STK参数分析

# -*- coding: utf-8 -*-
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.font_manager import FontProperties

data = np.loadtxt('data.txt')
xx = data[:,5]
yy = data[:,3]
unit = 100
sumx = 0.0
sumy = 0.0
x = []
y = []
for i in range(unit):
        sumx += xx[i]
        sumy += yy[i]
for i in range(unit, len(xx)):
        sumx += xx[i] - xx[i-unit]
        sumy += yy[i] - yy[i-unit]
        x.append(sumx/unit)
        y.append(sumy/unit)
plt.plot(x, y)
plt.xlim(min(x),20)
plt.ylim(min(y),max(y))
font = FontProperties(fname=r'c:\windows\fonts\Simsun.ttc',size=14)
plt.xlabel(u'参数', fontproperties=font)
plt.ylabel(u'收益', fontproperties=font)
plt.title(u'参数收益关系图(均数=100)', fontproperties=font)
plt.plot(np.linspace(min(x),max(x),100), np.linspace(0.68,0.68,100), 'r--')
plt.show()