabels(), visible=False)
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plt.setp(ax_pnl.get_xticklabels(), visible=False)
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ax_cum.tick_params(axis="x", labelsize=7, rotation=30)
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# ── 保存 / 展示 ──────────────────────────────────────────────
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saved_path: Optional[str] = None
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if save_path:
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Path(save_path).parent.mkdir(parents=True, exist_ok=True)
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fig.savefig(save_path, bbox_inches="tight")
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saved_path = save_path
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print(f" 图表已保存 → {save_path}")
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if show:
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plt.show()
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plt.close(fig)
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return saved_path
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def plot_all(
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self,
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results: list[SymbolResult],
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output_dir: str = "backtest_output",
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show: bool = False,
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title_suffix: str = "",
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) -> list[str]:
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"""为所有品种批量生成图表。
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Returns:
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已保存的文件路径列表。
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"""
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Path(output_dir).mkdir(parents=True, exist_ok=True)
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saved = []
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for r in results:
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path = str(Path(output_dir) / f"{r.symbol}.png")
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p = self.plot(r, save_path=path, show=show,
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title_suffix=title_suffix)
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if p:
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saved.append(p)
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return saved
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def plot_trade_zoom(
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self,
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result: SymbolResult,
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trade_idx: int,
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pre_bars: int = 20, # 入场前显示的K线数
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post_bars: int = 10, # 出场后显示的K线数
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save_path: Optional[str] = None,
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show: bool = False,
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) -> Optional[str]:
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"""为单笔交易生成局部缩放K线图。
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只显示入场前 pre_bars 根 + 持仓期 + 出场后 post_bars 根，
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清晰标注入场/出场价格水平线和具体价格数值。
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Args:
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result: SymbolResult 回测结果。
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trade_idx: result.trades 中的交易索引（0-based）。
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pre_bars: 入场前显示的K线数量，默认20根。
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post_bars: 出场后显示的K线数量，默认10根。
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save_path: 保存路径；None 则不保存。
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show: 是否调用 plt.show()。
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Returns:
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实际保存路径，未保存时返回 None。
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"""
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if trade_idx >= len(result.trades):
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raise IndexError(
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f"trade_idx={trade_idx} 超出范围（共 {len(result.trades)} 笔交易）"
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)
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trade = result.trades[trade_idx]
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T = len(result.times)
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# 实际成交在信号 bar 的下一根（与 target_ret 时间对齐）
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entry_exec_bar = min(trade.entry_bar + 1, T - 1)
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exit_exec_bar = min(trade.exit_bar + 1, T - 1) if trade.exit_bar is not None else None
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# 计算显示窗口（围绕实际成交 bar 展开）
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win_start = max(0, entry_exec_bar - pre_bars)
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ref_end = exit_exec_bar if exit_exec_bar is not None else entry_exec_bar
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win_end = min(T, ref_end + post_bars + 1)
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sl = slice(win_start, win_end)
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x = np.arange(win_end - win_start)
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# 入场/出场在 x 轴的位置（用实际成交 bar）
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entry_xi = entry_exec_bar - win_start
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exit_xi = (exit_exec_bar - win_start) if exit_exec_bar is not None else None
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fig, (ax_candle, ax_cum) = plt.subplots(
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2, 1, figsize=(14, 8), dpi=self.dpi,
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gridspec_kw={"height_ratios": [3, 1], "hspace": 0.08},
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)
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# ── K 线图 ───────────────────────────────────────────────────
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self._draw_candles(ax_candle, result, sl, x)
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self._draw_position_background(ax_candle, result, win_start, win_end, x)
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# 入场标记（三角）
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lo = result.low[sl]
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hi = result.high[sl]
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cl = result.close[sl]
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offset = (hi.max() - lo.min()) * 0.008
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if trade.direction == 1:
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ax_candle.plot(
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entry_xi, lo[entry_xi] - offset,
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marker="^", color=self._LONG_ENTRY_COLOR,
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markersize=14, zorder=6, markeredgewidth=1,
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markeredgecolor="white",
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)
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else:
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ax_candle.plot(
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entry_xi, hi[entry_xi] + offset,
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marker="v", color=self._SHORT_ENTRY_COLOR,
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markersize=14, zorder=6, markeredgewidth=1,
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markeredgecolor="white",
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)
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# 出场标记（菱形）
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if exit_xi is not None:
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ax_candle.plot(
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exit_xi, cl[exit_xi],
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marker="D", color=self._EXIT_COLOR,
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markersize=10, zorder=6, markeredgewidth=1,
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markeredgecolor="white",
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)
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# 入场价格水平虚线
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entry_price = trade.entry_price
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ax_candle.axhline(
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entry_price, color=self._LONG_ENTRY_COLOR if trade.direction == 1
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else self._SHORT_ENTRY_COLOR,
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linewidth=1.2, linestyle="--", alpha=0.8, zorder=4,
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)
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ax_candle.annotate(
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f"Entry {entry_price:.5f}",
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xy=(x[-1], entry_price),
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xytext=(-4, 4), textcoords="offset points",
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fontsize=8, color=self._LONG_ENTRY_COLOR if trade.direction == 1
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else self._SHORT_ENTRY_COLOR,
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ha="right", fontweight="bold",
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)
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# 出场价格水平虚线
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if trade.exit_price is not None and exit_xi is not None:
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ax_candle.axhline(
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trade.exit_price, color=self._EXIT_COLOR,
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linewidth=1.2, linestyle="--", alpha=0.8, zorder=4,
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)
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ax_candle.annotate(
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f"Exit {trade.exit_price:.5f}",
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xy=(x[-1], trade.exit_price),
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xytext=(-4, -8), textcoords="offset points",
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fontsize=8, color=self._EXIT_COLOR,
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ha="right", fontweight="bold",
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)
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# 入场→出场垂直价差连线
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ax_candle.annotate(
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"",
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xy=(exit_xi, trade.exit_price),
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xytext=(entry_xi, entry_price),
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arrowprops=dict(
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arrowstyle="->",
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color="#9e9e9e",
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lw=1.2,
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connectionstyle="arc3,rad=0.15",
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),
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zorder=3,
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)
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# PnL 标注框
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pnl_color = "#1b5e20" if trade.pnl > 0 else "#b71c1c"
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direction_str = "Long ▲" if trade.direction == 1 else "Short ▼"
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hold_bars = (trade.exit_bar - trade.entry_bar) if trade.exit_bar is not None else 0
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entry_time_str = _ts_to_label(trade.entry_time, "%Y-%m-%d %H:%M")
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exit_time_str = (
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_ts_to_label(trade.exit_time, "%Y-%m-%d %H:%M")
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if trade.exit_time else "open"
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)
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exit_price_str = f"{trade.exit_price:.5f}" if trade.exit_price else "-"
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info_text = (
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f"{direction_str} PnL: {trade.pnl:+.5f}\n"
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f"Entry: {entry_time_str} @ {entry_price:.5f}\n"
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f"Exit : {exit_time_str} @ {exit_price_str}\n"
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f"Hold : {hold_bars} bars"
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)
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ax_candle.text(
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0.01, 0.97, info_text,
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transform=ax_candle.transAxes,
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fontsize=8.5, verticalalignment="top",
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bbox=dict(
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boxstyle="round,pad=0.4",
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facecolor="white", alpha=0.85,
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edgecolor=pnl_color, linewidth=1.5,
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),
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color=pnl_color,
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)
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# 标题
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trade_no = trade_idx + 1
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ax_candle.set_title(
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f"{result.symbol} Trade {trade_no}/{result.n_trades} "
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f"{'Long' if trade.direction == 1 else 'Short'} "
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f"PnL={trade.pnl:+.5f} WinRate={result.win_rate:.1%}",
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fontsize=10, pad=6,
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)
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ax_candle.set_ylabel("Price", fontsize=9)
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ax_candle.grid(alpha=0.3)
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ax_candle.legend(
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handles=self._legend_handles(), loc="upper right",
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fontsize=7, framealpha=0.7,
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)
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# ── 累计 PnL 曲线（全局，标注当前交易位置）─────────────────
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cum_all = result.cum_pnl
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x_all = np.arange(T)
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ax_cum.plot(x_all, cum_all, color="#1565c0", linewidth=1.0, label="Cum PnL")
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ax_cum.fill_between(
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x_all, cum_all, 0,
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where=cum_all >= 0, alpha=0.10, color=self._LONG_ENTRY_COLOR,
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)
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ax_cum.fill_between(
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x_all, cum_all, 0,
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where=cum_all < 0, alpha=0.10, color=self._SHORT_ENTRY_COLOR,
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)
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# 标注当前交易在全局 PnL 上的位置
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if trade.exit_bar is not None:
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ax_cum.axvspan(
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trade.entry_bar, trade.exit_bar,
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alpha=0.25,
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color=self._LONG_BG if trade.direction == 1 else self._SHORT_BG,
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)
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ax_cum.axhline(0, color="gray", linewidth=0.6)
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ax_cum.set_ylabel("Cum PnL", fontsize=8)
|
||
ax_cum.legend(fontsize=7, loc="upper left")
|
||
ax_cum.grid(alpha=0.25)
|
||
self._set_time_ticks(ax_cum, result.times, x_all, n_ticks=8)
|
||
ax_cum.tick_params(axis="x", labelsize=7, rotation=30)
|
||
|
||
# X 轴时间刻度（局部 K 线图）
|
||
self._set_time_ticks(ax_candle, result.times[sl], x, n_ticks=6)
|
||
ax_candle.tick_params(axis="x", labelsize=7, rotation=20)
|
||
|
||
# 保存 / 展示
|
||
saved_path: Optional[str] = None
|
||
if save_path:
|
||
Path(save_path).parent.mkdir(parents=True, exist_ok=True)
|
||
fig.savefig(save_path, bbox_inches="tight")
|
||
saved_path = save_path
|
||
print(f" 缩放图已保存 → {save_path}")
|
||
|
||
if show:
|
||
plt.show()
|
||
|
||
plt.close(fig)
|
||
return saved_path
|
||
|
||
def plot_all_trade_zooms(
|
||
self,
|
||
result: SymbolResult,
|
||
output_dir: str = "backtest_output",
|
||
pre_bars: int = 20,
|
||
post_bars: int = 10,
|
||
max_trades: int = 30, # 最多生成多少张缩放图（避免文件爆炸）
|
||
show: bool = False,
|
||
) -> list[str]:
|
||
"""为一个品种的所有交易批量生成缩放图。
|
||
|
||
Args:
|
||
result: SymbolResult 回测结果。
|
||
output_dir: 输出目录。
|
||
pre_bars: 入场前显示K线数量。
|
||
post_bars: 出场后显示K线数量。
|
||
max_trades: 最多生成张数（按 |PnL| 降序选 top-N）。
|
||
show: 是否调用 plt.show()。
|
||
|
||
Returns:
|
||
已保存的文件路径列表。
|
||
"""
|
||
Path(output_dir).mkdir(parents=True, exist_ok=True)
|
||
saved = []
|
||
|
||
trades = result.trades
|
||
if not trades:
|
||
print(f" {result.symbol} 无交易记录，跳过缩放图生成。")
|
||
return saved
|
||
|
||
# 选取最重要的 max_trades 笔（按 |PnL| 降序）
|
||
indexed = sorted(
|
||
enumerate(trades),
|
||
key=lambda kv: abs(kv[1].pnl),
|
||
reverse=True,
|
||
)[:max_trades]
|
||
# 按时间顺序重新排序，编号更直观
|
||
indexed.sort(key=lambda kv: kv[1].entry_bar)
|
||
|
||
for rank, (orig_idx, _) in enumerate(indexed, start=1):
|
||
fname = f"{result.symbol}_trade{rank}_zoom.png"
|
||
path = str(Path(output_dir) / fname)
|
||
p = self.plot_trade_zoom(
|
||
result, orig_idx,
|
||
pre_bars=pre_bars, post_bars=post_bars,
|
||
save_path=path, show=show,
|
||
)
|
||
if p:
|
||
saved.append(p)
|
||
|
||
return saved
|
||
|
||
# ─────────────────────────────────────────────────────────────────────
|
||
# 内部绘图方法
|
||
# ─────────────────────────────────────────────────────────────────────
|
||
|
||
def _draw_candles(
|
||
self,
|
||
ax: "plt.Axes",
|
||
result: SymbolResult,
|
||
sl: slice,
|
||
x: np.ndarray,
|
||
) -> None:
|
||
"""绘制蜡烛图（用矩形 + 线段模拟，不依赖 mplfinance）"""
|
||
op = result.open[sl]
|
||
hi = result.high[sl]
|
||
lo = result.low[sl]
|
||
cl = result.close[sl]
|
||
|
||
bar_w = 0.6
|
||
for i, xi in enumerate(x):
|
||
is_bull = cl[i] >= op[i]
|
||
color = self._LONG_ENTRY_COLOR if is_bull else self._SHORT_ENTRY_COLOR
|
||
# 上下影线
|
||
ax.plot([xi, xi], [lo[i], hi[i]], color=color, linewidth=0.7)
|
||
# 实体
|
||
body_lo = min(op[i], cl[i])
|
||
body_hi = max(op[i], cl[i])
|
||
body_h = max(body_hi - body_lo, (hi[i] - lo[i]) * 0.01)
|
||
rect = mpatches.Rectangle(
|
||
(xi - bar_w / 2, body_lo), bar_w, body_h,
|
||
linewidth=0, facecolor=color, alpha=0.85,
|
||
)
|
||
ax.add_patch(rect)
|
||
|
||
ax.set_xlim(x[0] - 1, x[-1] + 1)
|
||
ax.set_ylim(result.low[sl].min() * 0.9995,
|
||
result.high[sl].max() * 1.0005)
|
||
|
||
def _draw_position_background(
|
||
self,
|
||
ax: "plt.Axes",
|
||
result: SymbolResult,
|
||
start_idx: int,
|
||
T: int,
|
||
x: np.ndarray,
|
||
) -> None:
|
||
"""在持仓期间填充背景色（多头绿/空头红）。
|
||
|
||
背景从实际成交 bar 开始（信号 bar + 1）。
|
||
"""
|
||
for trade in result.trades:
|
||
entry_exec = min(trade.entry_bar + 1, T - 1)
|
||
exit_exec = min(trade.exit_bar + 1, T - 1) if trade.exit_bar is not None else T - 1
|
||
|
||
# 转换为 x 轴坐标（相对于 start_idx）
|
||
x_entry = max(entry_exec - start_idx, 0)
|
||
x_exit = min(exit_exec - start_idx, len(x) - 1)
|
||
|
||
if x_entry >= len(x) or x_exit < 0:
|
||
continue
|
||
|
||
color = self._LONG_BG if trade.direction == 1 else self._SHORT_BG
|
||
ax.axvspan(x[x_entry], x[x_exit], alpha=0.25, color=color, linewidth=0)
|
||
|
||
def _draw_trade_markers(
|
||
self,
|
||
ax: "plt.Axes",
|
||
result: SymbolResult,
|
||
start_idx: int,
|
||
T: int,
|
||
) -> None:
|
||
"""绘制开平仓三角标记。
|
||
|
||
标记打在实际成交 bar（信号 bar + 1），与 entry_price/exit_price 对齐。
|
||
|
||
多头开仓：绿色向上三角（▲），标注在 low 下方
|
||
空头开仓：红色向下三角（▼），标注在 high 上方
|
||
平仓/反手：橙色菱形（◆），标注在 close 附近
|
||
"""
|
||
lo = result.low
|
||
hi = result.high
|
||
cl = result.close
|
||
total = T
|
||
|
||
for trade in result.trades:
|
||
# 实际成交 bar = 信号 bar + 1
|
||
eb = min(trade.entry_bar + 1, total - 1)
|
||
xb = min(trade.exit_bar + 1, total - 1) if trade.exit_bar is not None else None
|
||
|
||
if eb >= start_idx:
|
||
xi = eb - start_idx
|
||
offset = (hi[eb] - lo[eb]) * 0.3 + (hi[eb] - lo[eb]) * 0.05
|
||
if trade.direction == 1:
|
||
ax.plot(xi, lo[eb] - offset,
|
||
marker="^", color=self._LONG_ENTRY_COLOR,
|
||
markersize=8, zorder=5, markeredgewidth=0.5,
|
||
markeredgecolor="white")
|
||
else:
|
||
ax.plot(xi, hi[eb] + offset,
|
||
marker="v", color=self._SHORT_ENTRY_COLOR,
|
||
markersize=8, zorder=5, markeredgewidth=0.5,
|
||
markeredgecolor="white")
|
||
|
||
if xb is not None and xb >= start_idx:
|
||
xi = xb - start_idx
|
||
ax.plot(xi, cl[xb],
|
||
marker="D", color=self._EXIT_COLOR,
|
||
markersize=6, zorder=5, markeredgewidth=0.5,
|
||
markeredgecolor="white")
|
||
|
||
def _draw_trade_labels(
|
||
self,
|
||
ax: "plt.Axes",
|
||
result: SymbolResult,
|
||
start_idx: int,
|
||
T: int,
|
||
) -> None:
|
||
"""在每笔交易标注 PnL 数值（仅盈亏超过阈值时显示，避免文字过密）。"""
|
||
hi = result.high
|
||
lo = result.low
|
||
price_range = hi.max() - lo.min()
|
||
threshold = price_range * 0.001
|
||
|
||
visible = [
|
||
t for t in result.trades
|
||
if abs(t.pnl) > threshold
|
||
and t.exit_bar is not None
|
||
and min(t.exit_bar + 1, T - 1) >= start_idx
|
||
]
|
||
if len(visible) > 20:
|
||
visible = sorted(visible, key=lambda t: abs(t.pnl), reverse=True)[:20]
|
||
|
||
for trade in visible:
|
||
if trade.exit_bar is None:
|
||
continue
|
||
# 标注在实际成交（出场）的 bar 上
|
||
xb = min(trade.exit_bar + 1, T - 1)
|
||
xi = xb - start_idx
|
||
price = result.close[xb]
|
||
label = f"{trade.pnl:+.4f}"
|
||
color = "#1b5e20" if trade.pnl > 0 else "#b71c1c"
|
||
ax.annotate(
|
||
label,
|
||
xy=(xi, price),
|
||
xytext=(0, 12 if trade.pnl > 0 else -16),
|
||
textcoords="offset points",
|
||
fontsize=6, color=color,
|
||
ha="center",
|
||
bbox=dict(
|
||
boxstyle="round,pad=0.1", fc="white",
|
||
alpha=0.6, edgecolor="none",
|
||
),
|
||
)
|
||
|
||
@staticmethod
|
||
def _set_time_ticks(
|
||
ax: "plt.Axes",
|
||
times: np.ndarray,
|
||
x: np.ndarray,
|
||
n_ticks: int = 10,
|
||
) -> None:
|
||
"""设置 X 轴时间刻度标签。"""
|
||
step = max(1, len(x) // n_ticks)
|
||
ticks = x[::step]
|
||
labels = [_ts_to_label(int(times[i]), fmt="%y-%m-%d\n%H:%M")
|
||
for i in range(0, len(times), step)]
|
||
ax.set_xticks(ticks)
|
||
ax.set_xticklabels(labels[:len(ticks)])
|
||
|
||
def _legend_handles(self) -> list:
|
||
"""构建图例 handles"""
|
||
return [
|
||
mpatches.Patch(color=self._LONG_ENTRY_COLOR, label="▲ Long entry"),
|
||
mpatches.Patch(color=self._SHORT_ENTRY_COLOR, label="▼ Short entry"),
|
||
mpatches.Patch(color=self._EXIT_COLOR, label="◆ Exit"),
|
||
mpatches.Patch(color=self._LONG_BG, alpha=0.4, label="Long position"),
|
||
mpatches.Patch(color=self._SHORT_BG, alpha=0.4, label="Short position"),
|
||
]
|