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