用python编写指标和以往熟悉的文华，博弈大师等有很大的区别，你写的代码最终在图形上是什么样子，看一看才能心安。
于是有了下面这段代码：
from datetime import datetime
from typing import Dict
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.database import database_manager
from vnpy.app.cta_strategy import ArrayManager
from vnpy.chart import ChartWidget, VolumeItem, CandleItem
import pyqtgraph as pg
from vnpy.trader.ui import create_qapp, QtCore, QtGui
from vnpy.trader.object import BarData
from vnpy.chart.manager import BarManager
class ZB(CandleItem):
"""自定义指标显示"""
def __init__(self, manager: BarManager):
""""""
super().__init__(manager)
self.blue_pen: QtGui.QPen = pg.mkPen(color=(100, 100, 255), width=2)
self.sma_data: Dict[int, float] = {}
def get_sma_value(self, ix: int) -> float:
""""""
if ix < 0:
return 0
if not self.sma_data:
bars = self._manager.get_all_bars()
sma_array = [bar.down_line for bar in bars]
for n, value in enumerate(sma_array):
self.sma_data[n] = value
if ix in self.sma_data:
return self.sma_data[ix]
sma_value = sma_array[-1]
return sma_value
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
sma_value = self.get_sma_value(ix)
last_sma_value = self.get_sma_value(ix - 1)
# Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# Set painter color
painter.setPen(self.blue_pen)
# Draw Line
start_point = QtCore.QPointF(ix-1, last_sma_value)
end_point = QtCore.QPointF(ix, sma_value)
painter.drawLine(start_point, end_point)
# Finish
painter.end()
return picture
def get_info_text(self, ix: int) -> str:
""""""
if ix in self.sma_data:
sma_value = self.sma_data[ix]
text = f"ZB {sma_value:.2f}"
else:
text = "ZB -"
return text
class ZB2(CandleItem):
"""自定义指标显示"""
def __init__(self, manager: BarManager):
""""""
super().__init__(manager)
self.blue_pen: QtGui.QPen = pg.mkPen(color=(100, 100, 255), width=2)
self.sma_data: Dict[int, float] = {}
def get_sma_value(self, ix: int) -> float:
""""""
if ix < 0:
return 0
if not self.sma_data:
bars = self._manager.get_all_bars()
sma_array = [bar.up_line for bar in bars]
for n, value in enumerate(sma_array):
self.sma_data[n] = value
if ix in self.sma_data:
return self.sma_data[ix]
sma_value = sma_array[-1]
return sma_value
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
sma_value = self.get_sma_value(ix)
last_sma_value = self.get_sma_value(ix - 1)
# Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# Set painter color
painter.setPen(self.blue_pen)
# Draw Line
start_point = QtCore.QPointF(ix-1, last_sma_value)
end_point = QtCore.QPointF(ix, sma_value)
painter.drawLine(start_point, end_point)
# Finish
painter.end()
return picture
def get_info_text(self, ix: int) -> str:
""""""
if ix in self.sma_data:
sma_value = self.sma_data[ix]
text = f"ZB {sma_value:.2f}"
else:
text = "ZB -"
return text
if __name__ == "__main__":
app = create_qapp()
symbol = "CL-20210322-USD-FUT"
exchange = Exchange.NYMEX
interval = Interval.MINUTE_30
start = datetime(2021, 1, 1)
end = datetime(2022, 1, 1)
bars = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end
)
am = ArrayManager(50)
new_data = bars[:]
line_up = []
line_down = []
while new_data :
bar = new_data.pop(0)
am.update_bar(bar)
up, down = am.boll(20,2)
line_up.append(up)
line_down.append(down) #这里调用合适的公式就好了
print("K线数量是", len(bars), "指标数据是", len(line_up))
i = 0
while line_down :
bars[i].down_line = line_down.pop(0)
bars[i].up_line = line_up.pop(0)
i = i + 1
print("共处理了", i, "数据")
widget = ChartWidget()
widget.add_plot("candle", hide_x_axis=True)
widget.add_plot("volume", maximum_height=250)
widget.add_item(CandleItem, "candle", "candle")
widget.add_item(VolumeItem, "volume", "volume")
widget.add_item(ZB, "ZB", "candle")
widget.add_item(ZB2, "ZB2", "candle")
widget.add_cursor()
history = bars
widget.update_history(history)
def update_bar():
bar = new_data.pop(0)
widget.update_bar(bar)
timer = QtCore.QTimer()
timer.timeout.connect(update_bar)
widget.show()
app.exec_()因为我使用的盈透可以随时下载各种周期的历史数据，所以我只要下载然后存在数据库中。直接用代码读取就可以看见最新的k线。
如果你需要下载盈透的数据，可以参考我的上一个帖子。
https://www.vnpy.com/forum/topic/6123-ying-tou-jie-kou-xia-zai-5fen-zhong-xian-bing-xian-shi-tu-biao?page=1#pid21676
其他的接口我不熟。
