53 lines
2.0 KiB
Python
53 lines
2.0 KiB
Python
 
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"""回测图表 - 4 面板图(价格+交易 / 权益 / 每笔PnL分布 / 累计PnL)"""
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import numpy as np
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import matplotlib
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matplotlib.use('Agg')
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import matplotlib.pyplot as plt
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def plot_results(df, equity_curve, trades, metrics, save_path):
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fig, axes = plt.subplots(4, 1, figsize=(16, 20),
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gridspec_kw={'height_ratios': [3, 1, 1, 1]})
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ax1 = axes[0]
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ax1.plot(df['time'], df['close'], color='black', linewidth=0.5, label='Close')
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if trades:
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for t in trades:
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color = 'green' if t['direction'] == 1 else 'red'
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marker = '^' if t['direction'] == 1 else 'v'
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ax1.scatter(df['time'].iloc[t['entry_bar']], t['entry_price'],
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marker=marker, color=color, s=30, zorder=5)
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ax1.set_title(f'Price & Trades (Total: {metrics["total_trades"]})')
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ax1.legend()
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ax1.grid(True, alpha=0.3)
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ax2 = axes[1]
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ax2.plot(df['time'], equity_curve, color='blue', linewidth=0.8)
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ax2.axhline(y=equity_curve[0] if equity_curve else 10000,
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color='gray', linestyle='--', alpha=0.5)
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ax2.set_title(f'Equity Curve - Return: {metrics["total_return_pct"]}% '
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f'| MaxDD: {metrics["max_drawdown_pct"]}%')
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ax2.grid(True, alpha=0.3)
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ax3 = axes[2]
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if trades:
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pnl = [t['pnl'] for t in trades]
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colors = ['green' if p > 0 else 'red' for p in pnl]
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ax3.bar(range(len(trades)), pnl, color=colors, width=1)
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ax3.set_title(f'Trade P&L Distribution - Win Rate: {metrics["win_rate"]}% '
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f'| PF: {metrics["profit_factor"]}')
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ax3.axhline(y=0, color='black', linewidth=0.5)
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ax3.grid(True, alpha=0.3)
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ax4 = axes[3]
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if trades:
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cum_pnl = np.cumsum([t['pnl'] for t in trades])
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ax4.plot(range(len(trades)), cum_pnl, color='purple', linewidth=1)
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ax4.set_title('Cumulative P&L')
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ax4.grid(True, alpha=0.3)
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plt.tight_layout()
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fig.savefig(save_path, dpi=100, bbox_inches='tight')
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plt.close(fig)
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