策略开发的第一步,永远是对行情数据进行画图。
from datetime import datetime
from vnpy.trader.constant import Exchange,Interval
from vnpy.trader.database import database_manager
import matplotlib.pyplot as plt
# Load history data
bars =database_manager.load_bar_data(
symbol="XBTUSD",
exchange=Exchange.BITMEX,
interval=Interval.MINUTE,
start=datetime(2017, 4, 1),
end=datetime(2019, 10, 30)
)
# Generate x, y
y = []
for bar in bars:
close_price = bar.close_price
y.append(close_price)
x = list(range(1,len(y)+1))
# Show foto
plt.figure(figsize=(40, 20))
plt.plot(x, y)
plt.show()
附:若是24小时交易,需要查看是否有缺失数据,x轴和y轴数据可以改成下面这样
# generate x, y
x=[]
y = []
for bar in bars:
time = bar.datetime
close_price = bar.close_price
x.append(time)
y.append(close_price)