November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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236
｜
第
7
章
图 7-2：实时计算的流价格数据和两个 SMA 图
同样，将流式报价数据和两个
SMA
的绘制与基于两个
SMA
的在线交易
算法的实现相结合是一个很好的练习。在这种情况下，应当实现重采样
的逻辑，因为此类交易算法几乎不会基于实时报价数据，而是基于固定
长度的柱线图（五秒钟，一分钟等）。
7.4.3
三个流的三个子图
与传统的
Plotly
图一样，基于图形小部件的流图也可以具有多个子图。下面的示例
创建具有三个子图的流图。第一个绘制实时报价数据。第二个绘制对数收益数据。
第三个绘制基于对数收益的时间序列动量。图
7-3
展示了整个图形对象的一个快照。
In [14]: from plotly.subplots import make_subplots
In [15]: f = make_subplots(rows=3, cols=1, shared_xaxes=True)
f.append_trace(go.Scatter(name='SYMBOL'), row=1, col=1)
f.append_trace(go.Scatter(name='RETURN', line=dict(width=1, dash='dot'),
mode='lines+markers', marker={'symbol': 'triangle-up'}),
row=2, col=1)
f.append_trace(go.Scatter(name='MOMENTUM', ...
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