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dosangyoon
2022-02-02 05:36:55 +09:00
parent 2d4f759ab6
commit 198169493b
15 changed files with 3260 additions and 315 deletions
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35
stockpredictor/analysis/Stochastic.py
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@@ -15,7 +15,9 @@ 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=5, m=3, t=3):
# n=5 (%k), m=3 (%d), t=3
# n=14 (%k), m=3 (%d), t=3
def apply(self, df, n=14, m=3, t=3):
# 입력받은 값이 dataframe이라는 것을 정의해줌
df = pd.DataFrame(df)
@@ -130,31 +132,16 @@ class Stochastic:
df = self.apply(df)
for i in range(len(df.fast_k)):
stock['PRICE'][i]['stochastic_buy'] = 0
if "fast_k" not in stock['PRICE'][i]:
stock['PRICE'][i]['fast_k'] = -1
stock['PRICE'][i]['slow_k'] = -1
stock['PRICE'][i]['slow_d'] = -1
if "stochastic_fast_k" not in stock['PRICE'][i]:
stock['PRICE'][i]['stochastic_fast_k'] = -1
stock['PRICE'][i]['stochastic_slow_k'] = -1
stock['PRICE'][i]['stochastic_slow_d'] = -1
stock['PRICE'][i]['fast_k'] = df.fast_k.values[i]
stock['PRICE'][i]['slow_k'] = df.slow_k.values[i]
stock['PRICE'][i]['slow_d'] = df.slow_d.values[i]
stock['PRICE'][i]['stochastic_fast_k'] = df.fast_k.values[i]
stock['PRICE'][i]['stochastic_slow_k'] = df.slow_k.values[i]
stock['PRICE'][i]['stochastic_slow_d'] = df.slow_d.values[i]
# 0: 중립, 1: 매수, -1: 매도
stock['PRICE'][i]['stochastic_buy'] = 0
if i > 0:
if ('slow_k' in stock['PRICE'][i-1] and 'slow_k' in stock['PRICE'][i]):
stock['PRICE'][i]['stochastic_buy'] = self.common.getStochasticScore(stock['PRICE'], i)
results = []
for day in stock['PRICE']:
results.append({'DATE': day['DATE'],
'fast_k': day['fast_k'],
'slow_k': day['slow_k'],
'slow_d': day['slow_d'],
'stochastic_buy': day['stochastic_buy']})
return results
return
if __name__ == "__main__":
stochastic = Stochastic()