代码收藏家 PyQT绘制股票K线图
本文介绍如何使用PyQtGraph绘制类似东方财富PC软件上的K线图，我们要绘制的K线图包括蜡烛图、移动平均线、交易量柱状图、KDJ(或其它指标)曲线、十字光标、前后翻页等可视化功能，一图胜千言，先上笔者绘制的K线图：
图2为东方财富同一天的K线图:
对比可以发现，除了少了些指标曲线(例如MA30,MA60,MA120,MA250；MAVOL1)等，主要的显示功能不能说差不多，只能说一模一样！如果有读者有需要可自行添加所需要的指标曲线。
一. 创建K线图界面主框架
首先我们在QT Creator中来创建K线图的主体窗口，界面上包含了：
创建上述界面只需要在QtCreator中拖出对应的控件并设置好大小、位置以及样式即可，例如设置边框、背景色、前景色等，以kline widget距离，找到styleSheet：
设置其属性：
background-color: rgb(7, 7, 7);
border: 1px solid;
border-color: rgb(60, 60, 60);
border-left-width: 0px;其它控件依次类推不再赘述。
二. 创建K线图绘图类
2.1 创建绘制蜡烛图的类
创建一个名为CandlestickItem的类，继承子GraphicsObject类。重写paint, boundingRect方法，并返回绘制的蜡烛图：
class CandlestickItem(pg.GraphicsObject):
def __init__(self, data):
pg.GraphicsObject.__init__(self)
self.data = data
self.generatePicture()
def generatePicture(self):
self.picture = QtGui.QPicture()
p = QtGui.QPainter(self.picture)
pg.setConfigOptions(leftButtonPan=False, antialias=False)
w=0.25
p.setPen(pg.mkPen('w'))
p.setBrush(pg.mkBrush('w'))
ma5_lines = GetQuotaLines(quota.MA(self.data['close']))
p.drawLines(*tuple(ma5_lines))
p.setPen(pg.mkPen('y'))
ma10_lines = GetQuotaLines(quota.MA(self.data['close'], 10))
p.drawLines(*tuple(ma10_lines))
p.setPen(pg.mkPen(color_table['pink']))
ma20_lines = GetQuotaLines(quota.MA(self.data['close'], 20))
p.drawLines(*tuple(ma20_lines))
# for (i, open, close, min, max) in self.data:
for i in range(len(self.data['open'])):
open, close, max, min = self.data['open'][i], self.data['close'][i], self.data['high'][i], self.data['low'][i]
if open > close:
p.setPen(pg.mkPen(color_table['line_desc']))
p.setBrush(pg.mkBrush(color_table['line_desc']))
p.drawLine(QtCore.QPointF(i, min), QtCore.QPointF(i, max))
p.drawRect(QtCore.QRectF(i - w, open, w * 2, close - open))
else:
p.setPen(pg.mkPen('r'))
if (max != close):
p.drawLine(QtCore.QPointF(i, max), QtCore.QPointF(i, close))
if (min != open):
p.drawLine(QtCore.QPointF(i, open), QtCore.QPointF(i, min))
if (close==open):
p.drawLine(QtCore.QPointF(i-w, open), QtCore.QPointF(i+w, open))
else:
p.drawLines(QtCore.QLineF(QtCore.QPointF(i-w, close), QtCore.QPointF(i-w, open)),
QtCore.QLineF(QtCore.QPointF(i-w, open), QtCore.QPointF(i+w, open)),
QtCore.QLineF(QtCore.QPointF(i+w, open), QtCore.QPointF(i+w, close)),
QtCore.QLineF(QtCore.QPointF(i+w, close), QtCore.QPointF(i-w, close)))
p.end()
def paint(self, p, *args):
p.drawPicture(0, 0, self.picture)
def boundingRect(self):
return QtCore.QRectF(self.picture.boundingRect())其中初始传入的参数data为pandas frame类型，至少包含'open', 'close', 'high', 'low'字段。
2.2 设置K线图绘图的属性
为了达到类似东方财富软件上的绘图效果，需对pyqtgraph进行一些设置。
|
设置效果 |
代码 |
|
禁止鼠标拖动 |
plt.setMouseEnabled(x=False, y=False) |
|
x轴多显示一些区域 |
plt.setXRange(-1, width+1, padding=0) |
|
显示网格线 |
plt.showGrid(x=False, y=True) |
|
y轴颜色 |
plt.getAxis('left').setPen(QtGui.QColor(110,110,110)) |
|
x轴颜色 |
plt.getAxis('bottom').setPen(QtGui.QColor(110,110,110)) |
|
y轴刻度颜色 |
plt.getAxis('left').setTextPen(QtGui.QColor(110,110,110)) |
|
x轴刻度颜色 |
plt.getAxis('bottom').setTextPen(QtGui.QColor(110,110,110)) |
|
y轴范围 |
plt.setYRange(min, max, padding=0) |
设置完k线图的属性后，将CandlestickItem添加到plot中，具体代码如下：
def _setPlotStyle(self, plt, width):
plt.setMouseEnabled(x=False, y=False) #禁止轴向操作
plt.setXRange(-1, width + 1, padding=0)
plt.showGrid(x=False, y=True)
plt.getAxis('left').setTextPen(color_table['klines'])
plt.getAxis('left').setPen(color_table['klines'])
plt.getAxis('bottom').setTextPen(color_table['klines'])
plt.getAxis('bottom').setPen(color_table['klines'])
def _setYRange(self, plt, high, low, y_margin=0.05):
delta = high-low
delta_t = delta*y_margin*0.5
plt.setYRange(low-delta_t, high+delta_t, padding=0)
def DrawKline(self, show_cursor=False, Xlabel = None, Ylabel = None):
try:
item = CandlestickItem(self.data_list)
self.line_plt = pg.PlotWidget(axisItems={enableMenu=False)
self._setPlotStyle(self.line_plt, self.t)
self._setYRange(self.line_plt, data_high, data_low)
self.line_plt.addItem(item)
return self.line_plt
except:
return pg.PlotWidget()2.3 绘制y轴坐标
使用pyqtgraph默认的坐标轴有几个缺点：坐标刻度不太美观、y轴坐标宽度不固定，与下方要绘制的交易量、指标曲线无法自动对齐x轴，因此我们自己设置y轴刻度并固定它们所有y轴刻度到相同字符宽度。
经观察发现，东方财富的k线图y轴等分点并不是固定，但总结下来可以发现其刻度线所在的位置都是以1,2,5为基数的，即刻度线的值一定是0.1*10^n, 0.2*10^n, 0.5*10^n中的这些数，因此设计算法如下：
# 根据最大值最小值将坐标轴划分成Level等份，尽量保证划分点为整数
def stock_volue_grid(data_high, data_low, level=8):
assert data_high >= data_low
grid_value = np.array([0.1, 0.2, 0.5, 1.0, 2.0, 5.0, 10.0, 20.0, 50.0,
100.0, 200.0, 500.0, 1000.0, 2000.0], dtype=np.float)
data_diff = data_high - data_low
grid_diff = data_diff / level
grid_level_diff = np.abs(grid_diff-grid_value)
grid_min = np.min(grid_level_diff)
index = grid_level_diff.tolist().index(grid_min)
grid = grid_value[index]
grid_data_high = int((data_high + grid)/ grid) * grid
grid_data_low = int((data_low) / grid) * grid
grid_len = int((grid_data_high - grid_data_low)/grid) + 1
grid_list = [grid_data_low + grid * i for i in range(grid_len)]
grid_dict = {}
for x in grid_list:
x_value = np.round(x, 2)
grid_dict[x_value] = str(x_value).rjust(8)
return grid_dict再通过pyqtgraph设置y轴刻度线：
def DrawKline(self, show_cursor=False, Xlabel = None, Ylabel = None):
try:
data_high = np.max(self.data_list['high'])
data_low = np.min(self.data_list['low'])
y_grid_list=stock_volue_grid(data_high=data_high,data_low=data_low)
item = CandlestickItem(self.data_list)
x_stringaxis = pg.AxisItem(orientation='bottom')
x_stringaxis.setTicks([{}.items()])
y_stringaxis = pg.AxisItem(orientation='left')
y_stringaxis.setTicks([y_grid_list.items()])
self.line_plt = pg.PlotWidget(axisItems=
{'bottom': x_stringaxis, 'left': y_stringaxis},
enableMenu=False)
self._setPlotStyle(self.line_plt, self.t)
self._setYRange(self.line_plt, data_high, data_low)
self.line_plt.addItem(item)
return self.line_plt
except:
return pg.PlotWidget()2.4 绘制十字光标
为了绘制十字光标，首先要获取鼠标所在的位置和鼠标移出k线图区域的事件。鼠标位置可通过pg.SignalProxy获取：
pen = pg.mkPen(color_table['klines_cursor'], width=1, style=QtCore.Qt.SolidLine)
self.vline = pg.InfiniteLine(angle=90, movable=False, pen=pen) # 创建垂直线
self.hline = pg.InfiniteLine(angle=0, movable=False, pen=pen) # 创建水平线
self.vline.setPos(-100)
self.hline.setPos(-100)
self.line_plt.addItem(self.vline, ignoreBounds=True)
self.line_plt.addItem(self.hline, ignoreBounds=True)
self.move_slot = pg.SignalProxy(self.line_plt.scene().sigMouseMoved, rateLimit=100, slot=self.PlotCursor)PlotCursor是鼠标在绘图区域移动所产生的事件，在该回调函数中设置十字光标的位置：
def PlotCursor(self, event=None):
pos = event[0]
if self.line_plt.sceneBoundingRect().contains(pos):
mousePoint=self.line_plt.plotItem.vb.mapSceneToView(pos)#转换坐标系
if -1 < index < len(self.data_list['high']):
# 设置垂直线条和水平线条的位置组成十字光标
self.vline.setPos(mousePoint.x())
self.hline.setPos(mousePoint.y())这样十字光标就能随着鼠标移动了，如果鼠标移出了绘图区则发生leaveEvent，下面注册该事件：
def leaveEvent(self, a0):
self.vline.setPos(-100)
self.hline.setPos(-100)
self.line_plt.leaveEvent = self.leaveEvent此时只有光标移动，还需要认为去读数，不太方便，下面设置x,y轴两个label同步移动并显示x,y轴坐标值。
def PlotCursor(self, event=None):
pos = event[0]
if self.line_plt.sceneBoundingRect().contains(pos):
mousePoint = self.line_plt.plotItem.vb.mapSceneToView(pos)#转换坐标系
index = int(mousePoint.x() + 0.25) # 鼠标所处的x轴坐标
if -1 < index < len(self.data_list['high']):
trade_date = self.data_list['trade_date'][index]
# 设置垂直线条和水平线条的位置组成十字光标
self.vline.setPos(mousePoint.x())
self.hline.setPos(mousePoint.y())
# 显示x, y坐标跟随鼠标移动并且居中
if not self.ylabel is None:
self.ylabel.setText(str(round(mousePoint.y(), 2)))
self.ylabel.move(0,pos.y()-self.ylabel.geometry().height()/2)
if self.ylabel.isHidden():
self.ylabel.show()
if not self.xlabel is None:
self.xlabel.setText(trade_date)
self.xlabel.move(pos.x() - self.xlabel.geometry().width()/2,
self.xlabel.geometry().y())
if self.xlabel.isHidden():
self.xlabel.show()
def leaveEvent(self, a0):
self.vline.setPos(-100)
self.hline.setPos(-100)
if not self.ylabel is None:
self.ylabel.hide()
if not self.xlabel is None:
self.xlabel.hide()三. 交易量与指标曲线
3.1 交易量曲线
同k线图绘制类一样，VolItem类继承自GraphicsObject类，使用QPainter绘制柱形图，需要注意的，drawRect绘制的矩形是填充的，如果要绘制一部分填充，一部分未填充，未填充矩形通过绘制线条实现。
class VolItem(pg.GraphicsObject):
def __init__(self, data):
pg.GraphicsObject.__init__(self)
self.data = data
self.generatePicture()
def generatePicture(self):
self.picture = QtGui.QPicture()
p = QtGui.QPainter(self.picture)
pg.setConfigOptions(leftButtonPan=False, antialias=False)
w=0.25
for i in range(len(self.data['vol'])):
open, close, vol = self.data['open'][i], self.data['close'][i], self.data['vol'][i]
if open > close:
p.setPen(pg.mkPen(color_table['line_desc']))
p.setBrush(pg.mkBrush(color_table['line_desc']))
p.drawRect(QtCore.QRectF(i - w, 0, w * 2, vol))
else:
p.setPen(pg.mkPen('r'))
p.drawLines(QtCore.QLineF(QtCore.QPointF(i-w, 0), QtCore.QPointF(i-w, vol)),
QtCore.QLineF(QtCore.QPointF(i-w, vol), QtCore.QPointF(i+w, vol)),
QtCore.QLineF(QtCore.QPointF(i+w, vol), QtCore.QPointF(i+w, 0)),
QtCore.QLineF(QtCore.QPointF(i+w, 0), QtCore.QPointF(i-w, 0)))
p.end()
def paint(self, p, *args):
p.drawPicture(0, 0, self.picture)
def boundingRect(self):
return QtCore.QRectF(self.picture.boundingRect())交易量是正整数，纵轴从零到最大值等分成3或者4份即可，纵轴刻度获取如下：
def stock_volume_grid(data_max, data_min=0, level = 3):
assert data_max >= 0
overflow = 1
if data_max>10000:
data_max = data_max/10000
overflow = 10000
grid = np.round(int(data_max - data_min) / level, 2)
grid_list = [np.round(data_min+grid*i, 2) for i in range(1, level+1)]
grid_dict = {}
for x in grid_list:
grid_dict[x*overflow] = str(x).rjust(8)
return grid_dict3.2 KDJ指标曲线
将KDJ每天的指标连接起来绘制多条直线就是KDJ曲线了。
class QuotaItem(pg.GraphicsObject):
# data's np.array list
def __init__(self, data, color=None):
pg.GraphicsObject.__init__(self)
self.data = data
if color is None:
color = ['w' for x in range(len(data))]
self.color = color
self.generatePicture()
def generatePicture(self):
self.picture = QtGui.QPicture()
p = QtGui.QPainter(self.picture)
pg.setConfigOptions(leftButtonPan=False, antialias=False)
for line_i in range(len(self.data)):
lines = GetQuotaLines(self.data[line_i])
p.setPen(pg.mkPen(self.color[line_i]))
p.drawLines(*tuple(lines))
p.end()
def paint(self, p, *args):
p.drawPicture(0, 0, self.picture)
def boundingRect(self):
return QtCore.QRectF(self.picture.boundingRect())
来源：亦梦云烟
