From 0283807f75758160cea02db1067969a91b644307 Mon Sep 17 00:00:00 2001 From: dosangyoon Date: Sat, 16 Oct 2021 01:26:27 +0900 Subject: [PATCH] init --- hts/BS.py | 103 +++++++++++++------------- hts/HTS.py | 4 +- hts/Simulation.py | 5 +- stockpredictor/analysis/Stochastic.py | 2 +- 4 files changed, 56 insertions(+), 58 deletions(-) diff --git a/hts/BS.py b/hts/BS.py index 6097621..cadb28e 100644 --- a/hts/BS.py +++ b/hts/BS.py @@ -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"]) diff --git a/hts/HTS.py b/hts/HTS.py index 3737d95..5634a05 100644 --- a/hts/HTS.py +++ b/hts/HTS.py @@ -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): diff --git a/hts/Simulation.py b/hts/Simulation.py index 2e08fba..d383a61 100644 --- a/hts/Simulation.py +++ b/hts/Simulation.py @@ -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: diff --git a/stockpredictor/analysis/Stochastic.py b/stockpredictor/analysis/Stochastic.py index 0f22767..b9a01ee 100644 --- a/stockpredictor/analysis/Stochastic.py +++ b/stockpredictor/analysis/Stochastic.py @@ -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)