init

hts/20210923.csv

@@ -379,4 +379,4 @@
 20210923,1518,2090,2090,2085,2090,38388
 20210923,1519,2090,2090,2085,2090,24505
 20210923,1520,2090,2090,2085,2090,374841
-20210923,1530,2085,2085,2085,2085,2073594
+20210923,1530,2085,2085,2085,2085,2073594

hts/20210924.csv

@@ -379,4 +379,4 @@
 20210924,1518,2090,2095,2090,2095,3415133
 20210924,1519,2090,2095,2085,2095,651271
 20210924,1520,2095,2095,2085,2090,309685
-20210924,1530,2095,2095,2095,2095,3249650
+20210924,1530,2095,2095,2095,2095,3249650

hts/HTS.py

@@ -1,10 +1,10 @@
-import win32com.client
+#import win32com.client
 import time
 import os
 from datetime import datetime, timedelta
 import pandas as pd
 from enum import Enum
-#import plotly.graph_objects as go
+import plotly.graph_objects as go
 
 
 # enum 주문 상태 세팅용
@@ -569,9 +569,11 @@ class HTS:
         fig.show()
         return
 
-    def checkTransaction(self, data, lower):
+    def checkTransaction(self, data, upper, lower):
         low = data["Low"]
+        high = data["High"]
         close = data["Close"]
+        open = data["Open"]
 
         # 살 시점인지 체크
         # 볼린저밴드 하단에 연속으로 같은 가격이 왔을 때,
@@ -588,6 +590,11 @@ class HTS:
                 buy_line[i+1] = low[i] + 5
                 check = False
 
+            if low[i-2] < lower[i-2] and low[i-1] < lower[i-1] and low[i] < open[i] == close[i] < high[i] and open[i] - low[i] == high [i] - open[i]:
+                if not (open[i-2] < close[i-2] and open[i-1] < close[i-1]) and not (open[i-2] == close[i-2] or open[i-1] == close[i-1]):
+                    buy_line[i+1] = high[i]
+
+
         # 팔 시점 체크
         # 산 가격에 5원 위로 매도를 건다.
         sell_line = [-1 for i in range(len(lower))]
@@ -620,7 +627,7 @@ class HTS:
         data, upper, lower = self.analyze(result)
 
         # 사야 할 시점과 팔아야 할 시점을 체크한다.
-        buy_line, sell_line = self.checkTransaction(data, lower)
+        buy_line, sell_line = self.checkTransaction(data, upper, lower)
 
         # 그래프를 그린다.
         self.draw(given_day, data, upper, lower, buy_line, sell_line)
@@ -659,7 +666,7 @@ class HTS:
                 data, upper, lower = self.analyze(result)
 
                 # 사야 할 시점과 팔아야 할 시점을 체크한다.
-                buy_line, sell_line = self.checkTransaction(data, lower)
+                buy_line, sell_line = self.checkTransaction(data, upper, lower)
 
                 # 주문 및 매도 처리
                 price = buy_line[len(buy_line)-1]
@@ -739,7 +746,6 @@ if __name__ == "__main__":
     #hts.currentStock(stock_code)
     #hts.printStockData(stock_code, given_day)
 
-    """
     given_day = '20210909'
     hts.simulate(stock_code, given_day)
     given_day = '20210910'
@@ -754,8 +760,17 @@ if __name__ == "__main__":
     hts.simulate(stock_code, given_day)
     given_day = '20210917'
     hts.simulate(stock_code, given_day)
-    """
+    given_day = '20210923'
+    hts.simulate(stock_code, given_day)
+    given_day = '20210924'
+    hts.simulate(stock_code, given_day)
+    given_day = '20210927'
+    hts.simulate(stock_code, given_day)
 
-    hts.buyRealTime(stock_code, given_day)
+    """
+    given_day = '20210915'
+    hts.simulate(stock_code, given_day)
+    """
+    #hts.buyRealTime(stock_code, given_day)
 
     print ("done...")