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dosangyoon
2021-09-27 22:05:35 +09:00
parent 488b1c187a
commit 32b7a5fa55
3 changed files with 25 additions and 10 deletions
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31
hts/HTS.py
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@@ -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...")