init

stock/analysis/Common.py

@@ -1,4 +1,6 @@
 
+from stock.analysis.MovingAverage import MovingAverage
+
 class Common:
 
     # 상향
@@ -586,4 +588,52 @@ class Common:
                 for c in range(1, 4):
                     if stock['close'][c] < stock['bolingerband_lower'][c]:
                         return True
-        return False
+        return False
+
+    # OBV (최저점에서 누적 거래량) 체크
+    def check_obv(self, stock):
+        lowest_index = -1
+        p_price = 99999999999999
+        size = len(stock['close'])
+        for i in range(size):
+            if stock['low'][i] < p_price:
+                p_price = stock['low'][i]
+                lowest_index = i
+
+        if lowest_index > 600:
+            lowest_index = 600
+
+        obv = 0
+        obvs = []
+        for i in range(lowest_index, -1, -1):
+            if stock['open'][i] < stock['close'][i]:
+                obv += stock['volume'][i]
+            elif stock['close'][i] < stock['open'][i]:
+                obv -= stock['volume'][i]
+
+            obvs.append(obv)
+
+        q_5 = MovingAverage(5)
+        q_20 = MovingAverage(20)
+        q_60 = MovingAverage(60)
+
+        if len(obvs) > 60:
+            for i in range(len(obvs)):
+                q_5.enqueue(obvs[i])
+                q_20.enqueue(obvs[i])
+                q_60.enqueue(obvs[i])
+
+                stock['obv5'].append( q_5.avg() )
+                stock['obv20'].append( q_20.avg() )
+                stock['obv60'].append( q_60.avg() )
+                lowest_index -= 1
+
+        stock['obv5'] = list(reversed(stock['obv5']))
+        stock['obv20'] = list(reversed(stock['obv20']))
+        stock['obv60'] = list(reversed(stock['obv60']))
+
+        obvs = list(reversed(obvs))
+        if len(obvs) > 60 and obv > 0:
+            return obv
+
+        return -1