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스토캐스틱, RSI 추가

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dsyoon
2021-10-19 23:47:57 +09:00
parent 66be9769e3
commit 0d615270ad
3 changed files with 18 additions and 15 deletions
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26
hts/BuySellChecker.py
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@@ -200,19 +200,21 @@ class BuySellChecker:
### STOCHASTIC buy 분석 ###
##########################
if i < 40:
if data["slow_k"][i] <= 20:
if data["slow_k"][i - 2] < data["slow_d"][i - 2] and data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]:
if data["Close"][i] < data["avg5"][i]:
buy = data["Close"][i]
else:
buy = data["Low"][i]
if data["Low"][i] - 3 < data["lower"][i]:
if data["slow_k"][i] <= 20:
if data["slow_k"][i - 2] < data["slow_d"][i - 2] and data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]:
if data["Close"][i] < data["avg5"][i]:
buy = data["Close"][i]
else:
buy = data["Low"][i]
else:
if data["slow_k"][i] <= 35:
if data["slow_k"][i-2] < data["slow_d"][i-2] and data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i]:
if data["Close"][i] < data["avg5"][i]:
buy = data["Close"][i]
else:
buy = data["Low"][i]
if data["Low"][i] - 3 < data["lower"][i]:
if data["slow_k"][i] <= 35:
if data["slow_k"][i-2] < data["slow_d"][i-2] and data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i]:
if data["Close"][i] < data["avg5"][i]:
buy = data["Close"][i]
else:
buy = data["Low"][i]
#############################
### STOCHASTIC weight 분석 ###

2
hts/HTS_252670.py
View File

@@ -547,7 +547,7 @@ class HTS_252670:
def buyRealTime(self, stock_code, GIVEN_DAY):
orderChecker = OrderChecker(stock_code)
BASE_COUNT = 250
BASE_COUNT = 200
timecheckList = pd.read_csv("timecheck.csv").values.tolist()
timecheck = {GIVEN_DAY + " " + str(second).zfill(6):False for second, check in timecheckList}

5
hts/Simulation.py
View File

@@ -172,11 +172,12 @@ if __name__ == "__main__":
stock_codes = ["252670", "122630"]
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', '20211018']
'20210930','20211001', '20211005','20211006', '20211007','20211008', '20211012','20211013', '20211014',
'20211018', '20211019']
simulation = Simulation()
given_days = sorted(given_days, reverse=True)
for given_day in given_days:
simulation.simulate(stock_codes[0], given_day)
simulation.simulate(stock_codes[1], given_day)
print ("done...")