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dsyoon
2023-10-24 00:12:03 +09:00
parent 46746b1007
commit 1314c20f9d
1 changed files with 89 additions and 61 deletions
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98
hts/BuySellChecker.py
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@@ -221,9 +221,7 @@ class BuySellChecker:
def getBuyPriceAndWeight(self, stock_code, i, data):
buy, weight = -1, -1
if i < 40:
return buy, weight
if i > 40:
max_vol_5 = max(data['volume'].to_list()[i - 4: i + 1])
max_vol_30 = max(data['volume'].to_list()[i - 24: i - 4])
if max_vol_30 < max_vol_5:
@@ -251,24 +249,74 @@ class BuySellChecker:
if data['rsi'][i-1] < 40 and data['rsi'][i] > 40:
buy, weight = data['close'][i] , 1
"""
min_macd = min(data['macd'])
if i > 30 and data['macd'][i] < min_macd + (-min_macd * 0.4):
buy, weight = data['close'][i], 1
"""
if 10 < int(data.index[i].strftime('%H')):
if stock_code == '252670' or stock_code == '251340':
if data['macd'][i] < -4:
if stock_code in ("252670", "251340"):
if data['macd'][i] < -0.2:
if data['open'][i - 1] < data['close'][i - 1] and data['volume'][i - 1] < data['volume'][i]:
buy, weight = data['close'][i], 1
elif stock_code == '122630' or stock_code == '233740':
if data['macd'][i] < -10:
if data['open'][i - 1] < data['close'][i - 1] and data['volume'][i - 1] < data['volume'][i]:
if 60 < i and data['avg200'][i] < data['avg5'][i] and data['avg200'][i] < data['avg20'][i] and data['avg200'][i] < data['avg60'][i]:
if data['open'][i] < data['close'][i]:
if max(data['volume'][i-60:i].tolist()) * 3 < data['volume'][i]:
if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) < 0.0007:
if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) < 0.0009:
buy, weight = data['close'][i], 10
elif stock_code in ("122630", "233740"):
if 10 < i and data['close'][i] < data['avg200'][i] and data['open'][i] < data['close'][i] and max(data['avg5'][i], data['avg20'][i], data['avg200'][i]) < data['avg60'][i]:
if data['open'][i] < min(data['close'][i], data['avg5'][i], data['avg20'][i], data['avg60'][i], data['avg120'][i]):
if max(data['volume'][i-10:i].tolist()) * 4 < data['volume'][i]:
if data['open'][i] < (data['upper'][i] + data['lower'][i])/2:
buy, weight = data['close'][i], 3
if 10 < i and data['avg200'][i] < data['avg5'][i] and data['avg200'][i] < data['avg20'][i] and data['avg200'][i] < data['avg60'][i]:
if data['open'][i] < data['close'][i]:
if max(data['volume'][i-10:i].tolist()) * 3 < data['volume'][i]:
if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) < 0.003:
buy, weight = data['close'][i], 1
if data['open'][i-1] < data['close'][i-1] and data['open'][i] < data['close'][i]:
if data['volume'][i-1] * 10 < data['volume'][i]:
if data['upper'][i] < data['close'][i]:
if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min( data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) < 0.005:
if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) < 0.006:
if data['avg200'][i] < min(data['open'][i], data['close'][i], data['avg5'][i], data['avg20'][i], data['avg60'][i]):
buy, weight = data['close'][i]+2, 3
if 10 < i:
check = False
for c in range(i-10):
if data['close'][c-1] < data['close'][c-2] < data['close'][c-3] < data['close'][c-4] < data['close'][c-5] < data['close'][c-6]:
if data['close'][c-1] < data['lower'][c-1] and data['close'][c-2] < data['lower'][c-2] and data['close'][c-3] < data['lower'][c-3] and data['close'][c-4] < data['lower'][c-4] and data['close'][c-5] < data['lower'][c-5] and data['close'][c-6] < data['lower'][c-6]:
check = True
break
if check and data['close'][i] < data['lower'][i]:
buy, weight = data['close'][i], 1
if stock_code in ("233740"):
if data['macd'][i] < -20:
if data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]:
buy, weight = data['close'][i], 3
if stock_code in ("122630"):
if data['macd'][i] < -20:
if data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]:
buy, weight = data['close'][i], 2
if stock_code in ("251340"):
if data['macd'][i] < -2:
if data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]:
buy, weight = data['close'][i], 3
if stock_code in ("BCH"):
if data['macd'][i] < -1:
if data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]:
buy, weight = data['close'][i], 3
return buy, weight
def getSellPriceAndWeight(self, stock_code, i, data):
sell, weight = -1, -1
@@ -794,26 +842,6 @@ class BuySellChecker:
data['buy'][i] = buy
bsLine['buy'][i] = buy
bsLine['buy_weight'][i] = 5.0
"""
check = True
for l in range(i - 3, i):
if (
data['gradients_low'][l - 1] < data['gradients_low'][l] or
data['gradients_avg60'][l - 1] < data['gradients_avg60'][l] or
data['gradients_avg20'][l - 1] < data['gradients_avg20'][l] or
0.01 < data['gradients_low'][l - 1] < 0.21 or
-0.09 < data['gradients_avg20'][l - 1] < -0.002 or
0.01 < data['gradients_avg60'][l - 1] < 0.021
):
check = False
break
if check:
if data['slow_k'][i] < 30:
buy = data['low'][i]
data['buy'][i] = buy
bsLine['buy'][i] = buy
bsLine['buy_weight'][i] = 5.0
"""
if (data['disparity'][i] < 5 and 99.0 < data['disparity_avg60'][i] < 99.1 and