Julia: 用PyPlot画Arrow以及策略信号的表达

在策略信号中，经常用到箭头来表达开仓和平仓（多、空）等信息图标。如果能在图中具体展示出来，是一个很直观的表达，有利于对择时的更精准的理解和对比。

一、如何画上下箭头？
具体来说，就是arrow函数。

相关参数如下：
arrow(x, y, dx, dy, **kwargs)，是指画坐标 从(x, y) 到 (x + dx, y + dy).的箭头。
其中，常见的参数（举例）有（以下参数填写可以乱序）：
（1）head_width=0.01，=>箭头的宽度，注意：需要和X轴的坐标要相匹配
（2）width=0.00015, =>箭头下面条状的宽度，注意同上
（3）head_length=0.07, =>箭头的长度，注意：和Y轴的坐标要相匹配
（4）overhang=0.5,=>越小，箭头更象实三角形，填充更饱满；反之填充更少。
（5）head_starts_at_zero=”true”,
（6）facecolor=”red” =>箭头的配色
（7）length_includes_head:=”true”; =>如何你不想尾巴很长，可以通过这个来控制一下。
（8）shape=”full”; 左偏(left)或右偏(right)，或正中（full）

相应官方说明如下：

Constructor arguments
width: float (default: 0.001)
       width of full arrow tail
length_includes_head: [True | False] (default: False)
      True if head is to be counted in calculating the length.
head_width: float or None (default: 3*width)
      total width of the full arrow head
head_length: float or None (default: 1.5 * head_width)
      length of arrow head
shape: [‘full’, ‘left’, ‘right’] (default: ‘full’)
      draw the left-half, right-half, or full arrow
overhang: float (default: 0)
     fraction that the arrow is swept back (0 overhang means triangular shape). Can be negative or greater than one.
head_starts_at_zero: [True | False] (default: False)
     if True, the head starts being drawn at coordinate 0 instead of ending at coordinate 0.

需要注意的是：这些参数需要和X和Y轴的坐标体系相匹配，不是简单的机械的设置。
二、例子1

using PyPlot
x = [DateTime(2013,10,4):Dates.Millisecond(100):DateTime(2013,10,4,1);] # Generate time array
x = map(Float64,x)/1000/60/60/24 # Convert time from milliseconds from day 0 to days from day 0
y = sin(2*pi*collect(0:2*pi/length(x):2*pi-(2*pi/length(x))))
p = plot_date(x,y,linestyle="-",marker="None",label="Test Plot") 
arrow(x[convert(Int64,floor(length(x)/2))],
    0.4,
    0.000,
    0.1,
    head_width=0.001,
    width=0.00015,
    head_length=0.07,
    overhang=0.5,
    head_starts_at_zero="true",
    facecolor="red")

三、例子2，如果参数设置不当时
需要指出的是，同样差不多的Arrow函数参数，可能会得到不同的效果。

using PyPlot
x =1:1:20;
y =sin(2x)
plot(x,y)
arrow(5,
    -0.2,
    0.0,
    0.5,
    head_width=0.001,
    width=0.00015,
    head_length=0.07,
    overhang=0.5,
    head_starts_at_zero="true",
    facecolor="red")

箭头呢？ 对上面的参数进行一些修改：

arrow(5,
    -0.2,
    0.0,
    0.5,
    head_width=1,
    width=0.3,
    head_length=0.1,
    overhang=0.5,
    head_starts_at_zero="true",
    facecolor="red")

得到下图：

四、例子3

using PyPlot
x =1:1:20;
y =2*x
plot(x,y)
arrow(5,
    10,
    0.0,
    2,
    head_width=2,
    width=0.5,
    head_length=2,
    overhang=0.5,
    head_starts_at_zero="true",
    facecolor="red")

五、例子4、得到一个更短的箭头

x = [DateTime(2013,10,4):Dates.Millisecond(100):DateTime(2013,10,4,1);] # Generate time array
x = map(Float64,x)/1000/60/60/24 # Convert time from milliseconds from day 0 to days from day 0
y = sin(2*pi*collect(0:2*pi/length(x):2*pi-(2*pi/length(x))))
p = plot_date(x,y,linestyle="-",marker="None",label="Test Plot") 
#clf;
#close();
arrow(x[convert(Int64,floor(length(x)/2))],
    0.4,
    0.000,
    0.1,
    shape="full";
    head_width=0.001,
    width=0.00015,
    length_includes_head="true",
    head_length=0.1,
    overhang=0.5,
    head_starts_at_zero="false",
    facecolor="red")

六、例子5，得到一个更饱满的箭头

    arrow(x[convert(Int64,floor(length(x)/2))],
    0.4,
    0.000,
    0.1,
    shape="full";
    head_width=0.001,
    width=0.00015,
    length_includes_head="true",
    head_length=0.1,
    overhang=0.1,
    head_starts_at_zero="false",
    facecolor="red")

七、例子6：策略信号中的一个具体的应用

抽其中一段代码：

                if mkTime == opTime
                    dx =tradeData[j].Close * 0.005;
                    if LS>0 # open Buy
                        PyPlot.arrow(j,tradeData[j].Close *0.995,0,dx,head_width=5,facecolor="red",length_includes_head="true",head_length=2,overhang=0.1);
                        annotate("Open Buy",xy=[j,tradeData[j].Close*0.995])
                    else
                        PyPlot.arrow(j,tradeData[j].Close*1.005 ,0,-dx,head_width=5,facecolor="green",length_includes_head="true",head_length=2,overhang=0.1);
                        annotate("Open Sell",xy=[j,tradeData[j].Close * 1.005])
                    end

                elseif mkTime == clTime
                    dx =tradeData[j].Close * 0.005;
                    if LS>0
                        PyPlot.arrow(j,tradeData[j].Close*0.995 ,0,dx,head_width=5,facecolor="red",length_includes_head="true",head_length=2,overhang=0.1);
                        annotate("Close Buy",xy=[j,tradeData[j].Close*0.995])
                    else
                        PyPlot.arrow(j,tradeData[j].Close * 1.005,0,-dx,head_width=5,facecolor="green",length_includes_head="true",head_length=2,overhang=0.1);
                        annotate("Close Sell",xy=[j,tradeData[j].Close*1.005])
                    end

                end