init

hts/BuySellChecker.py

@@ -181,7 +181,7 @@ class BuySellChecker:
                 if data["open"][i] == data["low"][i] and data["close"][i] == data["high"][i]:
                     if data["close"][i] > max(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i], data["avg30"][i]):
                         buy = data["low"][i]
-                        weight = 5
+                        weight = 3
                         return self.getBuyCheck(data, i, buy, weight)
 
             # 만약 30원 이상 장대 양봉이 나온 경우, 다음이나 다다음 중간 값에서 매수를 한다.
@@ -279,7 +279,7 @@ class BuySellChecker:
                         if data['avg3'][i-index1-1] < data['avg10'][i-index1-1]:
                             if data["slow_k"][i] < 40:
                                 buy = data["close"][i]
-                                weight = 5
+                                weight = 3
                                 return self.getBuyCheck(data, i, buy, weight)
 
 
@@ -440,7 +440,7 @@ class BuySellChecker:
                 START_TIME_INDEX = c
                 break
 
-        if i >= START_TIME_INDEX:
+        if i >= START_TIME_INDEX + 60:
             # 매수 분석
 
             # 이동선을 이용한 매매

hts/Simulation.py

@@ -152,7 +152,7 @@ class Simulation:
 
         return
 
-    def simulate(self, days):
+    def simulate(self, days, path=None):
         result = {"check": set(),
                   "time": [],
                   "open": [],
@@ -164,9 +164,12 @@ class Simulation:
         last_day = days[0]
         today = days[1]
 
+        if path == None:
+            path = "./hts/data"
+
         # 데이터를 가지고 온다.
-        self.getCSV("./hts/data/" + self.stock_code + "_" + last_day + ".csv", last_day, result)
+        self.getCSV(path + "/" + self.stock_code + "_" + last_day + ".csv", last_day, result)
-        self.getCSV("./hts/data/" + self.stock_code + "_" + today + ".csv", today, result)
+        self.getCSV(path + "/" + self.stock_code + "_" + today + ".csv", today, result)
 
         # 분석을 통해서 볼린저밴드 상/하단을 계산한다.
         data = self.buySellChecker.analyze(result)
@@ -216,16 +219,17 @@ if __name__ == "__main__":
     }
     """
 
-    fileList = glob('./hts/backup/252670_*.csv')
+    path = './hts/backup'
-    fileList = sorted(fileList)
+    fileList = glob(path + '/122630*.csv')
-    stock_codes = {'252670':[]}
+    fileList = sorted(fileList, reverse=True)
-    for i in range(1, 11):
+    stock_codes = {'122630':[]}
-        stock_codes['252670'].append((fileList[i-1][20:28], fileList[i][20:28]))
+    for i in range(11, 21):
+        stock_codes['122630'].append((fileList[i][20:28], fileList[i-1][20:28]))
 
     for stock_code in stock_codes:
         simulation = Simulation(stock_code)
 
         for given_day in stock_codes[stock_code]:
-            simulation.simulate(given_day)
+            simulation.simulate(given_day, path)
 
     print ("done...")