init

config.py

@@ -10,7 +10,7 @@ STOCK_TELEGRAM_CHAT_ID = '574661323'
 # 볼린저 밴드 설정
 BOLLINGER_PERIOD = 20  # 볼린저 밴드 기간
 BOLLINGER_STD = 2      # 표준편차 승수
-ALERT_THRESHOLD = 0.10  # 하단 밴드 대비 10% 근접 시 알림
+BOLLINGER_THRESHOLD = 0.10  # 하단 밴드 대비 10% 근접 시 알림
 BUY_THRESHOLD = 0.15
 
 KR_COINS = {
@@ -171,7 +171,6 @@ KR_ETFS = {
     "034020.KS": "두산에너빌리티 / 원전,친환경",
     "160550.KQ": "NEW / 미디어,콘텐츠",
     "089980.KQ": "상아프론테크 / 2차전지,소재",
-    "066970.KQ": "엘앤에프 / 2차전지 소재",
     "131970.KQ": "테스나 / 반도체 테스트",
     "036930.KQ": "주성엔지니어링 / 반도체 장비",
     "078600.KQ": "대주전자재료 / 2차전지 소재",
@@ -182,7 +181,6 @@ KR_ETFS = {
     "068760.KQ": "셀트리온제약 / 바이오,제약",
     "032500.KQ": "케이엠더블유 / 5G,통신장비",
     "178320.KQ": "서진시스템 / 5G,전장,통신",
-    "091990.KQ": "셀트리온헬스케어 / 바이오,유통",
     "095700.KQ": "제넥신 / 바이오,백신",
     "084370.KQ": "유진테크 / 반도체 장비",
     "069080.KQ": "웹젠 / 게임",

stock_monitor.py

@@ -38,23 +38,42 @@ def calculate_bollinger_bands(data):
     return data
 
 
-def check_bollinger_bands(symbol, data):
-    if len(data) < BOLLINGER_PERIOD:
+def calculate_technical_indicators(data):
+    # 볼린저 밴드 계산
+    data = calculate_bollinger_bands(data)
+    
+    # RSI 계산 (14일 기준)
+    delta = data['Close'].diff()
+    gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
+    loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean()
+    rs = gain / loss
+    data['RSI'] = 100 - (100 / (1 + rs))
+    
+    # MACD 계산
+    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()
+    
+    # 이동평균선
+    data['MA5'] = data['Close'].rolling(window=5).mean()
+    data['MA20'] = data['Close'].rolling(window=20).mean()
+    data['MA60'] = data['Close'].rolling(window=60).mean()
+    
+    # 거래량 이동평균
+    data['Volume_MA5'] = data['Volume'].rolling(window=5).mean()
+    
+    return data
+
+def check_buy_signals(symbol, data):
+    if len(data) < 60:  # 최소 60일치 데이터 필요
         return None
-
-    # 과거 10개 봉에서 ALERT_THRESHOLD 아래로 빠진 적이 있는지 체크
-    check = False
-    for i in range(-1, -2, -1):
-        past = data.iloc[i]
-        upper_band = past['Upper']
-        lower_band = past['Lower']
-        price = past['Close']
-        distance = (price - lower_band) / (upper_band - lower_band)
-        if distance < ALERT_THRESHOLD:
-            check = True
-            break
-
+        
     latest = data.iloc[-1]
+    prev = data.iloc[-2]
+    
+    # 볼린저 밴드 신호
+    bb_signal = False
     if isinstance(latest['Upper'], float):
         upper_band = latest['Upper']
         lower_band = latest['Lower']
@@ -63,20 +82,70 @@ def check_bollinger_bands(symbol, data):
         upper_band = latest['Upper'].iloc[0]
         lower_band = latest['Lower'].iloc[0]
         current_price = latest['Close'].iloc[0]
+    
     distance = (current_price - lower_band) / (upper_band - lower_band)
-
-    buy = False
-    if check and BUY_THRESHOLD < distance:
-        buy = True
-
+    bb_signal = distance < BOLLINGER_THRESHOLD
+    
+    # RSI 과매도 신호 (RSI < 30)
+    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])
+    
+    # 이동평균선 골든크로스 임박 또는 발생
+    ma_signal = (prev['MA5'].iloc[0] < prev['MA20'].iloc[0]) and (latest['MA5'].iloc[0] >= latest['MA20'].iloc[0])
+    
+    # 거래량 증가 신호 (5일 평균 대비 150% 이상)
+    volume_signal = latest['Volume'].iloc[0] > (latest['Volume_MA5'].iloc[0] * 1.5)
+    
+    # 종합 신호
+    buy_signals = {
+        'bb_signal': bb_signal,
+        'rsi_signal': rsi_signal,
+        'macd_signal': macd_signal,
+        'ma_signal': ma_signal,
+        'volume_signal': volume_signal
+    }
+    
+    # 최소 3개 이상의 신호가 동시에 발생할 때 매수 신호로 간주
+    signal_count = sum(1 for signal in buy_signals.values() if signal)
+    
     return {
         'symbol': symbol,
         'price': current_price,
         'lower_band': lower_band,
         'distance': distance,
-        'buy': buy
+        'rsi': latest['RSI'].iloc[0],
+        'macd': latest['MACD'].iloc[0],
+        'signal_line': latest['Signal'].iloc[0],
+        'buy_signals': buy_signals,
+        'signal_count': signal_count,
+        'buy': signal_count >= 3
     }
 
+def format_message(info, market_type):
+    message = ""
+    if info['buy']:
+        message += '🛒 '
+    
+    message += f"[{market_type}] {info['name']} ({info['symbol']}) "
+    message += f"현재가: {'$' if market_type == 'US' else '₩'}{info['price']:.2f}\n"
+    
+    # 매수 신호 상세 정보
+    if any(info['buy_signals'].values()):
+        message += "📊 매수 신호:\n"
+        if info['buy_signals']['bb_signal']:
+            message += "- 볼린저 밴드 하단 근접 (근접도: {:.1f}%)\n".format(info['distance'] * 100)
+        if info['buy_signals']['rsi_signal']:
+            message += f"- RSI 과매도 구간 (RSI: {info['rsi']:.1f})\n"
+        if info['buy_signals']['macd_signal']:
+            message += "- MACD 골든크로스\n"
+        if info['buy_signals']['ma_signal']:
+            message += "- 이동평균선 골든크로스\n"
+        if info['buy_signals']['volume_signal']:
+            message += "- 거래량 급증\n"
+    
+    return message
 
 def get_coin_data(symbol, retries=3):
     for attempt in range(retries):
@@ -119,7 +188,7 @@ def get_stock_data(symbol, retries=3):
     for attempt in range(retries):
         try:
             end = datetime.now()
-            start = end - timedelta(days=60)
+            start = end - timedelta(days=300)
             data = yf.download(
                 symbol,
                 start=start.strftime('%Y-%m-%d'),
@@ -141,33 +210,28 @@ def get_stock_data(symbol, retries=3):
 
 def monitor_us_stocks():
     message = ""
-
-    # 미국 주식 모니터링
     print("US Stocks {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
+    
     for symbol in US_STOCKS:
         data = get_stock_data(symbol)
         if data is not None and not data.empty:
             try:
-                data = calculate_bollinger_bands(data)
-                info = check_bollinger_bands(symbol, data)
+                data = calculate_technical_indicators(data)
+                info = check_buy_signals(symbol, data)
                 info['name'] = US_STOCKS[symbol]
-                print("   - {} ({}): {:.2f} ({:.2f})".format(info['name'], symbol, info['price'], info['distance']))
-
-                if info['buy']:
-                    message += '🛒'
-                if info['distance'] < ALERT_THRESHOLD:
-                    message += "🔔"
-                message += "[{}] {} ({}) 현재가: ${:.2f}, 근접도: {:.2f}%\n".format('US', info['name'], info['symbol'], info['price'], info['distance'] * 100)
+                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['signal_count']}")
+                
+                if info['buy'] or any(info['buy_signals'].values()):
+                    message += format_message(info, 'US')
             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)
-
-    try:
-        send_stock_telegram_message(message)
-    except Exception as e:
-        print(f"Error sending Telegram message: {str(e)}")
+    
+    if message:
+        try:
+            send_stock_telegram_message(message)
+        except Exception as e:
+            print(f"Error sending Telegram message: {str(e)}")
 
     return
 
@@ -181,16 +245,13 @@ def monitor_kr_stocks():
         data = get_stock_data(symbol)
         if data is not None and not data.empty:
             try:
-                data = calculate_bollinger_bands(data)
-                info = check_bollinger_bands(symbol, data)
+                data = calculate_technical_indicators(data)
+                info = check_buy_signals(symbol, data)
                 info['name'] = KR_ETFS[symbol]
-                print("   - {} ({}): {:.2f} ({:.2f})".format(info['name'], symbol, info['price'], info['distance']))
-
-                if info['buy']:
-                    message += '🛒'
-                if info['distance'] < ALERT_THRESHOLD:
-                    message += "🔔"
-                message += "[{}] {} ({}) 현재가: ${:.2f}, 근접도: {:.2f}%\n".format('KR', info['name'], info['symbol'], info['price'], info['distance'] * 100)
+                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['signal_count']}")
+                
+                if info['buy'] or any(info['buy_signals'].values()):
+                    message += format_message(info, 'KR')
 
             except Exception as e:
                 print(f"Error processing data for {symbol}: {str(e)}")
@@ -215,17 +276,12 @@ def monitor_coins():
         data = get_coin_data(symbol)
         if data is not None and not data.empty:
             try:
-                data = calculate_bollinger_bands(data)
-                info = check_bollinger_bands(symbol, data)
+                data = calculate_technical_indicators(data)
+                info = check_buy_signals(symbol, data)
                 info['name'] = KR_COINS[symbol]
-                print("   - {} ({}): {:.2f} ({:.2f})".format(info['name'], symbol, info['price'], info['distance']))
-
-                message += "· {} ({}) 현재가: ₩{}, 근접도: {:.2f}%".format(info['name'], info['symbol'], info['price'], info['distance'] * 100)
-                if info['buy']:
-                    message += ' (🛒)'
-                if info['distance'] < ALERT_THRESHOLD:
-                    message += "(🔔)"
-                message += '\n'
+                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['signal_count']}")
+                
+                message += format_message(info, 'KR')
             except Exception as e:
                 print(f"Error processing data for {symbol}: {str(e)}")
         else:
@@ -241,6 +297,10 @@ def monitor_coins():
 
 
 def run_schedule():
+    monitor_kr_stocks()
+    monitor_us_stocks()
+    monitor_coins()
+
     # 코인 모니터링 스케줄 (매시간 1분, 11분, 21분, 31분, 41분, 51분)
     for minute in [1, 11, 21, 31, 41, 51]:
         schedule.every().hour.at(f":{minute:02d}").do(monitor_coins)