diff --git a/poetry.lock b/poetry.lock index 1f5cbd4..bdba2dc 100644 --- a/poetry.lock +++ b/poetry.lock @@ -3280,21 +3280,6 @@ numpy = "*" test = ["pandas", "pytest", "pytest-cov"] ujson = ["ujson (>=5.5.0)"] -[[package]] -name = "ta-lib" -version = "0.6.3" -description = "Python wrapper for TA-Lib" -optional = false -python-versions = "*" -groups = ["main"] -files = [ - {file = "ta_lib-0.6.3.tar.gz", hash = "sha256:0c628db09b3fab6e5c26979e608b674e7aecc10359c82ba8d53f729767a856ac"}, -] - -[package.dependencies] -numpy = "*" -setuptools = "*" - [[package]] name = "tabulate" version = "0.9.0" @@ -3585,4 +3570,4 @@ test = ["pytest", "pytest-cov"] [metadata] lock-version = "2.1" python-versions = "^3.12" -content-hash = "40ca96657ad381e086f3ea182f88c07ff7d44daa425efe1942266d112701c0ba" +content-hash = "29e798d42060fe4b0385b221e0c9c01976745e79ca6cc12b3e626d67d2607439" diff --git a/pyproject.toml b/pyproject.toml index b56db84..235812d 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -15,7 +15,6 @@ matplotlib = "^3.10.0" prophet = "^1.1.6" mplfinance = "^0.12.10b0" scipy = "^1.15.1" -ta-lib = "^0.6.3" backtrader = "^1.9.78.123" diff --git a/回测/backtrader.ipynb b/回测/backtrader.ipynb index 54f657b..6aa0386 100644 --- a/回测/backtrader.ipynb +++ b/回测/backtrader.ipynb @@ -1,16 +1,733 @@ { "cells": [ { - "cell_type": "code", - "execution_count": null, - "id": "initial_id", "metadata": { - "collapsed": true + "ExecuteTime": { + "end_time": "2025-02-11T14:54:41.551895Z", + "start_time": "2025-02-11T14:54:41.503584Z" + } }, - "outputs": [], + "cell_type": "code", "source": [ - "" - ] + "import backtrader as bt\n", + "import backtrader.indicators as btind\n", + "import backtrader.feeds as btfeeds\n", + "import pandas as pd\n", + "\n", + "# source_df = pd.read_csv(\"/Users/lanyuanxiaoyao/SynologyDrive/data/Tushare/日线行情 1990-2024/分组行情/600519.SH.csv\") \\\n", + "source_df = \\\n", + " pd.read_csv(\"C:\\\\Users\\\\lanyuanxiaoyao\\\\SynologyDrive\\\\data\\\\Tushare\\\\日线行情 1990-2024\\\\分组行情\\\\000001.SZ.csv\")[\n", + " [\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n", + "df = pd.DataFrame()\n", + "df[[\"date\", \"volume\", \"open\", \"close\", \"high\", \"low\", \"macd\", \"macd_dif\", \"macd_dea\"]] = \\\n", + " source_df[[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n", + "df[\"datetime\"] = pd.to_datetime(df[\"date\"], format=\"%Y%m%d\")\n", + "df[\"datetime_text\"] = df[\"datetime\"].apply(lambda x: x.strftime(\"%Y%m%d\"))\n", + "df = df[df[\"datetime\"].dt.year > 2010]\n", + "df.sort_values(by='datetime', inplace=True)\n", + "df.set_index('datetime', inplace=True)\n", + "df" + ], + "id": "157a87ab33037c6e", + "outputs": [ + { + "data": { + "text/plain": [ + " date volume open close high low \\\n", + "datetime \n", + "2011-01-04 20110104 358840.61 4.44526 4.50145 4.54641 4.39749 \n", + "2011-01-05 20110105 237462.63 4.49302 4.47616 4.53236 4.47054 \n", + "2011-01-06 20110106 206531.27 4.47616 4.44245 4.51831 4.41154 \n", + "2011-01-07 20110107 770482.21 4.43964 4.61104 4.71501 4.41154 \n", + "2011-01-10 20110110 361872.13 4.56046 4.49021 4.60823 4.46773 \n", + "... ... ... ... ... ... ... \n", + "2024-12-25 20241225 1475282.94 11.86000 11.92000 12.02000 11.84000 \n", + "2024-12-26 20241226 1000074.70 11.92000 11.86000 11.93000 11.78000 \n", + "2024-12-27 20241227 1290012.28 11.87000 11.83000 11.90000 11.66000 \n", + "2024-12-30 20241230 1351846.36 11.78000 11.95000 11.97000 11.78000 \n", + "2024-12-31 20241231 1475367.33 11.93000 11.70000 11.99000 11.70000 \n", + "\n", + " macd macd_dif macd_dea datetime_text \n", + "datetime \n", + "2011-01-04 -0.003 -0.088 -0.087 20110104 \n", + "2011-01-05 0.003 -0.085 -0.087 20110105 \n", + "2011-01-06 0.003 -0.085 -0.086 20110106 \n", + "2011-01-07 0.027 -0.070 -0.083 20110107 \n", + "2011-01-10 0.026 -0.067 -0.080 20110110 \n", + "... ... ... ... ... \n", + "2024-12-25 0.050 0.080 0.055 20241225 \n", + "2024-12-26 0.051 0.087 0.062 20241226 \n", + "2024-12-27 0.044 0.089 0.067 20241227 \n", + "2024-12-30 0.052 0.100 0.074 20241230 \n", + "2024-12-31 0.020 0.086 0.076 20241231 \n", + "\n", + "[3381 rows x 10 columns]" + ], + "text/html": [ + "
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2011-01-1020110110361872.134.560464.490214.608234.467730.026-0.067-0.08020110110
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" + ] + }, + "execution_count": 38, + "metadata": {}, + "output_type": "execute_result" + } + ], + "execution_count": 38 + }, + { + "metadata": { + "ExecuteTime": { + "end_time": "2025-02-11T14:54:41.578827Z", + "start_time": "2025-02-11T14:54:41.573382Z" + } + }, + "cell_type": "code", + "source": [ + "cerebro = bt.Cerebro()\n", + "\n", + "data_feed = bt.feeds.PandasData(dataname=df)\n", + "cerebro.adddata(data_feed)" + ], + "id": "e8d5d0798ade1de8", + "outputs": [ + { + "data": { + "text/plain": [ + "" + ] + }, + "execution_count": 39, + "metadata": {}, + "output_type": "execute_result" + } + ], + "execution_count": 39 + }, + { + "metadata": { + "ExecuteTime": { + "end_time": "2025-02-11T14:54:41.630454Z", + "start_time": "2025-02-11T14:54:41.626259Z" + } + }, + "cell_type": "code", + "source": [ + "# 初始资金 100,000,000\n", + "cerebro.broker.setcash(100000000.0)\n", + "# 佣金，双边各 0.0003\n", + "cerebro.broker.setcommission(commission=0.0003)\n", + "# 滑点：双边各 0.0001\n", + "cerebro.broker.set_slippage_perc(perc=0.0001)\n", + "cerebro.addanalyzer(bt.analyzers.TimeReturn, _name='pnl') # 返回收益率时序数据\n", + "cerebro.addanalyzer(bt.analyzers.AnnualReturn, _name='_AnnualReturn') # 年化收益率\n", + "cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='_SharpeRatio') # 夏普比率\n", + "cerebro.addanalyzer(bt.analyzers.DrawDown, _name='_DrawDown') # 回撤" + ], + "id": "3b96d94a8ef3b7d4", + "outputs": [], + "execution_count": 40 + }, + { + "metadata": { + "ExecuteTime": { + "end_time": "2025-02-11T14:54:42.085236Z", + "start_time": "2025-02-11T14:54:41.716867Z" + } + }, + "cell_type": "code", + "source": [ + "# 创建策略类\n", + "class DoubleMAStrategy(bt.Strategy):\n", + " \"\"\"\n", + " 这是一个基于简单移动平均线交叉的策略。\n", + " 参数：\n", + " - params = (short_window, long_window)\n", + " short_window: 短期均线窗口（默认 10 天）\n", + " long_window: 长期均线窗口（默认 30 天）\n", + " \"\"\"\n", + " params = (\n", + " ('short_window', 10), # 短期均线窗口\n", + " ('long_window', 30) # 长期均线窗口\n", + " )\n", + "\n", + " def __init__(self):\n", + " # 初始化短期和长期移动平均线\n", + " self.sma_short = bt.indicators.SimpleMovingAverage(\n", + " self.data.close, period=self.params.short_window, plotname='Short SMA'\n", + " )\n", + " self.sma_long = bt.indicators.SimpleMovingAverage(\n", + " self.data.close, period=self.params.long_window, plotname='Long SMA'\n", + " )\n", + "\n", + " # 记录交易状态（是否持仓）和订单信息\n", + " self.order = None\n", + " self.is_in_position = False\n", + "\n", + " def next(self):\n", + " \"\"\"\n", + " 在每个交易日执行的逻辑。\n", + " \"\"\"\n", + " # 检查是否有待处理的订单，如果有则跳过\n", + " if self.order:\n", + " return\n", + "\n", + " # 获取当前的短期和长期均线值\n", + " sma_short_value = self.sma_short[0]\n", + " sma_long_value = self.sma_long[0]\n", + "\n", + " # 如果短期均线向上穿过长期均线，且没有持仓\n", + " if sma_short_value > sma_long_value and not self.is_in_position:\n", + " # 发出买入信号\n", + " self.log(f'BUY CREATE, {self.data.close[0]:.2f}')\n", + " self.order = self.buy() # 下买单\n", + " self.is_in_position = True\n", + "\n", + " # 如果短期均线向下穿过长期均线，且有持仓\n", + " elif sma_short_value < sma_long_value and self.is_in_position:\n", + " # 发出卖出信号\n", + " self.log(f'SELL CREATE, {self.data.close[0]:.2f}')\n", + " self.order = self.sell() # 下卖单\n", + " self.is_in_position = False\n", + "\n", + " def log(self, txt, dt=None):\n", + " \"\"\"\n", + " 输出包含时间的日志。\n", + " \"\"\"\n", + " dt = dt or self.datas[0].datetime.date(0)\n", + " print(f'{dt.isoformat()}, {txt}')\n", + "\n", + " def notify_order(self, order):\n", + " \"\"\"\n", + " 订单状态改变时调用。\n", + " \"\"\"\n", + " if order.status in [order.Submitted, order.Accepted]:\n", + " # 订单提交和接受时，无需处理\n", + " return\n", + "\n", + " # 检查订单是否已完成\n", + " if order.status in [order.Completed]:\n", + " if order.isbuy():\n", + " self.log(\n", + " f'BUY EXECUTED, Price: {order.executed.price:.2f}, Cost: {order.executed.value:.2f}, Comm: {order.executed.comm:.2f}'\n", + " )\n", + " elif order.issell():\n", + " self.log(\n", + " f'SELL EXECUTED, Price: {order.executed.price:.2f}, Cost: {order.executed.value:.2f}, Comm: {order.executed.comm:.2f}'\n", + " )\n", + "\n", + " # 或者订单因某些原因被拒绝\n", + " elif order.status in [order.Canceled, order.Margin, order.Rejected]:\n", + " self.log('Order Canceled/Margin/Rejected')\n", + "\n", + " # 重置订单\n", + " self.order = None\n", + "\n", + "\n", + "# 将编写的策略添加给大脑，别忘了 ！\n", + "cerebro.addstrategy(DoubleMAStrategy)\n", + "\n", + "print('初始资金: %.2f' % cerebro.broker.getvalue())\n", + "results = cerebro.run()\n", + "print('最终资金: %.2f' % cerebro.broker.getvalue())\n", + "\n", + "# 获取分析结果\n", + "strat = results[0]\n", + "print('夏普比率:', strat.analyzers._SharpeRatio.get_analysis()['sharperatio'])\n", + "print('最大回撤:', strat.analyzers._DrawDown.get_analysis()['max']['drawdown'])\n", + "\n", + "# 返回日度收益率序列\n", + "daily_return = pd.Series(strat.analyzers.pnl.get_analysis())\n", + "# 打印评价指标\n", + "print(\"--------------- AnnualReturn -----------------\")\n", + "print(strat.analyzers._AnnualReturn.get_analysis())\n", + "print(\"--------------- SharpeRatio -----------------\")\n", + "print(strat.analyzers._SharpeRatio.get_analysis())\n", + "print(\"--------------- DrawDown -----------------\")\n", + "print(strat.analyzers._DrawDown.get_analysis())\n", + "\n", + "# 绘制结果图表\n", + "cerebro.plot(style='candlestick')" + ], + "id": "45f8133af2348b95", + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "初始资金: 100000000.00\n", + "2011-02-21, BUY CREATE, 4.49\n", + "2011-02-22, BUY EXECUTED, Price: 4.49, Cost: 4.49, Comm: 0.00\n", + "2011-03-23, SELL CREATE, 4.52\n", + "2011-03-24, SELL EXECUTED, Price: 4.52, Cost: 4.49, Comm: 0.00\n", + "2011-03-31, BUY CREATE, 4.52\n", + "2011-04-01, BUY EXECUTED, Price: 4.52, Cost: 4.52, Comm: 0.00\n", + "2011-05-23, SELL CREATE, 5.03\n", + "2011-05-24, SELL EXECUTED, Price: 5.00, Cost: 4.52, Comm: 0.00\n", + "2011-07-05, BUY CREATE, 4.89\n", + "2011-07-06, BUY EXECUTED, Price: 4.86, Cost: 4.86, Comm: 0.00\n", + "2011-08-02, SELL CREATE, 4.78\n", + "2011-08-03, SELL EXECUTED, Price: 4.71, Cost: 4.86, Comm: 0.00\n", + "2011-09-06, BUY CREATE, 4.60\n", + "2011-09-07, BUY EXECUTED, Price: 4.63, Cost: 4.63, Comm: 0.00\n", + "2011-09-13, SELL CREATE, 4.64\n", + "2011-09-14, SELL EXECUTED, Price: 4.65, Cost: 4.63, Comm: 0.00\n", + "2011-09-21, BUY CREATE, 4.79\n", + "2011-09-22, BUY EXECUTED, Price: 4.74, Cost: 4.74, Comm: 0.00\n", + "2011-09-22, SELL CREATE, 4.69\n", + "2011-09-23, SELL EXECUTED, Price: 4.61, Cost: 4.74, Comm: 0.00\n", + "2011-10-28, BUY CREATE, 4.79\n", + "2011-10-31, BUY EXECUTED, Price: 4.79, Cost: 4.79, Comm: 0.00\n", + "2011-11-21, SELL CREATE, 4.48\n", + "2011-11-22, SELL EXECUTED, Price: 4.47, Cost: 4.79, Comm: 0.00\n", + "2012-01-30, BUY CREATE, 4.70\n", + "2012-01-31, BUY EXECUTED, Price: 4.70, Cost: 4.70, Comm: 0.00\n", + "2012-03-16, SELL CREATE, 4.61\n", + "2012-03-19, SELL EXECUTED, Price: 4.59, Cost: 4.70, Comm: 0.00\n", + "2012-04-23, BUY CREATE, 4.61\n", + "2012-04-24, BUY EXECUTED, Price: 4.61, Cost: 4.61, Comm: 0.00\n", + "2012-05-17, SELL CREATE, 4.48\n", + "2012-05-18, SELL EXECUTED, Price: 4.44, Cost: 4.61, Comm: 0.00\n", + "2012-08-08, BUY CREATE, 4.23\n", + "2012-08-09, BUY EXECUTED, Price: 4.22, Cost: 4.22, Comm: 0.00\n", + "2012-08-23, SELL CREATE, 4.11\n", + "2012-08-24, SELL EXECUTED, Price: 4.10, Cost: 4.22, Comm: 0.00\n", + "2012-10-29, BUY CREATE, 3.66\n", + "2012-10-30, BUY EXECUTED, Price: 3.66, Cost: 3.66, Comm: 0.00\n", + "2012-11-22, SELL CREATE, 3.72\n", + "2012-11-23, SELL EXECUTED, Price: 3.73, Cost: 3.66, Comm: 0.00\n", + "2012-12-11, BUY CREATE, 3.99\n", + "2012-12-12, BUY EXECUTED, Price: 4.00, Cost: 4.00, Comm: 0.00\n", + "2013-04-02, SELL CREATE, 5.79\n", + "2013-04-03, SELL EXECUTED, Price: 5.82, Cost: 4.00, Comm: 0.00\n", + "2013-05-14, BUY CREATE, 5.46\n", + "2013-05-15, BUY EXECUTED, Price: 5.46, Cost: 5.46, Comm: 0.00\n", + "2013-06-17, SELL CREATE, 5.45\n", + "2013-06-18, SELL EXECUTED, Price: 5.51, Cost: 5.46, Comm: 0.00\n", + "2013-08-05, BUY CREATE, 4.54\n", + "2013-08-06, BUY EXECUTED, Price: 4.51, Cost: 4.51, Comm: 0.00\n", + "2013-12-05, SELL CREATE, 6.14\n", + "2013-12-06, SELL EXECUTED, Price: 6.15, Cost: 4.51, Comm: 0.00\n", + "2014-02-17, BUY CREATE, 5.47\n", + "2014-02-18, BUY EXECUTED, Price: 5.44, Cost: 5.44, Comm: 0.00\n", + "2014-02-27, SELL CREATE, 5.14\n", + "2014-02-28, SELL EXECUTED, Price: 5.10, Cost: 5.44, Comm: 0.00\n", + "2014-04-03, BUY CREATE, 4.92\n", + "2014-04-04, BUY EXECUTED, Price: 4.89, Cost: 4.89, Comm: 0.00\n", + "2014-07-17, SELL CREATE, 5.33\n", + "2014-07-18, SELL EXECUTED, Price: 5.31, Cost: 4.89, Comm: 0.00\n", + "2014-07-28, BUY CREATE, 5.99\n", + "2014-07-29, BUY EXECUTED, Price: 6.02, Cost: 6.02, Comm: 0.00\n", + "2014-08-28, SELL CREATE, 5.64\n", + "2014-08-29, SELL EXECUTED, Price: 5.64, Cost: 6.02, Comm: 0.00\n", + "2014-10-31, BUY CREATE, 6.13\n", + "2014-11-03, BUY EXECUTED, Price: 6.21, Cost: 6.21, Comm: 0.00\n", + "2015-01-21, SELL CREATE, 8.02\n", + "2015-01-22, SELL EXECUTED, Price: 7.97, Cost: 6.21, Comm: 0.00\n", + "2015-03-13, BUY CREATE, 8.34\n", + "2015-03-16, BUY EXECUTED, Price: 8.40, Cost: 8.40, Comm: 0.00\n", + "2015-05-15, SELL CREATE, 10.40\n", + "2015-05-18, SELL EXECUTED, Price: 10.23, Cost: 8.40, Comm: 0.00\n", + "2015-06-04, BUY CREATE, 11.02\n", + "2015-06-05, BUY EXECUTED, Price: 11.24, Cost: 11.24, Comm: 0.00\n", + "2015-06-23, SELL CREATE, 10.06\n", + "2015-06-24, SELL EXECUTED, Price: 10.09, Cost: 11.24, Comm: 0.00\n", + "2015-10-19, BUY CREATE, 7.58\n", + "2015-10-20, BUY EXECUTED, Price: 7.54, Cost: 7.54, Comm: 0.00\n", + "2015-12-08, SELL CREATE, 8.05\n", + "2015-12-09, SELL EXECUTED, Price: 8.02, Cost: 7.54, Comm: 0.00\n", + "2015-12-25, BUY CREATE, 8.35\n", + "2015-12-28, BUY EXECUTED, Price: 8.37, Cost: 8.37, Comm: 0.00\n", + "2016-01-05, SELL CREATE, 7.67\n", + "2016-01-06, SELL EXECUTED, Price: 7.68, Cost: 8.37, Comm: 0.00\n", + "2016-03-10, BUY CREATE, 6.83\n", + "2016-03-11, BUY EXECUTED, Price: 6.80, Cost: 6.80, Comm: 0.00\n", + "2016-04-28, SELL CREATE, 7.17\n", + "2016-04-29, SELL EXECUTED, Price: 7.16, Cost: 6.80, Comm: 0.00\n", + "2016-06-08, BUY CREATE, 7.07\n", + "2016-06-13, BUY EXECUTED, Price: 7.04, Cost: 7.04, Comm: 0.00\n", + "2016-09-14, SELL CREATE, 7.43\n", + "2016-09-19, SELL EXECUTED, Price: 7.42, Cost: 7.04, Comm: 0.00\n", + "2016-10-28, BUY CREATE, 7.52\n", + "2016-10-31, BUY EXECUTED, Price: 7.50, Cost: 7.50, Comm: 0.00\n", + "2016-12-21, SELL CREATE, 7.51\n", + "2016-12-22, SELL EXECUTED, Price: 7.50, Cost: 7.50, Comm: 0.00\n", + "2017-01-24, BUY CREATE, 7.60\n", + "2017-01-25, BUY EXECUTED, Price: 7.60, Cost: 7.60, Comm: 0.00\n", + "2017-03-17, SELL CREATE, 7.63\n", + "2017-03-20, SELL EXECUTED, Price: 7.62, Cost: 7.60, Comm: 0.00\n", + "2017-05-31, BUY CREATE, 7.54\n", + "2017-06-01, BUY EXECUTED, Price: 7.54, Cost: 7.54, Comm: 0.00\n", + "2017-08-17, SELL CREATE, 8.67\n", + "2017-08-18, SELL EXECUTED, Price: 8.62, Cost: 7.54, Comm: 0.00\n", + "2017-08-29, BUY CREATE, 9.71\n", + "2017-08-30, BUY EXECUTED, Price: 9.72, Cost: 9.72, Comm: 0.00\n", + "2017-09-28, SELL CREATE, 9.05\n", + "2017-09-29, SELL EXECUTED, Price: 9.08, Cost: 9.72, Comm: 0.00\n", + "2017-10-18, BUY CREATE, 9.73\n", + "2017-10-19, BUY EXECUTED, Price: 9.68, Cost: 9.68, Comm: 0.00\n", + "2017-12-14, SELL CREATE, 10.82\n", + "2017-12-15, SELL EXECUTED, Price: 10.73, Cost: 9.68, Comm: 0.00\n", + "2018-01-04, BUY CREATE, 11.02\n", + "2018-01-05, BUY EXECUTED, Price: 10.99, Cost: 10.99, Comm: 0.00\n", + "2018-02-08, SELL CREATE, 10.43\n", + "2018-02-09, SELL EXECUTED, Price: 10.05, Cost: 10.99, Comm: 0.00\n", + "2018-04-23, BUY CREATE, 9.63\n", + "2018-04-24, BUY EXECUTED, Price: 9.68, Cost: 9.68, Comm: 0.00\n", + "2018-05-07, SELL CREATE, 8.99\n", + "2018-05-08, SELL EXECUTED, Price: 9.01, Cost: 9.68, Comm: 0.00\n", + "2018-07-27, BUY CREATE, 7.82\n", + "2018-07-30, BUY EXECUTED, Price: 7.88, Cost: 7.88, Comm: 0.00\n", + "2018-08-17, SELL CREATE, 7.45\n", + "2018-08-20, SELL EXECUTED, Price: 7.52, Cost: 7.88, Comm: 0.00\n", + "2018-08-24, BUY CREATE, 8.48\n", + "2018-08-27, BUY EXECUTED, Price: 8.47, Cost: 8.47, Comm: 0.00\n", + "2018-11-19, SELL CREATE, 9.17\n", + "2018-11-20, SELL EXECUTED, Price: 9.09, Cost: 8.47, Comm: 0.00\n", + "2019-01-16, BUY CREATE, 8.86\n", + "2019-01-17, BUY EXECUTED, Price: 8.91, Cost: 8.91, Comm: 0.00\n", + "2019-05-10, SELL CREATE, 10.72\n", + "2019-05-13, SELL EXECUTED, Price: 10.42, Cost: 8.91, Comm: 0.00\n", + "2019-06-19, BUY CREATE, 11.05\n", + "2019-06-20, BUY EXECUTED, Price: 11.14, Cost: 11.14, Comm: 0.00\n", + "2019-09-03, SELL CREATE, 12.22\n", + "2019-09-04, SELL EXECUTED, Price: 12.23, Cost: 11.14, Comm: 0.00\n", + "2019-09-09, BUY CREATE, 12.55\n", + "2019-09-10, BUY EXECUTED, Price: 12.47, Cost: 12.47, Comm: 0.00\n", + "2019-11-18, SELL CREATE, 14.05\n", + "2019-11-19, SELL EXECUTED, Price: 14.05, Cost: 12.47, Comm: 0.00\n", + "2019-12-19, BUY CREATE, 14.14\n", + "2019-12-20, BUY EXECUTED, Price: 14.14, Cost: 14.14, Comm: 0.00\n", + "2020-01-23, SELL CREATE, 13.28\n", + "2020-02-03, SELL EXECUTED, Price: 11.95, Cost: 14.14, Comm: 0.00\n", + "2020-04-24, BUY CREATE, 11.31\n", + "2020-04-27, BUY EXECUTED, Price: 11.36, Cost: 11.36, Comm: 0.00\n", + "2020-05-26, SELL CREATE, 11.14\n", + "2020-05-27, SELL EXECUTED, Price: 11.15, Cost: 11.36, Comm: 0.00\n", + "2020-06-08, BUY CREATE, 11.84\n", + "2020-06-09, BUY EXECUTED, Price: 11.85, Cost: 11.85, Comm: 0.00\n", + "2020-06-18, SELL CREATE, 11.09\n", + "2020-06-19, SELL EXECUTED, Price: 11.06, Cost: 11.85, Comm: 0.00\n", + "2020-07-06, BUY CREATE, 13.63\n", + "2020-07-07, BUY EXECUTED, Price: 14.17, Cost: 14.17, Comm: 0.00\n", + "2020-07-30, SELL CREATE, 11.62\n", + "2020-07-31, SELL EXECUTED, Price: 11.54, Cost: 14.17, Comm: 0.00\n", + "2020-08-18, BUY CREATE, 13.17\n", + "2020-08-19, BUY EXECUTED, Price: 13.13, Cost: 13.13, Comm: 0.00\n", + "2020-12-18, SELL CREATE, 15.96\n", + "2020-12-21, SELL EXECUTED, Price: 15.90, Cost: 13.13, Comm: 0.00\n", + "2021-01-08, BUY CREATE, 17.25\n", + "2021-01-11, BUY EXECUTED, Price: 17.38, Cost: 17.38, Comm: 0.01\n", + "2021-03-02, SELL CREATE, 18.81\n", + "2021-03-03, SELL EXECUTED, Price: 18.75, Cost: 17.38, Comm: 0.01\n", + "2021-04-08, BUY CREATE, 18.74\n", + "2021-04-09, BUY EXECUTED, Price: 18.87, Cost: 18.87, Comm: 0.01\n", + "2021-04-14, SELL CREATE, 17.96\n", + "2021-04-15, SELL EXECUTED, Price: 18.04, Cost: 18.87, Comm: 0.01\n", + "2021-04-23, BUY CREATE, 20.24\n", + "2021-04-26, BUY EXECUTED, Price: 20.75, Cost: 20.75, Comm: 0.01\n", + "2021-06-18, SELL CREATE, 19.84\n", + "2021-06-21, SELL EXECUTED, Price: 19.79, Cost: 20.75, Comm: 0.01\n", + "2021-08-19, BUY CREATE, 17.82\n", + "2021-08-20, BUY EXECUTED, Price: 17.49, Cost: 17.49, Comm: 0.01\n", + "2021-09-01, SELL CREATE, 15.66\n", + "2021-09-02, SELL EXECUTED, Price: 15.76, Cost: 17.49, Comm: 0.00\n", + "2021-09-15, BUY CREATE, 17.10\n", + "2021-09-16, BUY EXECUTED, Price: 16.91, Cost: 16.91, Comm: 0.01\n", + "2021-09-24, SELL CREATE, 15.20\n", + "2021-09-27, SELL EXECUTED, Price: 15.07, Cost: 16.91, Comm: 0.00\n", + "2021-10-15, BUY CREATE, 17.22\n", + "2021-10-18, BUY EXECUTED, Price: 17.04, Cost: 17.04, Comm: 0.01\n", + "2021-11-08, SELL CREATE, 15.26\n", + "2021-11-09, SELL EXECUTED, Price: 15.31, Cost: 17.04, Comm: 0.00\n", + "2021-12-13, BUY CREATE, 16.00\n", + "2021-12-14, BUY EXECUTED, Price: 15.91, Cost: 15.91, Comm: 0.00\n", + "2021-12-22, SELL CREATE, 15.23\n", + "2021-12-23, SELL EXECUTED, Price: 15.24, Cost: 15.91, Comm: 0.00\n", + "2022-04-06, BUY CREATE, 14.36\n", + "2022-04-07, BUY EXECUTED, Price: 14.35, Cost: 14.35, Comm: 0.00\n", + "2022-05-05, SELL CREATE, 13.42\n", + "2022-05-06, SELL EXECUTED, Price: 13.15, Cost: 14.35, Comm: 0.00\n", + "2022-06-27, BUY CREATE, 12.69\n", + "2022-06-28, BUY EXECUTED, Price: 12.68, Cost: 12.68, Comm: 0.00\n", + "2022-07-15, SELL CREATE, 11.60\n", + "2022-07-18, SELL EXECUTED, Price: 11.60, Cost: 12.68, Comm: 0.00\n", + "2022-08-31, BUY CREATE, 11.37\n", + "2022-09-01, BUY EXECUTED, Price: 11.28, Cost: 11.28, Comm: 0.00\n", + "2022-09-27, SELL CREATE, 10.83\n", + "2022-09-28, SELL EXECUTED, Price: 10.78, Cost: 11.28, Comm: 0.00\n", + "2022-11-16, BUY CREATE, 10.54\n", + "2022-11-17, BUY EXECUTED, Price: 10.53, Cost: 10.53, Comm: 0.00\n", + "2023-02-13, SELL CREATE, 12.32\n", + "2023-02-14, SELL EXECUTED, Price: 12.35, Cost: 10.53, Comm: 0.00\n", + "2023-05-11, BUY CREATE, 11.46\n", + "2023-05-12, BUY EXECUTED, Price: 11.43, Cost: 11.43, Comm: 0.00\n", + "2023-05-23, SELL CREATE, 10.89\n", + "2023-05-24, SELL EXECUTED, Price: 10.88, Cost: 11.43, Comm: 0.00\n", + "2023-07-25, BUY CREATE, 10.70\n", + "2023-07-26, BUY EXECUTED, Price: 10.64, Cost: 10.64, Comm: 0.00\n", + "2023-08-22, SELL CREATE, 10.38\n", + "2023-08-23, SELL EXECUTED, Price: 10.37, Cost: 10.64, Comm: 0.00\n", + "2024-01-24, BUY CREATE, 8.52\n", + "2024-01-25, BUY EXECUTED, Price: 8.52, Cost: 8.52, Comm: 0.00\n", + "2024-04-02, SELL CREATE, 9.64\n", + "2024-04-03, SELL EXECUTED, Price: 9.62, Cost: 8.52, Comm: 0.00\n", + "2024-04-03, BUY CREATE, 9.55\n", + "2024-04-08, BUY EXECUTED, Price: 9.52, Cost: 9.52, Comm: 0.00\n", + "2024-04-12, SELL CREATE, 9.19\n", + "2024-04-15, SELL EXECUTED, Price: 9.20, Cost: 9.52, Comm: 0.00\n", + "2024-04-25, BUY CREATE, 9.69\n", + "2024-04-26, BUY EXECUTED, Price: 9.67, Cost: 9.67, Comm: 0.00\n", + "2024-06-12, SELL CREATE, 9.94\n", + "2024-06-13, SELL EXECUTED, Price: 9.95, Cost: 9.67, Comm: 0.00\n", + "2024-07-11, BUY CREATE, 9.91\n", + "2024-07-12, BUY EXECUTED, Price: 9.90, Cost: 9.90, Comm: 0.00\n", + "2024-08-01, SELL CREATE, 10.05\n", + "2024-08-02, SELL EXECUTED, Price: 10.00, Cost: 9.90, Comm: 0.00\n", + "2024-08-23, BUY CREATE, 10.25\n", + "2024-08-26, BUY EXECUTED, Price: 10.28, Cost: 10.28, Comm: 0.00\n", + "2024-09-09, SELL CREATE, 9.64\n", + "2024-09-10, SELL EXECUTED, Price: 9.65, Cost: 10.28, Comm: 0.00\n", + "2024-09-27, BUY CREATE, 11.18\n", + "2024-09-30, BUY EXECUTED, Price: 11.37, Cost: 11.37, Comm: 0.00\n", + "2024-11-11, SELL CREATE, 11.60\n", + "2024-11-12, SELL EXECUTED, Price: 11.58, Cost: 11.37, Comm: 0.00\n", + "2024-12-11, BUY CREATE, 11.73\n", + "2024-12-12, BUY EXECUTED, Price: 11.73, Cost: 11.73, Comm: 0.00\n", + "最终资金: 99999999.28\n", + "夏普比率: -397881.8123929003\n", + "最大回撤: 1.3845487341405394e-05\n", + "--------------- AnnualReturn -----------------\n", + "OrderedDict({2011: -9.213936280616508e-10, 2012: 1.915670733154684e-09, 2013: 2.964960210682932e-08, 2014: 2.2974054214586204e-08, 2015: 1.4307666162949317e-10, 2016: 3.4014060457110418e-09, 2017: 1.4808521964226884e-08, 2018: -1.3726451753015567e-08, 2019: 4.0747820229114495e-08, 2020: -3.001912651789951e-08, 2021: -6.445832656520878e-08, 2022: -1.589108589161725e-08, 2023: -2.338556348568943e-09, 2024: 6.482463899004642e-09})\n", + "--------------- SharpeRatio -----------------\n", + "OrderedDict({'sharperatio': -397881.8123929003})\n", + "--------------- DrawDown -----------------\n", + "AutoOrderedDict({'len': 946, 'drawdown': 1.1915326811452441e-05, 'moneydown': 11.91532814502716, 'max': AutoOrderedDict({'len': 946, 'drawdown': 1.3845487341405394e-05, 'moneydown': 13.845488891005516})})\n" + ] + }, + { + "data": { + "text/plain": [ + "" + ], + "application/javascript": "/* Put everything inside the global mpl namespace */\n/* global mpl */\nwindow.mpl = {};\n\nmpl.get_websocket_type = function () {\n if (typeof WebSocket !== 'undefined') {\n return WebSocket;\n } else if (typeof MozWebSocket !== 'undefined') {\n return MozWebSocket;\n } else {\n alert(\n 'Your browser does not have WebSocket support. ' +\n 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n 'Firefox 4 and 5 are also supported but you ' +\n 'have to enable WebSockets in about:config.'\n );\n }\n};\n\nmpl.figure = function (figure_id, websocket, ondownload, parent_element) {\n this.id = figure_id;\n\n this.ws = websocket;\n\n this.supports_binary = this.ws.binaryType !== undefined;\n\n if (!this.supports_binary) {\n var warnings = document.getElementById('mpl-warnings');\n if (warnings) {\n warnings.style.display = 'block';\n warnings.textContent =\n 'This browser does not support binary websocket messages. ' +\n 'Performance may be slow.';\n }\n }\n\n this.imageObj = new Image();\n\n this.context = undefined;\n this.message = undefined;\n this.canvas = undefined;\n this.rubberband_canvas = undefined;\n this.rubberband_context = undefined;\n this.format_dropdown = undefined;\n\n this.image_mode = 'full';\n\n this.root = document.createElement('div');\n this.root.setAttribute('style', 'display: inline-block');\n this._root_extra_style(this.root);\n\n parent_element.appendChild(this.root);\n\n this._init_header(this);\n this._init_canvas(this);\n this._init_toolbar(this);\n\n var fig = this;\n\n this.waiting = false;\n\n this.ws.onopen = function () {\n fig.send_message('supports_binary', { value: fig.supports_binary });\n fig.send_message('send_image_mode', {});\n if (fig.ratio !== 1) {\n fig.send_message('set_device_pixel_ratio', {\n device_pixel_ratio: fig.ratio,\n });\n }\n fig.send_message('refresh', {});\n };\n\n this.imageObj.onload = function () {\n if (fig.image_mode === 'full') {\n // Full images could contain transparency (where diff images\n // almost always do), so we need to clear the canvas so that\n // there is no ghosting.\n fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n }\n fig.context.drawImage(fig.imageObj, 0, 0);\n };\n\n this.imageObj.onunload = function () {\n fig.ws.close();\n };\n\n this.ws.onmessage = this._make_on_message_function(this);\n\n this.ondownload = ondownload;\n};\n\nmpl.figure.prototype._init_header = function () {\n var titlebar = document.createElement('div');\n titlebar.classList =\n 'ui-dialog-titlebar ui-widget-header ui-corner-all ui-helper-clearfix';\n var titletext = document.createElement('div');\n titletext.classList = 'ui-dialog-title';\n titletext.setAttribute(\n 'style',\n 'width: 100%; text-align: center; padding: 3px;'\n );\n titlebar.appendChild(titletext);\n this.root.appendChild(titlebar);\n this.header = titletext;\n};\n\nmpl.figure.prototype._canvas_extra_style = function (_canvas_div) {};\n\nmpl.figure.prototype._root_extra_style = function (_canvas_div) {};\n\nmpl.figure.prototype._init_canvas = function () {\n var fig = this;\n\n var canvas_div = (this.canvas_div = document.createElement('div'));\n canvas_div.setAttribute('tabindex', '0');\n canvas_div.setAttribute(\n 'style',\n 'border: 1px solid #ddd;' +\n 'box-sizing: content-box;' +\n 'clear: both;' +\n 'min-height: 1px;' +\n 'min-width: 1px;' +\n 'outline: 0;' +\n 'overflow: hidden;' +\n 'position: relative;' +\n 'resize: both;' +\n 'z-index: 2;'\n );\n\n function on_keyboard_event_closure(name) {\n return function (event) {\n return fig.key_event(event, name);\n };\n }\n\n canvas_div.addEventListener(\n 'keydown',\n on_keyboard_event_closure('key_press')\n );\n canvas_div.addEventListener(\n 'keyup',\n on_keyboard_event_closure('key_release')\n );\n\n this._canvas_extra_style(canvas_div);\n this.root.appendChild(canvas_div);\n\n var canvas = (this.canvas = document.createElement('canvas'));\n canvas.classList.add('mpl-canvas');\n canvas.setAttribute(\n 'style',\n 'box-sizing: content-box;' +\n 'pointer-events: none;' +\n 'position: relative;' +\n 'z-index: 0;'\n );\n\n this.context = canvas.getContext('2d');\n\n var backingStore =\n this.context.backingStorePixelRatio ||\n this.context.webkitBackingStorePixelRatio ||\n this.context.mozBackingStorePixelRatio ||\n this.context.msBackingStorePixelRatio ||\n this.context.oBackingStorePixelRatio ||\n this.context.backingStorePixelRatio ||\n 1;\n\n this.ratio = (window.devicePixelRatio || 1) / backingStore;\n\n var rubberband_canvas = (this.rubberband_canvas = document.createElement(\n 'canvas'\n ));\n rubberband_canvas.setAttribute(\n 'style',\n 'box-sizing: content-box;' +\n 'left: 0;' +\n 'pointer-events: none;' +\n 'position: absolute;' +\n 'top: 0;' +\n 'z-index: 1;'\n );\n\n // Apply a ponyfill if ResizeObserver is not implemented by browser.\n if (this.ResizeObserver === undefined) {\n if (window.ResizeObserver !== undefined) {\n this.ResizeObserver = window.ResizeObserver;\n } else {\n var obs = _JSXTOOLS_RESIZE_OBSERVER({});\n this.ResizeObserver = obs.ResizeObserver;\n }\n }\n\n this.resizeObserverInstance = new this.ResizeObserver(function (entries) {\n // There's no need to resize if the WebSocket is not connected:\n // - If it is still connecting, then we will get an initial resize from\n // Python once it connects.\n // - If it has disconnected, then resizing will clear the canvas and\n // never get anything back to refill it, so better to not resize and\n // keep something visible.\n if (fig.ws.readyState != 1) {\n return;\n }\n var nentries = entries.length;\n for (var i = 0; i < nentries; i++) {\n var entry = entries[i];\n var width, height;\n if (entry.contentBoxSize) {\n if (entry.contentBoxSize instanceof Array) {\n // Chrome 84 implements new version of spec.\n width = entry.contentBoxSize[0].inlineSize;\n height = entry.contentBoxSize[0].blockSize;\n } else {\n // Firefox implements old version of spec.\n width = entry.contentBoxSize.inlineSize;\n height = entry.contentBoxSize.blockSize;\n }\n } else {\n // Chrome <84 implements even older version of spec.\n width = entry.contentRect.width;\n height = entry.contentRect.height;\n }\n\n // Keep the size of the canvas and rubber band canvas in sync with\n // the canvas container.\n if (entry.devicePixelContentBoxSize) {\n // Chrome 84 implements new version of spec.\n canvas.setAttribute(\n 'width',\n entry.devicePixelContentBoxSize[0].inlineSize\n );\n canvas.setAttribute(\n 'height',\n entry.devicePixelContentBoxSize[0].blockSize\n );\n } else {\n canvas.setAttribute('width', width * fig.ratio);\n canvas.setAttribute('height', height * fig.ratio);\n }\n /* This rescales the canvas back to display pixels, so that it\n * appears correct on HiDPI screens. */\n canvas.style.width = width + 'px';\n canvas.style.height = height + 'px';\n\n rubberband_canvas.setAttribute('width', width);\n rubberband_canvas.setAttribute('height', height);\n\n // And update the size in Python. We ignore the initial 0/0 size\n // that occurs as the element is placed into the DOM, which should\n // otherwise not happen due to the minimum size styling.\n if (width != 0 && height != 0) {\n fig.request_resize(width, height);\n }\n }\n });\n this.resizeObserverInstance.observe(canvas_div);\n\n function on_mouse_event_closure(name) {\n /* User Agent sniffing is bad, but WebKit is busted:\n * https://bugs.webkit.org/show_bug.cgi?id=144526\n * https://bugs.webkit.org/show_bug.cgi?id=181818\n * The worst that happens here is that they get an extra browser\n * selection when dragging, if this check fails to catch them.\n */\n var UA = navigator.userAgent;\n var isWebKit = /AppleWebKit/.test(UA) && !/Chrome/.test(UA);\n if(isWebKit) {\n return function (event) {\n /* This prevents the web browser from automatically changing to\n * the text insertion cursor when the button is pressed. We\n * want to control all of the cursor setting manually through\n * the 'cursor' event from matplotlib */\n event.preventDefault()\n return fig.mouse_event(event, name);\n };\n } else {\n return function (event) {\n return fig.mouse_event(event, name);\n };\n }\n }\n\n canvas_div.addEventListener(\n 'mousedown',\n on_mouse_event_closure('button_press')\n );\n canvas_div.addEventListener(\n 'mouseup',\n on_mouse_event_closure('button_release')\n );\n canvas_div.addEventListener(\n 'dblclick',\n on_mouse_event_closure('dblclick')\n );\n // Throttle sequential mouse events to 1 every 20ms.\n canvas_div.addEventListener(\n 'mousemove',\n on_mouse_event_closure('motion_notify')\n );\n\n canvas_div.addEventListener(\n 'mouseenter',\n on_mouse_event_closure('figure_enter')\n );\n canvas_div.addEventListener(\n 'mouseleave',\n on_mouse_event_closure('figure_leave')\n );\n\n canvas_div.addEventListener('wheel', function (event) {\n if (event.deltaY < 0) {\n event.step = 1;\n } else {\n event.step = -1;\n }\n on_mouse_event_closure('scroll')(event);\n });\n\n canvas_div.appendChild(canvas);\n canvas_div.appendChild(rubberband_canvas);\n\n this.rubberband_context = rubberband_canvas.getContext('2d');\n this.rubberband_context.strokeStyle = '#000000';\n\n this._resize_canvas = function (width, height, forward) {\n if (forward) {\n canvas_div.style.width = width + 'px';\n canvas_div.style.height = height + 'px';\n }\n };\n\n // Disable right mouse context menu.\n canvas_div.addEventListener('contextmenu', function (_e) {\n event.preventDefault();\n return false;\n });\n\n function set_focus() {\n canvas.focus();\n canvas_div.focus();\n }\n\n window.setTimeout(set_focus, 100);\n};\n\nmpl.figure.prototype._init_toolbar = function () {\n var fig = this;\n\n var toolbar = document.createElement('div');\n toolbar.classList = 'mpl-toolbar';\n this.root.appendChild(toolbar);\n\n function on_click_closure(name) {\n return function (_event) {\n return fig.toolbar_button_onclick(name);\n };\n }\n\n function on_mouseover_closure(tooltip) {\n return function (event) {\n if (!event.currentTarget.disabled) {\n return fig.toolbar_button_onmouseover(tooltip);\n }\n };\n }\n\n fig.buttons = {};\n var buttonGroup = document.createElement('div');\n buttonGroup.classList = 'mpl-button-group';\n for (var toolbar_ind in mpl.toolbar_items) {\n var name = mpl.toolbar_items[toolbar_ind][0];\n var tooltip = mpl.toolbar_items[toolbar_ind][1];\n var image = mpl.toolbar_items[toolbar_ind][2];\n var method_name = mpl.toolbar_items[toolbar_ind][3];\n\n if (!name) {\n /* Instead of a spacer, we start a new button group. */\n if (buttonGroup.hasChildNodes()) {\n toolbar.appendChild(buttonGroup);\n }\n buttonGroup = document.createElement('div');\n buttonGroup.classList = 'mpl-button-group';\n continue;\n }\n\n var button = (fig.buttons[name] = document.createElement('button'));\n button.classList = 'mpl-widget';\n button.setAttribute('role', 'button');\n button.setAttribute('aria-disabled', 'false');\n button.addEventListener('click', on_click_closure(method_name));\n button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n\n var icon_img = document.createElement('img');\n icon_img.src = '_images/' + image + '.png';\n icon_img.srcset = '_images/' + image + '_large.png 2x';\n icon_img.alt = tooltip;\n button.appendChild(icon_img);\n\n buttonGroup.appendChild(button);\n }\n\n if (buttonGroup.hasChildNodes()) {\n toolbar.appendChild(buttonGroup);\n }\n\n var fmt_picker = document.createElement('select');\n fmt_picker.classList = 'mpl-widget';\n toolbar.appendChild(fmt_picker);\n this.format_dropdown = fmt_picker;\n\n for (var ind in mpl.extensions) {\n var fmt = mpl.extensions[ind];\n var option = document.createElement('option');\n option.selected = fmt === mpl.default_extension;\n option.innerHTML = fmt;\n fmt_picker.appendChild(option);\n }\n\n var status_bar = document.createElement('span');\n status_bar.classList = 'mpl-message';\n toolbar.appendChild(status_bar);\n this.message = status_bar;\n};\n\nmpl.figure.prototype.request_resize = function (x_pixels, y_pixels) {\n // Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,\n // which will in turn request a refresh of the image.\n this.send_message('resize', { width: x_pixels, height: y_pixels });\n};\n\nmpl.figure.prototype.send_message = function (type, properties) {\n properties['type'] = type;\n properties['figure_id'] = this.id;\n this.ws.send(JSON.stringify(properties));\n};\n\nmpl.figure.prototype.send_draw_message = function () {\n if (!this.waiting) {\n this.waiting = true;\n this.ws.send(JSON.stringify({ type: 'draw', figure_id: this.id }));\n }\n};\n\nmpl.figure.prototype.handle_save = function (fig, _msg) {\n var format_dropdown = fig.format_dropdown;\n var format = format_dropdown.options[format_dropdown.selectedIndex].value;\n fig.ondownload(fig, format);\n};\n\nmpl.figure.prototype.handle_resize = function (fig, msg) {\n var size = msg['size'];\n if (size[0] !== fig.canvas.width || size[1] !== fig.canvas.height) {\n fig._resize_canvas(size[0], size[1], msg['forward']);\n fig.send_message('refresh', {});\n }\n};\n\nmpl.figure.prototype.handle_rubberband = function (fig, msg) {\n var x0 = msg['x0'] / fig.ratio;\n var y0 = (fig.canvas.height - msg['y0']) / fig.ratio;\n var x1 = msg['x1'] / fig.ratio;\n var y1 = (fig.canvas.height - msg['y1']) / fig.ratio;\n x0 = Math.floor(x0) + 0.5;\n y0 = Math.floor(y0) + 0.5;\n x1 = Math.floor(x1) + 0.5;\n y1 = Math.floor(y1) + 0.5;\n var min_x = Math.min(x0, x1);\n var min_y = Math.min(y0, y1);\n var width = Math.abs(x1 - x0);\n var height = Math.abs(y1 - y0);\n\n fig.rubberband_context.clearRect(\n 0,\n 0,\n fig.canvas.width / fig.ratio,\n fig.canvas.height / fig.ratio\n );\n\n fig.rubberband_context.strokeRect(min_x, min_y, width, height);\n};\n\nmpl.figure.prototype.handle_figure_label = function (fig, msg) {\n // Updates the figure title.\n fig.header.textContent = msg['label'];\n};\n\nmpl.figure.prototype.handle_cursor = function (fig, msg) {\n fig.canvas_div.style.cursor = msg['cursor'];\n};\n\nmpl.figure.prototype.handle_message = function (fig, msg) {\n fig.message.textContent = msg['message'];\n};\n\nmpl.figure.prototype.handle_draw = function (fig, _msg) {\n // Request the server to send over a new figure.\n fig.send_draw_message();\n};\n\nmpl.figure.prototype.handle_image_mode = function (fig, msg) {\n fig.image_mode = msg['mode'];\n};\n\nmpl.figure.prototype.handle_history_buttons = function (fig, msg) {\n for (var key in msg) {\n if (!(key in fig.buttons)) {\n continue;\n }\n fig.buttons[key].disabled = !msg[key];\n fig.buttons[key].setAttribute('aria-disabled', !msg[key]);\n }\n};\n\nmpl.figure.prototype.handle_navigate_mode = function (fig, msg) {\n if (msg['mode'] === 'PAN') {\n fig.buttons['Pan'].classList.add('active');\n fig.buttons['Zoom'].classList.remove('active');\n } else if (msg['mode'] === 'ZOOM') {\n fig.buttons['Pan'].classList.remove('active');\n fig.buttons['Zoom'].classList.add('active');\n } else {\n fig.buttons['Pan'].classList.remove('active');\n fig.buttons['Zoom'].classList.remove('active');\n }\n};\n\nmpl.figure.prototype.updated_canvas_event = function () {\n // Called whenever the canvas gets updated.\n this.send_message('ack', {});\n};\n\n// A function to construct a web socket function for onmessage handling.\n// Called in the figure constructor.\nmpl.figure.prototype._make_on_message_function = function (fig) {\n return function socket_on_message(evt) {\n if (evt.data instanceof Blob) {\n var img = evt.data;\n if (img.type !== 'image/png') {\n /* FIXME: We get \"Resource interpreted as Image but\n * transferred with MIME type text/plain:\" errors on\n * Chrome. But how to set the MIME type? It doesn't seem\n * to be part of the websocket stream */\n img.type = 'image/png';\n }\n\n /* Free the memory for the previous frames */\n if (fig.imageObj.src) {\n (window.URL || window.webkitURL).revokeObjectURL(\n fig.imageObj.src\n );\n }\n\n fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(\n img\n );\n fig.updated_canvas_event();\n fig.waiting = false;\n return;\n } else if (\n typeof evt.data === 'string' &&\n evt.data.slice(0, 21) === 'data:image/png;base64'\n ) {\n fig.imageObj.src = evt.data;\n fig.updated_canvas_event();\n fig.waiting = false;\n return;\n }\n\n var msg = JSON.parse(evt.data);\n var msg_type = msg['type'];\n\n // Call the \"handle_{type}\" callback, which takes\n // the figure and JSON message as its only arguments.\n try {\n var callback = fig['handle_' + msg_type];\n } catch (e) {\n console.log(\n \"No handler for the '\" + msg_type + \"' message type: \",\n msg\n );\n return;\n }\n\n if (callback) {\n try {\n // console.log(\"Handling '\" + msg_type + \"' message: \", msg);\n callback(fig, msg);\n } catch (e) {\n console.log(\n \"Exception inside the 'handler_\" + msg_type + \"' callback:\",\n e,\n e.stack,\n msg\n );\n }\n }\n };\n};\n\nfunction getModifiers(event) {\n var mods = [];\n if (event.ctrlKey) {\n mods.push('ctrl');\n }\n if (event.altKey) {\n mods.push('alt');\n }\n if (event.shiftKey) {\n mods.push('shift');\n }\n if (event.metaKey) {\n mods.push('meta');\n }\n return mods;\n}\n\n/*\n * return a copy of an object with only non-object keys\n * we need this to avoid circular references\n * https://stackoverflow.com/a/24161582/3208463\n */\nfunction simpleKeys(original) {\n return Object.keys(original).reduce(function (obj, key) {\n if (typeof original[key] !== 'object') {\n obj[key] = original[key];\n }\n return obj;\n }, {});\n}\n\nmpl.figure.prototype.mouse_event = function (event, name) {\n if (name === 'button_press') {\n this.canvas.focus();\n this.canvas_div.focus();\n }\n\n // from https://stackoverflow.com/q/1114465\n var boundingRect = this.canvas.getBoundingClientRect();\n var x = (event.clientX - boundingRect.left) * this.ratio;\n var y = (event.clientY - boundingRect.top) * this.ratio;\n\n this.send_message(name, {\n x: x,\n y: y,\n button: event.button,\n step: event.step,\n buttons: event.buttons,\n modifiers: getModifiers(event),\n guiEvent: simpleKeys(event),\n });\n\n return false;\n};\n\nmpl.figure.prototype._key_event_extra = function (_event, _name) {\n // Handle any extra behaviour associated with a key event\n};\n\nmpl.figure.prototype.key_event = function (event, name) {\n // Prevent repeat events\n if (name === 'key_press') {\n if (event.key === this._key) {\n return;\n } else {\n this._key = event.key;\n }\n }\n if (name === 'key_release') {\n this._key = null;\n }\n\n var value = '';\n if (event.ctrlKey && event.key !== 'Control') {\n value += 'ctrl+';\n }\n else if (event.altKey && event.key !== 'Alt') {\n value += 'alt+';\n }\n else if (event.shiftKey && event.key !== 'Shift') {\n value += 'shift+';\n }\n\n value += 'k' + event.key;\n\n this._key_event_extra(event, name);\n\n this.send_message(name, { key: value, guiEvent: simpleKeys(event) });\n return false;\n};\n\nmpl.figure.prototype.toolbar_button_onclick = function (name) {\n if (name === 'download') {\n this.handle_save(this, null);\n } else {\n this.send_message('toolbar_button', { name: name });\n }\n};\n\nmpl.figure.prototype.toolbar_button_onmouseover = function (tooltip) {\n this.message.textContent = tooltip;\n};\n\n///////////////// REMAINING CONTENT GENERATED BY embed_js.py /////////////////\n// prettier-ignore\nvar _JSXTOOLS_RESIZE_OBSERVER=function(A){var t,i=new WeakMap,n=new WeakMap,a=new WeakMap,r=new WeakMap,o=new Set;function s(e){if(!(this instanceof s))throw new TypeError(\"Constructor requires 'new' operator\");i.set(this,e)}function h(){throw new TypeError(\"Function is not a constructor\")}function c(e,t,i,n){e=0 in arguments?Number(arguments[0]):0,t=1 in arguments?Number(arguments[1]):0,i=2 in arguments?Number(arguments[2]):0,n=3 in arguments?Number(arguments[3]):0,this.right=(this.x=this.left=e)+(this.width=i),this.bottom=(this.y=this.top=t)+(this.height=n),Object.freeze(this)}function d(){t=requestAnimationFrame(d);var s=new WeakMap,p=new Set;o.forEach((function(t){r.get(t).forEach((function(i){var r=t instanceof window.SVGElement,o=a.get(t),d=r?0:parseFloat(o.paddingTop),f=r?0:parseFloat(o.paddingRight),l=r?0:parseFloat(o.paddingBottom),u=r?0:parseFloat(o.paddingLeft),g=r?0:parseFloat(o.borderTopWidth),m=r?0:parseFloat(o.borderRightWidth),w=r?0:parseFloat(o.borderBottomWidth),b=u+f,F=d+l,v=(r?0:parseFloat(o.borderLeftWidth))+m,W=g+w,y=r?0:t.offsetHeight-W-t.clientHeight,E=r?0:t.offsetWidth-v-t.clientWidth,R=b+v,z=F+W,M=r?t.width:parseFloat(o.width)-R-E,O=r?t.height:parseFloat(o.height)-z-y;if(n.has(t)){var k=n.get(t);if(k[0]===M&&k[1]===O)return}n.set(t,[M,O]);var S=Object.create(h.prototype);S.target=t,S.contentRect=new c(u,d,M,O),s.has(i)||(s.set(i,[]),p.add(i)),s.get(i).push(S)}))})),p.forEach((function(e){i.get(e).call(e,s.get(e),e)}))}return s.prototype.observe=function(i){if(i instanceof window.Element){r.has(i)||(r.set(i,new Set),o.add(i),a.set(i,window.getComputedStyle(i)));var n=r.get(i);n.has(this)||n.add(this),cancelAnimationFrame(t),t=requestAnimationFrame(d)}},s.prototype.unobserve=function(i){if(i instanceof window.Element&&r.has(i)){var n=r.get(i);n.has(this)&&(n.delete(this),n.size||(r.delete(i),o.delete(i))),n.size||r.delete(i),o.size||cancelAnimationFrame(t)}},A.DOMRectReadOnly=c,A.ResizeObserver=s,A.ResizeObserverEntry=h,A}; // eslint-disable-line\nmpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Left button pans, Right button zooms\\nx/y fixes axis, CTRL fixes aspect\", \"fa fa-arrows\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\\nx/y fixes axis\", \"fa fa-square-o\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o\", \"download\"]];\n\nmpl.extensions = [\"eps\", \"jpeg\", \"pgf\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\", \"tif\", \"webp\"];\n\nmpl.default_extension = \"png\";/* global mpl */\n\nvar comm_websocket_adapter = function (comm) {\n // Create a \"websocket\"-like object which calls the given IPython comm\n // object with the appropriate methods. Currently this is a non binary\n // socket, so there is still some room for performance tuning.\n var ws = {};\n\n ws.binaryType = comm.kernel.ws.binaryType;\n ws.readyState = comm.kernel.ws.readyState;\n function updateReadyState(_event) {\n if (comm.kernel.ws) {\n ws.readyState = comm.kernel.ws.readyState;\n } else {\n ws.readyState = 3; // Closed state.\n }\n }\n comm.kernel.ws.addEventListener('open', updateReadyState);\n comm.kernel.ws.addEventListener('close', updateReadyState);\n comm.kernel.ws.addEventListener('error', updateReadyState);\n\n ws.close = function () {\n comm.close();\n };\n ws.send = function (m) {\n //console.log('sending', m);\n comm.send(m);\n };\n // Register the callback with on_msg.\n comm.on_msg(function (msg) {\n //console.log('receiving', msg['content']['data'], msg);\n var data = msg['content']['data'];\n if (data['blob'] !== undefined) {\n data = {\n data: new Blob(msg['buffers'], { type: data['blob'] }),\n };\n }\n // Pass the mpl event to the overridden (by mpl) onmessage function.\n ws.onmessage(data);\n });\n return ws;\n};\n\nmpl.mpl_figure_comm = function (comm, msg) {\n // This is the function which gets called when the mpl process\n // starts-up an IPython Comm through the \"matplotlib\" channel.\n\n var id = msg.content.data.id;\n // Get hold of the div created by the display call when the Comm\n // socket was opened in Python.\n var element = document.getElementById(id);\n var ws_proxy = comm_websocket_adapter(comm);\n\n function ondownload(figure, _format) {\n window.open(figure.canvas.toDataURL());\n }\n\n var fig = new mpl.figure(id, ws_proxy, ondownload, element);\n\n // Call onopen now - mpl needs it, as it is assuming we've passed it a real\n // web socket which is closed, not our websocket->open comm proxy.\n ws_proxy.onopen();\n\n fig.parent_element = element;\n fig.cell_info = mpl.find_output_cell(\"
\");\n if (!fig.cell_info) {\n console.error('Failed to find cell for figure', id, fig);\n return;\n }\n fig.cell_info[0].output_area.element.on(\n 'cleared',\n { fig: fig },\n fig._remove_fig_handler\n );\n};\n\nmpl.figure.prototype.handle_close = function (fig, msg) {\n var width = fig.canvas.width / fig.ratio;\n fig.cell_info[0].output_area.element.off(\n 'cleared',\n fig._remove_fig_handler\n );\n fig.resizeObserverInstance.unobserve(fig.canvas_div);\n\n // Update the output cell to use the data from the current canvas.\n fig.push_to_output();\n var dataURL = fig.canvas.toDataURL();\n // Re-enable the keyboard manager in IPython - without this line, in FF,\n // the notebook keyboard shortcuts fail.\n IPython.keyboard_manager.enable();\n fig.parent_element.innerHTML =\n '';\n fig.close_ws(fig, msg);\n};\n\nmpl.figure.prototype.close_ws = function (fig, msg) {\n fig.send_message('closing', msg);\n // fig.ws.close()\n};\n\nmpl.figure.prototype.push_to_output = function (_remove_interactive) {\n // Turn the data on the canvas into data in the output cell.\n var width = this.canvas.width / this.ratio;\n var dataURL = this.canvas.toDataURL();\n this.cell_info[1]['text/html'] =\n '';\n};\n\nmpl.figure.prototype.updated_canvas_event = function () {\n // Tell IPython that the notebook contents must change.\n IPython.notebook.set_dirty(true);\n this.send_message('ack', {});\n var fig = this;\n // Wait a second, then push the new image to the DOM so\n // that it is saved nicely (might be nice to debounce this).\n setTimeout(function () {\n fig.push_to_output();\n }, 1000);\n};\n\nmpl.figure.prototype._init_toolbar = function () {\n var fig = this;\n\n var toolbar = document.createElement('div');\n toolbar.classList = 'btn-toolbar';\n this.root.appendChild(toolbar);\n\n function on_click_closure(name) {\n return function (_event) {\n return fig.toolbar_button_onclick(name);\n };\n }\n\n function on_mouseover_closure(tooltip) {\n return function (event) {\n if (!event.currentTarget.disabled) {\n return fig.toolbar_button_onmouseover(tooltip);\n }\n };\n }\n\n fig.buttons = {};\n var buttonGroup = document.createElement('div');\n buttonGroup.classList = 'btn-group';\n var button;\n for (var toolbar_ind in mpl.toolbar_items) {\n var name = mpl.toolbar_items[toolbar_ind][0];\n var tooltip = mpl.toolbar_items[toolbar_ind][1];\n var image = mpl.toolbar_items[toolbar_ind][2];\n var method_name = mpl.toolbar_items[toolbar_ind][3];\n\n if (!name) {\n /* Instead of a spacer, we start a new button group. */\n if (buttonGroup.hasChildNodes()) {\n toolbar.appendChild(buttonGroup);\n }\n buttonGroup = document.createElement('div');\n buttonGroup.classList = 'btn-group';\n continue;\n }\n\n button = fig.buttons[name] = document.createElement('button');\n button.classList = 'btn btn-default';\n button.href = '#';\n button.title = name;\n button.innerHTML = '';\n button.addEventListener('click', on_click_closure(method_name));\n button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n buttonGroup.appendChild(button);\n }\n\n if (buttonGroup.hasChildNodes()) {\n toolbar.appendChild(buttonGroup);\n }\n\n // Add the status bar.\n var status_bar = document.createElement('span');\n status_bar.classList = 'mpl-message pull-right';\n toolbar.appendChild(status_bar);\n this.message = status_bar;\n\n // Add the close button to the window.\n var buttongrp = document.createElement('div');\n buttongrp.classList = 'btn-group inline pull-right';\n button = document.createElement('button');\n button.classList = 'btn btn-mini btn-primary';\n button.href = '#';\n button.title = 'Stop Interaction';\n button.innerHTML = '';\n button.addEventListener('click', function (_evt) {\n fig.handle_close(fig, {});\n });\n button.addEventListener(\n 'mouseover',\n on_mouseover_closure('Stop Interaction')\n );\n buttongrp.appendChild(button);\n var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n titlebar.insertBefore(buttongrp, titlebar.firstChild);\n};\n\nmpl.figure.prototype._remove_fig_handler = function (event) {\n var fig = event.data.fig;\n if (event.target !== this) {\n // Ignore bubbled events from children.\n return;\n }\n fig.close_ws(fig, {});\n};\n\nmpl.figure.prototype._root_extra_style = function (el) {\n el.style.boxSizing = 'content-box'; 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