init

hts/HTS.py

@@ -1,10 +1,10 @@
-import win32com.client
+#import win32com.client
 import time
 import os
 from datetime import datetime, timedelta
 import pandas as pd
 from enum import Enum
-#import plotly.graph_objects as go
+import plotly.graph_objects as go
 from stockpredictor.analysis.Common import Common
 
 # enum 주문 상태 세팅용
@@ -519,13 +519,13 @@ class HTS:
         close_df = pd.DataFrame(close)
         avg5_list = close_df.rolling(window=3).mean().fillna(close[0]).values.tolist()
         avg5 = [item[0] for item in avg5_list]
-        avg20_list = close_df.rolling(window=5).mean().fillna(close[0]).values.tolist()
+        avg20_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
         avg20 = [item[0] for item in avg20_list]
-        avg60_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
+        avg60_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist()
         avg60 = [item[0] for item in avg60_list]
-        avg120_list = close_df.rolling(window=20).mean().fillna(close[0]).values.tolist()
+        avg120_list = close_df.rolling(window=40).mean().fillna(close[0]).values.tolist()
         avg120 = [item[0] for item in avg120_list]
-        avg240_list = close_df.rolling(window=40).mean().fillna(close[0]).values.tolist()
+        avg240_list = close_df.rolling(window=80).mean().fillna(close[0]).values.tolist()
         avg240 = [item[0] for item in avg240_list]
 
         upper, lower = [], []
@@ -605,6 +605,38 @@ class HTS:
         if temp_status != "":
             status.add(temp_status)
 
+        # 돌파 체크
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "5", "20")
+        if temp_status != "":
+            status.add(temp_status)
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "5", "60")
+        if temp_status != "":
+            status.add(temp_status)
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "5", "120")
+        if temp_status != "":
+            status.add(temp_status)
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "5", "240")
+        if temp_status != "":
+            status.add(temp_status)
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "20", "60")
+        if temp_status != "":
+            status.add(temp_status)
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "20", "120")
+        if temp_status != "":
+            status.add(temp_status)
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "20", "240")
+        if temp_status != "":
+            status.add(temp_status)
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "60", "120")
+        if temp_status != "":
+            status.add(temp_status)
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "60", "240")
+        if temp_status != "":
+            status.add(temp_status)
+        temp_status = self.common.check_Dolpa(STOCK, last_index, "120", "240")
+        if temp_status != "":
+            status.add(temp_status)
+
         # 20일선 돌파
         temp_status = self.common.check_Dolpa_Jiji(STOCK, last_index, '20')
         if temp_status != "":
@@ -733,7 +765,7 @@ class HTS:
         size = len(data["Close"])
         STOCK = []
         for i in range(size):
-            STOCK.append({'volume': data['Volume'][i], 'close': data["Close"][i], 'open': data["Open"][i], 'high': data["High"][i], 'low': data["Low"][i], 'avg5': data["avg5"][i], 'avg20': data["avg20"][i], 'avg60': data["avg60"][i], 'avg120': data["avg120"][i]})
+            STOCK.append({'volume': data['Volume'][i], 'close': data["Close"][i], 'open': data["Open"][i], 'high': data["High"][i], 'low': data["Low"][i], 'avg5': data["avg5"][i], 'avg20': data["avg20"][i], 'avg60': data["avg60"][i], 'avg120': data["avg120"][i], 'avg240': data["avg240"][i]})
 
         bsLine = {}
         bsLine['buy']  = [-1 for i in range(size)]
@@ -742,16 +774,26 @@ class HTS:
         i = size - 1
         status = self.checkStatus(STOCK, i)
         count_1 = 0
-        if "arrange_" in status: count_1 += 1
+        # if "GOLDEN#2_" in status: count_1 += 1
+        # if "arrange_" in status: count_1 += 1
+        # if "UMYANG_" in status: count_1 += 1
+        # if "5-20_" in status: count_1 += 1
+        if "5_20_" in status: count_1 += 1
+        if "5_60_" in status: count_1 += 1
+        if "5_120_" in status: count_1 += 1
+        if "5_240_" in status: count_1 += 1
+        if "20_60_" in status: count_1 += 1
+        if "20_120_" in status: count_1 += 1
+        if "20_240_" in status: count_1 += 1
+        if "60_120_" in status: count_1 += 1
+        if "60_240_" in status: count_1 += 1
+        if "120_240_" in status: count_1 += 1
         if "arrange_" in status and "HIGHERUMBONG_" in status: count_1 += 1
         if "20_" in status: count_1 += 1
         if "60_" in status: count_1 += 1
         if "120_" in status: count_1 += 1
         if "240_" in status: count_1 += 1
-        if "5-20_" in status: count_1 += 1
-        if "GOLDEN#2_" in status: count_1 += 1
         if "GOLDEN#3_" in status: count_1 += 1
-        if "UMYANG_" in status: count_1 += 1
         if "DOJI_" in status: count_1 += 1
         if "DRAGONEFLY_" in status: count_1 += 1
         if "HAMMER_" in status: count_1 += 1
@@ -782,7 +824,7 @@ class HTS:
         size = len(data["Close"])
         STOCK = []
         for i in range(size):
-            STOCK.append({'volume': data['Volume'][i], 'close': data["Close"][i], 'open': data["Open"][i], 'high': data["High"][i], 'low': data["Low"][i], 'avg5': data["avg5"][i], 'avg20': data["avg20"][i], 'avg60': data["avg60"][i], 'avg120': data["avg120"][i]})
+            STOCK.append({'volume': data['Volume'][i], 'close': data["Close"][i], 'open': data["Open"][i], 'high': data["High"][i], 'low': data["Low"][i], 'avg5': data["avg5"][i], 'avg20': data["avg20"][i], 'avg60': data["avg60"][i], 'avg120': data["avg120"][i], 'avg240': data["avg240"][i]})
 
         bsLine = {}
         bsLine['buy'] = [-1 for i in range(len(lower))]
@@ -791,16 +833,26 @@ class HTS:
         for i in range(5, size-5):
             status = self.checkStatus(STOCK, i)
             count_1 = 0
-            if "arrange_" in status: count_1 += 1
+            #if "GOLDEN#2_" in status: count_1 += 1
+            #if "arrange_" in status: count_1 += 1
+            #if "UMYANG_" in status: count_1 += 1
+            #if "5-20_" in status: count_1 += 1
+            if "5_20_" in status: count_1 += 1
+            if "5_60_" in status: count_1 += 1
+            if "5_120_" in status: count_1 += 1
+            if "5_240_" in status: count_1 += 1
+            if "20_60_" in status: count_1 += 1
+            if "20_120_" in status: count_1 += 1
+            if "20_240_" in status: count_1 += 1
+            if "60_120_" in status: count_1 += 1
+            if "60_240_" in status: count_1 += 1
+            if "120_240_" in status: count_1 += 1
             if "arrange_" in status and "HIGHERUMBONG_" in status: count_1 += 1
             if "20_" in status: count_1 += 1
             if "60_" in status: count_1 += 1
             if "120_" in status: count_1 += 1
             if "240_" in status: count_1 += 1
-            if "5-20_" in status: count_1 += 1
-            if "GOLDEN#2_" in status: count_1 += 1
             if "GOLDEN#3_" in status: count_1 += 1
-            if "UMYANG_" in status: count_1 += 1
             if "DOJI_" in status: count_1 += 1
             if "DRAGONEFLY_" in status: count_1 += 1
             if "HAMMER_" in status: count_1 += 1
@@ -857,7 +909,7 @@ class HTS:
 
     def buyRealTime(self, stock_code, given_day):
         PREVIOUS_PRICE = 0
-        BUY_COUNT = 100
+        BUY_COUNT = 200
         TOTAL_BUY_AMT = 0
 
         logFp = open(given_day+".log", "w")
@@ -894,23 +946,23 @@ class HTS:
                 if bs_buy_price > 0:
                     if PREVIOUS_PRICE > 0:
                         if PREVIOUS_PRICE > bs_buy_price:
-                            if BUY_COUNT > 140:
+                            if BUY_COUNT > 240:
+                                BUY_COUNT = 240
+                            if BUY_COUNT <= 140:
                                 BUY_COUNT = 140
-                            if BUY_COUNT <= 40:
-                                BUY_COUNT = 40
                             BUY_COUNT += 10
                         elif PREVIOUS_PRICE < bs_buy_price:
-                            if BUY_COUNT > 160:
+                            if BUY_COUNT > 250:
+                                BUY_COUNT = 260
+                            if BUY_COUNT <= 150:
                                 BUY_COUNT = 160
-                            if BUY_COUNT <= 60:
-                                BUY_COUNT = 60
                             BUY_COUNT -= 10
 
                     PREVIOUS_PRICE = bs_buy_price
 
                     # 매수 주문
                     # 현재까지 매입금액이 7백만원 이하일 때만 매수를 한다.
-                    if TOTAL_BUY_AMT < 2000000:
+                    if TOTAL_BUY_AMT < 5000000:
                         self.requestOrder("2", stock_code, BUY_COUNT , bs_buy_price)
 
                         ## 매도 주문 (아래 잔고를 체크해서 매도를 호출하는 것으로 시도한다.)
@@ -929,6 +981,10 @@ class HTS:
                 logFp.write("%s,%s,\n" % ("NONE", second))
                 logFp.flush()
 
+
+            # 60일 선이 꺾여서 하락 중일 경우만 바로 매도를 한다.
+            size = len(data["avg60"])
+            if data["avg60"][size-2] > data["avg60"][size-1]:
                 # 만약 잔고가 있으면 장부가보다 5원 높게 매도한다.
                 jangoDic = self.requstJango()
                 if jangoDic and len(jangoDic.keys()) > 0:
@@ -962,20 +1018,20 @@ if __name__ == "__main__":
     RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d")
 
     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']
+    stock_codes = ["252670"]
+    given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929','20210930','20211001', '20211005']
 
     hts = HTS()
 
     #hts.all_stocks()
     #hts.getChartData(stock_codes)
     #hts.currentStock(stock_codes)
-    #for given_day in given_days:
+    for given_day in given_days:
         #hts.writeStockData(stock_codes, given_day)
-        #for stock_code in stock_codes:
+        for stock_code in stock_codes:
-            #hts.simulate(stock_code, given_day)
+            hts.simulate(stock_code, given_day)
 
-    given_day = datetime.today().strftime('%Y%m%d')
+    #given_day = datetime.today().strftime('%Y%m%d')
-    #hts.writeStockData(stock_codes, given_day)
+    #hts.buyRealTime(stock_codes[0], given_day)
-    hts.buyRealTime(stock_codes[0], given_day)
 
     print ("done...")

stockpredictor/analysis/Common.py

@@ -420,6 +420,13 @@ class Common:
                         return "STOCHASTIC#2_"
         return ""
 
+    def check_Dolpa(self, stock, i, avg1, avg2):
+        upper_index = 0
+        if len(stock) > 2:
+            if stock[i-1]["avg"+avg1] < stock[i-1]["avg"+avg2] and stock[i]["avg"+avg1] > stock[i]["avg"+avg2]:
+                return avg1+"_"+avg2+"_"
+        return ""
+
     def check_Dolpa_Jiji(self, stock, i, day='20'):
         upper_index = 0
         if len(stock) > 5: