dsyoon/DeepStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

init

Browse Source
This commit is contained in:
dsyoon
2023-12-20 22:53:19 +09:00
parent a8d65e58f6
commit 1f0fccd7be
2 changed files with 64 additions and 35 deletions
Download Patch File Download Diff File Expand all files Collapse all files

59
HTS_etf.py
View File

@@ -432,8 +432,16 @@ class HTS_etf(HTS):
"limit_bottom_10": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_50": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_50": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}
"limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_30": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_30": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_40": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_40": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_99": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_99": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}
}
disparity['avg'] = avg
disparity_1500 = sorted(list(set(avg['avg1500'])), reverse=True)
@@ -444,22 +452,39 @@ class HTS_etf(HTS):
disparity_20 = sorted(list(set(avg['avg20'])), reverse=True)
disparity_5 = sorted(list(set(avg['avg5'])), reverse=True)
poses = [1, 3, 5, 10, 20, 50]
poses = [1, 3, 5, 10, 20, 30, 40, 99]
for pos in poses:
disparity['limit_top_' + str(pos)]['avg1500'] = disparity_1500[pos - 1]
disparity['limit_bottom_' + str(pos)]['avg1500'] = disparity_1500[len(disparity_1500) - pos - 1]
disparity['limit_top_' + str(pos)]['avg480'] = disparity_480[pos]
disparity['limit_bottom_' + str(pos)]['avg480'] = disparity_480[len(disparity_480) - pos - 1]
disparity['limit_top_' + str(pos)]['avg240'] = disparity_240[pos]
disparity['limit_bottom_' + str(pos)]['avg240'] = disparity_240[len(disparity_240) - pos - 1]
disparity['limit_top_' + str(pos)]['avg120'] = disparity_120[pos]
disparity['limit_bottom_' + str(pos)]['avg120'] = disparity_120[len(disparity_120) - pos - 1]
disparity['limit_top_' + str(pos)]['avg60'] = disparity_60[pos]
disparity['limit_bottom_' + str(pos)]['avg60'] = disparity_60[len(disparity_60) - pos - 1]
disparity['limit_top_' + str(pos)]['avg20'] = disparity_20[pos]
disparity['limit_bottom_' + str(pos)]['avg20'] = disparity_20[len(disparity_20) - pos - 1]
disparity['limit_top_' + str(pos)]['avg5'] = disparity_5[pos]
disparity['limit_bottom_' + str(pos)]['avg5'] = disparity_5[len(disparity_5) - pos - 1]
if pos == 99:
pos = int(len(disparity_20) * 0.03)
disparity['limit_top_99']['avg1500'] = disparity_1500[pos - 1]
disparity['limit_bottom_99']['avg1500'] = disparity_1500[len(disparity_1500) - pos - 1]
disparity['limit_top_99']['avg480'] = disparity_480[pos]
disparity['limit_bottom_99']['avg480'] = disparity_480[len(disparity_480) - pos - 1]
disparity['limit_top_99']['avg240'] = disparity_240[pos]
disparity['limit_bottom_99']['avg240'] = disparity_240[len(disparity_240) - pos - 1]
disparity['limit_top_99']['avg120'] = disparity_120[pos]
disparity['limit_bottom_99']['avg120'] = disparity_120[len(disparity_120) - pos - 1]
disparity['limit_top_99']['avg60'] = disparity_60[pos]
disparity['limit_bottom_99']['avg60'] = disparity_60[len(disparity_60) - pos - 1]
disparity['limit_top_99']['avg20'] = disparity_20[pos]
disparity['limit_bottom_99']['avg20'] = disparity_20[len(disparity_20) - pos - 1]
disparity['limit_top_99']['avg5'] = disparity_5[pos]
disparity['limit_bottom_99']['avg5'] = disparity_5[len(disparity_5) - pos - 1]
else:
disparity['limit_top_' + str(pos)]['avg1500'] = disparity_1500[pos - 1]
disparity['limit_bottom_' + str(pos)]['avg1500'] = disparity_1500[len(disparity_1500) - pos - 1]
disparity['limit_top_' + str(pos)]['avg480'] = disparity_480[pos]
disparity['limit_bottom_' + str(pos)]['avg480'] = disparity_480[len(disparity_480) - pos - 1]
disparity['limit_top_' + str(pos)]['avg240'] = disparity_240[pos]
disparity['limit_bottom_' + str(pos)]['avg240'] = disparity_240[len(disparity_240) - pos - 1]
disparity['limit_top_' + str(pos)]['avg120'] = disparity_120[pos]
disparity['limit_bottom_' + str(pos)]['avg120'] = disparity_120[len(disparity_120) - pos - 1]
disparity['limit_top_' + str(pos)]['avg60'] = disparity_60[pos]
disparity['limit_bottom_' + str(pos)]['avg60'] = disparity_60[len(disparity_60) - pos - 1]
disparity['limit_top_' + str(pos)]['avg20'] = disparity_20[pos]
disparity['limit_bottom_' + str(pos)]['avg20'] = disparity_20[len(disparity_20) - pos - 1]
disparity['limit_top_' + str(pos)]['avg5'] = disparity_5[pos]
disparity['limit_bottom_' + str(pos)]['avg5'] = disparity_5[len(disparity_5) - pos - 1]
return disparity