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dosang.yoon
2022-08-30 14:35:06 +09:00
parent 75fd5df5d5
commit 42710247be
2 changed files with 151 additions and 202 deletions
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hts/BuySellChecker.py
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@@ -23,143 +23,6 @@ class BuySellChecker:
return
def getPriceAndWeight1(self, data, i):
buy, weight, sell = -1, -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
if data.index[c].strftime("%H:%M:%S") == "09:01:00":
START_TIME_INDEX = c
break
if i >= START_TIME_INDEX:
################
### sell 분석 ###
################
# 1. 볼린져밴드 상단이 최고와 종가 사이 아래에 있는 경우 매도한다.
#if (hts["high"][i] - hts["close"][i]) / 2 + hts["close"][i] > hts["upper"][i]:
# sell = hts["high"][i]
# 2. slow_k가 90이 넘으면 매도한다.
if data["slow_k"][i] > 90:
sell = data["high"][i]
#if hts["slow_k"][i] >= 85:
# if hts["slow_d"][i-1] < hts["slow_k"][i-1] and hts["slow_k"][i] < hts["slow_d"][i]:
# sell = hts["high"][i]
# 3. 2시 이후에는 최고가가 볼린져밴드 상단 위에 있으면 매도한다.
if i > 300 and data["high"][i] > data["upper"][i]:
sell = data["high"][i]
##########################
### buy 분석 ###
##########################
if data["low"][i] < data["lower"][i] + 5 and data["open"][i] <= data["close"][i]:
if data["slow_k"][i-1] < 30 and data["slow_k"][i] < 30:
if data["slow_k"][i-1] < data["slow_k"][i]:
buy = data["low"][i]
if data["rsi"][i] < 25:
if data["rsi"][i - 2] < data["rsis"][i - 2] and data["rsi"][i - 1] < data["rsis"][i - 1] and data["rsis"][i] < data["rsi"][i]:
if data["close"][i] < data["avg5"][i]:
buy = data["close"][i]
else:
buy = data["low"][i]
weight = 1
#############################
### STOCHASTIC weight 분석 ###
#############################
if data["slow_k"][i] in (0, 1, 2, 3):
weight = 1
if data["slow_k"][i] in (4, 5, 6, 7, 8):
weight = 1
elif data["slow_k"][i] in (9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20):
weight = 1
elif data["slow_k"][i] in (21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35):
weight = 1
return buy, weight, sell
def getPriceAndWeight2(self, data, i):
buy, weight, sell = -1, -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
if data.index[c].strftime("%H:%M:%S") == "09:01:00":
START_TIME_INDEX = c
break
if i >= START_TIME_INDEX:
################
### sell 분석 ###
################
# 1. 볼린져밴드 상단이 최고와 종가 사이 아래에 있는 경우 매도한다.
if (data["high"][i] - data["close"][i]) / 2 + data["close"][i] > data["upper"][i]:
sell = data["high"][i]
if data["slow_k"][i] >= 85:
if data["slow_d"][i - 1] < data["slow_k"][i - 1] and data["slow_k"][i] < data["slow_d"][i]:
sell = data["high"][i]
# 3. 2시 이후에는 최고가가 볼린져밴드 상단 위에 있으면 매도한다.
if i > 300 and data["high"][i] > data["upper"][i]:
sell = data["high"][i]
##########################
### STOCHASTIC buy 분석 ###
##########################
if i < 40:
pre_slow = data["slow_k"][i - 1] / data["slow_d"][i - 1] - 1
now_slow = data["slow_k"][i] / data["slow_d"][i] - 1
if pre_slow < 0 and 0 < now_slow:
if data["slow_k"][i] <= 35:
if (data["close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35:
if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]:
if data['avg10'][i] < data['avg5'][i]:
if data["open"][i] < data["close"][i]:
buy = data["close"][i]
else:
buy = data["low"][i]
else:
pre_slow = data["slow_k"][i - 1] / data["slow_d"][i - 1] - 1
now_slow = data["slow_k"][i] / data["slow_d"][i] - 1
if pre_slow < 0 and pre_slow < now_slow and -0.15 < now_slow:
if data["slow_k"][i] <= 30:
if (data["close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35:
if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]:
if data['avg10'][i] < data['avg5'][i]:
if data["close"][i] < data["avg5"][i]:
buy = data["close"][i]
else:
buy = data["low"][i]
#############################
### STOCHASTIC weight 분석 ###
#############################
if data["slow_k"][i] in (0, 1, 2, 3):
weight = 1
if data["slow_k"][i] in (4, 5, 6, 7, 8):
weight = 1
elif data["slow_k"][i] in (9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20):
weight = 1
elif data["slow_k"][i] in (21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35):
weight = 1
return buy, weight, sell
def getBuyCheck(self, data, i, buy, weight):
if data['close'][i]<data['avg3'][i]<data['avg5'][i]<data['avg10'][i]<data['avg20'][i]<data['avg30'][i]:
buy, weight, sell = -1, -1, -1
if data['slow_k'][i] > 40:
buy, weight, sell = -1, -1, -1
return buy, weight
def isYangbong(self, data, i):
if data['close'][i] > data['open'][i]:
@@ -181,11 +44,52 @@ class BuySellChecker:
return True
return False
# 지난 1시간 30분 동안 12분 선이 20분 선위에 20분 이상 있었는지 체크
def check_12_over_20_for_30(self, data, i, default=90):
if i - default < 381:
return False
check_12_over_20_for_30 = False
for c in range(i - default, i - 20):
if data['avg20'][c] < data['avg20'][i]:
value = [1 if data['avg20'][d] < data['avg12'][d] else 0 for d in range(c, c + 20)]
if len(value) == 20 and sum(value) == 20:
check_12_over_20_for_30 = True
break
return check_12_over_20_for_30
# 지난 1시간 동안 3, 6, 9, 12분 선이 10분 이상 20분 선 아래 있었는지 체크
def check_under_20_for_10(self, data, i, within=60, during=10):
if i - within < 381:
return False
check_under_20_for_10 = False
for c in range(i - within, i - during):
value = [1 if max(data['avg3'][d], data['avg6'][d], data['avg9'][d], data['avg12'][d]) < data['avg20'][d] else 0 for d in range(c, c + during)]
if len(value) == during and sum(value) == during:
check_under_20_for_10 = True
break
return check_under_20_for_10
def max_min_avg(self, data, i):
return max(data['avg3'][i], data['avg6'][i], data['avg9'][i], data['avg12'][i], data['avg20'][i]) - min(data['avg3'][i], data['avg6'][i], data['avg9'][i], data['avg12'][i], data['avg20'][i])
def check_inverse_arrangement_before(self, data, i, within=30, during=5):
if i - within < 381:
return False
inverse_arrangement = False
for c in range(i-within, i-during):
value = [1 if data['avg3'][d] < data['avg6'][d] < data['avg9'][d] < data['avg12'][d] < data['avg20'][d] else 0 for d in range(c, c + during)]
if len(value) == during and sum(value) == during-1:
inverse_arrangement = True
break
return inverse_arrangement
def getBuyPriceAndWeight(self, data, i):
buy, weight = -1, -1
slow_k = 60
type = -1
buy, weight = min(data["open"][i], data["close"][i]), 1
SLOW_K = 60
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
@@ -196,38 +100,80 @@ class BuySellChecker:
if i > START_TIME_INDEX:
# 매수 분석
# 이전에 30분 동안 5분내 역배열이 있었던 경우, avg3이 avg20위로 올라온 경우 매수한다.
if data['avg3'][i-1] <= data['avg20'][i-1] and data['avg3'][i] > data['avg20'][i]:
if self.check_inverse_arrangement_before(data, i, 30, 5):
buy = min(data["open"][i], data["close"][i])
weight = 1
type = 1
return buy, weight, type
# 10시 이후
if i > START_TIME_INDEX + 60:
if data["macd"][i] < -10 and data["macd"][i - 1] < data["macd"][i]:
if data["slow_k"][i] < 5 and data["slow_k"][i-1] < data["slow_k"][i]:
if data["slow_k"][i] < 5 and data["slow_k"][i - 1] < data["slow_k"][i]:
if data["rsi"][i] < 30 and data["rsi"][i - 1] < data["rsi"][i]:
buy = min(data["open"][i], data["close"][i])
weight = 1
type = 1
return buy, weight, type
# avg20이 10분동안 상승하고,현재 avg20이 open/close 사이에 있고, slow_k가 60보다 작으면 매수
valid = True
for c in range(i-10, i+1):
for c in range(i-9, i+1):
if data["avg20"][c-1] > data["avg20"][c]:
valid = False
if valid:
min_value = min(data["open"][i], data["close"][i])
max_value = max(data["open"][i], data["close"][i])
if min_value < data["avg20"][i] < max_value:
if data["slow_k"][i] < slow_k:
buy = min_value
weight = 1
min_value = data["close"][i]
max_value = data["open"][i]
if data["open"][i] < data["close"][i]:
min_value = data["open"][i]
max_value = data["close"][i]
if data["slow_k"][i] < slow_k:
if min_value < data["avg20"][i] < max_value:
if data["slow_k"][i] < SLOW_K:
if not self.check_12_over_20_for_30(data, i):
buy = min_value
weight = 1
type = 1
return buy, weight, type
# 현재 slow_k가 60보다 작고, 최근 5분 동안 avg20이 다른 avg[3,6,9,12]의 최저값보다 큰 적이 없을 때,
if data["slow_k"][i] < SLOW_K:
valid = True
for c in range(i - 5, i + 1):
if data["avg20"][c] >= min(data["avg3"][c], data["avg6"][c], data["avg9"][c], data["avg12"][c]):
for c in range(i-4, i+1):
if min(data["avg3"][c], data["avg6"][c], data["avg9"][c], data["avg12"][c]) <= data["avg20"][c]:
valid = False
break
if valid:
valid = False
for c in range(i - 20, i + 1):
if data["avg20"][c] > max(data["avg3"][c], data["avg6"][c], data["avg9"][c], data["avg12"][c]):
# 최근 20분 동안 avg20이 다른 avg[3,6,9,12]의 최대값보다 큰 적이 있을 때,
for c in range(i-19, i+1):
if max(data["avg3"][c], data["avg6"][c], data["avg9"][c], data["avg12"][c]) < data["avg20"][c]:
valid = True
break
if valid:
buy = max(int(data["open"][i]+data["close"][i])/2, min(data["open"][i], data["close"][i]))
weight = 1
if not self.check_12_over_20_for_30(data, i):
buy = min(data["open"][i], data["close"][i])
weight = 1
type = 1
return buy, weight, type
return buy, weight
if (data['macdo'][i] >= 0 or
data['avg3'][i-1] > data['avg3'][i] or
data['avg3'][i] < max(data['avg6'][i], data['avg9'][i], data['avg12'][i], data['avg20'][i])):
buy = -1
weight = -1
type = 0
return buy, weight, type
return buy, weight, type
def getSellPriceAndWeight(self, data, i):
sell, weight = -1, -1
sell, weight, type = -1, -1, -1
slow_k = 60
START_TIME_INDEX = 0
@@ -254,7 +200,8 @@ class BuySellChecker:
if data["slow_k"][i] > slow_k:
sell = int(data["avg3"][i] - data["avg3"][i] % 5)
weight = 1
return sell, weight
type = 1
return sell, weight, type
# 12분선이 5분 이상 20분선 위에 있다가 20분선 아래로 내려옴
if i >= 381 + 5:
@@ -268,21 +215,23 @@ class BuySellChecker:
if data["slow_k"][i] > slow_k:
sell = data["close"][i]
weight = 1
return sell, weight
type = 1
return sell, weight, type
if (not (data["avg20"][i-1] > max(data["avg3"][i-1], data["avg6"][i-1], data["avg9"][i-1], data["avg12"][i-1])) and
(data["avg20"][i] > max(data["avg3"][i], data["avg6"][i], data["avg9"][i], data["avg12"][i]))):
if data["slow_k"][i] > slow_k:
sell = data["close"][i]
weight = 1
return sell, weight
type = 1
return sell, weight, type
return sell, weight
return sell, weight, type
# 곱버스에 해당함
def getBuyPriceAndWeight_252670(self, data, i):
buy, weight = -1, -1
buy, weight, type = -1, -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
@@ -315,12 +264,12 @@ class BuySellChecker:
buy = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
return buy, weight, type
return buy, weight
return buy, weight, type
def getSellPriceAndWeight_252670(self, data, i):
sell, weight = -1, -1
sell, weight, type = -1, -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
@@ -345,7 +294,7 @@ class BuySellChecker:
if data["avg3"][i] < data["avg6"][i]:
sell = int(data["avg3"][i] - data["avg3"][i] % 5)
weight = 1
return sell, weight
return sell, weight, type
# 3분선이 5분 이상 12분선 위에 있다가 12분선 아래로 내려옴
if i >= 381 + 5:
@@ -358,12 +307,12 @@ class BuySellChecker:
if data["avg3"][i] < data["avg12"][i]:
sell = data["close"][i]
weight = 1
return sell, weight
return sell, weight, type
return sell, weight
return sell, weight, type
def getBuyPriceAndWeight_122630(self, data, i):
buy, weight = -1, -1
buy, weight, type = -1, -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
@@ -400,7 +349,7 @@ class BuySellChecker:
buy = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
return buy, weight, type
"""
if -30 < data["macd"][i] < -25:
@@ -412,7 +361,7 @@ class BuySellChecker:
if valid:
buy = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
return buy, weight, type
previous_lowest_close = 99999999
for c in range(10, 30):
@@ -428,7 +377,7 @@ class BuySellChecker:
if valid:
buy = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
return buy, weight, type
if (data["avg54"][i-4] < data["avg54"][i-3] < data["avg54"][i-2] < data["avg54"][i-1] < data["avg54"][i] and
@@ -438,7 +387,7 @@ class BuySellChecker:
):
buy = data["close"][i]
weight = 1
return buy, weight
return buy, weight, type
@@ -449,13 +398,13 @@ class BuySellChecker:
if data['macd'][i] < -5:
buy = data["close"][i]
weight = 1
return buy, weight
return buy, weight, type
return buy, weight
return buy, weight, type
def getSellPriceAndWeight_122630(self, data, i):
sell, weight = -1, -1
sell, weight, type = -1, -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
@@ -480,7 +429,7 @@ class BuySellChecker:
if data["avg3"][i] < data["avg6"][i]:
sell = int(data["avg3"][i] - data["avg3"][i]%5)
weight = 1
return sell, weight
return sell, weight, type
# 3분선이 5분 이상 12분선 위에 있다가 12분선 아래로 내려옴
if i >= 381 + 5:
@@ -493,7 +442,7 @@ class BuySellChecker:
if data["avg3"][i] < data["avg12"][i]:
sell = data["close"][i]
weight = 1
return sell, weight
return sell, weight, type
param = 2
if (data["macd"][i] > 11.4590339 and
@@ -526,11 +475,11 @@ class BuySellChecker:
data["diff_avg27"][i] > 2.261904762 * param and
data["diff_avg54"][i] > 1.18452381 * param
):
buy = int((data["open"][i] + data["close"][i]) / 2)
sell = int((data["open"][i] + data["close"][i]) / 2)
weight = 1
return buy, weight
return sell, weight, type
return sell, weight
return sell, weight, type
def analyze(self, result):
# 기본 캔들 정보
@@ -1021,20 +970,13 @@ class BuySellChecker:
# 어제 오늘 데이터로 분석
bsLine = {}
size = len(data["close"])
if isRealTime:
# isRealTime=True, 실시간 적용
last_index = size - 1
buy, buy_weight = self.getBuyPriceAndWeight(data, last_index)
sell, sell_weight = self.getSellPriceAndWeight(data, last_index)
"""
if stock_code == "252670":
sell, sell_weight = self.getSellPriceAndWeight_252670(data, last_index)
buy, buy_weight = self.getBuyPriceAndWeight_252670(data, last_index)
else:
sell, sell_weight = self.getSellPriceAndWeight_122630(data, last_index)
buy, buy_weight = self.getBuyPriceAndWeight_122630(data, last_index)
"""
buy, buy_weight, buy_type = self.getBuyPriceAndWeight(data, last_index)
sell, sell_weight, sell_type = self.getSellPriceAndWeight(data, last_index)
bsLine['buy'] = [buy]
bsLine['buy_weight'] = [buy_weight]
@@ -1047,19 +989,23 @@ class BuySellChecker:
bsLine['sell'] = [-1 for i in range(size)]
bsLine['sell_weight'] = [-1 for i in range(size)]
self.buy_type = -1
for i in range(size):
buy, buy_weight = self.getBuyPriceAndWeight(data, i)
sell, sell_weight = self.getSellPriceAndWeight(data, i)
"""
if stock_code == "252670":
sell, sell_weight = self.getSellPriceAndWeight_252670(data, i)
buy, buy_weight = self.getBuyPriceAndWeight_252670(data, i)
buy, buy_weight, buy_type = self.getBuyPriceAndWeight(data, i)
sell, sell_weight, sell_type = self.getSellPriceAndWeight(data, i)
if buy_type == 1:
self.buy_type = 1
if buy_type == 0 or sell_type == 1:
self.buy_type = -1
if self.buy_type == 1:
bsLine['buy'][i] = buy
bsLine['buy_weight'][i] = buy_weight
else:
sell, sell_weight = self.getSellPriceAndWeight_122630(data, i)
buy, buy_weight = self.getBuyPriceAndWeight_122630(data, i)
"""
bsLine['buy'][i] = buy
bsLine['buy_weight'][i] = buy_weight
bsLine['buy'][i] = -1
bsLine['buy_weight'][i] = -1
bsLine['sell'][i] = sell
bsLine['sell_weight'][i] = sell_weight