```python data1 = tw_close.GetClose()[(tickLengh-leftLength-showLength):(tickLengh-leftLength)] data2 = tw_close.GetSMA(signal_SMA_Length)[(tickLengh-leftLength-showLength):(tickLengh-leftLength)] data3 = tw_close.GetMAX(signal_MAX_Length)[(tickLengh-leftLength-showLength):(tickLengh-leftLength)] #data3 data4 = tw_close.GetMIN(signal_MIN_Length)[(tickLengh-leftLength-showLength):(tickLengh-leftLength)] #data3 #signal = data1 >= data2 signal = tw_close.GetSignal()[(tickLengh-leftLength-showLength):(tickLengh-leftLength)] print("Show Tick總數: ", len(data1)) sym = 't' curve1 = p1.plot(data1) curve2 = p1.plot(data2, pen='r') curve3 = p1.plot(data3, pen='b')  #data3 curve4 = p1.plot(data4, pen='g')  #data3 curve5 = p2.plot(signal, pen =(0, 0, 200), symbolBrush =(0, 0, 200), symbolPen ='w', symbol ='t1', symbolSize = 14) #-------------------------------------------------------     if liveVer == 0:     ptr1 = tickLengh-leftLength+1 #History ver:為了取得顯示在Tick圖上的Tick之後的下一個Tick else:     ptr1=-1 # Live ver.:-1 #-------------------------------------------------------     def update1():     global data1, data2, data3, data4, signal, ptr1 #data3     data1[:-1] = data1[1:]  # 即資料左移                             #[:-1]意思是->取全部,除了最後一個 (即左移, 空出最後一個值)                             #[1:]意思是->取全部,除了第一個                             #[-1]意思是->取最後一個     data1[-1] = tw_close.GetClose()[ptr1]  #最近Tick值     data2[:-1] = data2[1:]  # 即資料左移     data2[-1] = tw_close.GetSMA(signal_SMA_Length)[ptr1]     data3[:-1] = data3[1:]  # 即資料左移 #data3     data3[-1] = tw_close.GetMAX(signal_MAX_Length)[ptr1] #data3     data4[:-1] = data4[1:]  # 即資料左移 #data3     data4[-1] = tw_close.GetMIN(signal_MIN_Length)[ptr1] #data3     signal[:-1] = signal[1:]  # shift data in the array one sample left     #--- 產生黃金交叉信號     #signal[-1] = (data1[-1] >= data2[-1]) and (data1[-2] < data2[-2])     #signal[-1] = (data1[-1] >= data2[-1])     signal[-1] = tw_close.GetSignal()[ptr1]     curve1.setData(data1)     curve2.setData(data2)     curve3.setData(data3) #data3     curve4.setData(data4) #data3     curve5.setData(signal) #data3     #-------------------------------------------------------         if liveVer == 0:         ptr1 += 1  #(history ver.: 執行)         #ptr1 += 1  #(live ver.: 不執行)         #print("ptr1=", ptr1) # update all plots def update():     update1()     #update2()     #update3() ```

google sheet-appscript-vba-1分K整理

/** @OnlyCurrentDoc */ function myFunction() {   var spreadsheet = SpreadsheetApp.getActive();   spreadsheet.getRange('F:G').activate();   spreadsheet.getActiveSheet().deleteColumns(spreadsheet.getActiveRange().getColumn(), spreadsheet.getActiveRange().getNumColumns());   spreadsheet.getRange('G:P').activate();   spreadsheet.setCurrentCell(spreadsheet.getRange('I1'));   spreadsheet.getActiveSheet().deleteColumns(spreadsheet.getActiveRange().getColumn(), spreadsheet.getActiveRange().getNumColumns());   spreadsheet.getRange('A1').activate();   spreadsheet.getCurrentCell().setValue('date');   spreadsheet.getRange('B1').activate();   spreadsheet.getCurrentCell().setValue('open');   spreadsheet.getRange('C1').activate();   spreadsheet.getCurrentCell().setValue('high');   spreadsheet.getRange('D1').activate();   spreadsheet.getCurrentCell().setValue('low');   spreadsheet.getRange('E1').activate();   spreadsheet.getCurrentCell().setValue('close');   spreadsheet.getRange('F1').activate();   spreadsheet.getCurrentCell().setValue('volume');   spreadsheet.getRange('F2').activate(); };

【Python交易程式開發現場59】*產生交易訊號 (17) | 將交易訊號送至下單函數 | 交易訊號下單在OnNotify()

# 【交易程式架構】 1. 視窗物件區，view鈕，槽函數 【V】 2. (tw函數1) 呼叫API函數區，tw呼叫類函數（連線，查報價，下單，查倉位）【III.1】 3. (tw函數2) API事件回傳用，tw回傳處理類函數（顯示回傳訊息，存Tick值，畫Tick圖，計算指標，產生訊號，自動下單）【III.2】 4. API事件回傳區 5. 外部py函數檔(將.py整個檔視為一個副程式, 用import .py載入, 如: 畫Tick圖) --- I. Qt 自訂Signal/Slot 類別 II - 群益API物件 & 公用變數 & 工具函數 III. 群益API 事件所對應之相關tw函數 (於V.槽函數所會用到的子工具函數區) IV - 群益API事件 V - View | 主視窗類別 | 按鈕送出訊號所對應之槽函數 ![[Pasted image 20230905115301.png]] ![[Pasted image 20230905125605.png]]  twGlobal.py  twIndicator.py  

test

markdown #test

【Python交易程式開發現場41】*產生交易訊號 (4) | 用pyqtgraph畫動態均線圖 (twMASignal.py)

 

import matplotlib as mpl

import matplotlib.pyplot as plt

from time import perf_counter

import numpy as np

import pyqtgraph as pg

import pickle

from twIndicator import twClosePriceModel

import twGlobal

tw_close = twGlobal.twClose             #Ticks報價

tw_kbar1m = twGlobal.twKBar1M

with open('twclose.pickle', 'rb') as f:

    tw_close = pickle.load(f)           #Ticks報價

win = pg.GraphicsLayoutWidget(show=True)

win.setWindowTitle('pyqtgraph example: Scrolling Plots')

p1 = win.addPlot()

showLength = 100   # Tick圖總長度

leftLength = 500   # 動態看最後leftLength筆Ticks

tickLengh = len(tw_close.GetClose())  #取得之所有Tick數目

print("Tick總數: ", tickLengh)

# data1為顯示在Tick圖上之所有data

data1 = tw_close.GetClose()[(tickLengh-leftLength-showLength):(tickLengh-leftLength)]

data2 = tw_close.GetSMA()[(tickLengh-leftLength-showLength):(tickLengh-leftLength)]

print("Show Tick總數: ", len(data1))

curve1 = p1.plot(data1)

curve2 = p1.plot(data2)

ptr1 = tickLengh-leftLength+1 #為了取得顯示在Tick圖上的Tick之後的下一個Tick

def update1():

    global data1, data2, ptr1

    data1[:-1] = data1[1:]  # shift data in the array one sample left

                            #[:-1]意思是->取全部,除了最後一個

                            #[1:]意思是->取全部,除了第一個

                            #[-1]意思是->取最後一個

                            # (see also: np.roll)

    #data1[-1] = np.random.normal()

    data1[-1] = tw_close.GetClose()[ptr1]

    curve1.setData(data1)

    data2[:-1] = data2[1:]  # shift data in the array one sample left

    data2[-1] = tw_close.GetSMA()[ptr1]

    curve2.setData(data2)

    ptr1 += 1

    print("ptr1=", ptr1)

   

# update all plots

def update():

    update1()

timer = pg.QtCore.QTimer()

timer.timeout.connect(update)

timer.start(50)

if __name__ == '__main__':

    pg.exec()

【Python交易程式開發現場20】*畫1分K線(6) | numpy array, tuple的轉換問題 | 時間軸必須為數字的解決 | twCandleStick.py

1. numpy array, tuple的轉換問題 

Python中的list与NumPy中array的区别 及相互转换

python-基础语法-list、array、set、tuple转换

Convert numpy array to tuple

>>> a=numpy.array([[1,2,3],[4,5,6]])
>>> a
array([[1, 2, 3],
       [4, 5, 6]])

>>> tuple(a.reshape(1, -1)[0])
(1, 2, 3, 4, 5, 6)

class CandlestickItem(pg.GraphicsObject):

    def __init__(self, data):

        pg.GraphicsObject.__init__(self)

        self.data = data  ## data must have fields: time, open, close, min, max

        self.generatePicture()

   

    def generatePicture(self):

        ## pre-computing a QPicture object allows paint() to run much more quickly,

        ## rather than re-drawing the shapes every time.

        self.picture = QtGui.QPicture()

        p = QtGui.QPainter(self.picture)

        p.setPen(pg.mkPen('w'))

        #w = (self.data[1][0] - self.data[0][0]) / 3.

        w = 0.333

        for (t, open, close, min, max) in self.data:

            p.drawLine(QtCore.QPointF(t, min), QtCore.QPointF(t, max))

            if open > close:

                p.setBrush(pg.mkBrush('r'))

            else:

                p.setBrush(pg.mkBrush('g'))

            p.drawRect(QtCore.QRectF(t-w, open, w*2, close-open))

        p.end()

出現錯誤-> 發現程式中的時間 t必須為數字1, 2, 3, ...才能正常運作, 

所以使用range()來產生數字1,2,3,...

說明：range() 函數的回傳資料型態為 range，無法使用 print() 列印出其值，實務上會使用list() 函數將其轉換成串列(list)型態的資料

(1) range(n)：表示產生 0 至 n-1 的數列

範例：產生0至10的數列

           >>> a=range(11)
           >>> type(a)
           <class 'range'>     #由range函數產生的資料型態為range
           >>> a=list(a)         #使用list()函數來轉換成串列型態
           >>> print(a)

           執行結果：[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10]

(2) range(start,end)：start為起始值，end為終止值，產生 start 至 end-1 的數列

範例：產生1至10的數列

           >>> a=list(range(1,11))
           >>> print(a)

          執行結果：[1, 2, 3, 4, 5, 6, 7, 8, 9, 10]

## fields are (time, open, close, min, max).

N=50

#data_time_range = list(range(1,N+1))

data_time = list(tw_kbar1m.GetTime()[2:N])

data_time1=[i.strftime("%M:%S") for i in data_time]

data_time2 = tuple(data_time1)

data_time3 = tuple(range(3,N+1))

data_open = tuple(tw_kbar1m.GetOpen()[2:N])

data_close = tuple(tw_kbar1m.GetClose()[2:N])

data_low = tuple(tw_kbar1m.GetLow()[2:N])

data_high = tuple(tw_kbar1m.GetHigh()[2:N])

data1=[data_time3,data_open,data_close,data_low,data_high]

data2=list(zip(data_time3,data_open,data_close,data_low,data_high))

## fields are (time, open, close, min, max).

N1=300

N=600

#data_time_range = list(range(1,N+1))

data_time = list(tw_kbar1m.GetTime()[N1:N])

data_time1=[i.strftime("%M:%S") for i in data_time]

data_time2 = tuple(data_time1)

data_time3 = tuple(range(N1+1,N+1))

data_open = tuple(tw_kbar1m.GetOpen()[N1:N])

data_close = tuple(tw_kbar1m.GetClose()[N1:N])

data_low = tuple(tw_kbar1m.GetLow()[N1:N])

data_high = tuple(tw_kbar1m.GetHigh()[N1:N])

data1=[data_time3,data_open,data_close,data_low,data_high]

data2=list(zip(data_time3,data_open,data_close,data_low,data_high))