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dosangyoon
2021-09-30 11:54:15 +09:00
parent 06c5dfd4e1
commit 4ec61a4694
1 changed files with 29 additions and 16 deletions
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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
@@ -514,8 +514,8 @@ class HTS:
vol = [sum(result["vol"][i:i+window]) for i in range(0, size, window)]
close_df = pd.DataFrame(close)
ma3_list = close_df.rolling(window=3).mean().fillna(close[0]).values.tolist()
ma3 = [item[0] for item in ma3_list]
ma2_list = close_df.rolling(window=2).mean().fillna(close[0]).values.tolist()
ma2 = [item[0] for item in ma2_list]
ma5_list = close_df.rolling(window=5).mean().fillna(close[0]).values.tolist()
ma5 = [item[0] for item in ma5_list]
ma10_list = close_df.rolling(window=10).mean().fillna(close[0]).values.tolist()
@@ -538,7 +538,7 @@ class HTS:
upper_temp = [upper[i] for i in range(size) if i % window == 0]
lower_temp = [lower[i] for i in range(size) if i % window == 0]
temp = {"Date": point_temp, "Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, "ma3": ma3, "ma5": ma5, "ma10": ma10, "ma15": ma15, "ma20": ma20}
temp = {"Date": point_temp, "Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, "ma2": ma2, "ma5": ma5, "ma10": ma10, "ma15": ma15, "ma20": ma20}
data = pd.DataFrame(temp)
df_final_time = pd.DatetimeIndex(point_temp)
data.index = df_final_time
@@ -552,7 +552,7 @@ class HTS:
data['Low'] = pd.to_numeric(data['Low'])
data['Close'] = pd.to_numeric(data['Close'])
data['Volume'] = pd.to_numeric(data['Volume'])
data['ma3'] = pd.to_numeric(data['ma3'])
data['ma2'] = pd.to_numeric(data['ma2'])
data['ma5'] = pd.to_numeric(data['ma5'])
data['ma10'] = pd.to_numeric(data['ma10'])
data['ma15'] = pd.to_numeric(data['ma15'])
@@ -578,17 +578,17 @@ class HTS:
sell_check = go.Scatter(x=data['Date'], y=sell_line, mode='markers', name="sell", marker=dict(size=14, color=sell_colors, line_width=0))
bolinger_upper = go.Scatter(x=data['Date'], y=upper, name="upper", line_color='#8B4513')
bolinger_lower = go.Scatter(x=data['Date'], y=lower, name="lower", line_color='#8B4513')
ma3 = go.Scatter(x=data['Date'], y=data['ma3'], name="ma3", line_color='#F43B86')
ma5 = go.Scatter(x=data['Date'], y=data['ma5'], name="ma5", line_color='#6D9886')
ma10 = go.Scatter(x=data['Date'], y=data['ma10'], name="ma10", line_color='#406343')
ma2 = go.Scatter(x=data['Date'], y=data['ma2'], name="ma2", line_color='#FF0000')
ma5 = go.Scatter(x=data['Date'], y=data['ma5'], name="ma5", line_color='#F43B86')
ma10 = go.Scatter(x=data['Date'], y=data['ma10'], name="ma10", line_color='#F0A500')
ma15 = go.Scatter(x=data['Date'], y=data['ma15'], name="ma15", line_color='#14279B')
ma20 = go.Scatter(x=data['Date'], y=data['ma20'], name="ma20", line_color='#212121')
ma20 = go.Scatter(x=data['Date'], y=data['ma20'], name="ma20", line_color='#000000')
candle_stick = go.Candlestick(x=data['Date'], open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], increasing_line_color='red', decreasing_line_color='blue')
# 그래프를 그린다.
fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, ma3, ma5, ma10, ma15, ma20])
fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, ma2, ma5, ma10, ma15, ma20])
fig.update_layout(title=given_day + "_2x")
fig.show()
return
@@ -598,6 +598,11 @@ class HTS:
high = data["High"]
close = data["Close"]
open = data["Open"]
ma2 = data["ma2"]
ma5 = data["ma5"]
ma10 = data["ma10"]
ma15 = data["ma15"]
ma20 = data["ma20"]
# 살 시점인지 체크
# 볼린저밴드 하단에 연속으로 같은 가격이 왔을 때,
@@ -605,20 +610,28 @@ class HTS:
check = False
buy_line = [-1 for i in range(len(lower))]
for i in range(3, len(lower)):
# 하락 추세에서는 매수하지 않는다.
if ma2[i] < ma5[i] < ma10[i]:
continue
for j in range(i-3, i):
if (low[j] < lower[j]) and (low[i] < lower[i] and low[j] == low[i]):
#buy_line[i] = low[i]
check = True
break
if check and i < len(lower) - 1:
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]
# 2일과 5일선이 10일 선 위로 올라오면 매수한다.
if (ma2[i-1] < ma10[i-1] and ma5[i-1] < ma10[i-1]) and (ma10[i] < ma5[i] < ma2[i]):
buy_line[i+1] = low[i] + 5
# 팔 시점 체크
# 산 가격에 5원 위로 매도를 건다.
sell_line = [-1 for i in range(len(lower))]
@@ -799,11 +812,11 @@ if __name__ == "__main__":
#hts.currentStock(stock_code)
#hts.printStockData(stock_code, given_day)
#given_days = ['20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929']
given_days = ['20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929']
#given_days = ['20210929']
#for given_day in given_days:
# hts.simulate(stock_code, given_day)
for given_day in given_days:
hts.simulate(stock_code, given_day)
hts.buyRealTime(stock_code, given_day)
#hts.buyRealTime(stock_code, given_day)
print ("done...")