init

Simulation.py

@@ -122,9 +122,9 @@ class Simulation (HTS):
         rsi_line = go.Scatter(x=data['date'], y=data["rsi"], line=dict(color='red', width=2), name='rsi')
         rsis_line = go.Scatter(x=data['date'], y=data["rsis"], line=dict(dash='dashdot', color='black', width=2), name='rsis')
 
-        #candle_data = [candle_stick, upper, lower, avg5, avg20, avg30, avg60, avg120, avg200, buy_check, sell_check, laggingSpan, changeLine, baseLine]
+        candle_data = [candle_stick, upper, lower, avg5, avg20, avg30, avg60, avg120, avg200, buy_check, sell_check, laggingSpan, changeLine, baseLine]
         candle_data = [candle_stick, avg5, avg20, avg30, avg60, avg200, buy_check, sell_check]
-        #candle_data = [candle_stick, buy_check, sell_check]
+        candle_data = [candle_stick, avg200, buy_check, sell_check]
         volume_data = [volume_line]
         disparity_data = [disparity_avg5, disparity_avg20, disparity_avg30, disparity_avg60, disparity_avg120, disparity_avg200]
         macd_data = [macd_line, macd_s_line, macd_o_line]
@@ -140,20 +140,20 @@ class Simulation (HTS):
 
         fig = subplots.make_subplots(
             rows=6, cols=1,
-            subplot_titles=("MACD", "스토캐스틱", "RSI", "거래량", "이격도", '캔들'),
+            subplot_titles=("거래량", "이격도", "스토캐스틱", "RSI", "MACD", '캔들'),
             #specs=[[{}], [{}], [{}], [{}], [{}], [{}]],
             shared_xaxes=True, horizontal_spacing=0.03, vertical_spacing=0.01,
             row_heights=[200, 200, 200, 200, 200, 700]
         )
-        for trace in macd_data:
-            fig.append_trace(trace, 1, 1)
-        for trace in stochastic_data:
-            fig.append_trace(trace, 2, 1)
-        for trace in rsi_data:
-            fig.append_trace(trace, 3, 1)
         for trace in volume_data:
-            fig.append_trace(trace, 4, 1)
+            fig.append_trace(trace, 1, 1)
         for trace in disparity_data:
+            fig.append_trace(trace, 2, 1)
+        for trace in stochastic_data:
+            fig.append_trace(trace, 3, 1)
+        for trace in rsi_data:
+            fig.append_trace(trace, 4, 1)
+        for trace in macd_data:
             fig.append_trace(trace, 5, 1)
         for trace in candle_data:
             fig.append_trace(trace, 6, 1)
@@ -240,8 +240,12 @@ if __name__ == "__main__":
 
     # to check bying
     stock_codes = {
-        "252670": ['20220906'],
+        #"252670": ['20210924'],
+        #"252670": ['20210901','20210902','20210903','20210906'],
+        #"252670": ['20210901', '20210902', '20210903', '20210906', '20210907', '20210908', '20210909', '20210910', '20210913', '20210914', '20210915', '20210916', '20210917', '20210923', '20210924', '20210927', '20210928', '20210929', '20210930', '20211001', '20211005'],
         #"122630": ['20220901', '20220902', '20220905', '20220906']
+        #"122630": ['20210916'],
+        "122630": ['20210901', '20210902', '20210903', '20210906', '20210907', '20210908', '20210909', '20210910', '20210913', '20210914', '20210915', '20210916', '20210917', '20210923', '20210924', '20210927', '20210928', '20210929', '20210930', '20211001', '20211005'],
     }
     #simulation.simulate(stock_codes)
     simulation.simulate(stock_codes)

hts/BuySellChecker.py

@@ -110,92 +110,121 @@ class BuySellChecker:
             return -1
         return 0
 
-    def getBuyPriceAndWeight(self, stock_code, i, data, data_5=None, data_30=None):
+    def isAvg200UP(self, data, idx, until=10, limit=0.9):
+        even, up, down = 0, 0, 0
+        for i in range(idx, idx - (until + 1), -1):
+            if data['avg200'][i] < data['close'][i]:
+                up += 1
+            if data['avg200'][i] > data['close'][i]:
+                down += 1
+            else:
+                even += 1
+        if up * (1 - limit) > down:
+            return True
+        return False
+
+
+    def getBuyPriceAndWeight_252670(self, i, data):
         buy, weight = -1, -1
 
-        if data_5 is not None and data_30 is not None:
-            if len(data_5['slow_k']) <= i or len(data_30['slow_k']) <= i:
-                return buy, weight
-
-            if data_5['slow_k'][i] < 20:
-                if data_5['slow_k'][i - 1] < data_5['slow_d'][i - 1] and data_5['slow_d'][i] < data_5['slow_k'][i]:
-                    buy = data['low'][i]
-                    weight = 0.3
-
-            if data_30['slow_k'][i] < 30 and data_5['slow_k'][i] < 30:
-                if data_5['slow_k'][i - 1] < data_5['slow_d'][i - 1] and data_5['slow_d'][i] < data_30['slow_k'][i]:
+        if i > 50:
+            up, down = 0, 0
+            for idx in range(i, i - (300 + 1), -1):
+                if data['avg200'][idx-1] < data['avg200'][idx]:
+                    up += 1
+                if data['avg200'][idx-1] > data['avg200'][idx]:
+                    down += 1
+            if up < down:
+                if max(data['avg200'][i-20:i])+0.05 < data['avg200'][i]:
                     buy = data['close'][i]
                     weight = 0.3
 
-            if data_30['slow_k'][i] < 30:
-                if data_5['slow_k'][i] < 30:
-                    if data_5['avg5'][i] < data_5['close'][i]:
-                        buy = data['close'][i]
-                        weight = 0.2
+            up, down = 0, 0
+            for idx in range(i, i - (10 + 1), -1):
+                if data['close'][idx-1] < data['close'][idx]:
+                    up += 1
+                elif data['close'][idx - 1] > data['close'][idx]:
+                    down += 1
+            if down < up:
+                buy, weight = -1, -1
 
-                if data_5['slow_k'][i - 1] < data_5['slow_d'][i - 1] and data_5['slow_d'][i] < data_30['slow_k'][i]:
-                    buy = data['close'][i]
-                    weight = 0.3
-        else:
-            if data['close'][i-1] < data['avg200'][i-1] and data['avg200'][i] < data['close'][i]:
-                if not self.common.checkUpward(data['avg200'], i):
-                    if data['avg60'][i]<data['avg20'][i]<data['avg5'][i]:
-                        buy = data['close'][i]
-                        weight = 0.3
+            if data['close'][i] < data['avg200'][i] or data['avg200'][i] + 10 < data['close'][i]:
+                buy, weight = -1, -1
 
-            if (0 < max(data['avg5'][i], data['avg20'][i], data['avg60'][i], data['avg200'][i]) - min(data['avg5'][i], data['avg20'][i], data['avg60'][i], data['avg200'][i]) < 2):
-                if data['avg200'][i-10] < data['avg200'][i]:
-                    buy = data['close'][i]
-                    weight = 0.3
-
-            valid = True
-            for idx in range(1, 31):
-                if data['avg30'][i-idx] < data['avg20'][i-idx]:
-                    valid = False
-                    break
-            if valid:
-                if data['avg5'][i-1] < data['avg30'][i-1] and data['avg30'][i] < data['avg5'][i]:
-                    buy = data['close'][i]
-                    weight = 0.3
+            if 2 < data['macd'][i]:
+                buy, weight = -1, -1
 
         return buy, weight
 
-    def getSellPriceAndWeight(self, stock_code, i, data, data_5=None, data_30=None):
+    def getBuyPriceAndWeight_122630(self, i, data):
+        buy, weight = -1, -1
+
+        if i > 200:
+            if (
+                (
+                    min(data['avg200'][i-53: i-48]) > min(data['avg200'][i-48: i-43]) >
+                    min(data['avg200'][i-43: i-38]) > min(data['avg200'][i-38: i-33]) >
+                    min(data['avg200'][i-33: i-28]) > min(data['avg200'][i-28: i-23]) >
+                    min(data['avg200'][i-23: i-18]) > min(data['avg200'][i-18: i-13]) >
+                    min(data['avg200'][i-13: i-8]) > min(data['avg200'][i-8: i-3]) >
+                    data['avg200'][i-3]
+                ) and
+                data['avg200'][i-3] < min(data['avg200'][i-2:i])
+            ):
+                if data['close'][i] < data['close'][i-30]:
+                    buy = data['close'][i]
+                    weight = 0.2
+
+            if (
+                (
+                    min(data['avg200'][i-103: i-93]) >= min(data['avg200'][i-93: i-83]) >=
+                    min(data['avg200'][i-83: i-73]) >= min(data['avg200'][i-73: i-63]) >=
+                    min(data['avg200'][i-63: i-53]) >= min(data['avg200'][i-53: i-43]) >=
+                    min(data['avg200'][i-43: i-33]) >= min(data['avg200'][i-33: i-23]) >
+                    min(data['avg200'][i-23: i-13]) > min(data['avg200'][i-13: i-3]) >
+                    data['avg200'][i-3]
+                ) and
+                (
+                    max(data['avg200'][i - 103: i - 93]) - min(data['avg200'][i - 93: i - 83]) >
+                    max(data['avg200'][i - 83: i - 73]) - min(data['avg200'][i - 73: i - 63]) >
+                    max(data['avg200'][i - 63: i - 53]) - min(data['avg200'][i - 53: i - 43]) >
+                    max(data['avg200'][i - 43: i - 33]) - min(data['avg200'][i - 33: i - 23]) >
+                    max(data['avg200'][i - 23: i - 13]) - min(data['avg200'][i - 13: i - 3])
+                ) and
+                data['avg200'][i-3] < min(data['avg200'][i-2:i])
+            ):
+                if 25 < max(data['macd'][i-50: i-20]) and data['close'][i] < data['close'][i - 30]:
+                    if data['slow_k'][i - 1] < data['slow_k'][i] and data['slow_k'][i] < 50 and data['macd'][i-1] < data['macd'][i]:
+                        buy = data['close'][i]
+                        weight = 0.2
+
+            if 25 < max(data['macd'][i-50: i-20]) and min(data['macd'][i-20: i]) < -30 and 0 < data['macd'][i] < 3:
+                if data['slow_k'][i - 1] < data['slow_k'][i] and data['slow_k'][i] < 50 and data['macd'][i-1] < data['macd'][i]:
+                    buy = data['close'][i]+5
+                    weight = 0.2
+
+            if 25 < max(data['macd'][i-50: i-20]) and data['macd'][i] < -20 and data['macd'][i-1] < data['macd'][i]:
+                if data['slow_k'][i - 1] < data['slow_k'][i] and data['slow_k'][i] < 50 and data['macd'][i-1] < data['macd'][i]:
+                    buy = data['close'][i]+5
+                    weight = 0.2
+
+            if 0.00988 < data['disparity_avg5'][i] - data['disparity_avg200'][i]:
+                if 25 < max(data['macd'][i-50: i-20]) and data['slow_k'][i - 1] < data['slow_k'][i] and data['slow_k'][i] < 50 and data['macd'][i-1] < data['macd'][i]:
+                    buy = data['close'][i] + 10
+                    weight = 0.2
+        return buy, weight
+
+
+    def getSellPriceAndWeight(self, i, data):
         sell, weight = -1, -1
 
-        if data_5 is not None and data_30 is not None:
-            if len(data_5['slow_k']) <= i or len(data_30['slow_k']) <= i:
-                return sell, weight
 
-            if data_30['slow_k'][i] > 90:
-                if (data_5['slow_d'][i-1] < data_5['slow_k'][i-1] and data_5['slow_k'][i] < data_5['slow_d'][i]):
-                    sell = data['close'][i]
-                    weight = 100
-
-                if data_5['slow_k'][i] > 95 and data_5['slow_k'][i] < data_5['slow_d'][i]:
-                    sell = data['close'][i]
-                    weight = 100
-
-            if data_30['slow_k'][i] > 98 and data_5['slow_k'][i] > 98:
-                sell = data['close'][i]
-                weight = 100
-        else:
-            if (5 < max(data['avg5'][i], data['avg20'][i], data['avg60'][i], data['avg200'][i]) - min(data['avg5'][i], data['avg20'][i], data['avg60'][i], data['avg200'][i])):
-                if data['avg200'][i-1] < data['avg200'][i]  and (data['avg30'][i-1] > data['avg30'][i] or data['close'][i] < data['avg30'][i]):
-                    sell = data['close'][i]
-                    weight = 100
-
-                if data['avg30'][i-1] < data['close'][i-1] and data['close'][i] < data['avg30'][i]:
-                    sell = data['close'][i]
-                    weight = 100
-
-                if stock_code == '252670':
-                    diff = 15
-                else:
-                    diff = 50
-                if diff < max(data['high'][i-5],data['high'][i-4],data['high'][i-3],data['high'][i-2],data['high'][i-1]) - data['low'][i]:
-                    sell = data['close'][i]
-                    weight = 100
+        if 90 < data['slow_k'][i] and data['slow_k'][i] < data['slow_k'][i-1] and data['slow_k'][i] < data['slow_d'][i]:
+            sell = data['close'][i]
+            weight = 100
+        if 95 < data['slow_k'][i]:
+            sell = data['close'][i]
+            weight = 100
 
         return sell, weight
 
@@ -316,8 +345,13 @@ class BuySellChecker:
             # isRealTime=True, 실시간 적용
             last_index = size - 1
 
-            buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, data_5, data_30)
-            sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, data_5, data_30)
+            if stock_code == "252670":
+                buy, buy_weight = self.getBuyPriceAndWeight_252670(last_index, data)
+                sell, sell_weight = self.getSellPriceAndWeight(last_index, data)
+            else:
+                buy, buy_weight = self.getBuyPriceAndWeight_122630(last_index, data)
+                sell, sell_weight = self.getSellPriceAndWeight(last_index, data)
+
             if sell > 0 and 'last_buy' in bsLine[stock_code]:
                 if bsLine[stock_code]['last'] == 'buy':
                     if sell - bsLine[stock_code]['last_buy'] < 0.007:
@@ -341,11 +375,18 @@ class BuySellChecker:
             bsLine[stock_code]['buy_weight'] = [-1 for i in range(size)]
             bsLine[stock_code]['sell'] = [-1 for i in range(size)]
             bsLine[stock_code]['sell_weight'] = [-1 for i in range(size)]
+            bsLine[stock_code]['last'] = ''
+            bsLine[stock_code]['last_buy'] = -1
+            bsLine[stock_code]['buy_count'] = 0
 
             for last_index in range(size):
-                buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, data_5, data_30)
-                sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, data_5, data_30)
-                if data.index[last_index].strftime('%H:%M:%S') > datetime.strptime(datetime.today().strftime("%Y-%m-%d 15:00:00"), "%Y-%m-%d %H:%M:%S").strftime('%H:%M:%S'):
+                if stock_code == "252670":
+                    buy, buy_weight = self.getBuyPriceAndWeight_252670(last_index, data)
+                    sell, sell_weight = self.getSellPriceAndWeight(last_index, data)
+                else:
+                    buy, buy_weight = self.getBuyPriceAndWeight_122630(last_index, data)
+                    sell, sell_weight = self.getSellPriceAndWeight(last_index, data)
+                if data.index[last_index].strftime('%H:%M:%S') > datetime.strptime(datetime.today().strftime("%Y-%m-%d 15:10:00"), "%Y-%m-%d %H:%M:%S").strftime('%H:%M:%S'):
                     buy, buy_weight = -1, -1
 
                 if sell > 0:
@@ -357,21 +398,25 @@ class BuySellChecker:
                         sell, weight = -1, -1
                 if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] != 'buy':
                     sell, weight = -1, -1
-                if data.index[last_index].strftime('%H:%M:%S') > datetime.strptime(datetime.today().strftime("%Y-%m-%d 15:10:00"), "%Y-%m-%d %H:%M:%S").strftime('%H:%M:%S'):
-                    if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] == 'buy':
-                        sell, weight = data['close'][last_index], -1
-                        bsLine[stock_code]['last'] = ''
-                        bsLine[stock_code]['last_buy'] = -1
+                #if data.index[last_index].strftime('%H:%M:%S') > datetime.strptime(datetime.today().strftime("%Y-%m-%d 15:10:00"), "%Y-%m-%d %H:%M:%S").strftime('%H:%M:%S'):
+                #    if 'last' in bsLine[stock_code] and bsLine[stock_code]['last'] == 'buy':
+                #        sell, weight = data['close'][last_index], -1
+                #        bsLine[stock_code]['last'] = ''
+                #        bsLine[stock_code]['last_buy'] = -1
 
                 bsLine[stock_code]['buy'][last_index] = buy
                 bsLine[stock_code]['buy_weight'][last_index] = buy_weight
                 bsLine[stock_code]['sell'][last_index] = sell
                 bsLine[stock_code]['sell_weight'][last_index] = sell_weight
+
                 if buy > 0:
                     bsLine[stock_code]['last'] = 'buy'
                     bsLine[stock_code]['last_buy'] = buy
+                    bsLine[stock_code]['buy_count'] += 1
                 if sell > 0:
                     bsLine[stock_code]['last'] = 'sell'
+                    bsLine[stock_code]['last_buy'] = -1
+                    bsLine[stock_code]['buy_count'] = 0
 
         return bsLine
 

stock/analysis/Common.py

@@ -4,26 +4,21 @@ from stock.analysis.MovingAverage import MovingAverage
 class Common:
 
     # 상향
-    def checkUpward(self, data, idx):
+    def getDirection(self, data, idx, until=10):
         up, down = 0, 0
-        for i in range(idx, idx-11, -1):
-            if data[i-1] < data[i]:
+        for i in range(idx, idx-(until+1), -1):
+            if data[i - 1] < data[i]:
                 up += 1
-            else:
+            if data[i - 1] > data[i]:
                 down += 1
-        if up > down:
-            return True
-        return False
 
-    # 하향
-    def checkDownward(self, type, data):
-        check = True
-        for i in range(len(data)-1):
-            # 만약 이전이 이후보다 작다면, 하락이 아님
-            if data[i][type] < data[i+1][type]:
-                check = False
-                break
-        return check
+        if down < up:
+            if data[idx - 3] < data[idx]:
+                return 'UP'
+        elif up < down:
+            if data[idx - 3] > data[idx]:
+                return 'DOWN'
+        return 'EVEN'
 
     # 상향 돌파
     def checkUpwardBreakthrough(self, type1, type2, data):