3

首先让我说 Python 的 ggplot 是一个伟大的开始，并感谢开发人员投入的工作。目前我在同一个情节上有两个主要问题。如果我绘制 8 只或更少的股票，图像看起来不错，只是图例超出了图形区域（问题 1）。如果我绘制超过 8 只股票，则该图会触发一些明显不代表数据的不稳定线。此外，图例不会调整大小，而是省略了额外的股票代码（问题 2）。任何帮助表示赞赏。谢谢！

体面的情节代码：

import datetime
from ggplot import *
import pandas.io.data as web
import pandas as pd
import numpy as np

start = datetime.datetime(2014,1,1)
end = datetime.datetime(2014, 3,19)

stocks = ['APO','AVG','FI','ANIK','CELG','PACW','CBOE','BIIB']

stockData = {}
for ticker in stocks:
    stockData[ticker] = web.get_data_yahoo(ticker, start, end)

price = pd.DataFrame({tic: data['Adj Close'] for tic, data in stockData.iteritems()})

returns = price.pct_change()
returns = returns.apply(cumsum)

rt = returns.index
returns['Date'] = rt


# plotting the cum performance for each security

ret = pd.melt(returns, id_vars='Date') 
plot = ggplot(aes(x='Date', y='value', color='variable'),data=ret) +geom_line()

# plotting the equity curve of the theoretical portfolio

zt = returns
del zt['Date']
zt = zt.apply(np.sum, axis=1)
z = pd.DataFrame(zt, index=zt.index)
z['Date'] = rt
z.columns = ['equity curve', 'Date']


ret2 = pd.melt(z, id_vars='Date') 
plot2 = ggplot(aes(x='Date', y='value'),data=ret2) +geom_line()

print plot
print plot2

错误的情节代码：

import datetime
from ggplot import *
import pandas.io.data as web
import pandas as pd
import numpy as np

start = datetime.datetime(2014,1,1)
end = datetime.datetime(2014, 3,19)

stocks = ['APO','AVG','FI','ANIK','CELG','PACW','CBOE','BIIB','ISIS', 'SDRL'] # <-- notice two additional tickers

stockData = {}
for ticker in stocks:
    stockData[ticker] = web.get_data_yahoo(ticker, start, end)

price = pd.DataFrame({tic: data['Adj Close'] for tic, data in stockData.iteritems()})

returns = price.pct_change()
returns = returns.apply(cumsum)

rt = returns.index
returns['Date'] = rt


# plotting the cum performance for each security

ret = pd.melt(returns, id_vars='Date') 
plot = ggplot(aes(x='Date', y='value', color='variable'),data=ret) +geom_line()

# plotting the equity curve of the theoretical portfolio

zt = returns
del zt['Date']
zt = zt.apply(np.sum, axis=1)
z = pd.DataFrame(zt, index=zt.index)
z['Date'] = rt
z.columns = ['equity curve', 'Date']


ret2 = pd.melt(z, id_vars='Date') 
plot2 = ggplot(aes(x='Date', y='value'),data=ret2) +geom_line()

print plot
print plot2
4

1 回答 1

2

对于问题 2，这是因为ggplot颜色用完了，您可以添加更多颜色来解决问题，只需在代码开头添加以下代码：

import ggplot as gg
gg.colors.COLORS.extend(["#ff0000", "#00ff00", "#0000ff"])

对于问题1，似乎我们需要在创建图形后放置图例：

ret = pd.melt(returns, id_vars='Date').dropna()
plot = ggplot(aes(x='Date', y='value', color='variable'), data=ret) +geom_line()
fig = plot.draw()
ax = fig.axes[0]
offbox = ax.artists[0]
offbox.set_bbox_to_anchor((1, 0.5), ax.transAxes)

结果如下：

在此处输入图像描述

于 2014-03-21T10:15:47.530 回答