init
This commit is contained in:
97
monitor.py
97
monitor.py
@@ -225,11 +225,40 @@ class Monitor(HTS):
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return data
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# ------------- Strategy -------------
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def buy_ticker_1h(self, symbol: str, data: pd.DataFrame) -> bool:
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def buy_sell_ticker_1h(self, symbol: str, data: pd.DataFrame, balances=None, is_inverse: bool = False) -> bool:
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try:
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# 기존 로직 ---------------------------------------------------
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#print('BUY: {}'.format(symbol))
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#self.sendMsg('BUY: {}'.format(symbol))
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# 신호 생성 및 최신 포인트 확인
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data = self.annotate_signals(symbol, data)
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if data['point'].iloc[-1] != 1:
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return False
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# 인버스 데이터: 매수 신호를 매도로 처리 (fall_6p, deviation40 만 허용)
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if is_inverse:
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# 허용된 인버스 매도 신호만 처리
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last_signal = str(data['signal'].iloc[-1]) if 'signal' in data.columns else ''
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if last_signal not in ['fall_6p', 'deviation40']:
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return False
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current_time = datetime.now()
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available_balance = 0
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try:
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if balances and symbol in balances:
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available_balance = float(balances[symbol].get('balance', 0))
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except Exception:
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available_balance = 0
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if available_balance <= 0:
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return False
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sell_amount = available_balance * 0.7
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_ = self.hts.sellCoinMarket(symbol, 0, sell_amount)
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if self.cooldown_file is not None:
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try:
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self.last_signal[symbol] = str(data['signal'].iloc[-1])
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except Exception:
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self.last_signal[symbol] = ''
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self.buy_cooldown.setdefault(symbol, {})['sell'] = {'datetime': current_time, 'signal': str(data['signal'].iloc[-1])}
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self._save_buy_cooldown()
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print(f"{KR_COINS[symbol]} ({symbol}) [{data['signal'].iloc[-1]} 매도], 현재가: {data['Close'].iloc[-1]:.4f}")
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self.sendMsg("[KRW-COIN]\n" + f"• 매도 [COIN] {KR_COINS[symbol]} ({symbol}): {data['signal'].iloc[-1]} ({'₩'}{data['Close'].iloc[-1]:.4f})")
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return True
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check_5_week_lowest = False
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@@ -313,44 +342,7 @@ class Monitor(HTS):
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return False
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return True
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def sell_ticker_1h(self, symbol: str, data: pd.DataFrame, balances) -> bool:
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"""Dev40(Deviation40) 매도 조건을 만족할 때만 매도 실행"""
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try:
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# 최신 캔들의 시그널이 Dev40이 아니면 매도하지 않음
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if data['signal'].iloc[-1] != 'deviation40':
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return False
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current_time = datetime.now()
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# 최근 Dev40 매도로부터 20분(1200초) 쿨다운 적용
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last_sell_dt = self.buy_cooldown.get(symbol, {}).get('sell', {}).get('datetime')
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if last_sell_dt and self.last_signal.get(symbol) == 'deviation40':
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time_diff = current_time - last_sell_dt
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if time_diff.total_seconds() < 1200:
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remain = 1200 - time_diff.total_seconds()
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print(f"{symbol}: 매도 금지 중 (남은 시간: {remain:.0f}초)")
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return False
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# 매도 수량/금액 산정 (예: 50,000 KRW 상당)
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sell_amount = balances[symbol]['balance'] * 0.7 # KRW 기준 매도 총액 혹은 수량 설정
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# 실제 매도 실행 (HTS API)
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_ = self.hts.sellCoinMarket(symbol, 0, sell_amount) # market 매도 (price 파라미터 미사용)
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# 쿨다운 및 로그 저장
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if self.cooldown_file is not None:
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self.last_signal[symbol] = 'deviation40'
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self.buy_cooldown.setdefault(symbol, {})['sell'] = {'datetime': current_time, 'signal': 'deviation40'}
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self._save_buy_cooldown()
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print(f"{KR_COINS[symbol]} ({symbol}) [Dev40 매도], 현재가: {data['Close'].iloc[-1]:.4f}, 20분간 매도 금지 시작")
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self.sendMsg("[KRW-COIN]" + "\n" + self.format_message('COIN', symbol, KR_COINS[symbol], data['Close'].iloc[-1], 'Dev40 매도'))
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except Exception as e:
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print(f"Error selling {symbol}: {str(e)}")
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return False
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return True
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def check_point(self, symbol: str, data: pd.DataFrame, simulation: bool | None = None) -> pd.DataFrame:
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def annotate_signals(self, symbol: str, data: pd.DataFrame, simulation: bool | None = None) -> pd.DataFrame:
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data = data.copy()
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data['signal'] = ''
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data['point'] = 0
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@@ -417,6 +409,27 @@ class Monitor(HTS):
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data.at[data.index[-1], 'signal'] = 'deviation1440'
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data.at[data.index[-1], 'point'] = 1
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# Deviation720 상향 돌파 매수 (92, 93)
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try:
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prev_d720 = data['Deviation720'].iloc[i - 1]
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curr_d720 = data['Deviation720'].iloc[i]
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# 92 상향 돌파
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if prev_d720 < 92 and curr_d720 >= 92:
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data.at[data.index[i], 'signal'] = 'Deviation720'
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data.at[data.index[i], 'point'] = 1
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if not simulation and data['point'][-3:].sum() > 0:
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data.at[data.index[-1], 'signal'] = 'Deviation720'
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data.at[data.index[-1], 'point'] = 1
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# 93 상향 돌파
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if prev_d720 < 93 and curr_d720 >= 93:
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data.at[data.index[i], 'signal'] = 'Deviation720'
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data.at[data.index[i], 'point'] = 1
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if not simulation and data['point'][-3:].sum() > 0:
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data.at[data.index[-1], 'signal'] = 'Deviation720'
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data.at[data.index[-1], 'point'] = 1
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except Exception:
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pass
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try:
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prev_low = data['Low'].iloc[i - 1]
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curr_close = data['Close'].iloc[i]
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@@ -23,21 +23,13 @@ class MonitorCoin (Monitor):
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if data is not None and not data.empty:
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try:
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inverseData= self.inverse_data(data)
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recent_inverseData = self.check_point(symbol, inverseData)
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if recent_inverseData['point'].iloc[-1] != 1:
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continue
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sell_success = self.sell_ticker_1h(symbol, recent_inverseData, balances)
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if not sell_success:
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continue
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recent_inverseData = self.annotate_signals(symbol, inverseData)
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if not self.buy_sell_ticker_1h(symbol, recent_inverseData, balances=balances, is_inverse=True):
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pass
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data = self.calculate_technical_indicators(data)
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recent_data = self.check_point(symbol, data)
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if recent_data['point'].iloc[-1] != 1:
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continue
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buy_success = self.buy_ticker_1h(symbol, recent_data)
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if not buy_success:
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continue
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recent_data = self.annotate_signals(symbol, data)
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_ = self.buy_sell_ticker_1h(symbol, recent_data, balances=None, is_inverse=False)
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except Exception as e:
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print(f"Error processing data for {symbol}: {str(e)}")
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@@ -24,20 +24,12 @@ class MonitorCoin (Monitor):
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if data is not None and not data.empty:
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try:
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inverseData= self.inverse_data(data)
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recent_inverseData = self.check_point(symbol, inverseData)
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if recent_inverseData['point'].iloc[-1] != 1:
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continue
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sell_success = self.sell_ticker_1h(symbol, recent_inverseData, balances)
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if not sell_success:
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continue
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recent_inverseData = self.annotate_signals(symbol, inverseData)
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_ = self.buy_sell_ticker_1h(symbol, recent_inverseData, balances=balances, is_inverse=True)
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data = self.calculate_technical_indicators(data)
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recent_data = self.check_point(symbol, data)
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if recent_data['point'].iloc[-1] != 1:
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continue
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buy_success = self.buy_ticker_1h(symbol, recent_data)
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if not buy_success:
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continue
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recent_data = self.annotate_signals(symbol, data)
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_ = self.buy_sell_ticker_1h(symbol, recent_data, balances=None, is_inverse=False)
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except Exception as e:
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print(f"Error processing data for {symbol}: {str(e)}")
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else:
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@@ -23,20 +23,12 @@ class MonitorCoin (Monitor):
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if data is not None and not data.empty:
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try:
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inverseData= self.inverse_data(data)
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recent_inverseData = self.check_point(symbol, inverseData)
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if recent_inverseData['point'].iloc[-1] != 1:
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continue
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sell_success = self.sell_ticker_1h(symbol, recent_inverseData, balances)
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if not sell_success:
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continue
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recent_inverseData = self.annotate_signals(symbol, inverseData)
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_ = self.buy_sell_ticker_1h(symbol, recent_inverseData, balances=balances, is_inverse=True)
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data = self.calculate_technical_indicators(data)
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recent_data = self.check_point(symbol, data)
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if recent_data['point'].iloc[-1] != 1:
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continue
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buy_success = self.buy_ticker_1h(symbol, recent_data)
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if not buy_success:
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continue
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recent_data = self.annotate_signals(symbol, data)
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_ = self.buy_sell_ticker_1h(symbol, recent_data, balances=None, is_inverse=False)
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except Exception as e:
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print(f"Error processing data for {symbol}: {str(e)}")
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else:
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@@ -10,3 +10,5 @@ python-dateutil
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python-telegram-bot
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finance-datareader
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psutil
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mpld3
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plotly
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560
simulation_1h.py
560
simulation_1h.py
@@ -1,18 +1,190 @@
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from dateutil.relativedelta import relativedelta
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import pandas as pd
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import yfinance as yf
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import matplotlib.pyplot as plt
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import matplotlib.dates
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import mplcursors
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import matplotlib.lines as mlines # 추가: 범례 프록시용
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plt.rcParams['font.family'] ='AppleGothic'
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plt.rcParams['axes.unicode_minus'] =False
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import plotly.graph_objs as go
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from plotly import subplots
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import plotly.io as pio
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from datetime import datetime
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pio.renderers.default = 'browser'
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from config import *
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from monitor import Monitor
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class Simulation:
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def render_plotly(self, symbol: str, interval_minutes: int, data: pd.DataFrame, inverseData: pd.DataFrame) -> None:
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fig = subplots.make_subplots(
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rows=3, cols=1,
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subplot_titles=("캔들", "이격도/거래량", "장기 이격도"),
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shared_xaxes=True, horizontal_spacing=0.03, vertical_spacing=0.03,
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row_heights=[0.6, 0.2, 0.2]
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)
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# Row 1: 캔들 + 이동평균 + 볼린저
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fig.add_trace(go.Candlestick(x=data.index, open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], name='캔들'), row=1, col=1)
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for ma_col, color in [('MA5','red'),('MA20','blue'),('MA40','green'),('MA120','purple'),('MA200','brown'),('MA240','darkred'),('MA720','cyan'),('MA1440','magenta')]:
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if ma_col in data.columns:
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fig.add_trace(go.Scatter(x=data.index, y=data[ma_col], name=ma_col, mode='lines', line=dict(color=color, width=1)), row=1, col=1)
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if 'Lower' in data.columns and 'Upper' in data.columns:
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fig.add_trace(go.Scatter(x=data.index, y=data['Lower'], name='볼린저 하단', mode='lines', line=dict(color='grey', width=1, dash='dot')), row=1, col=1)
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fig.add_trace(go.Scatter(x=data.index, y=data['Upper'], name='볼린저 상단', mode='lines', line=dict(color='grey', width=1, dash='dot')), row=1, col=1)
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# 매수 포인트
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for sig, color in [('movingaverage','red'),('deviation40','orange'),('Deviation720','blue'),('deviation1440','purple'),('fall_6p','black')]:
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pts = data[(data['point']==1) & (data['signal']==sig)]
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if len(pts)>0:
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fig.add_trace(go.Scatter(x=pts.index, y=pts['Close'], mode='markers', name=f'{sig} 매수', marker=dict(color=color, size=8, symbol='circle')), row=1, col=1)
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# 매도 포인트: inverseData의 buy 신호 중 fall_6p, deviation40만 일반 그래프 가격축에 매도로 표시
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inv_sell_pts = inverseData[(inverseData['point']==1) & (inverseData['signal'].isin(['deviation40','fall_6p']))]
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if len(inv_sell_pts)>0:
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idx = inv_sell_pts.index.intersection(data.index)
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if len(idx)>0:
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fig.add_trace(
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go.Scatter(
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x=idx,
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y=data.loc[idx, 'Close'],
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mode='markers',
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name='매도',
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marker=dict(color='orange', size=10, symbol='triangle-down')
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),
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row=1, col=1
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)
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# Row 2: 이격도 + 거래량
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for dev_col, color, width in [('Deviation5','red',1),('Deviation20','blue',1),('Deviation40','green',2),('Deviation120','purple',1),('Deviation200','brown',1),('Deviation720','darkred',2),('Deviation720','cyan',1),('Deviation1440','magenta',1)]:
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if dev_col in data.columns:
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fig.add_trace(go.Scatter(x=data.index, y=data[dev_col], name=dev_col, mode='lines', line=dict(color=color, width=width)), row=2, col=1)
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if 'Volume' in data.columns:
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fig.add_trace(go.Bar(x=data.index, y=data['Volume'], name='거래량', marker_color='lightgray', opacity=0.5), row=2, col=1)
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# Row 3: 장기 이격도 및 기준선
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for dev_col, color in [('Deviation720','darkred'),('Deviation1440','magenta')]:
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if dev_col in data.columns:
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fig.add_trace(go.Scatter(x=data.index, y=data[dev_col], name=f'{dev_col}(장기)', mode='lines', line=dict(color=color, width=2)), row=3, col=1)
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for h, color in [(90,'red'),(95,'green'),(100,'black')]:
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fig.add_hline(y=h, line_width=1, line_dash='dash', line_color=color, row=3, col=1)
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# ----------------- 인버스용 트레이스 (초기 숨김) -----------------
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n_orig = len(fig.data)
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# Row 1: 캔들/MA/볼린저 (inverseData)
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fig.add_trace(go.Candlestick(x=inverseData.index, open=inverseData['Open'], high=inverseData['High'], low=inverseData['Low'], close=inverseData['Close'], name='캔들(인버스)', showlegend=True, visible=False), row=1, col=1)
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for ma_col, color in [('MA5','red'),('MA20','blue'),('MA40','green'),('MA120','purple'),('MA200','brown'),('MA240','darkred'),('MA720','cyan'),('MA1440','magenta')]:
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if ma_col in inverseData.columns:
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fig.add_trace(go.Scatter(x=inverseData.index, y=inverseData[ma_col], name=f'{ma_col}(인버스)', mode='lines', line=dict(color=color, width=1), showlegend=True, visible=False), row=1, col=1)
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if 'Lower' in inverseData.columns and 'Upper' in inverseData.columns:
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fig.add_trace(go.Scatter(x=inverseData.index, y=inverseData['Lower'], name='볼린저 하단(인버스)', mode='lines', line=dict(color='grey', width=1, dash='dot'), showlegend=True, visible=False), row=1, col=1)
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fig.add_trace(go.Scatter(x=inverseData.index, y=inverseData['Upper'], name='볼린저 상단(인버스)', mode='lines', line=dict(color='grey', width=1, dash='dot'), showlegend=True, visible=False), row=1, col=1)
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# 인버스 매수 포인트: fall_6p, deviation40만 표시
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for sig, color in [('deviation40','orange'),('fall_6p','black')]:
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pts_inv = inverseData[(inverseData['point']==1) & (inverseData['signal']==sig)]
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if len(pts_inv)>0:
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fig.add_trace(go.Scatter(x=pts_inv.index, y=inverseData.loc[pts_inv.index,'Close'], mode='markers', name=f'{sig} 매수(인버스)', marker=dict(color=color, size=8, symbol='circle'), showlegend=True, visible=False), row=1, col=1)
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# 인버스 보기에서의 매도 포인트: 일반 그래프의 매수를 인버스 그래프의 매도로 표시 (모든 매수 신호 반영)
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normal_to_inv_sell = data[(data['point']==1)]
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if len(normal_to_inv_sell) > 0:
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idx2 = normal_to_inv_sell.index.intersection(inverseData.index)
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if len(idx2) > 0:
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fig.add_trace(
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go.Scatter(
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x=idx2,
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y=inverseData.loc[idx2, 'Close'],
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mode='markers',
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name='매도(일반→인버스)',
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marker=dict(color='orange', size=10, symbol='triangle-down'),
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showlegend=True,
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visible=False
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),
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row=1, col=1
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)
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# Row 2: 이격도 + 거래량 (inverseData)
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for dev_col, color, width in [('Deviation5','red',1),('Deviation20','blue',1),('Deviation40','green',2),('Deviation120','purple',1),('Deviation200','brown',1),('Deviation720','darkred',2),('Deviation720','cyan',1),('Deviation1440','magenta',1)]:
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if dev_col in inverseData.columns:
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fig.add_trace(go.Scatter(x=inverseData.index, y=inverseData[dev_col], name=f'{dev_col}(인버스)', mode='lines', line=dict(color=color, width=width), showlegend=True, visible=False), row=2, col=1)
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if 'Volume' in inverseData.columns:
|
||||
fig.add_trace(go.Bar(x=inverseData.index, y=inverseData['Volume'], name='거래량(인버스)', marker_color='lightgray', opacity=0.5, showlegend=True, visible=False), row=2, col=1)
|
||||
|
||||
# Row 3: 장기 이격도 (inverseData)
|
||||
for dev_col, color in [('Deviation720','darkred'),('Deviation1440','magenta')]:
|
||||
if dev_col in inverseData.columns:
|
||||
fig.add_trace(go.Scatter(x=inverseData.index, y=inverseData[dev_col], name=f'{dev_col}(장기-인버스)', mode='lines', line=dict(color=color, width=2), showlegend=True, visible=False), row=3, col=1)
|
||||
|
||||
n_total = len(fig.data)
|
||||
n_inv = n_total - n_orig
|
||||
visible_orig = [True]*n_orig + [False]*n_inv
|
||||
visible_inv = [False]*n_orig + [True]*n_inv
|
||||
legendtitle_orig = {'text': '일반 그래프'}
|
||||
legendtitle_inv = {'text': '인버스 그래프'}
|
||||
|
||||
fig.update_layout(
|
||||
height=1000,
|
||||
margin=dict(t=180, l=40, r=240, b=40),
|
||||
title=dict(
|
||||
text=f"{symbol}, {interval_minutes} 분봉, ({datetime.now().strftime('%Y-%m-%d %H:%M:%S')})",
|
||||
x=0.5,
|
||||
xanchor='center',
|
||||
y=0.995,
|
||||
yanchor='top',
|
||||
pad=dict(t=10, b=12)
|
||||
),
|
||||
xaxis_rangeslider_visible=False,
|
||||
xaxis1_rangeslider_visible=False,
|
||||
xaxis2_rangeslider_visible=False,
|
||||
legend=dict(orientation='v', yref='paper', yanchor='top', y=1.0, xref='paper', xanchor='left', x=1.02, title=legendtitle_orig),
|
||||
dragmode='zoom',
|
||||
updatemenus=[dict(
|
||||
type='buttons',
|
||||
direction='left',
|
||||
x=0.0,
|
||||
xanchor='left',
|
||||
y=1.11,
|
||||
yanchor='top',
|
||||
pad=dict(t=0, r=10, b=0, l=0),
|
||||
buttons=[
|
||||
dict(
|
||||
label='홈',
|
||||
method='update',
|
||||
args=[
|
||||
{'visible': visible_orig},
|
||||
{
|
||||
'legend': {'title': legendtitle_orig},
|
||||
'xaxis.autorange': True,
|
||||
'xaxis2.autorange': True,
|
||||
'xaxis3.autorange': True,
|
||||
'yaxis.autorange': True,
|
||||
'yaxis2.autorange': True,
|
||||
'yaxis3.autorange': True,
|
||||
}
|
||||
],
|
||||
execute=True
|
||||
),
|
||||
dict(
|
||||
label='인버스',
|
||||
method='update',
|
||||
args=[
|
||||
{'visible': visible_inv},
|
||||
{'legend': {'title': legendtitle_inv, 'orientation': 'v', 'y': 1.0, 'yanchor': 'top', 'x': 1.02, 'xanchor': 'left'}}
|
||||
],
|
||||
args2=[
|
||||
{'visible': visible_orig},
|
||||
{'legend': {'title': legendtitle_orig, 'orientation': 'v', 'y': 1.0, 'yanchor': 'top', 'x': 1.02, 'xanchor': 'left'}}
|
||||
],
|
||||
execute=True
|
||||
),
|
||||
]
|
||||
)]
|
||||
)
|
||||
fig.update_xaxes(title_text='시간', row=3, col=1)
|
||||
fig.update_yaxes(title_text='가격 (KRW)', row=1, col=1)
|
||||
fig.update_yaxes(title_text='이격도/거래량', row=2, col=1)
|
||||
fig.update_yaxes(title_text='장기 이격도', row=3, col=1)
|
||||
|
||||
fig.show(config={'scrollZoom': True, 'displaylogo': False})
|
||||
def __init__(self) -> None:
|
||||
self.monitor = Monitor()
|
||||
self.INTERVAL_MAP = {
|
||||
@@ -51,7 +223,7 @@ class Simulation:
|
||||
def analyze_bottom_period(self, symbol: str, interval_minutes: int, days: int = 90):
|
||||
data = self.fetch_price_history(symbol, interval_minutes, days)
|
||||
data = self.monitor.calculate_technical_indicators(data)
|
||||
data = self.monitor.check_point(symbol, data, simulation=True)
|
||||
data = self.monitor.annotate_signals(symbol, data, simulation=True)
|
||||
print(f"데이터 기간: {data.index[0]} ~ {data.index[-1]}")
|
||||
print(f"총 데이터 수: {len(data)}")
|
||||
bottom_start = pd.Timestamp('2025-06-22')
|
||||
@@ -101,10 +273,10 @@ class Simulation:
|
||||
data = self.fetch_price_history(symbol, interval_minutes)
|
||||
|
||||
inverseData = self.monitor.inverse_data(data)
|
||||
inverseData = self.monitor.check_point(symbol, inverseData, simulation=True)
|
||||
inverseData = self.monitor.annotate_signals(symbol, inverseData, simulation=True)
|
||||
|
||||
data = self.monitor.calculate_technical_indicators(data)
|
||||
data = self.monitor.check_point(symbol, data, simulation=True)
|
||||
data = self.monitor.annotate_signals(symbol, data, simulation=True)
|
||||
print(f"데이터 기간: {data.index[0]} ~ {data.index[-1]}")
|
||||
print(f"총 데이터 수: {len(data)}")
|
||||
alerts = []
|
||||
@@ -114,371 +286,16 @@ class Simulation:
|
||||
print(f"\n총 매수 신호 수: {len(alerts)}")
|
||||
ma_signals = len(data[(data['point'] == 1) & (data['signal'] == 'movingaverage')])
|
||||
dev40_signals = len(data[(data['point'] == 1) & (data['signal'] == 'deviation40')])
|
||||
dev240_signals = len(data[(data['point'] == 1) & (data['signal'] == 'deviation240')])
|
||||
dev240_signals = len(data[(data['point'] == 1) & (data['signal'] == 'Deviation720')])
|
||||
dev1440_signals = len(data[(data['point'] == 1) & (data['signal'] == 'deviation1440')])
|
||||
print(f" - MA 신호: {ma_signals}")
|
||||
print(f" - Dev40 신호: {dev40_signals}")
|
||||
print(f" - Dev240 신호: {dev240_signals}")
|
||||
print(f" - Dev1440 신호: {dev1440_signals}")
|
||||
fig, (ax1, ax2) = plt.subplots(2, 1, sharex=True, figsize=(15, 8), height_ratios=[3, 1])
|
||||
fig.suptitle(f"{symbol} - 시뮬레이션 {interval_minutes}분봉", fontsize=14)
|
||||
|
||||
# ----------------- 마우스 휠 확대/축소 -----------------
|
||||
def on_scroll(event):
|
||||
# event.button: 'up' -> zoom in, 'down' -> zoom out
|
||||
if event.inaxes not in [ax1, ax2]:
|
||||
return
|
||||
ax = event.inaxes
|
||||
# x 축만 두 축을 동시에 조정
|
||||
cur_xlim = ax1.get_xlim()
|
||||
xdata = event.xdata
|
||||
if xdata is None:
|
||||
return
|
||||
scale_factor = 0.9 if event.button == 'up' else 1/0.9
|
||||
new_width = (cur_xlim[1] - cur_xlim[0]) * scale_factor
|
||||
relx = (cur_xlim[1] - xdata) / (cur_xlim[1] - cur_xlim[0])
|
||||
new_left = xdata - new_width * (1 - relx)
|
||||
new_right = xdata + new_width * relx
|
||||
# 데이터 영역 벗어나지 않도록 클램프
|
||||
xmin, xmax = matplotlib.dates.date2num(data.index[0]), matplotlib.dates.date2num(data.index[-1])
|
||||
if new_left < xmin:
|
||||
new_left = xmin
|
||||
if new_right > xmax:
|
||||
new_right = xmax
|
||||
ax1.set_xlim([new_left, new_right])
|
||||
ax2.set_xlim([new_left, new_right])
|
||||
# y축은 해당 축만 줌
|
||||
cur_ylim = ax.get_ylim()
|
||||
ydata = event.ydata
|
||||
if ydata is not None:
|
||||
new_height = (cur_ylim[1] - cur_ylim[0]) * scale_factor
|
||||
rely = (cur_ylim[1] - ydata) / (cur_ylim[1] - cur_ylim[0])
|
||||
ax.set_ylim([ydata - new_height * (1 - rely), ydata + new_height * rely])
|
||||
ax.figure.canvas.draw_idle()
|
||||
|
||||
fig.canvas.mpl_connect('scroll_event', on_scroll)
|
||||
|
||||
# 캔들스틱 차트 추가 (matplotlib 기본 기능 사용)
|
||||
import matplotlib.dates as mdates
|
||||
|
||||
# 캔들스틱 데이터 준비
|
||||
ohlc_data = []
|
||||
normal_patches = [] # 추가: 일반 캔들 아티스트 목록
|
||||
for i, (idx, row) in enumerate(data.iterrows()):
|
||||
ohlc_data.append([
|
||||
mdates.date2num(idx),
|
||||
row['Open'],
|
||||
row['High'],
|
||||
row['Low'],
|
||||
row['Close']
|
||||
])
|
||||
|
||||
# 캔들스틱 그리기 (matplotlib 기본 기능으로 구현)
|
||||
for ohlc in ohlc_data:
|
||||
date, open_price, high, low, close = ohlc
|
||||
|
||||
# 캔들 색상 결정
|
||||
color = 'red' if close >= open_price else 'blue'
|
||||
|
||||
# 캔들 몸통 그리기
|
||||
body_height = abs(close - open_price)
|
||||
body_bottom = min(open_price, close)
|
||||
rect = plt.Rectangle((date - 0.3, body_bottom), 0.6, body_height,
|
||||
facecolor=color, edgecolor='black', alpha=0.7)
|
||||
ax1.add_patch(rect)
|
||||
normal_patches.append(rect) # 추가: 리스트에 저장
|
||||
|
||||
# 캔들 심지 그리기
|
||||
ax1.plot([date, date], [low, high], color='black', linewidth=1)
|
||||
normal_patches.append(ax1.lines[-1]) # 추가: 선도 저장
|
||||
|
||||
# ----------------- 하이킨아시 캔들스틱 (제거됨) -----------------
|
||||
|
||||
# 메인 차트 (가격, 이동평균선, 볼린저 밴드)
|
||||
line_close = ax1.plot(data.index, data["Close"], label="종가", color="black", linewidth=1.5, alpha=0.8)[0]
|
||||
line_ma5 = ax1.plot(data.index, data["MA5"], label="MA5", color="red", linewidth=1)[0]
|
||||
line_ma20 = ax1.plot(data.index, data["MA20"], label="MA20", color="blue", linewidth=1)[0]
|
||||
line_ma40 = ax1.plot(data.index, data["MA40"], label="MA40", color="green", linewidth=1)[0]
|
||||
line_ma120 = ax1.plot(data.index, data["MA120"], label="MA120", color="purple", linewidth=1)[0]
|
||||
line_ma200 = ax1.plot(data.index, data["MA200"], label="MA200", color="brown", linewidth=1)[0]
|
||||
line_ma240 = ax1.plot(data.index, data["MA240"], label="MA240", color="darkred", linewidth=1)[0]
|
||||
line_ma720 = ax1.plot(data.index, data["MA720"], label="MA720", color="cyan", linewidth=1)[0]
|
||||
line_ma1440 = ax1.plot(data.index, data["MA1440"], label="MA1440", color="magenta", linewidth=1)[0]
|
||||
|
||||
# Bollinger Bands
|
||||
line_upper = ax1.plot(data.index, data["Upper"], label="볼린저 Upper", color="grey", linestyle="--", linewidth=1)[0]
|
||||
line_lower = ax1.plot(data.index, data["Lower"], label="볼린저 Lower", color="grey", linestyle="--", linewidth=1)[0]
|
||||
|
||||
ax1.fill_between(data.index, data["Lower"], data["Upper"], color="grey", alpha=0.1)
|
||||
|
||||
# 매수 포인트를 신호 유형별로 다르게 표시 (수직선 포함)
|
||||
# 이동평균선 기반 매수 포인트
|
||||
ma_points = data[(data['point'] == 1) & (data['signal'] == 'movingaverage')]
|
||||
scatter_ma_points = None
|
||||
if len(ma_points) > 0:
|
||||
scatter_ma_points = ax1.scatter(ma_points.index, ma_points['Close'], color='red', s=150, zorder=10, label='MA 매수 포인트', marker='o')
|
||||
for time in ma_points.index:
|
||||
ax1.axvline(x=time, color='red', linestyle='-', alpha=0.5, linewidth=1)
|
||||
|
||||
# Deviation40 기반 매수 포인트
|
||||
dev40_points = data[(data['point'] == 1) & (data['signal'] == 'deviation40')]
|
||||
scatter_dev40_points = None
|
||||
if len(dev40_points) > 0:
|
||||
scatter_dev40_points = ax1.scatter(dev40_points.index, dev40_points['Close'],
|
||||
facecolors='none', edgecolors='red', linestyle='--',
|
||||
linewidth=2, s=200, zorder=10, label='Dev40 매수 포인트')
|
||||
for time in dev40_points.index:
|
||||
ax1.axvline(x=time, color='red', linestyle='--', alpha=0.5, linewidth=1)
|
||||
|
||||
# Deviation240 기반 매수 포인트
|
||||
dev240_points = data[(data['point'] == 1) & (data['signal'] == 'deviation240')]
|
||||
scatter_dev240_points = None
|
||||
if len(dev240_points) > 0:
|
||||
scatter_dev240_points = ax1.scatter(dev240_points.index, dev240_points['Close'],
|
||||
facecolors='none', edgecolors='blue', linestyle='--',
|
||||
linewidth=2, s=200, zorder=10, label='Dev240 매수 포인트')
|
||||
for time in dev240_points.index:
|
||||
ax1.axvline(x=time, color='blue', linestyle='--', alpha=0.5, linewidth=1)
|
||||
|
||||
# Deviation1440 기반 매수 포인트
|
||||
dev1440_points = data[(data['point'] == 1) & (data['signal'] == 'deviation1440')]
|
||||
scatter_dev1440_points = None
|
||||
if len(dev1440_points) > 0:
|
||||
scatter_dev1440_points = ax1.scatter(dev1440_points.index, dev1440_points['Close'],
|
||||
facecolors='none', edgecolors='purple', linestyle='--',
|
||||
linewidth=2, s=200, zorder=10, label='Dev1440 매수 포인트')
|
||||
for time in dev1440_points.index:
|
||||
ax1.axvline(x=time, color='purple', linestyle='--', alpha=0.5, linewidth=1)
|
||||
|
||||
# 마우스 오버 기능 추가 (이동평균선 매수 포인트)
|
||||
if scatter_ma_points is not None:
|
||||
cursor = mplcursors.cursor(scatter_ma_points, hover=True)
|
||||
cursor.connect("add", lambda sel: sel.annotation.set_text(
|
||||
f'MA 매수신호\n날짜: {matplotlib.dates.num2date(sel.target[0]).replace(tzinfo=None).strftime("%Y-%m-%d %H:%M")}\n가격: {sel.target[1]:.2f}'
|
||||
))
|
||||
cursor.connect("remove", lambda sel: sel.annotation.set_visible(False))
|
||||
|
||||
# 마우스 오버 기능 추가 (Deviation40 매수 포인트)
|
||||
if scatter_dev40_points is not None:
|
||||
cursor_dev40 = mplcursors.cursor(scatter_dev40_points, hover=True)
|
||||
cursor_dev40.connect("add", lambda sel: sel.annotation.set_text(
|
||||
f'Dev40 매수신호\n날짜: {matplotlib.dates.num2date(sel.target[0]).replace(tzinfo=None).strftime("%Y-%m-%d %H:%M")}\n가격: {sel.target[1]:.2f}'
|
||||
))
|
||||
cursor_dev40.connect("remove", lambda sel: sel.annotation.set_visible(False))
|
||||
|
||||
# 마우스 오버 기능 추가 (Deviation240 매수 포인트)
|
||||
if scatter_dev240_points is not None:
|
||||
cursor_dev240 = mplcursors.cursor(scatter_dev240_points, hover=True)
|
||||
cursor_dev240.connect("add", lambda sel: sel.annotation.set_text(
|
||||
f'Dev240 매수신호\n날짜: {matplotlib.dates.num2date(sel.target[0]).replace(tzinfo=None).strftime("%Y-%m-%d %H:%M")}\n가격: {sel.target[1]:.2f}'
|
||||
))
|
||||
cursor_dev240.connect("remove", lambda sel: sel.annotation.set_visible(False))
|
||||
|
||||
# 마우스 오버 기능 추가 (Deviation1440 매수 포인트)
|
||||
if scatter_dev1440_points is not None:
|
||||
cursor_dev1440 = mplcursors.cursor(scatter_dev1440_points, hover=True)
|
||||
cursor_dev1440.connect("add", lambda sel: sel.annotation.set_text(
|
||||
f'Dev1440 매수신호\n날짜: {matplotlib.dates.num2date(sel.target[0]).replace(tzinfo=None).strftime("%Y-%m-%d %H:%M")}\n가격: {sel.target[1]:.2f}'
|
||||
))
|
||||
cursor_dev1440.connect("remove", lambda sel: sel.annotation.set_visible(False))
|
||||
|
||||
# 모든 봉에 마우스 오버 기능 추가
|
||||
cursor3 = mplcursors.cursor(line_close, hover=True)
|
||||
cursor3.connect("add", lambda sel: sel.annotation.set_text(
|
||||
f'종가\n날짜: {matplotlib.dates.num2date(sel.target[0]).replace(tzinfo=None).strftime("%Y-%m-%d %H:%M")}\n가격: {sel.target[1]:.2f}'
|
||||
))
|
||||
cursor3.connect("remove", lambda sel: sel.annotation.set_visible(False))
|
||||
|
||||
ax1.set_ylabel("가격 (KRW)")
|
||||
ax1.set_title(f"{symbol} 차트 - 캔들스틱 & 이동평균선", fontsize=14)
|
||||
ax1.grid(True, linestyle='--', alpha=0.3)
|
||||
|
||||
# 홈 버튼 추가 (초기화 기능)
|
||||
home_button = ax1.text(0.02, 0.98, '홈', transform=ax1.transAxes,
|
||||
bbox=dict(boxstyle="round,pad=0.3", facecolor='lightblue', alpha=0.8),
|
||||
fontsize=10, ha='left', va='top', picker=True)
|
||||
# 하이킨아시 토글 버튼 추가
|
||||
|
||||
# --- 범례 생성 및 인터랙티브 토글 ---
|
||||
# 캔들 및 지표만 범례에 표시 (일반/하이킨아시 토글은 HA 버튼으로 제공)
|
||||
legend = ax1.legend(loc='upper left', bbox_to_anchor=(0.02, 0.85), fontsize=10)
|
||||
|
||||
# 범례 클릭 시 해당 선 토글 기능
|
||||
lined = {}
|
||||
if hasattr(legend, "legend_handles"):
|
||||
legend_handles = legend.legend_handles
|
||||
elif hasattr(legend, "legendHandles"):
|
||||
legend_handles = legend.legendHandles
|
||||
else:
|
||||
legend_handles = legend.get_lines()
|
||||
plot_lines = [line_close, line_ma5, line_ma20, line_ma40, line_ma120,
|
||||
line_ma200, line_ma240, line_ma720, line_ma1440,
|
||||
line_upper, line_lower]
|
||||
if scatter_ma_points is not None:
|
||||
plot_lines.append(scatter_ma_points)
|
||||
if scatter_dev40_points is not None:
|
||||
plot_lines.append(scatter_dev40_points)
|
||||
if scatter_dev240_points is not None:
|
||||
plot_lines.append(scatter_dev240_points)
|
||||
if scatter_dev1440_points is not None:
|
||||
plot_lines.append(scatter_dev1440_points)
|
||||
|
||||
# --------- 매도 포인트(인버스 데이터) 표시 ---------
|
||||
# Deviation40 기반 매도 포인트
|
||||
sell_dev40_points = inverseData[(inverseData['point'] == 1) & (inverseData['signal'] == 'deviation40')]
|
||||
scatter_sell_dev40_points = None
|
||||
if len(sell_dev40_points) > 0:
|
||||
scatter_sell_dev40_points = ax1.scatter(sell_dev40_points.index,
|
||||
data.loc[sell_dev40_points.index, 'Close'],
|
||||
facecolors='none', edgecolors='orange', marker='v', linewidth=2,
|
||||
s=200, zorder=10, label='Dev40 매도 포인트')
|
||||
for time in sell_dev40_points.index:
|
||||
ax1.axvline(x=time, color='orange', linestyle='--', alpha=0.5, linewidth=1)
|
||||
|
||||
# -------- 매도 포인트 마우스 오버 --------
|
||||
if scatter_sell_dev40_points is not None:
|
||||
cursor_sell_dev40 = mplcursors.cursor(scatter_sell_dev40_points, hover=True)
|
||||
cursor_sell_dev40.connect("add", lambda sel: sel.annotation.set_text(
|
||||
f'Dev40 매도신호\n날짜: {matplotlib.dates.num2date(sel.target[0]).replace(tzinfo=None).strftime("%Y-%m-%d %H:%M")}\n가격: {sel.target[1]:.2f}'
|
||||
))
|
||||
cursor_sell_dev40.connect("remove", lambda sel: sel.annotation.set_visible(False))
|
||||
|
||||
# -------- plot_lines 업데이트 --------
|
||||
if scatter_sell_dev40_points is not None:
|
||||
plot_lines.append(scatter_sell_dev40_points)
|
||||
|
||||
# 기존 범례 제거 후 새로 생성하여 매도 항목 포함
|
||||
if legend is not None:
|
||||
legend.remove()
|
||||
legend = ax1.legend(loc='upper left', bbox_to_anchor=(0.02, 0.85), fontsize=10)
|
||||
# 새 legend_handles 추출
|
||||
if hasattr(legend, "legend_handles"):
|
||||
legend_handles = legend.legend_handles
|
||||
elif hasattr(legend, "legendHandles"):
|
||||
legend_handles = legend.legendHandles
|
||||
else:
|
||||
legend_handles = legend.get_lines()
|
||||
|
||||
# lined 사전에 새 핸들 매핑 추가
|
||||
for leg_handle, orig in zip(legend_handles[:len(plot_lines)], plot_lines):
|
||||
leg_handle.set_picker(True)
|
||||
lined[leg_handle] = orig
|
||||
|
||||
# 하이킨아시/일반 토글 상태 변수
|
||||
|
||||
def on_pick(event):
|
||||
leg_handle = event.artist
|
||||
# 홈 버튼 동작
|
||||
if leg_handle == home_button:
|
||||
ax1.set_xlim(matplotlib.dates.date2num(data.index[0]), matplotlib.dates.date2num(data.index[-1]))
|
||||
ax1.set_ylim(data['Low'].min() * 0.99, data['High'].max() * 1.01)
|
||||
ax2.set_xlim(ax1.get_xlim())
|
||||
ax2.set_ylim(
|
||||
data[['Deviation5', 'Deviation20', 'Deviation40', 'Deviation120', 'Deviation200', 'Deviation240', 'Deviation720', 'Deviation1440']].min().min() * 0.95,
|
||||
data[['Deviation5', 'Deviation20', 'Deviation40', 'Deviation120', 'Deviation200', 'Deviation240', 'Deviation720', 'Deviation1440']].max().max() * 1.05,
|
||||
)
|
||||
fig.canvas.draw_idle()
|
||||
return
|
||||
# 선 토글 처리
|
||||
orig = lined.get(leg_handle)
|
||||
if orig is None:
|
||||
return
|
||||
vis = not orig.get_visible()
|
||||
orig.set_visible(vis)
|
||||
leg_handle.set_alpha(1.0 if vis else 0.2)
|
||||
fig.canvas.draw_idle()
|
||||
|
||||
fig.canvas.mpl_connect('pick_event', on_pick)
|
||||
|
||||
# Deviation subplot (이격도 보조지표)
|
||||
line_dev5 = ax2.plot(data.index, data['Deviation5'], color='red', label='Dev5', linewidth=1)[0]
|
||||
line_dev20 = ax2.plot(data.index, data['Deviation20'], color='blue', label='Dev20', linewidth=1)[0]
|
||||
line_dev40 = ax2.plot(data.index, data['Deviation40'], color='green', label='Dev40', linewidth=2)[0]
|
||||
line_dev120 = ax2.plot(data.index, data['Deviation120'], color='purple', label='Dev120', linewidth=1)[0]
|
||||
line_dev200 = ax2.plot(data.index, data['Deviation200'], color='brown', label='Dev200', linewidth=1)[0]
|
||||
line_dev240 = ax2.plot(data.index, data['Deviation240'], color='darkred', label='Dev240', linewidth=2)[0]
|
||||
line_dev720 = ax2.plot(data.index, data['Deviation720'], color='cyan', label='Dev720', linewidth=1)[0]
|
||||
line_dev1440 = ax2.plot(data.index, data['Deviation1440'], color='magenta', label='Dev1440', linewidth=1)[0]
|
||||
|
||||
cursor_dev = mplcursors.cursor([line_dev5, line_dev20, line_dev40, line_dev120, line_dev200, line_dev240, line_dev720, line_dev1440], hover=True)
|
||||
cursor_dev.connect("add", lambda sel: sel.annotation.set_text(
|
||||
f"{sel.artist.get_label()}\n날짜: {matplotlib.dates.num2date(sel.target[0]).replace(tzinfo=None).strftime('%Y-%m-%d %H:%M')}\n값: {sel.target[1]:.2f}"
|
||||
))
|
||||
line_h90 = ax2.axhline(90, color='red', linestyle='--', linewidth=2, label='90', alpha=0.7)
|
||||
line_h95 = ax2.axhline(95, color='green', linestyle='--', linewidth=2, label='95', alpha=0.7)
|
||||
line_h100 = ax2.axhline(100, color='black', linestyle='-', linewidth=1, label='100', alpha=0.5)
|
||||
ax2.set_ylabel('이격도 (%)')
|
||||
ax2.set_title('이격도 보조지표', fontsize=12)
|
||||
legend2 = ax2.legend(loc='upper left', fontsize=9)
|
||||
|
||||
if legend2 is not None:
|
||||
if hasattr(legend2, "legend_handles"):
|
||||
legend2_handles = legend2.legend_handles
|
||||
elif hasattr(legend2, "legendHandles"):
|
||||
legend2_handles = legend2.legendHandles
|
||||
else:
|
||||
legend2_handles = legend2.get_lines()
|
||||
plot_lines2 = [line_dev5, line_dev20, line_dev40, line_dev120, line_dev200, line_dev240, line_dev720, line_dev1440, line_h90, line_h95]
|
||||
for leg_handle in legend2_handles:
|
||||
label = leg_handle.get_label()
|
||||
target_line = next((pl for pl in plot_lines2 if pl.get_label() == label), None)
|
||||
if target_line is not None:
|
||||
leg_handle.set_picker(True)
|
||||
lined[leg_handle] = target_line
|
||||
ax2.grid(True, linestyle='--', alpha=0.3)
|
||||
|
||||
plt.tight_layout()
|
||||
|
||||
print("그래프를 표시합니다...")
|
||||
print(f"매수 포인트 수: MA={len(ma_points)}, Dev40={len(dev40_points)}, Dev240={len(dev240_points)}")
|
||||
|
||||
# -------- 확대/축소 및 이동 기능 --------
|
||||
press = {}
|
||||
|
||||
def on_scroll(event):
|
||||
ax = event.inaxes
|
||||
if ax is None:
|
||||
return
|
||||
x_left, x_right = ax.get_xlim()
|
||||
x_range = (x_right - x_left)
|
||||
if event.button == 'up': # zoom in
|
||||
scale = 0.8
|
||||
elif event.button == 'down': # zoom out
|
||||
scale = 1.25
|
||||
else:
|
||||
scale = 1.0
|
||||
new_range = x_range * scale
|
||||
center = event.xdata if event.xdata is not None else (x_left + x_right) / 2
|
||||
ax.set_xlim(center - new_range / 2, center + new_range / 2)
|
||||
for other_ax in fig.axes:
|
||||
if other_ax is not ax:
|
||||
other_ax.set_xlim(ax.get_xlim())
|
||||
fig.canvas.draw_idle()
|
||||
|
||||
def on_press(event):
|
||||
if event.button == 1 and event.inaxes is not None:
|
||||
press['xpress'] = event.xdata
|
||||
press['axes'] = event.inaxes
|
||||
|
||||
def on_motion(event):
|
||||
if 'xpress' not in press or press.get('axes') is None or event.inaxes is None:
|
||||
return
|
||||
dx = press['xpress'] - event.xdata
|
||||
for ax in fig.axes:
|
||||
x_left, x_right = ax.get_xlim()
|
||||
ax.set_xlim(x_left + dx, x_right + dx)
|
||||
fig.canvas.draw_idle()
|
||||
|
||||
def on_release(event):
|
||||
press.clear()
|
||||
|
||||
fig.canvas.mpl_connect('scroll_event', on_scroll)
|
||||
fig.canvas.mpl_connect('button_press_event', on_press)
|
||||
fig.canvas.mpl_connect('motion_notify_event', on_motion)
|
||||
fig.canvas.mpl_connect('button_release_event', on_release)
|
||||
|
||||
plt.show()
|
||||
|
||||
# Plotly 기반 시각화로 전환
|
||||
self.render_plotly(symbol, interval_minutes, data, inverseData)
|
||||
return
|
||||
|
||||
if __name__ == "__main__":
|
||||
sim = Simulation()
|
||||
@@ -497,14 +314,15 @@ if __name__ == "__main__":
|
||||
data = sim.fetch_price_history(symbol, interval, days)
|
||||
|
||||
inverseData = sim.monitor.inverse_data(data)
|
||||
inverseData = sim.monitor.check_point(symbol, inverseData, simulation=True)
|
||||
inverseData = sim.monitor.annotate_signals(symbol, inverseData, simulation=True)
|
||||
|
||||
data = sim.monitor.calculate_technical_indicators(data)
|
||||
data = sim.monitor.check_point(symbol, data, simulation=True)
|
||||
data = sim.monitor.annotate_signals(symbol, data, simulation=True)
|
||||
|
||||
total_signals = len(data[data['point'] == 1])
|
||||
ma_signals = len(data[(data['point'] == 1) & (data['signal'] == 'movingaverage')])
|
||||
dev40_signals = len(data[(data['point'] == 1) & (data['signal'] == 'deviation40')])
|
||||
dev240_signals = len(data[(data['point'] == 1) & (data['signal'] == 'deviation240')])
|
||||
dev240_signals = len(data[(data['point'] == 1) & (data['signal'] == 'Deviation720')])
|
||||
dev1440_signals = len(data[(data['point'] == 1) & (data['signal'] == 'deviation1440')])
|
||||
print(f"총 매수 신호: {total_signals}")
|
||||
print(f" - MA 신호: {ma_signals}")
|
||||
|
||||
Reference in New Issue
Block a user