init

config.py

@@ -16,6 +16,9 @@ BREAKOUT_LOOKBACK = 30  # U자 반등 후 돌파 판단에 사용할 과거 캔
 BREAKOUT_WEEK_LOOKBACK = 42  # 4시간봉 1주일 ≒ 42개
 BREAKOUT_WEEK_LIMIT = 0.05  # 1주일 대비 5% 미만 상승 조건
 
+# 볼린저 밴드 squeeze 탐지 임계값 (밴드폭/중심선)
+SQUEEZE_THRESHOLD = 0.04  # 4% 이하
+
 # 장기간 저항선 돌파 감지 설정
 RESISTANCE_LOOKBACK = 120  # 저항선 판단을 위한 과거 캔들 수 (예: 120개)
 RESISTANCE_BREAK_THRESHOLD = 0.01  # 저항선 대비 1% 이상 돌파 시 신호

stock_monitor.py

@@ -1,3 +1,5 @@
+import pandas as pd
+
 import yfinance as yf
 import pandas as pd
 from datetime import datetime, timedelta
@@ -17,6 +19,7 @@ def send_coin_msg(text):
     asyncio.run(coin_client.send_message(chat_id=COIN_TELEGRAM_CHAT_ID, text=text))
     return
 
+
 def send_coin_telegram_message(message_list, header):
     pStr = header + "\n"
     for i, message in enumerate(message_list):
@@ -33,11 +36,13 @@ def send_coin_telegram_message(message_list, header):
 
     return
 
+
 def send_stock_msg(text):
     stock_client = telegram.Bot(token=STOCK_TELEGRAM_BOT_TOKEN)
     asyncio.run(stock_client.send_message(chat_id=STOCK_TELEGRAM_CHAT_ID, text=text))
     return
 
+
 def send_stock_telegram_message(message_list, header):
     pStr = header + "\n"
     for i, message in enumerate(message_list):
@@ -54,6 +59,7 @@ def send_stock_telegram_message(message_list, header):
 
     return
 
+
 def calculate_bollinger_bands(data):
     data['MA'] = data['Close'].rolling(window=BOLLINGER_PERIOD).mean()
     data['STD'] = data['Close'].rolling(window=BOLLINGER_PERIOD).std()
@@ -136,6 +142,10 @@ def check_buy_signals(symbol, data):
     latest = data.iloc[-1]
     prev = data.iloc[-2]
 
+    # 8월 3일 이후의 데이터만 고려
+    if latest.name <= pd.Timestamp('2025-08-03'):
+        return None
+
     # 볼린저 밴드 신호
     bb_signal = False
     if isinstance(latest['Upper'], float):
@@ -187,7 +197,8 @@ def check_buy_signals(symbol, data):
         rsi_signal = latest['RSI'].iloc[0] < 30
 
         # MACD 신호 (MACD가 시그널 라인을 상향 돌파)
-        macd_signal = (prev['MACD'].iloc[0] < prev['Signal'].iloc[0]) and (latest['MACD'].iloc[0] > latest['Signal'].iloc[0])
+        macd_signal = (prev['MACD'].iloc[0] < prev['Signal'].iloc[0]) and (
+                    latest['MACD'].iloc[0] > latest['Signal'].iloc[0])
 
         # 이동평균선 골든크로스 임박 또는 발생
         ma_signal = (prev['MA5'].iloc[0] < prev['MA20'].iloc[0]) and (latest['MA5'].iloc[0] >= latest['MA20'].iloc[0])
@@ -219,7 +230,8 @@ def check_buy_signals(symbol, data):
             'signal_line': latest['Signal'].iloc[0],
             'buy_signals': buy_signals,
             'signal_count': signal_count,
-            'buy': long_breakout_signal or breakout_signal or ((bb_signal and rsi_signal) or (signal_count >= 2 and (bb_signal or rsi_signal)))
+            'buy': long_breakout_signal or breakout_signal or (
+                        (bb_signal and rsi_signal) or (signal_count >= 2 and (bb_signal or rsi_signal)))
         }
     else:
         rsi_signal = latest['RSI'] < 30
@@ -257,9 +269,11 @@ def check_buy_signals(symbol, data):
             'signal_line': latest['Signal'],
             'buy_signals': buy_signals,
             'signal_count': signal_count,
-            'buy': long_breakout_signal or breakout_signal or ((bb_signal and rsi_signal) or (signal_count >= 2 and (bb_signal or rsi_signal)))
+            'buy': long_breakout_signal or breakout_signal or (
+                        (bb_signal and rsi_signal) or (signal_count >= 2 and (bb_signal or rsi_signal)))
         }
 
+
 def format_message(info, market_type):
     message = ""
     if info['buy']:
@@ -305,6 +319,7 @@ def format_ma_message(info, market_type):
     message += f"현재가: {'$' if market_type == 'US' else '₩'}{info['price']:.2f} \n"
     return message
 
+
 def get_coin_data(symbol, interval=240, retries=3):
     for attempt in range(retries):
         try:
@@ -372,6 +387,7 @@ def get_kr_stock_data(symbol, retries=3):
             continue
     return None
 
+
 def monitor_us_stocks():
     message_list = []
     print("US Stocks {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
@@ -460,7 +476,8 @@ def monitor_coins():
                 if info is None:
                     continue
                 info['name'] = KR_COINS[symbol]
-                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
+                print(
+                    f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
 
                 if info['alert']:
                     message_list.append(format_ma_message(info, 'KR'))
@@ -480,7 +497,8 @@ def monitor_coins():
                 if info is None:
                     continue
                 info['name'] = KR_COINS[symbol]
-                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
+                print(
+                    f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
 
                 if info['alert']:
                     message_list.append(format_ma_message(info, 'KR'))
@@ -498,8 +516,109 @@ def monitor_coins():
 
     return
 
-def run_schedule():
+# ----------------------
+# Indicator utilities
+# ----------------------
 
+def calculate_bollinger_bands(data: pd.DataFrame, period: int = 20, std: int = 2):
+    data = data.copy()
+    data['MA'] = data['Close'].rolling(window=period).mean()
+    data['STD'] = data['Close'].rolling(window=period).std()
+    data['Upper'] = data['MA'] + std * data['STD']
+    data['Lower'] = data['MA'] - std * data['STD']
+    return data
+
+
+def calculate_technical_indicators(data: pd.DataFrame):
+    """Add MA5/20/40, RSI14, MACD+Hist, Bollinger"""
+    data = calculate_bollinger_bands(data)
+
+    # RSI(14)
+    delta = data['Close'].diff()
+    gain = delta.where(delta > 0, 0).rolling(14).mean()
+    loss = (-delta.where(delta < 0, 0)).rolling(14).mean()
+    rs = gain / loss
+    data['RSI'] = 100 - 100 / (1 + rs)
+
+    # MACD
+    exp1 = data['Close'].ewm(span=12, adjust=False).mean()
+    exp2 = data['Close'].ewm(span=26, adjust=False).mean()
+    data['MACD'] = exp1 - exp2
+    data['Signal'] = data['MACD'].ewm(span=9, adjust=False).mean()
+    data['MACD_Hist'] = data['MACD'] - data['Signal']
+
+    # Moving averages
+    data['MA5'] = data['Close'].rolling(5).mean()
+    data['MA20'] = data['Close'].rolling(20).mean()
+    data['MA40'] = data['Close'].rolling(40).mean()
+
+    return data
+
+# ----------------------
+# Turnaround Detector v6
+# ----------------------
+
+def detect_turnaround_signal(symbol, data, interval=0):
+    if len(data) < 7:
+        return None
+
+    cur  = data.iloc[-1]
+    prev = data.iloc[-2]
+    recent = data.iloc[-7:-1]
+
+    # ①~② 국지 바닥 + 하단 터치
+    is_bottom = prev.Low == recent['Low'].min()
+    touch_lower = prev.Close <= prev.Lower * 1.01
+
+    # ③ 첫 반등 + MA5 돌파
+    rebound = (cur.Close >= prev.Close * 1.005) and (cur.Close >= cur.Lower * 1.01)
+    ma5_break = (prev.Close <= prev.MA5) and (cur.Close > cur.MA5)
+    ma20_below = cur.Close < cur.MA20
+
+    # ④ RSI 회복
+    rsi_recover = (prev.RSI < 40) and (cur.RSI > 40) and (cur.RSI > prev.RSI)
+
+    # ⑤ MACD 히스토그램 양전환
+    hist_cross = (prev.MACD_Hist <= 0) and (cur.MACD_Hist > 0)
+
+    # ⑥ MA5-MA20 골든크로스 (이번 봉)   (or DMI 사용)
+    cross_ma = (prev.MA5 <= prev.MA20) and (cur.MA5 > cur.MA20)
+
+    # ⑦ 장기 추세 아직 하락
+    down_trend = cur.MA20 < cur.MA40
+
+    # 최근 저점 탐지 강화
+    recent_low = data['Low'].iloc[-10:].min()
+    is_recent_low = cur.Low <= recent_low * 1.005
+
+    # 추가 조건: MA5가 MA20을 상향 돌파
+    ma5_cross_ma20 = (prev.MA5 <= prev.MA20) and (cur.MA5 > cur.MA20)
+
+    # 매수 신호 조건 (저점 + 단기 MA 돌파 + RSI 회복)
+    # 매수 신호 조건: 전봉 하단 밴드 터치 + 반등 + MA5 돌파 + RSI 회복
+    alert = touch_lower and rebound and ma5_break and rsi_recover
+
+    return {
+        "symbol": symbol,
+        "price": float(cur.Close),
+        "alert": alert,
+        "details": {
+            "interval": interval,
+            "is_bottom": is_bottom,
+            "touch": touch_lower,
+            "rebound": rebound,
+            "ma5_break": ma5_break,
+            "ma20_below": ma20_below,
+            "rsi_recover": rsi_recover,
+            "hist_cross": hist_cross,
+            "cross_ma": cross_ma,
+            "down_trend": down_trend,
+        },
+    }
+
+
+
+def run_schedule():
     # 코인 모니터링 스케줄 (매시간 1분, 11분, 21분, 31분, 41분, 51분)
     for minute in [4, 14, 24, 34, 44, 54]:
         schedule.every().hour.at(f":{minute:02d}").do(monitor_coins)
@@ -520,5 +639,4 @@ def run_schedule():
 
 
 if __name__ == "__main__":
-
     run_schedule()

stock_monitor_1.py

@@ -17,6 +17,7 @@ def send_coin_msg(text):
     asyncio.run(coin_client.send_message(chat_id=COIN_TELEGRAM_CHAT_ID, text=text))
     return
 
+
 def send_coin_telegram_message(message_list, header):
     pStr = header + "\n"
     for i, message in enumerate(message_list):
@@ -33,11 +34,13 @@ def send_coin_telegram_message(message_list, header):
 
     return
 
+
 def send_stock_msg(text):
     stock_client = telegram.Bot(token=STOCK_TELEGRAM_BOT_TOKEN)
     asyncio.run(stock_client.send_message(chat_id=STOCK_TELEGRAM_CHAT_ID, text=text))
     return
 
+
 def send_stock_telegram_message(message_list, header):
     pStr = header + "\n"
     for i, message in enumerate(message_list):
@@ -54,6 +57,7 @@ def send_stock_telegram_message(message_list, header):
 
     return
 
+
 def calculate_bollinger_bands(data):
     data['MA'] = data['Close'].rolling(window=BOLLINGER_PERIOD).mean()
     data['STD'] = data['Close'].rolling(window=BOLLINGER_PERIOD).std()
@@ -82,6 +86,7 @@ def calculate_technical_indicators(data):
     # 이동평균선
     data['MA5'] = data['Close'].rolling(window=5).mean()
     data['MA20'] = data['Close'].rolling(window=20).mean()
+    data['MA40'] = data['Close'].rolling(window=40).mean()
     data['MA60'] = data['Close'].rolling(window=60).mean()
 
     # 거래량 이동평균
@@ -90,42 +95,43 @@ def calculate_technical_indicators(data):
     return data
 
 
-def get_daily_bollinger_distance(data):
+def check_ma_alert(symbol, data, interval=0):
-    """일봉 기준 볼린저 밴드 하단 근접도를 계산하여 distance, 하단 밴드, 종가를 반환한다."""
+    """1시간봉 기준 이동평균선 조건 알림
-    # 데이터 인덱스가 datetime이 아니면 변환
+    - 5봉 이동평균(MA5) 상승
-    df = data.copy()
+    - 20봉 이동평균(MA20) 상승
-    if not isinstance(df.index, pd.DatetimeIndex):
+    - 40봉 이동평균(MA40)이 하락세에서 상승세로 전환되는 시점 (직전 기울기 < 0 and 현재 기울기 ≥ 0)
-        if 'datetime' in df.columns:
+    """
-            df = df.set_index('datetime')
+    # 40 이동평균선의 기울기를 계산하기 위해 최소 41개 캔들이 필요합니다.
-    # 일봉 리샘플링
+    if len(data) < 41:
-    daily = df.resample('D').agg({'Open': 'first',
+        return None
-                                  'High': 'max',
-                                  'Low': 'min',
-                                  'Close': 'last',
-                                  'Volume': 'sum'}).dropna()
 
-    # 볼린저 밴드 계산
+    # 이동평균선 값 추출
-    daily = calculate_bollinger_bands(daily)
+    ma5_current, ma5_prev = data['MA5'].iloc[-1], data['MA5'].iloc[-2]
+    ma20_current, ma20_prev = data['MA20'].iloc[-1], data['MA20'].iloc[-2]
+    ma40_current = data['MA40'].iloc[-1]
+    ma40_prev1, ma40_prev2 = data['MA40'].iloc[-2], data['MA40'].iloc[-3]
 
-    if len(daily) < BOLLINGER_PERIOD:
+    # 조건 계산
-        return None, None, None
+    up5 = ma5_current > ma5_prev
+    up20 = ma20_current > ma20_prev
+    slope_prev = ma40_prev1 - ma40_prev2  # 직전 기울기 (음수: 하락)
+    slope_now = ma40_current - ma40_prev1  # 현재 기울기
+    turning = (slope_prev < 0) and (slope_now >= 0)
 
-    latest_daily = daily.iloc[-1]
+    alert = up5 and up20 and turning
 
-    # 볼린저 밴드 값이 존재하는지 확인
+    return {
-    if pd.isna(latest_daily['Upper']) or pd.isna(latest_daily['Lower']):
+        'symbol': symbol,
-        return None, None, None
+        'price': data['Close'].iloc[-1],
+        'alert': alert,
+        'details': {
+            'interval': interval,
+            'up5': up5,
+            'up20': up20,
+            'ma40_turning': turning
+        }
+    }
 
-    upper_band = latest_daily['Upper']
-    lower_band = latest_daily['Lower']
-    current_price = latest_daily['Close']
-
-    # 밴드 폭이 0이면 계산 불가
-    if upper_band - lower_band == 0:
-        return None, None, None
-
-    distance = (current_price - lower_band) / (upper_band - lower_band)
-    return distance, lower_band, current_price
 
 def check_buy_signals(symbol, data):
     if len(data) < 60:  # 최소 60일치 데이터 필요
@@ -134,11 +140,8 @@ def check_buy_signals(symbol, data):
     latest = data.iloc[-1]
     prev = data.iloc[-2]
 
-    # 볼린저 밴드 신호 (일봉 기준)
+    # 볼린저 밴드 신호
-    distance, lower_band, current_price = get_daily_bollinger_distance(data)
+    bb_signal = False
-
-    if distance is None:
-        # 일봉 볼린저 계산이 불가능한 경우 기존 주기 데이터를 사용
     if isinstance(latest['Upper'], float):
         upper_band = latest['Upper']
         lower_band = latest['Lower']
@@ -148,11 +151,7 @@ def check_buy_signals(symbol, data):
         lower_band = latest['Lower'].iloc[0]
         current_price = latest['Close'].iloc[0]
 
-        if upper_band - lower_band != 0:
     distance = (current_price - lower_band) / (upper_band - lower_band)
-        else:
-            distance = 1  # 밴드폭이 0이면 신호 미충족으로 간주
-
     bb_signal = distance < BOLLINGER_THRESHOLD
 
     # U자 반등 후 이전 고점 돌파 여부 계산 (BREAKOUT)
@@ -192,7 +191,8 @@ def check_buy_signals(symbol, data):
         rsi_signal = latest['RSI'].iloc[0] < 30
 
         # MACD 신호 (MACD가 시그널 라인을 상향 돌파)
-        macd_signal = (prev['MACD'].iloc[0] < prev['Signal'].iloc[0]) and (latest['MACD'].iloc[0] > latest['Signal'].iloc[0])
+        macd_signal = (prev['MACD'].iloc[0] < prev['Signal'].iloc[0]) and (
+                    latest['MACD'].iloc[0] > latest['Signal'].iloc[0])
 
         # 이동평균선 골든크로스 임박 또는 발생
         ma_signal = (prev['MA5'].iloc[0] < prev['MA20'].iloc[0]) and (latest['MA5'].iloc[0] >= latest['MA20'].iloc[0])
@@ -224,7 +224,8 @@ def check_buy_signals(symbol, data):
             'signal_line': latest['Signal'].iloc[0],
             'buy_signals': buy_signals,
             'signal_count': signal_count,
-            'buy': long_breakout_signal or breakout_signal or ((bb_signal and rsi_signal) or (signal_count >= 2 and (bb_signal or rsi_signal)))
+            'buy': long_breakout_signal or breakout_signal or (
+                        (bb_signal and rsi_signal) or (signal_count >= 2 and (bb_signal or rsi_signal)))
         }
     else:
         rsi_signal = latest['RSI'] < 30
@@ -262,9 +263,11 @@ def check_buy_signals(symbol, data):
             'signal_line': latest['Signal'],
             'buy_signals': buy_signals,
             'signal_count': signal_count,
-            'buy': long_breakout_signal or breakout_signal or ((bb_signal and rsi_signal) or (signal_count >= 2 and (bb_signal or rsi_signal)))
+            'buy': long_breakout_signal or breakout_signal or (
+                        (bb_signal and rsi_signal) or (signal_count >= 2 and (bb_signal or rsi_signal)))
         }
 
+
 def format_message(info, market_type):
     message = ""
     if info['buy']:
@@ -302,10 +305,19 @@ def format_message(info, market_type):
         message = message.replace("{count}", str(count))
     return message
 
-def get_coin_data(symbol, retries=3):
+
+def format_ma_message(info, market_type):
+    """MA 알림 메시지 생성"""
+    prefix = '📈 ' if info.get('alert') else ''
+    message = prefix + f"[{market_type}] {info['name']} ({info['symbol']}) "
+    message += f"현재가: {'$' if market_type == 'US' else '₩'}{info['price']:.2f} \n"
+    return message
+
+
+def get_coin_data(symbol, interval=240, retries=3):
     for attempt in range(retries):
         try:
-            url = "https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=3000".format(240, symbol)
+            url = "https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=3000".format(interval, symbol)
             headers = {"accept": "application/json"}
             response = requests.get(url, headers=headers)
             json_data = json.loads(response.text)
@@ -369,6 +381,7 @@ def get_kr_stock_data(symbol, retries=3):
             continue
     return None
 
+
 def monitor_us_stocks():
     message_list = []
     print("US Stocks {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
@@ -378,13 +391,14 @@ def monitor_us_stocks():
         if data is not None and not data.empty:
             try:
                 data = calculate_technical_indicators(data)
-                info = check_buy_signals(symbol, data)
+                info = check_ma_alert(symbol, data, 0)
+                if info is None:
+                    continue
                 info['name'] = US_STOCKS[symbol]
-                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['signal_count']}")
+                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']}")
 
-                if info['buy']:
+                if info['alert']:
-                    #if info['buy'] or any(info['buy_signals'].values()):
+                    message_list.append(format_ma_message(info, 'US'))
-                    message_list.append(format_message(info, 'US'))
             except Exception as e:
                 print(f"Error processing data for {symbol}: {str(e)}")
         time.sleep(0.5)
@@ -411,12 +425,14 @@ def monitor_kr_stocks():
             if data is not None and not data.empty:
                 try:
                     data = calculate_technical_indicators(data)
-                    info = check_buy_signals(symbol, data)
+                    info = check_ma_alert(symbol, data, 0)
+                    if info is None:
+                        continue
                     info['name'] = KR_ETFS[symbol]
-                    print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['signal_count']}")
+                    print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']}")
 
-                    if info['buy']:
+                    if info['alert']:
-                        message_list.append(format_message(info, 'KR'))
+                        message_list.append(format_ma_message(info, 'KR'))
 
                 except Exception as e:
                     print(f"Error processing data for {symbol}: {str(e)}")
@@ -444,17 +460,42 @@ def monitor_coins():
     print("KRW COINs {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
 
     for symbol in KR_COINS:
-        data = get_coin_data(symbol)
+        # 1시간
+        interval = 60
+        data = get_coin_data(symbol, interval=interval)
         if data is not None and not data.empty:
             try:
                 data = calculate_technical_indicators(data)
-                info = check_buy_signals(symbol, data)
+                info = check_ma_alert(symbol, data, interval)
+                if info is None:
+                    continue
                 info['name'] = KR_COINS[symbol]
-                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['signal_count']}")
+                print(
+                    f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
 
-                if info['buy']:
+                if info['alert']:
-                    #if info['buy'] or any(info['buy_signals'].values()):
+                    message_list.append(format_ma_message(info, 'KR'))
-                    message_list.append(format_message(info, 'KR'))
+            except Exception as e:
+                print(f"Error processing data for {symbol}: {str(e)}")
+        else:
+            print(f"Data for {symbol} is empty or None.")
+        time.sleep(0.5)
+
+        # 4시간
+        interval = 240
+        data = get_coin_data(symbol, interval=interval)
+        if data is not None and not data.empty:
+            try:
+                data = calculate_technical_indicators(data)
+                info = check_ma_alert(symbol, data, interval)
+                if info is None:
+                    continue
+                info['name'] = KR_COINS[symbol]
+                print(
+                    f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
+
+                if info['alert']:
+                    message_list.append(format_ma_message(info, 'KR'))
             except Exception as e:
                 print(f"Error processing data for {symbol}: {str(e)}")
         else:
@@ -469,8 +510,8 @@ def monitor_coins():
 
     return
 
-def run_schedule():
 
+def run_schedule():
     # 코인 모니터링 스케줄 (매시간 1분, 11분, 21분, 31분, 41분, 51분)
     for minute in [4, 14, 24, 34, 44, 54]:
         schedule.every().hour.at(f":{minute:02d}").do(monitor_coins)
@@ -491,5 +532,4 @@ def run_schedule():
 
 
 if __name__ == "__main__":
-
     run_schedule()