Python version of the MACD graph example

Python version of the MACD graph example

In fact, before doing this example code, the inventors quantified the trading platform strategy in Square:https://www.fmz.com/strategy/151972There are already examples of MACD pointer diagrams in JavaScript. However, the user needs to write a Python version of the example to be used as reference code when developing a design diagram.

The code is very simple:

'''backtest
start: 2020-01-28 00:00:00
end: 2020-02-26 00:00:00
period: 1d
exchanges: [{"eid":"OKEX","currency":"BTC_USDT"}]
'''

ChartCfg = {
    '__isStock': True,
    'title': {
        'text': 'Python画图'
    },
    'yAxis': [{
        'title': {'text': 'K线'},
        'style': {'color': '#4572A7'},
        'opposite': False
    }, {
        'title': {'text': '指标轴'},
        'opposite': True
    }],
    'series': [{
        'type': 'candlestick',
        'name': '当前周期',
        'id': 'primary',
        'data': []
    }, {
        'type': 'line',
        'id': 'dif',
        'name': 'DIF',
        "yAxis" : 1,
        'data': []
    }, {
        'type': 'line',
        'id': 'dea',
        'name': 'DEA',
        "yAxis" : 1,
        'data': []
    }, {
        'type': 'line',
        'id': 'macd',
        'name': 'MACD',
        "yAxis" : 1,
        'data': []
    }]
}

def main():
    global ChartCfg
    preTime = 0
    chart = Chart(ChartCfg)
    chart.reset()
    while True:
        while True:
            r = _C(exchange.GetRecords)
            if len(r) > 50:
                break
        # 计算指标
        macd = TA.MACD(r)
        
        LogStatus(_D(), len(r))
        
        # 画图
        for i in range(len(r)):
            if r[i]["Time"] == preTime:
                chart.add(0, [r[i]["Time"], r[i]["Open"], r[i]["High"], r[i]["Low"], r[i]["Close"]], -1)
                chart.add(1, [r[i]["Time"], macd[0][i]], -1)
                chart.add(2, [r[i]["Time"], macd[1][i]], -1)
                chart.add(3, [r[i]["Time"], macd[2][i]], -1)
            elif r[i]["Time"] > preTime:
                chart.add(0, [r[i]["Time"], r[i]["Open"], r[i]["High"], r[i]["Low"], r[i]["Close"]])
                chart.add(1, [r[i]["Time"], macd[0][i]])
                chart.add(2, [r[i]["Time"], macd[1][i]])
                chart.add(3, [r[i]["Time"], macd[2][i]])
                preTime = r[i]["Time"]
        Sleep(500)

ChartCfg Chart configuration dictionary

This oneChartCfgA dictionary variable stores chart configuration information, such as: How many lines are there in this graph? (three indicator lines, DIF, DEA, MACD) Is there a K-line in this graph? (Candlestick type: This type is set to K-line data) The MACD values are relatively small, and if the trading pair is BTC_USDT, the indicator will be compressed together when drawing the chart, so the chart will also be configured as two Y-axes.

Loading data

In this example strategy, the main function starts initializing the chart, calls the Chart function, configures the chart to ChartCfg as a parameter input, generates a chart object chart. Then goes into a loop, continuously obtaining K-line data, determining that the number of K-line data BAR is greater than 50 to calculate the MACD indicator (BAR is too small to calculate the valid indicator); then the K-line data and indicator data can be written to the chart. Write a method to a chart using the chart object add function. When writing, if the last parameter of the add function is specified -1, the value of the current data point is updated. If not passed -1, a new data point is added. When a new K-line BAR is generated, a new data point is added, and when a K-line BAR is not generated, the last BAR and the corresponding indicator are updated.

It can be directly measured.

It can also run on a hard disk:

The following is the address of the strategic example:https://www.fmz.com/strategy/187379

If you have any questions, thank you for leaving a message.