本文整理汇总了Python中zipline.TradingAlgorithm._analyze方法的典型用法代码示例。如果您正苦于以下问题：Python TradingAlgorithm._analyze方法的具体用法？Python TradingAlgorithm._analyze怎么用？Python TradingAlgorithm._analyze使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类zipline.TradingAlgorithm的用法示例。
在下文中一共展示了TradingAlgorithm._analyze方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: TradingAlgorithm
# 需要导入模块: from zipline import TradingAlgorithm [as 别名]
# 或者: from zipline.TradingAlgorithm import _analyze [as 别名]
ax1.plot(sells.index, perf.maLong.ix[sells.index], 'v', markersize=10, color='k')
ax2 = fig.add_subplot(312)
portfolio_ratio = perf.portfolio_value/100000.0
portfolio_ratio.plot(ax=ax2, lw=2.)
ax2.plot(buys.index, portfolio_ratio.ix[buys.index], '^', markersize=10, color='m')
ax2.plot(sells.index, portfolio_ratio.ix[sells.index], 'v', markersize=10, color='k')
# ax3 = fig.add_subplot(313)
# perf.portfolio_value.plot(ax=ax3, lw=2.)
# ax3.plot(buys.index, perf.portfolio_value.ix[buys.index], '^', markersize=10, color='m')
# ax3.plot(sells.index, perf.portfolio_value.ix[sells.index], 'v', markersize=10, color='k')
pass
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)
algo._analyze = analyze
perf = algo.run(df)
perf_trans = perf.ix[[t!=[] for t in perf.transactions]]
buys = perf_trans.ix[[t[0]['amount'] > 0 for t in perf_trans.transactions]]
sells = perf_trans.ix[[t[0]['amount'] < 0 for t in perf_trans.transactions]]
investDays = validInvestDays(buys, sells, perf)
print investDays
cashes = perf.portfolio_value.ix[sells.index]
returnRatArr = returnRatioArr(cashes.values)
final_return_ratio = returnRatio(perf.portfolio_value[-1])
print '总收益率：', final_return_ratio
print '年化收益率：', annualizedReturnRatio([final_return_ratio], T=investDays, D=250.0)