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

init

Browse Source
This commit is contained in:
dosang.yoon
2022-01-24 01:19:23 +09:00
parent 8491e3a947
commit 2d4f759ab6
1 changed files with 36 additions and 48 deletions
Download Patch File Download Diff File Expand all files Collapse all files

84
stockpredictor/analysis/Analyzer.py
View File

@@ -399,31 +399,26 @@ class Analyzer:
return energy return energy
def writeFile(self, fig, state, isbuy, buy_price, bolingerband_score, stochastic_score, positionalEnergy, item_name, item_code): def writeFile(self, fig, state, buy_price, bolingerband_score, stochastic_score, positionalEnergy, item_name, item_code):
if state != "": if state != "":
fileName = self.status_path fileName = self.status_path
fileName = "%s/%d__%s__p(%.2f)__b(%.2f)__s(%.2f)__%d__%s_%s.html" % (fileName, isbuy, state, positionalEnergy, bolingerband_score, stochastic_score, buy_price, item_name.replace(" ", ""), item_code) fileName = "%s/%s__p(%.2f)__b(%.2f)__s(%.2f)__%d__%s_%s.html" % (fileName, state, positionalEnergy, bolingerband_score, stochastic_score, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False) po.write_html(fig, file=fileName, auto_open=False)
if bolingerband_score < 0.15: if bolingerband_score < 0.15:
fileName = self.bolingerband_path fileName = self.bolingerband_path
fileName = "%s/%d__b(%.2f)__p(%.2f)__s(%.2f)__%s__%d__%s_%s.html" % (fileName, isbuy, bolingerband_score, positionalEnergy, stochastic_score, state, buy_price, item_name.replace(" ", ""), item_code) fileName = "%s/b(%.2f)__p(%.2f)__s(%.2f)__%s__%d__%s_%s.html" % (fileName, bolingerband_score, positionalEnergy, stochastic_score, state, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False) po.write_html(fig, file=fileName, auto_open=False)
if stochastic_score < 15: if stochastic_score < 15:
fileName = self.stochastic_path fileName = self.stochastic_path
fileName = "%s/%d__s(%.2f)__b(%.2f)__p(%.2f)__%s__%d__%s_%s.html" % (fileName, isbuy, stochastic_score, bolingerband_score, positionalEnergy, state, buy_price, item_name.replace(" ", ""), item_code) fileName = "%s/s(%.2f)__b(%.2f)__p(%.2f)__%s__%d__%s_%s.html" % (fileName, stochastic_score, bolingerband_score, positionalEnergy, state, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False) po.write_html(fig, file=fileName, auto_open=False)
if positionalEnergy < 0.5: if positionalEnergy < 0.5:
fileName = self.positionalEnergy_path fileName = self.positionalEnergy_path
fileName = "%s/%d__p(%.2f)__b(%.2f)__s(%.2f)__%s__%d__%s_%s.html" % (fileName, isbuy, positionalEnergy, bolingerband_score, stochastic_score, state, buy_price, item_name.replace(" ", ""), item_code) fileName = "%s/p(%.2f)__b(%.2f)__s(%.2f)__%s__%d__%s_%s.html" % (fileName, positionalEnergy, bolingerband_score, stochastic_score, state, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False)
if isbuy > 0:
fileName = self.outPath
fileName = "%s/%d__p(%.2f)__b(%.2f)__s(%.2f)__%s__%d__%s_%s.html" % (fileName, isbuy, positionalEnergy, bolingerband_score, stochastic_score, state, buy_price, item_name.replace(" ", ""), item_code)
po.write_html(fig, file=fileName, auto_open=False) po.write_html(fig, file=fileName, auto_open=False)
return return
@@ -520,55 +515,48 @@ class Analyzer:
# 종목 상태 체크 분석 # 종목 상태 체크 분석
state, buy_price = self.analyzeFinalScore(last_index, STOCK, STOCHASTIC) state, buy_price = self.analyzeFinalScore(last_index, STOCK, STOCHASTIC)
isbuy = 0 # 스토케스틱이 20이하이어야 하며, 볼린저밴드 0.3 보다 작으며, 위치에너지도 0.3보다 낮다면,
if stochastic_score < 20 and bolingerband_score < 0.3 and positionalEnergy < 0.3 and len(STOCK) > 5:
state = '1_' + state
# 스토케스틱이 20이하이어야 하며, 볼린저밴드 0.3 보다 작으며, 위치에너지도 0.2보다 낮다면, # 종가가 240일선 아래라면 매수한다.
if stochastic_score < 20 and bolingerband_score < 0.2 and positionalEnergy < 0.2: if STOCK[last_index]['close'] < STOCK[last_index]['avg240']:
isbuy = 1 state = '2_' + state
# 종가가 240일선 아래라면 매수한다. # 볼린저밴드 하단에 부딪혔다면,
if STOCK[last_index]['close'] < STOCK[last_index]['avg240']: if (STOCK[last_index - 2]['low'] <= BOLINGERBAND[last_index - 2]['lower'] <= STOCK[last_index - 2]['high'] or
isbuy = 2 STOCK[last_index - 3]['low'] <= BOLINGERBAND[last_index - 3]['lower'] <= STOCK[last_index - 3]['high']):
if len(STOCK) > 5: # 어제 양봉이거나
# 음봉이라면 그저깨 종가보다 어제 시가가 높거나 같고 그저깨 시가보다 어제 종가가 높다.
# 볼린저밴드 하단에 부딪혔다면, # 음봉이라면 그저깨 시가보다 어제 시가가 높거나 같고 그저깨 종가보다 어제 종가가 높다.
if (STOCK[last_index - 2]['low'] <= BOLINGERBAND[last_index - 2]['lower'] <= STOCK[last_index - 2]['high'] or if STOCK[last_index-1]['open'] < STOCK[last_index-1]['close'] or (
STOCK[last_index - 3]['low'] <= BOLINGERBAND[last_index - 3]['lower'] <= STOCK[last_index - 3]['high']): (STOCK[last_index-2]['close'] <= STOCK[last_index-1]['open'] and STOCK[last_index-2]['open'] < STOCK[last_index-1]['close']) or
(STOCK[last_index-2]['open'] <= STOCK[last_index-1]['open'] and STOCK[last_index-2]['close'] < STOCK[last_index-1]['close'])):
# 어제 양봉이거나 # (KOSPI: 2011년 8월 11일)
# 음봉이라면 그저깨 종가보다 어제 시가가 높거나 같고 그저깨 시가보다 어제 종가가 높다. # 오늘 양봉이어야 한다.
# 음봉이라면 그저깨 시가보다 어제 시가가 높거나 같고 그저깨 종가보다 어제 종가가 높다. if STOCK[last_index]['open'] < STOCK[last_index]['close']:
if STOCK[last_index-1]['open'] < STOCK[last_index-1]['close'] or ( state = '3_' + state
(STOCK[last_index-2]['close'] <= STOCK[last_index-1]['open'] and STOCK[last_index-2]['open'] < STOCK[last_index-1]['close']) or # (KOSPI: 2011년 9월 26일)
(STOCK[last_index-2]['open'] <= STOCK[last_index-1]['open'] and STOCK[last_index-2]['close'] < STOCK[last_index-1]['close'])): # 오늘 음봉이라면, 오늘 시가는 어제 종가보다 높아야 하고, 오늘 종가는 어제 시가보다 높아야 한다.
# (KOSPI: 2011년 8월 11일) if (STOCK[last_index]['close'] < STOCK[last_index]['open']) and (STOCK[last_index-1]['close'] < STOCK[last_index]['open'] and STOCK[last_index-1]['open'] < STOCK[last_index]['close']):
# 오늘 양봉이어야 한다. state = '4_' + state
if STOCK[last_index]['open'] < STOCK[last_index]['close']:
isbuy = 3
# (KOSPI: 2011년 9월 26일)
# 오늘 음봉이라면, 오늘 시가는 어제 종가보다 높아야 하고, 오늘 종가는 어제 시가보다 높아야 한다.
if (STOCK[last_index]['close'] < STOCK[last_index]['open']) and (STOCK[last_index-1]['close'] < STOCK[last_index]['open'] and STOCK[last_index-1]['open'] < STOCK[last_index]['close']):
isbuy = 4
if isbuy==4 and stochastic_score < 10 and bolingerband_score < 0.1 and positionalEnergy < 0.1:
isbuy = 5
if (STOCHASTIC[last_index]['slow_k'] < 15 and
STOCHASTIC[last_index-1]['slow_k'] < STOCHASTIC[last_index-1]['slow_d'] and
STOCHASTIC[last_index]['slow_d'] < STOCHASTIC[last_index]['slow_k']):
isbuy = 9
if (STOCHASTIC[last_index]['slow_k'] < 15 and if (STOCHASTIC[last_index]['slow_k'] < 15 and
STOCHASTIC[last_index - 1]['slow_k'] < STOCHASTIC[last_index - 1]['slow_d'] and STOCHASTIC[last_index-1]['slow_k'] < STOCHASTIC[last_index-1]['slow_d'] and
STOCHASTIC[last_index]['slow_d'] < STOCHASTIC[last_index]['slow_k']): STOCHASTIC[last_index]['slow_d'] < STOCHASTIC[last_index]['slow_k']):
isbuy = 8 state = '5_' + state
if (STOCHASTIC[last_index]['slow_k'] < 15 and
STOCHASTIC[last_index - 1]['slow_k'] < STOCHASTIC[last_index - 1]['slow_d'] and
STOCHASTIC[last_index]['slow_d'] < STOCHASTIC[last_index]['slow_k']):
state = '6_' + state
fig = self.draw(stock) fig = self.draw(stock)
title = "%s (%s), %s, buy_price (%d), stochastic(%.2f), bolingerband(%.2f), positionalEnergy(%.2f) 차트" % (item_name, item_code, state, buy_price, stochastic_score, bolingerband_score, positionalEnergy) title = "%s (%s), %s, buy_price (%d), stochastic(%.2f), bolingerband(%.2f), positionalEnergy(%.2f) 차트" % (item_name, item_code, state, buy_price, stochastic_score, bolingerband_score, positionalEnergy)
fig['layout'].update(title=title) fig['layout'].update(title=title)
self.writeFile(fig, state, isbuy, buy_price, bolingerband_score, stochastic_score, positionalEnergy, item_name, item_code) self.writeFile(fig, state, buy_price, bolingerband_score, stochastic_score, positionalEnergy, item_name, item_code)
for check_index in range(365): for check_index in range(365):
if len(STOCK) > check_index and STOCK[last_index-check_index]['open'] < STOCK[last_index-check_index]['close']: if len(STOCK) > check_index and STOCK[last_index-check_index]['open'] < STOCK[last_index-check_index]['close']: