这是不使用的示例
matplotlib.collections.LineCollection。这个想法是首先确定交叉点，然后
plot通过groupby使用函数。
import pandas as pdimport numpy as npimport matplotlib.pyplot as plt# simulate data# =============================np.random.seed(1234)df = pd.Dataframe({'px_last': 100 + np.random.randn(1000).cumsum()}, index=pd.date_range('2010-01-01', periods=1000, freq='B'))df['50dma'] = pd.rolling_mean(df['px_last'], window=50)df['200dma'] = pd.rolling_mean(df['px_last'], window=200)df['label'] = np.where(df['50dma'] > df['200dma'], 1, -1)# plot# =============================df = df.dropna(axis=0, how='any')fig, ax = plt.subplots()def plot_func(group): global ax color = 'r' if (group['label'] < 0).all() else 'g' lw = 2.0 ax.plot(group.index, group.px_last, c=color, linewidth=lw)df.groupby((df['label'].shift() * df['label'] < 0).cumsum()).apply(plot_func)# add ma linesax.plot(df.index, df['50dma'], 'k--', label='MA-50')ax.plot(df.index, df['200dma'], 'b--', label='MA-200')ax.legend(loc='best')
