增加vectorbt绘图

PairsTradingSimple.py

@@ -293,9 +293,11 @@ try:
     print("\n绘制组合总价值变化...")
     try:
         fig = portfolio_value.vbt.plot(
-            title='配对交易组合总价值',
-            xlabel='日期',
-            ylabel='组合价值'
+            title='配对交易组合总价值'
+        )
+        fig.update_layout(
+            xaxis_title='日期',
+            yaxis_title='组合价值'
         )
         fig.show()
     except Exception as e:
@@ -309,9 +311,11 @@ try:
         if hasattr(cumulative_returns, 'columns') and len(cumulative_returns.columns) > 1:
             cumulative_returns = cumulative_returns.mean(axis=1)
         fig = cumulative_returns.vbt.plot(
-            title='配对交易累积收益率',
-            xlabel='日期',
-            ylabel='累积收益'
+            title='配对交易累积收益率'
+        )
+        fig.update_layout(
+            xaxis_title='日期',
+            yaxis_title='累积收益'
         )
         fig.show()
     except Exception as e:
@@ -324,9 +328,11 @@ try:
         if hasattr(drawdown, 'columns') and len(drawdown.columns) > 1:
             drawdown = drawdown.mean(axis=1)
         fig = drawdown.vbt.plot(
-            title='配对交易回撤分析',
-            xlabel='日期',
-            ylabel='回撤'
+            title='配对交易回撤分析'
+        )
+        fig.update_layout(
+            xaxis_title='日期',
+            yaxis_title='回撤'
         )
         fig.show()
     except Exception as e:
@@ -340,10 +346,12 @@ try:
         if hasattr(monthly_returns, 'columns') and len(monthly_returns.columns) > 1:
             monthly_returns = monthly_returns.mean(axis=1)
         fig = monthly_returns.vbt.heatmap(
-            xaxis_title='年份',
-            yaxis_title='月份',
             title='配对交易月度收益热力图'
         )
+        fig.update_layout(
+            xaxis_title='年份',
+            yaxis_title='月份'
+        )
         fig.show()
     except Exception as e:
         print(f"月度收益热力图绘制失败: {e}")
@@ -396,18 +404,22 @@ try:
         # 中芯国际持仓
         holdings_smic = portfolio['00981'].holdings
         fig1 = holdings_smic.vbt.plot(
-            title='中芯国际持仓变化',
-            xlabel='日期',
-            ylabel='持仓价值'
+            title='中芯国际持仓变化'
+        )
+        fig1.update_layout(
+            xaxis_title='日期',
+            yaxis_title='持仓价值'
         )
         fig1.show()
         
         # 华虹半导体持仓
         holdings_hhic = portfolio['01347'].holdings
         fig2 = holdings_hhic.vbt.plot(
-            title='华虹半导体持仓变化',
-            xlabel='日期',
-            ylabel='持仓价值'
+            title='华虹半导体持仓变化'
+        )
+        fig2.update_layout(
+            xaxis_title='日期',
+            yaxis_title='持仓价值'
         )
         fig2.show()
     except Exception as e:
@@ -421,14 +433,35 @@ try:
         if hasattr(cash, 'columns') and len(cash.columns) > 1:
             cash = cash.iloc[:, 0]
         fig = cash.vbt.plot(
-            title='配对交易现金余额变化',
-            xlabel='日期',
-            ylabel='现金余额'
+            title='配对交易现金余额变化'
+        )
+        fig.update_layout(
+            xaxis_title='日期',
+            yaxis_title='现金余额'
         )
         fig.show()
     except Exception as e:
         print(f"现金变化绘制失败: {e}")
     
+    # 10. 资产配置比例
+    print("\n绘制资产配置比例...")
+    try:
+        # 计算各资产权重
+        asset_value = portfolio.asset_value()
+        total_value = portfolio.value()
+        weights = asset_value.div(total_value, axis=0).fillna(0)
+        
+        fig = weights.vbt.areaplot(
+            title='资产配置比例变化'
+        )
+        fig.update_layout(
+            xaxis_title='日期',
+            yaxis_title='权重'
+        )
+        fig.show()
+    except Exception as e:
+        print(f"资产配置比例绘制失败: {e}")
+    
     # 显示交易记录
     non_zero_size = size[(size != 0).any(axis=1)]
     print(f"\n非零交易数量: {len(non_zero_size)}")