draw.py 16 KB
Newer Older
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
1 2 3 4 5 6 7 8
# -*- encoding: utf-8 -*-
# -----------------------------------------------------------------------------
# @File Name  : draw.py
# @Time       : 2020/11/19 上午10:51
# @Author     : X. Peng
# @Email      : acepengxiong@163.com
# @Software   : PyCharm
# -----------------------------------------------------------------------------
9 10 11 12
import base64
from urllib import parse

from io import BytesIO
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
13 14 15

import numpy as np
import matplotlib.pyplot as plt
16
from matplotlib import ticker
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
17 18 19
from matplotlib.ticker import FuncFormatter
from matplotlib.font_manager import FontProperties

20
# 中文字体初始化
21
plt.rcParams['font.sans-serif']=['Heiti TC']
22

pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
23 24

def to_percent(temp, position):
25
    return '%.2f' % temp + '%'
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
26

27 28 29

def draw_month_return_chart(xlabels, product_list, cumulative):
    """月度回报表现图"""
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
30

31 32
    # plt.title('Scores by group and gender')
    # plt.ylabel('Scores')
33
    figsize = (24, 12)
34
    # 标签文字大小
35
    fontsize = 15
36
    # 初始化
37
    fig = plt.figure(figsize=figsize)
38
    ax1 = fig.add_subplot(111)
39
    ax2 = ax1.twinx()
40 41
    max_x_count = max([x['data'].size for x in product_list])
    loc = np.arange(max_x_count)  # the x locations for the groups
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
42
    width = 0.35  # the width of the bars: can also be len(x) sequence
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
43
    color_list = ['#B0B0B0', '#6C71AA', '#E1BC95', '#F9DBB8']
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
44

45 46 47
    # 坐标轴
    ax1.tick_params(labelsize=fontsize)
    ax2.tick_params(labelsize=fontsize)
48

49
    # 坐标轴颜色
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
50
    ax2.tick_params(axis='y', colors='#D40000')
51 52
    ax1.set_xticks(loc)
    ax1.set_xticklabels(xlabels)
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
53
    # ax1.yaxis.set_major_formatter(FuncFormatter(to_percent))
54
    ax2.yaxis.set_major_formatter(FuncFormatter(to_percent))
55 56 57 58
    # temp_rate = np.zeros(max_x_count)
    # for i in range(len(product_list)):
    #     temp_rate += product_list[i]['data']
    # max_rate = np.max(np.hstack((temp_rate, cumulative['data'])))
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
59
    # ax2.set_ylim(0, max_rate + 15)
60 61

    # 柱状图
62 63 64 65 66 67 68 69 70
    prod_legend = []
    for i in range(len(product_list)):
        ax = None
        bottom = np.zeros(max_x_count)
        if i == 0:
            ax = ax1.bar(loc, product_list[i]['data'], width, color=color_list[i], alpha=0.8)
        else:
            for j in range(i):
                bottom = bottom + product_list[j]['data']
71 72 73 74
            if i < len(color_list):
                ax = ax1.bar(loc, product_list[i]['data'], width, bottom=bottom, color=color_list[i], alpha=0.8)
            else:
                ax = ax1.bar(loc, product_list[i]['data'], width, bottom=bottom, alpha=0.8)
75 76
        for a, b in zip(range(len(xlabels)), product_list[0]['data']):
            if b > 0:
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
77
                ax1.text(a, b+0.1, '%.2f万' % b, ha='center', va='bottom', fontsize=fontsize)
78
            elif b < 0:
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
79
                ax1.text(a, b-0.1, '%.2f万' % b, ha='center', va='top', fontsize=fontsize)
80
        prod_legend.append(ax[0])
81 82 83
    ax1.legend(prod_legend, [prod['name'] for prod in product_list], loc='upper left', fontsize=fontsize)

    # 画折线图
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
84
    ax2.plot(loc, cumulative['data'], color='#D40000', marker='.', linewidth=3, label=cumulative['name'])
85 86
    # 添加数字标签
    for a, b in zip(range(len(xlabels)), cumulative['data']):
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
87
        ax2.text(a+0.2, b + 0.1, '%.2f' % b + '%', ha='center', va='bottom', fontsize=fontsize, color='#D40000')
88 89
    ax2.legend(loc='upper center', fontsize=fontsize)

90 91
    # plt.show()
    imgdata = BytesIO()
李宗熹's avatar
李宗熹 committed
92
    fig.savefig(imgdata, format='png', bbox_inches='tight')
93 94 95
    imgdata.seek(0)  # rewind the data
    month_return_img = 'data:image/png;base64,' + base64.b64encode(imgdata.getvalue()).decode('utf-8')
    return month_return_img
96 97 98 99 100 101 102


def draw_contribution_chart(xlabels, product_list, cumulative):
    """贡献分解图"""

    # plt.title('Scores by group and gender')
    # plt.ylabel('Scores')
李宗熹's avatar
李宗熹 committed
103
    figsize = (25, 12)
104 105 106 107
    # 标签文字大小
    fontsize = 22
    # 初始化
    fig = plt.figure(figsize=figsize)
赵杰's avatar
赵杰 committed
108
    ax1 = fig.add_subplot(111)
109 110 111 112
    ax2 = ax1.twiny()
    max_x_count = max([x['data'].size for x in product_list])
    loc = np.arange(max_x_count)  # the x locations for the groups
    width = 0.35  # the width of the bars: can also be len(x) sequence
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
113
    color_list = ['#333333', '#928C8C', '#F9A3A3', '#FFDBDB']
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
114

115
    # 坐标轴
116
    ax1.tick_params(labelsize=fontsize)
117
    ax1.set_xticks(loc)
118 119
    ax1.set_xticklabels(xlabels)
    ax1.yaxis.set_major_formatter(FuncFormatter(to_percent))
李宗熹's avatar
李宗熹 committed
120 121 122 123
    # temp_rate = np.zeros(max_x_count)
    # for i in range(len(product_list)):
    #     temp_rate += product_list[i]['data']
    # max_rate = np.max(np.hstack((temp_rate, cumulative['data'])))
124
    ax2.set_xticks([])
李宗熹's avatar
李宗熹 committed
125
    # ax2.set_ylim(0, max_rate + 10)
126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141

    # 堆叠柱状图
    prod_legend = []
    for i in range(len(product_list)):
        ax = None
        bottom = np.zeros(max_x_count)
        if i == 0:
            ax = ax1.bar(loc, product_list[i]['data'], width, color=color_list[i], alpha=0.8)
        else:
            for j in range(i):
                bottom = bottom + product_list[j]['data']
            if i < len(color_list):
                ax = ax1.bar(loc, product_list[i]['data'], width, bottom=bottom, color=color_list[i], alpha=0.8)
            else:
                ax = ax1.bar(loc, product_list[i]['data'], width, bottom=bottom, alpha=0.8)
        prod_legend.append(ax[0])
李宗熹's avatar
李宗熹 committed
142
    ax1.legend(prod_legend, [prod['name'] for prod in product_list], bbox_to_anchor=(0.9, -0.1), ncol=4, fontsize=fontsize)
143 144

    # 画折线图
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
145
    ax2.plot(loc, cumulative['data'], color='#B40A15', marker='', linewidth=3, label=cumulative['name'])
146 147
    ax2.legend(loc='upper left', fontsize=fontsize)

李宗熹's avatar
李宗熹 committed
148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218
    imgdata = BytesIO()
    fig.savefig(imgdata, format='png', bbox_inches='tight')
    imgdata.seek(0)  # rewind the data
    month_return_img = 'data:image/png;base64,' + base64.b64encode(imgdata.getvalue()).decode('utf-8')
    return month_return_img

# def draw_contribution_chart(xlabels, product_list, cumulative):
#     """贡献分解图"""
#
#     # plt.title('Scores by group and gender')
#     # plt.ylabel('Scores')
#     figsize = (25, 12)
#     # 标签文字大小
#     fontsize = 22
#     # 初始化
#     fig = plt.figure(figsize=figsize)
#     ax1 = fig.add_subplot()
#     ax2 = ax1.twiny()
#     max_x_count = max([x['data'].size for x in product_list])
#     loc = np.arange(max_x_count)  # the x locations for the groups
#     width = 0.35  # the width of the bars: can also be len(x) sequence
#     color_list = ['#222A77', '#6C71AA', '#E1BC95', '#F9DBB8']
#
#     # 坐标轴
#     ax1.tick_params(labelsize=fontsize)
#     ax1.set_xticks(loc)
#     ax1.set_xticklabels(xlabels)
#     ax1.yaxis.set_major_formatter(FuncFormatter(to_percent))
#     # temp_rate = np.zeros(max_x_count)
#     # for i in range(len(product_list)):
#     #     temp_rate += product_list[i]['data']
#     # max_rate = np.max(np.hstack((temp_rate, cumulative['data'])))
#     ax2.set_xticks([])
#     # ax2.set_ylim(0, max_rate + 10)
#
#     # 堆叠柱状图
#     prod_legend = []
#     for i in range(len(product_list)):
#         ax = None
#         for j in range(len(product_list[i]['data'])):
#             product_list[i]['bottom'] = product_list[i].get('bottom', 0)
#             product_list[i]['bottom_neg'] = product_list[i].get('bottom_neg', 0)
#             if j > 0:
#                 product_list[i]['bottom'] += product_list[i].get('bottom', 0)
#                 product_list[i]['bottom_neg'] += product_list[i].get('bottom_neg', 0)
#             if i < len(color_list):
#                 for x in loc:
#                     if product_list[i]['data'][x] >= 0:
#                         ax = ax1.bar(x, product_list[i]['data'][x], width, bottom=product_list[i]['bottom'], color=color_list[i], alpha=0.8)
#                     else:
#                         ax = ax1.bar(x, product_list[i]['data'][x], width, bottom=product_list[i]['bottom_neg'],
#                                      color=color_list[i], alpha=0.8)
#             else:
#                 for x in loc:
#                     if product_list[i]['data'][x] >= 0:
#                         ax = ax1.bar(x, product_list[i]['data'][x], width, bottom=product_list[i]['bottom'], alpha=0.8)
#                     else:
#                         ax = ax1.bar(x, product_list[i]['data'][x], width, bottom=product_list[i]['bottom_neg'], alpha=0.8)
#         prod_legend.append(ax[0])
#     # ax1.legend(prod_legend, [prod['name'] for prod in product_list], bbox_to_anchor=(0.9, -0.1), ncol=4, fontsize=fontsize)
#
#     # 画折线图
#     ax2.plot(loc, cumulative['data'], color='#C6A774', marker='', linewidth=3, label=cumulative['name'])
#     ax2.legend(loc='upper left', fontsize=fontsize)
#
#     plt.show()
#     # imgdata = BytesIO()
#     # fig.savefig(imgdata, format='png', bbox_inches='tight')
#     # imgdata.seek(0)  # rewind the data
#     # month_return_img = 'data:image/png;base64,' + base64.b64encode(imgdata.getvalue()).decode('utf-8')
#     # return month_return_img
219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255


def draw_comment_chart(xlabels, source_prod, target_prod):
    """个基点评图"""
    figsize = (20, 12)
    # 标签文字大小
    fontsize = 22
    # 初始化
    fig = plt.figure(figsize=figsize)
    ax1 = fig.add_subplot()
    ax2 = ax1.twiny()
    # ax = plt.gca()  # gca:get current axis得到当前轴
    # ax.spines['bottom'].set_position(('data', 0))  # data表示通过值来设置x轴的位置,将x轴绑定在y=0的位置
    product_list = [source_prod, target_prod]
    max_x_count = max([x['data'].size for x in product_list])
    loc = np.arange(max_x_count)  # the x locations for the groups

    # 坐标轴
    ax1.tick_params(labelsize=fontsize)
    ax2.tick_params(labelsize=fontsize)
    ax1.set_xticks(loc)
    ax1.set_xticklabels(xlabels)
    ax1.yaxis.set_major_formatter(FuncFormatter(to_percent))
    max_rate = np.max(np.hstack((source_prod['data'], target_prod['data'])))
    ax2.set_xticks([])

    # 个基折线图
    ax1.plot(loc, source_prod['data'], color='#C6A774', marker='', linewidth=3, label=source_prod['name'])
    ax1.legend(loc='upper left', fontsize=fontsize)

    # 指数折线图
    ax2.plot(loc, target_prod['data'], color='black', marker='', linewidth=3, label=target_prod['name'])
    ax2.legend(loc='upper center', fontsize=fontsize)

    plt.show()


pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294
def draw_old_combination_chart(xlabels, origin_combination, index):
    """旧组合对比图"""
    figsize = (20, 12)
    # 标签文字大小
    fontsize = 22
    # 初始化
    fig = plt.figure(figsize=figsize)
    ax1 = fig.add_subplot(111)
    ax3 = ax1.twiny()
    # ax = plt.gca()  # gca:get current axis得到当前轴
    # ax.spines['bottom'].set_position(('data', 0))  # data表示通过值来设置x轴的位置,将x轴绑定在y=0的位置
    product_list = [origin_combination, index]
    max_x_count = max([x['data'].size for x in product_list])
    loc = np.arange(max_x_count)  # the x locations for the groups

    # 坐标轴
    ax1.tick_params(labelsize=fontsize)
    ax3.tick_params(labelsize=fontsize)
    ax1.set_xticks(loc)
    ax1.set_xticklabels(xlabels)
    ax1.yaxis.set_major_formatter(FuncFormatter(to_percent))
    ax3.set_xticks([])

    # 新组合折线图
    ax1.plot(loc, origin_combination['data'], color='#C6A774', marker='', linewidth=3, label=origin_combination['name'])
    ax1.legend(loc='upper left', fontsize=fontsize)

    # 指数折线图
    ax3.plot(loc, index['data'], color='black', marker='', linewidth=3, label=index['name'])
    ax3.legend(loc='upper right', fontsize=fontsize)

    # plt.show()
    imgdata = BytesIO()
    fig.savefig(imgdata, format='png', bbox_inches='tight')
    imgdata.seek(0)  # rewind the data
    return_compare_img = 'data:image/png;base64,' + base64.b64encode(imgdata.getvalue()).decode('utf-8')
    return return_compare_img


295
def draw_combination_chart(xlabels, new_combination, origin_combination, index):
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
296
    """新组合对比图"""
297 298 299 300 301
    figsize = (20, 12)
    # 标签文字大小
    fontsize = 22
    # 初始化
    fig = plt.figure(figsize=figsize)
302
    ax1 = fig.add_subplot(111)
303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321
    ax2 = ax1.twiny()
    ax3 = ax1.twiny()
    # ax = plt.gca()  # gca:get current axis得到当前轴
    # ax.spines['bottom'].set_position(('data', 0))  # data表示通过值来设置x轴的位置,将x轴绑定在y=0的位置
    product_list = [origin_combination, new_combination, index]
    max_x_count = max([x['data'].size for x in product_list])
    loc = np.arange(max_x_count)  # the x locations for the groups

    # 坐标轴
    ax1.tick_params(labelsize=fontsize)
    ax2.tick_params(labelsize=fontsize)
    ax3.tick_params(labelsize=fontsize)
    ax1.set_xticks(loc)
    ax1.set_xticklabels(xlabels)
    ax1.yaxis.set_major_formatter(FuncFormatter(to_percent))
    ax2.set_xticks([])
    ax3.set_xticks([])

    # 新组合折线图
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
322
    ax1.plot(loc, new_combination['data'], color='#C6A774', marker='', linewidth=3, label=new_combination['name'])
323 324 325
    ax1.legend(loc='upper left', fontsize=fontsize)

    # 原组合折线图
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
326
    ax2.plot(loc, origin_combination['data'], color='#222A77', marker='', linewidth=3, label=origin_combination['name'])
327 328 329 330 331
    ax2.legend(loc='upper center', fontsize=fontsize)

    # 指数折线图
    ax3.plot(loc, index['data'], color='black', marker='', linewidth=3, label=index['name'])
    ax3.legend(loc='upper right', fontsize=fontsize)
pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
332

333 334 335 336 337 338
    # plt.show()
    imgdata = BytesIO()
    fig.savefig(imgdata, format='png', bbox_inches='tight')
    imgdata.seek(0)  # rewind the data
    return_compare_img = 'data:image/png;base64,' + base64.b64encode(imgdata.getvalue()).decode('utf-8')
    return return_compare_img
339 340


pengxiong@wealthgrow.cn's avatar
pengxiong@wealthgrow.cn committed
341
if __name__ == '__main__':
342 343 344 345 346
    # xlabels = ('2020-1', '2020-2', '2020-3', '2020-4', '2020-5', '2020-6', '2020-7', '2020-8', '2020-9', '2020-10', '2020-11', '2020-12')
    # product = {'name': '月度回报率', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    # contrast = {'name': '同比上涨', 'data': np.array([10, 50, 120, 100, 36, 0, 50, 120, 100, 36, 23, 98])}
    # draw_month_return_chart(xlabels, [product], contrast)

李宗熹's avatar
李宗熹 committed
347 348 349 350 351 352 353 354 355 356 357 358
    xlabels = ('2020-1', '2020-2', '2020-3', '2020-4', '2020-5', '2020-6', '2020-7', '2020-8', '2020-9', '2020-10', '2020-11', '2020-12')
    product1 = {'name': '塞亚成长1号', 'data': np.array([-10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    product2 = {'name': '塞亚成长2号', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    product3 = {'name': '塞亚成长3号', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    product4 = {'name': '塞亚成长4号', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    product5 = {'name': '塞亚成长5号', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    product6 = {'name': '塞亚成长6号', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    product7 = {'name': '塞亚成长7号', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    product8 = {'name': '塞亚成长8号', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    product_list = [product1, product2, product3, product4, product5, product6, product7, product8]
    cumulative = {'name': '总收益', 'data': np.array([10, 50, 120, 100, 36, 0, 50, 120, 100, 36, 23, 98])}
    draw_contribution_chart(xlabels, product_list, cumulative)
359 360 361 362 363 364

    # xlabels = ('2020-1', '2020-2', '2020-3', '2020-4', '2020-5', '2020-6', '2020-7', '2020-8', '2020-9', '2020-10', '2020-11', '2020-12')
    # source_prod = {'name': '远澜银杏1号', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    # target_prod = {'name': '上证指数', 'data': np.array([-10, 10, 5, 55, 24, 10, 20, 8, 10, 31, 40, 32])}
    # draw_comment_chart(xlabels, source_prod, target_prod)

李宗熹's avatar
李宗熹 committed
365 366 367 368 369
    # xlabels = ('2020-1', '2020-2', '2020-3', '2020-4', '2020-5', '2020-6', '2020-7', '2020-8', '2020-9', '2020-10', '2020-11', '2020-12')
    # new_combination = {'name': '新组合', 'data': np.array([20, 30, 40, 50, 60, 20, 30, 40, 50, 60, 50, 60])}
    # origin_combination = {'name': '原组合', 'data': np.array([10, 20, 30, 40, 50, 10, 20, 30, 40, 50, 40, 50])}
    # index = {'name': '上证指数', 'data': np.array([-10, 10, 5, 55, 24, 10, 20, 8, 10, 31, 40, 32])}
    # draw_combination_chart(xlabels, new_combination, origin_combination, index)