Julia: 用PyPlot畫Arrow以及策略訊號的表達_julia

在策略訊號中，經常用到箭頭來表達開倉和平倉（多、空）等資訊表徵圖。如果能在圖中具體展示出來，是一個很直觀的表達，有利於對擇時的更精準的理解和對比。

一、如何畫上下箭頭。
具體來說，就是arrow函數。

相關參數如下：
arrow(x, y, dx, dy, **kwargs)，是指畫座標 從(x, y) 到 (x + dx, y + dy).的箭頭。
其中，常見的參數（舉例）有（以下參數填寫可以亂序）：
（1）head_width=0.01，=>箭頭的寬度，注意：需要和X軸的座標要相匹配
（2）width=0.00015, =>箭頭下麵條狀的寬度，注意同上
（3）head_length=0.07, =>箭頭的長度，注意：和Y軸的座標要相匹配
（4）overhang=0.5,=>越小，箭頭更象實三角形，填充更飽滿；反之填充更少。
（5）head_starts_at_zero=”true”,
（6）facecolor=”red” =>箭頭的配色
（7）length_includes_head:=”true”; =>如何你不想尾巴很長，可以通過這個來控制一下。
（8）shape=”full”; 左偏(left)或右偏(right)，或正中（full）

相應官方說明如下：

Constructor argumentswidth: float (default: 0.001)       width of full arrow taillength_includes_head: [True | False] (default: False)      True if head is to be counted in calculating the length.head_width: float or None (default: 3*width)      total width of the full arrow headhead_length: float or None (default: 1.5 * head_width)      length of arrow headshape: [‘full’, ‘left’, ‘right’] (default: ‘full’)      draw the left-half, right-half, or full arrowoverhang: float (default: 0)     fraction that the arrow is swept back (0 overhang means triangular shape). Can be negative or greater than one.head_starts_at_zero: [True | False] (default: False)     if True, the head starts being drawn at coordinate 0 instead of ending at coordinate 0.

需要注意的是：這些參數需要和X和Y軸的座標體系相匹配，不是簡單的機械的設定。
二、例子1

using PyPlotx = [DateTime(2013,10,4):Dates.Millisecond(100):DateTime(2013,10,4,1);] # Generate time arrayx = map(Float64,x)/1000/60/60/24 # Convert time from milliseconds from day 0 to days from day 0y = sin(2*pi*collect(0:2*pi/length(x):2*pi-(2*pi/length(x))))p = plot_date(x,y,linestyle="-",marker="None",label="Test Plot") arrow(x[convert(Int64,floor(length(x)/2))],    0.4,    0.000,    0.1,    head_width=0.001,    width=0.00015,    head_length=0.07,    overhang=0.5,    head_starts_at_zero="true",    facecolor="red")

三、例子2，如果參數設定不當時
需要指出的是，同樣差不多的Arrow函數參數，可能會得到不同的效果。

using PyPlotx =1:1:20;y =sin(2x)plot(x,y)arrow(5,    -0.2,    0.0,    0.5,    head_width=0.001,    width=0.00015,    head_length=0.07,    overhang=0.5,    head_starts_at_zero="true",    facecolor="red")

箭頭呢。 對上面的參數進行一些修改：

arrow(5,    -0.2,    0.0,    0.5,    head_width=1,    width=0.3,    head_length=0.1,    overhang=0.5,    head_starts_at_zero="true",    facecolor="red")

得到下圖：

四、例子3

using PyPlotx =1:1:20;y =2*xplot(x,y)arrow(5,    10,    0.0,    2,    head_width=2,    width=0.5,    head_length=2,    overhang=0.5,    head_starts_at_zero="true",    facecolor="red")

五、例子4、得到一個更短的箭頭

x = [DateTime(2013,10,4):Dates.Millisecond(100):DateTime(2013,10,4,1);] # Generate time arrayx = map(Float64,x)/1000/60/60/24 # Convert time from milliseconds from day 0 to days from day 0y = sin(2*pi*collect(0:2*pi/length(x):2*pi-(2*pi/length(x))))p = plot_date(x,y,linestyle="-",marker="None",label="Test Plot") #clf;#close();arrow(x[convert(Int64,floor(length(x)/2))],    0.4,    0.000,    0.1,    shape="full";    head_width=0.001,    width=0.00015,    length_includes_head="true",    head_length=0.1,    overhang=0.5,    head_starts_at_zero="false",    facecolor="red")

六、例子5，得到一個更飽滿的箭頭

    arrow(x[convert(Int64,floor(length(x)/2))],    0.4,    0.000,    0.1,    shape="full";    head_width=0.001,    width=0.00015,    length_includes_head="true",    head_length=0.1,    overhang=0.1,    head_starts_at_zero="false",    facecolor="red")

七、例子6：策略訊號中的一個具體的應用

抽其中一段代碼：

                if mkTime == opTime                    dx =tradeData[j].Close * 0.005;                    if LS>0 # open Buy                        PyPlot.arrow(j,tradeData[j].Close *0.995,0,dx,head_width=5,facecolor="red",length_includes_head="true",head_length=2,overhang=0.1);                        annotate("Open Buy",xy=[j,tradeData[j].Close*0.995])                    else                        PyPlot.arrow(j,tradeData[j].Close*1.005 ,0,-dx,head_width=5,facecolor="green",length_includes_head="true",head_length=2,overhang=0.1);                        annotate("Open Sell",xy=[j,tradeData[j].Close * 1.005])                    end                elseif mkTime == clTime                    dx =tradeData[j].Close * 0.005;                    if LS>0                        PyPlot.arrow(j,tradeData[j].Close*0.995 ,0,dx,head_width=5,facecolor="red",length_includes_head="true",head_length=2,overhang=0.1);                        annotate("Close Buy",xy=[j,tradeData[j].Close*0.995])                    else                        PyPlot.arrow(j,tradeData[j].Close * 1.005,0,-dx,head_width=5,facecolor="green",length_includes_head="true",head_length=2,overhang=0.1);                        annotate("Close Sell",xy=[j,tradeData[j].Close*1.005])                    end                end