diff --git a/hts/BuySellChecker.py b/hts/BuySellChecker.py index a3c81a7..42631de 100644 --- a/hts/BuySellChecker.py +++ b/hts/BuySellChecker.py @@ -221,102 +221,60 @@ class BuySellChecker: def getBuyPriceAndWeight(self, stock_code, i, data): buy, weight = -1, -1 - if i > 40: - max_vol_5 = max(data['volume'].to_list()[i - 4: i + 1]) - max_vol_30 = max(data['volume'].to_list()[i - 24: i - 4]) - if max_vol_30 < max_vol_5: - if data['open'][i-1] < data['close'][i-1] and data['volume'][i-1] < data['volume'][i]: - #if data['open'][i - 1] < data['close'][i - 1] and data['volume'][i - 1] < data['volume'][i]: + if i < 40: + return buy, weight - # 1) 스토캐스틱 과매도 - slow_k_buy = False + max_vol_5 = max(data['volume'].to_list()[i - 4: i + 1]) + max_vol_30 = max(data['volume'].to_list()[i - 24: i - 4]) + if max_vol_30 < max_vol_5: + if data['open'][i-1] < data['close'][i-1] and data['volume'][i-1] < data['volume'][i]: + #if data['open'][i - 1] < data['close'][i - 1] and data['volume'][i - 1] < data['volume'][i]: + + # 1) 스토캐스틱 과매도 + slow_k_buy = False + for idx in range(i, i-10, -1): + if data['slow_k'][idx] < 20: + slow_k_buy = True + break + + # 2) macd 교차 신호 + macd_buy = False + if slow_k_buy: for idx in range(i, i-10, -1): - if data['slow_k'][idx] < 20: - slow_k_buy = True - break + if data['macd'][idx - 1] < 0 and data['macds'][idx - 1] < 0 and data['macd'][idx] < 0 and data['macds'][idx] < 0: + if data['macd'][idx-1] < data['macds'][idx-1] and data['macd'][idx] > data['macds'][idx]: + macd_buy = True + break - # 2) macd 교차 신호 - macd_buy = False - if slow_k_buy: - for idx in range(i, i-10, -1): - if data['macd'][idx - 1] < 0 and data['macds'][idx - 1] < 0 and data['macd'][idx] < 0 and data['macds'][idx] < 0: - if data['macd'][idx-1] < data['macds'][idx-1] and data['macd'][idx] > data['macds'][idx]: - macd_buy = True - break + # 3) RSI 지수가 50위로 올라갈 때 + if macd_buy: + if data['rsi'][i-1] < 40 and data['rsi'][i] > 40: + buy, weight = data['close'][i] , 1 - # 3) RSI 지수가 50위로 올라갈 때 - if macd_buy: - if data['rsi'][i-1] < 40 and data['rsi'][i] > 40: - buy, weight = data['close'][i] , 1 - - - - if stock_code in ("252670", "251340"): - if data['macd'][i] < -0.2: - if data['open'][i - 1] < data['close'][i - 1] and data['volume'][i - 1] < data['volume'][i]: - buy, weight = data['close'][i], 1 - - if 60 < i and data['avg200'][i] < data['avg5'][i] and data['avg200'][i] < data['avg20'][i] and data['avg200'][i] < data['avg60'][i]: - if data['open'][i] < data['close'][i]: - if max(data['volume'][i-60:i].tolist()) * 3 < data['volume'][i]: - if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) < 0.0007: - if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) < 0.0009: - buy, weight = data['close'][i], 10 - - elif stock_code in ("122630", "233740"): - if 10 < i and data['close'][i] < data['avg200'][i] and data['open'][i] < data['close'][i] and max(data['avg5'][i], data['avg20'][i], data['avg200'][i]) < data['avg60'][i]: - if data['open'][i] < min(data['close'][i], data['avg5'][i], data['avg20'][i], data['avg60'][i], data['avg120'][i]): - if max(data['volume'][i-10:i].tolist()) * 4 < data['volume'][i]: - if data['open'][i] < (data['upper'][i] + data['lower'][i])/2: - buy, weight = data['close'][i], 3 - - if 10 < i and data['avg200'][i] < data['avg5'][i] and data['avg200'][i] < data['avg20'][i] and data['avg200'][i] < data['avg60'][i]: - if data['open'][i] < data['close'][i]: - if max(data['volume'][i-10:i].tolist()) * 3 < data['volume'][i]: - if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) < 0.003: - buy, weight = data['close'][i], 1 - - if data['open'][i-1] < data['close'][i-1] and data['open'][i] < data['close'][i]: - if data['volume'][i-1] * 10 < data['volume'][i]: - if data['upper'][i] < data['close'][i]: - if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min( data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) < 0.005: - if max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) < 0.006: - if data['avg200'][i] < min(data['open'][i], data['close'][i], data['avg5'][i], data['avg20'][i], data['avg60'][i]): - buy, weight = data['close'][i]+2, 3 - - - if 10 < i: - check = False - for c in range(i-10): - if data['close'][c-1] < data['close'][c-2] < data['close'][c-3] < data['close'][c-4] < data['close'][c-5] < data['close'][c-6]: - if data['close'][c-1] < data['lower'][c-1] and data['close'][c-2] < data['lower'][c-2] and data['close'][c-3] < data['lower'][c-3] and data['close'][c-4] < data['lower'][c-4] and data['close'][c-5] < data['lower'][c-5] and data['close'][c-6] < data['lower'][c-6]: - check = True - break - if check and data['close'][i] < data['lower'][i]: - buy, weight = data['close'][i], 1 if stock_code in ("233740"): - if data['macd'][i] < -20: + if data['macd'][i] < -10: if data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]: buy, weight = data['close'][i], 3 if stock_code in ("122630"): - if data['macd'][i] < -20: + if data['macd'][i] < -15: if data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]: buy, weight = data['close'][i], 2 if stock_code in ("251340"): - if data['macd'][i] < -2: + if data['macd'][i] < -3: if data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]: buy, weight = data['close'][i], 3 - if stock_code in ("BCH"): + if stock_code in ("252670"): if data['macd'][i] < -1: if data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]: buy, weight = data['close'][i], 3 return buy, weight + def getSellPriceAndWeight(self, stock_code, i, data): sell, weight = -1, -1 @@ -842,6 +800,26 @@ class BuySellChecker: data['buy'][i] = buy bsLine['buy'][i] = buy bsLine['buy_weight'][i] = 5.0 + """ + check = True + for l in range(i - 3, i): + if ( + data['gradients_low'][l - 1] < data['gradients_low'][l] or + data['gradients_avg60'][l - 1] < data['gradients_avg60'][l] or + data['gradients_avg20'][l - 1] < data['gradients_avg20'][l] or + 0.01 < data['gradients_low'][l - 1] < 0.21 or + -0.09 < data['gradients_avg20'][l - 1] < -0.002 or + 0.01 < data['gradients_avg60'][l - 1] < 0.021 + ): + check = False + break + if check: + if data['slow_k'][i] < 30: + buy = data['low'][i] + data['buy'][i] = buy + bsLine['buy'][i] = buy + bsLine['buy_weight'][i] = 5.0 + """ if (data['disparity'][i] < 5 and 99.0 < data['disparity_avg60'][i] < 99.1 and