【数据可视化】Pyecharts 绘制K线图及交易信号
获取原始数据
通过tushare接口获取600848股票行情，包括ohlc数据及相关因子。
import tushare as ts
data=ts.get_hist_data("600848")
print(data.head())
使用Pyecharts绘制K线图
绘制OHLC蜡烛图
def plot_kline(data):
kline = (
Kline(init_opts=opts.InitOpts(width="1800px",height="1000px")) # 设置画布大小
.add_xaxis(xaxis_data=list(data.index)) # 将原始数据的index转化为list作为横坐标
.add_yaxis(series_name="klines",y_axis=data[["open","close","low","high"]].values.tolist(), # 纵坐标采用OPEN、CLOSE、LOW、HIGH，注意顺序
itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"),)
.set_global_opts(legend_opts=opts.LegendOpts(is_show=True, pos_bottom=10, pos_left="center"),
datazoom_opts=[
opts.DataZoomOpts(
is_show=False,
type_="inside",
xaxis_index=[0],
range_start=98,
range_end=100,
),
opts.DataZoomOpts(
is_show=True,
xaxis_index=[0],
type_="slider",
pos_top="85%",
range_start=98,
range_end=100,
),
],
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)
),
),
tooltip_opts=opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
textstyle_opts=opts.TextStyleOpts(color="#000"),
),
visualmap_opts=opts.VisualMapOpts(
is_show=False,
dimension=2,
series_index=5,
is_piecewise=True,
pieces=[
{"value": 1, "color": "#00da3c"},
{"value": -1, "color": "#ec0000"},
],
),
axispointer_opts=opts.AxisPointerOpts(
is_show=True,
link=[{"xAxisIndex": "all"}],
label=opts.LabelOpts(background_color="#777"),
),
brush_opts=opts.BrushOpts(
x_axis_index="all",
brush_link="all",
out_of_brush={"colorAlpha": 0.1},
brush_type="lineX",
),
)
)
kline.render("kline.html") #导出成html文件
if __name__=="__main__":
data=get_hist_data()
plot_kline(data)
绘制OHLC蜡烛图+成交量图
一般在OHLC蜡烛图下面绘制交易量柱状图
def plot_kline_volume(data):
kline = (
Kline(init_opts=opts.InitOpts(width="1800px",height="1000px"))
.add_xaxis(xaxis_data=list(data.index))
.add_yaxis(
series_name="klines",
y_axis=data[["open","close","low","high"]].values.tolist(),
itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"),
)
.set_global_opts(legend_opts=opts.LegendOpts(is_show=True, pos_bottom=10, pos_left="center"),
datazoom_opts=[
opts.DataZoomOpts(
is_show=False,
type_="inside",
xaxis_index=[0,1], # 这里需要修改可缩放的x轴坐标编号
range_start=98,
range_end=100,
),
opts.DataZoomOpts(
is_show=True,
xaxis_index=[0,1], # 这里需要修改可缩放的x轴坐标编号
type_="slider",
pos_top="85%",
range_start=98,
range_end=100,
),
],
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)
),
),
tooltip_opts=opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
textstyle_opts=opts.TextStyleOpts(color="#000"),
),
visualmap_opts=opts.VisualMapOpts(
is_show=False,
dimension=2,
series_index=5,
is_piecewise=True,
pieces=[
{"value": 1, "color": "#00da3c"},
{"value": -1, "color": "#ec0000"},
],
),
axispointer_opts=opts.AxisPointerOpts(
is_show=True,
link=[{"xAxisIndex": "all"}],
label=opts.LabelOpts(background_color="#777"),
),
brush_opts=opts.BrushOpts(
x_axis_index="all",
brush_link="all",
out_of_brush={"colorAlpha": 0.1},
brush_type="lineX",
),
)
)
bar = (
Bar()
.add_xaxis(xaxis_data=list(data.index))
.add_yaxis(
series_name="volume",
y_axis=data["volume"].tolist(),
xaxis_index=1,
yaxis_index=1,
label_opts=opts.LabelOpts(is_show=False),
itemstyle_opts=opts.ItemStyleOpts(
color=JsCode(
"""
function(params) {
var colorList;
if (barData[params.dataIndex][1] > barData[params.dataIndex][0]) {
colorList = '#ef232a';
} else {
colorList = '#14b143';
}
return colorList;
}
"""
)
),
)
.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=1,
axislabel_opts=opts.LabelOpts(is_show=False),
),
legend_opts=opts.LegendOpts(is_show=False),
)
)
#kline.render("kline.html") #test
grid_chart = Grid(
init_opts=opts.InitOpts(
width="1800px",
height="1000px",
animation_opts=opts.AnimationOpts(animation=False),
)
)
grid_chart.add_js_funcs("var barData={}".format(data[["open","close"]].values.tolist())) # 导入open、close数据到barData改变交易量每个bar的颜色
grid_chart.add(
#overlap_kline_line,
kline,
grid_opts=opts.GridOpts(pos_left="10%", pos_right="8%", height="40%"),
)
grid_chart.add(
bar,
grid_opts=opts.GridOpts(
pos_left="10%", pos_right="8%", pos_top="60%", height="20%"
),
)
grid_chart.render("kline_volume.html")
if __name__=="__main__":
data=get_hist_data()
plot_kline_volume(data)
绘制技术指标（交易信号）
画出5日、10日、20日均线，其他交易信号同理，如下图。
ef plot_kline_volume_signal(data):
kline = (
Kline(init_opts=opts.InitOpts(width="1800px",height="1000px"))
.add_xaxis(xaxis_data=list(data.index))
.add_yaxis(
series_name="klines",
y_axis=data[["open","close","low","high"]].values.tolist(),
itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"),
)
.set_global_opts(legend_opts=opts.LegendOpts(is_show=True, pos_bottom=10, pos_left="center"),
datazoom_opts=[
opts.DataZoomOpts(
is_show=False,
type_="inside",
xaxis_index=[0,1],
range_start=98,
range_end=100,
),
opts.DataZoomOpts(
is_show=True,
xaxis_index=[0,1],
type_="slider",
pos_top="85%",
range_start=98,
range_end=100,
),
],
yaxis_opts=opts.AxisOpts(
is_scale=True,
splitarea_opts=opts.SplitAreaOpts(
is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)
),
),
tooltip_opts=opts.TooltipOpts(
trigger="axis",
axis_pointer_type="cross",
background_color="rgba(245, 245, 245, 0.8)",
border_width=1,
border_color="#ccc",
textstyle_opts=opts.TextStyleOpts(color="#000"),
),
visualmap_opts=opts.VisualMapOpts(
is_show=False,
dimension=2,
series_index=5,
is_piecewise=True,
pieces=[
{"value": 1, "color": "#00da3c"},
{"value": -1, "color": "#ec0000"},
],
),
axispointer_opts=opts.AxisPointerOpts(
is_show=True,
link=[{"xAxisIndex": "all"}],
label=opts.LabelOpts(background_color="#777"),
),
brush_opts=opts.BrushOpts(
x_axis_index="all",
brush_link="all",
out_of_brush={"colorAlpha": 0.1},
brush_type="lineX",
),
)
)
bar = (
Bar()
.add_xaxis(xaxis_data=list(data.index))
.add_yaxis(
series_name="volume",
y_axis=data["volume"].tolist(),
xaxis_index=1,
yaxis_index=1,
label_opts=opts.LabelOpts(is_show=False),
itemstyle_opts=opts.ItemStyleOpts(
color=JsCode(
"""
function(params) {
var colorList;
if (barData[params.dataIndex][1] > barData[params.dataIndex][0]) {
colorList = '#ef232a';
} else {
colorList = '#14b143';
}
return colorList;
}
"""
)
),
)
.set_global_opts(
xaxis_opts=opts.AxisOpts(
type_="category",
grid_index=1,
axislabel_opts=opts.LabelOpts(is_show=False),
),
legend_opts=opts.LegendOpts(is_show=False),
)
)
line=(Line()
.add_xaxis(xaxis_data=list(data.index))
.add_yaxis(
series_name="ma5",
y_axis=data["ma5"].tolist(),
xaxis_index=1,
yaxis_index=1,
label_opts=opts.LabelOpts(is_show=False),
).add_yaxis(
series_name="ma10",
y_axis=data["ma10"].tolist(),
xaxis_index=1,
yaxis_index=1,
label_opts=opts.LabelOpts(is_show=False),
).add_yaxis(
series_name="ma20",
y_axis=data["ma20"].tolist(),
xaxis_index=1,
yaxis_index=1,
label_opts=opts.LabelOpts(is_show=False),
)
)
grid_chart = Grid(
init_opts=opts.InitOpts(
width="1800px",
height="1000px",
animation_opts=opts.AnimationOpts(animation=False),
)
)
grid_chart.add_js_funcs("var barData={}".format(data[["open","close"]].values.tolist()))
overlap_kline_line = kline.overlap(line)
grid_chart.add(
overlap_kline_line,
#kline,
grid_opts=opts.GridOpts(pos_left="11%", pos_right="8%", height="40%"),
)
grid_chart.add(
bar,
grid_opts=opts.GridOpts(
pos_left="10%", pos_right="8%", pos_top="60%", height="20%"
),
)
grid_chart.render("kline_volume_signal.html")
if __name__=="__main__":
data=get_hist_data()
plot_kline_volume_signal(data)