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dosangyoon
2021-10-16 01:26:27 +09:00
parent af5c22f9f5
commit 0283807f75
4 changed files with 56 additions and 58 deletions
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103
hts/BS.py
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@@ -16,58 +16,6 @@ class BS:
return
def getPriceAndWeight(self, data, i):
buy, weight, sell = -1, -1, -1
# sell 분석
if (data["High"][i] - data["Close"][i]) / 2 + data["Close"][i] > data["upper"][i]:
sell = data["High"][i]
if i > 300:
if data["High"][i] > data["upper"][i]:
sell = data["High"][i]
# buy 분석
if data["slow_k"][i] <= 36:
if data["Low"][i] < data["lower"][i]:
buy = data["Low"][i]
if data["slow_k"][i] <= 25:
if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]:
buy = data["Low"][i]
if i < 40:
if data["slow_k"][i] < 25:
buy = data["Low"][i]
# weight 분석
# rsi가 rsis 위로 올라오며 15 이하일 경우 10배로 주문함 (14:30 이전)
if data["rsi"][i] < 15 and data["rsis"][i] < 15 and data["rsi"][i - 1] < data["rsis"][i - 1] and data["rsis"][i] < data["rsi"][i]:
buy = data["Low"][i]
weight = 4
if data["slow_k"][i] == 1:
weight = 4 # 8
elif data["slow_k"][i] in (2, 3):
weight = 3.5 # 7
elif data["slow_k"][i] in (4, 5, 6):
weight = 3 # 6
elif data["slow_k"][i] in (7, 8, 9, 10):
weight = 2.5 # 5
elif data["slow_k"][i] in (11, 12, 13, 14, 15):
weight = 2 # 4
elif data["slow_k"][i] in (16, 17, 18, 19, 20, 21):
weight = 1.5 # 3
elif data["slow_k"][i] in (22, 23, 24, 25, 26, 27, 28):
weight = 1 # 2
elif data["slow_k"][i] in (29, 30, 31, 32, 33, 34, 35, 36):
weight = 1
if data["rsi"][i] < 10:
weight = 3 # 8
if i <= 20:
weight = 1
return buy, weight, sell
def checkStatus(self, STOCK, last_index):
status = set()
@@ -232,6 +180,57 @@ class BS:
return status
def getPriceAndWeight1(self, data, i):
buy, weight, sell = -1, -1, -1
################
### sell 분석 ###
################
# 1. 볼린져밴드 상단이 최고와 종가 사이 아래에 있는 경우 매도한다.
if (data["High"][i] - data["Close"][i]) / 2 + data["Close"][i] > data["upper"][i]:
sell = data["High"][i]
# 2. slow_k가 90이 넘으면 매도한다.
if data["slow_k"][i] >= 90:
sell = data["High"][i]
# 3. 2시 이후에는 최고가가 볼린져밴드 상단 위에 있으면 매도한다.
if i > 300 and data["High"][i] > data["upper"][i]:
sell = data["High"][i]
################
### buy 분석 ###
################
# 1. slow_k가 25 아래 있으면 매수한다.
if data["slow_k"][i] <= 20:
buy = data["Low"][i]
# weight 분석
# rsi가 rsis 위로 올라오며 15 이하일 경우 10배로 주문함 (14:30 이전)
if data["rsi"][i] < 15 and data["rsis"][i] < 15 and data["rsi"][i - 1] < data["rsis"][i - 1] and data["rsis"][i] < data["rsi"][i]:
buy = data["Low"][i]
weight = 3
if data["rsi"][i] < 10:
weight = 3
if data["slow_k"][i] in (1, 2, 3, 4, 5, 6, 7, 8, 9, 10):
weight = 2
elif data["slow_k"][i] in (11, 12, 13, 14, 15, 16):
weight = 1.5
elif data["slow_k"][i] in (17, 18, 19, 20, 21, 22, 23, 24, 25):
weight = 1
return buy, weight, sell
def getPriceAndWeight2(self, data, i):
buy, weight, sell = -1, -1, -1
if data["slow_k"][i] < 25:
buy = data["Low"][i]
if data["slow_k"][i] > 90:
sell = data["High"][i]
return buy, weight, sell
def analyze(self, result):
df = pd.DataFrame(result["close"])

4
hts/HTS.py
View File

@@ -531,10 +531,10 @@ class HTS:
bsLine['sell'] = [-1 for i in range(size)]
i = size - 1
if i <= 20:
if i < 5:
return -1, -1, -1
buy, weight, sell = self.bs.getPriceAndWeight(data, i)
buy, weight, sell = self.bs.getPriceAndWeight1(data, i)
return buy, weight, sell
def getSellingPrice(self, final_price):

5
hts/Simulation.py
View File

@@ -49,8 +49,8 @@ class Simulation:
bsLine['weight'] = [-1 for i in range(size)]
bsLine['sell'] = [-1 for i in range(size)]
for i in range(21, size-5):
buy, weight, sell = self.bs.getPriceAndWeight(data, i)
for i in range(6, size-5):
buy, weight, sell = self.bs.getPriceAndWeight1(data, i)
bsLine['buy'][i] = buy
bsLine['weight'][i] = weight
bsLine['sell'][i] = sell
@@ -163,7 +163,6 @@ if __name__ == "__main__":
given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913',
'20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929',
'20210930','20211001', '20211005','20211006', '20211007','20211008', '20211012','20211013', '20211014']
simulation = Simulation()
for given_day in given_days:

2
stockpredictor/analysis/Stochastic.py
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@@ -15,7 +15,7 @@ class Stochastic:
# 일자(n,m,t)에 따른 Stochastic(KDJ)의 값을 구하기 위해 함수형태로 만듬
# n=15 (%k), m=5 (%d), t=3
def apply(self, df, n=10, m=6, t=6):
def apply(self, df, n=5, m=3, t=3):
# 입력받은 값이 dataframe이라는 것을 정의해줌
df = pd.DataFrame(df)