init

Simulation.py

@@ -174,12 +174,11 @@ if __name__ == "__main__":
 
     # to check bying
     stock_codes = {
-        # 252670
-        # 122630
-        "252670": ['20220801', '20220802', '20220803', '20220804', '20220805'],
+        "122630": ['20220808'],
+        "252670": ['20220808'],
     }
 
-    method = "rul" # "rul", "ml", "answer"
+    method = "rule" # "rule", "ml", "answer"
     for stock_code in stock_codes:
         simulation = Simulation(RESOURCE_PATH)
 

hts/BuySellChecker.py

@@ -155,14 +155,6 @@ class BuySellChecker:
         if data['slow_k'][i] > 40:
             buy, weight, sell = -1, -1, -1
 
-        high, low = 0, 0
-        for c in range(1, 10):
-            if data['lower'][i-c-1] < data['lower'][i-c]:
-                high += 1
-            else:
-                low += 1
-        if high > low:
-            buy, weight, sell = -1, -1, -1
         return buy, weight
 
 
@@ -207,6 +199,20 @@ class BuySellChecker:
                 # "15:00" 까지만 매수
                 return buy, weight
 
+            # 5분선이 10분 이상 10분선 아래에 있다가 10분선 위로 올라옴
+            if i >= 381 + 10:
+                vaild = True
+                for c in range(2, 10):
+                    if data["avg5"][i - c] > data["avg10"][i - c]:
+                        vaild = False
+                        break
+                if vaild:
+                    if data["avg5"][i - 1] >= data["avg10"][i - 1] and data["avg5"][i] >= data["avg10"][i]:
+                        buy = int(data["avg5"][i] - data["avg5"][i]%5)
+                        weight = 1
+                        return self.getBuyCheck(data, i, buy, weight)
+
+            """
             # 중위선 20분선 아래에서 볼린져 상단을 뚫고 종료할 때
             # (2022-07-06 11:17) (2022-07-07 14:29) (2022-07-08 12:41 12:44) (2022-07-11 13:58)
             # (2022-07-13 12:02 12:03) (2022-07-14 10:50) (2022-07-15 09:52)
@@ -328,30 +334,10 @@ class BuySellChecker:
                         buy = (data["open"][i]+data["close"][i])/2
                         weight = 7
                         return self.getBuyCheck(data, i, buy, weight)
+            """
+
 
 
-            # 10분선이 30분 이상 20분선 아래에 있다가 20분선 위로 올라옴
-            # 이때 3, 5, 10, 20분선의 max-min이 5원 미만이다.
-            if i > 381 + 20:
-                vaild = True
-                max_price = 0
-                if i > 381 + 30:
-                    last = 30
-                else:
-                    last = i - 381
-                for c in range(4, last):
-                    if data["avg10"][i - c] >= data["avg20"][i - c]:
-                        vaild = False
-                    if max_price < data["high"][i - c]:
-                        max_price = data["high"][i - c]
-                if vaild:
-                        if ((data["avg10"][i-3] > data["avg20"][i-3] and data["avg10"][i-2] > data["avg20"][i-2] and data["avg10"][i-1] > data["avg20"][i-1] and data["avg10"][i] > data["avg20"][i]) or
-                            (abs(data["avg10"][i-3] - data["avg20"][i-3]) < 2 and abs(data["avg10"][i-2] - data["avg20"][i-2]) < 2 and abs(data["avg10"][i-1] - data["avg20"][i-1]) < 2 and abs(data["avg10"][i] - data["avg20"][i])<2)) :
-                            if max(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i]) - min(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i]) <= 5:
-                                if max_price - data["close"][i] >= 30:
-                                    buy = data["high"][i]
-                                    weight = 10
-                                    return self.getBuyCheck(data, i, buy, weight)
 
 
             """
@@ -501,7 +487,20 @@ class BuySellChecker:
                 # "15:00" 까지만 매수
                 return buy, weight
 
+            # 5분선이 10분 이상 10분선 아래에 있다가 10분선 위로 올라옴
+            if i >= 381 + 10:
+                vaild = True
+                for c in range(2, 10):
+                    if data["avg5"][i - c] > data["avg10"][i - c]:
+                        vaild = False
+                        break
+                if vaild:
+                    if data["avg5"][i - 1] >= data["avg10"][i - 1] and data["avg5"][i] >= data["avg10"][i]:
+                        buy = int(data["avg5"][i] - data["avg5"][i]%5)
+                        weight = 1
+                        return self.getBuyCheck(data, i, buy, weight)
 
+            """
             # 30일 이전부터 모든 선이 좁혀졌다 녋혀지면서 다시 상승하며 좁혀짐
             if max(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i], data["avg30"][i]) - min(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i]) < 5:
                 if data["avg3"][i - 1] < data["avg3"][i] and data["macd"][i] < 20:
@@ -672,7 +671,7 @@ class BuySellChecker:
                             buy = data["high"][i]
                             weight = 3
                             return buy, weight
-
+        """
 
 
         return buy, weight

stock/util/LabelMaker.py

@@ -273,7 +273,7 @@ if __name__ == "__main__":
 
     view = True
     stock_code = "252670"
-    ymd = "20220804"
+    ymd = "20220808"
 
     if view:
         bsLine, data = labelMaker.makeCandidate(stock_code, ymd, view=view)