init

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"])