在 Jupyter Notebook 中插入以下代码部分,以使用袖扣和离线绘图生成以下绘图:
剧情:
代码:
# imports
import plotly
from plotly import tools
import cufflinks as cf
from plotly.offline import download_plotlyjs, init_notebook_mode, plot, iplot
import pandas as pd
import numpy as np
from IPython.core.display import display, HTML
import copy
import plotly.graph_objs as go
####### PART 1 - SETUP AND SAMPLE DATA #######
# setup
display(HTML("<style>.container { width:55% !important; } .widget-select > select {background-color: gainsboro;}</style>"))
init_notebook_mode(connected=True)
np.random.seed(123)
cf.set_config_file(theme='pearl')
# Random data using cufflinks
df = cf.datagen.lines().iloc[:,0:4]
df.columns = ['StockA', 'StockB', 'StockC', 'StockD']
####### PART 2 - FUNCTION FOR MOVING AVERAGES #######
# Function for moving averages
def movingAvg(df, win, keepSource):
"""Add moving averages for all columns in a dataframe.
Arguments:
df -- pandas dataframe
win -- length of movingAvg estimation window
keepSource -- True or False for keep or drop source data in output dataframe
"""
df_temp = df.copy()
# Manage existing column names
colNames = list(df_temp.columns.values).copy()
removeNames = colNames.copy()
i = 0
for col in colNames:
# Make new names for movingAvgs
movingAvgName = colNames[i] + '_MA' #+ str(win)
# Add movingAvgs
df_temp[movingAvgName] = df[col].rolling(window=win).mean()
i = i + 1
# Remove estimates with insufficient window length
df_temp = df_temp.iloc[win:]
# Remove or keep source data
if keepSource == False:
df_temp = df_temp.drop(removeNames,1)
return df_temp
# Add moving averages to df
windowLength = 10
df = movingAvg(df=df, win=windowLength, keepSource = True)
####### PART 3 -PLOTLY RULES #######
# Structure lines / traces for the plots
# trace 1
trace1 = go.Scatter(
x=df.index,
y=df['StockA'],
name='StockA'
)
trace1_ma = go.Scatter(
x=df.index,
y=df['StockA_MA'],
name='StockA_MA'
)
# trace 2
trace2 = go.Scatter(
x=df.index,
y=df['StockB'],
name='StockB'
)
trace2_ma = go.Scatter(
x=df.index,
y=df['StockB_MA'],
name='StockB_MA'
)
# trace 3
trace3 = go.Scatter(
x=df.index,
y=df['StockC'],
name='StockC'
)
trace3_ma = go.Scatter(
x=df.index,
y=df['StockC_MA'],
name='StockC_MA'
)
# trace 4
trace4 = go.Scatter(
x=df.index,
y=df['StockD'],
name='StockD'
)
trace4_ma = go.Scatter(
x=df.index,
y=df['StockD_MA'],
name='StockD_MA'
)
# Structure traces as datasets
data1 = [trace1, trace1_ma]
data2 = [trace2, trace2_ma]
data3 = [trace3, trace3_ma]
data4 = [trace4, trace4_ma]
# Build figures
fig1 = go.Figure(data=data1)
fig2 = go.Figure(data=data2)
fig3 = go.Figure(data=data3)
fig4 = go.Figure(data=data4)
# Subplots setup and layout
figs = cf.subplots([fig1, fig2, fig3, fig4],shape=(2,2))
figs['layout'].update(height=800, width=1200,
title='Stocks with moving averages = '+ str(windowLength))
iplot(figs)