From 52285278b6a3cc76a22bbe5c902014f112ae5d05 Mon Sep 17 00:00:00 2001 From: dosangyoon Date: Sun, 24 Oct 2021 23:35:08 +0900 Subject: [PATCH] init --- hts/BuySellChecker.py | 94 +++++++++++++++++++++---------------------- hts/Simulation.py | 37 ++++++++--------- hts/data/sample.csv | 4 ++ 3 files changed, 70 insertions(+), 65 deletions(-) create mode 100644 hts/data/sample.csv diff --git a/hts/BuySellChecker.py b/hts/BuySellChecker.py index 2d53502..835ace3 100644 --- a/hts/BuySellChecker.py +++ b/hts/BuySellChecker.py @@ -187,40 +187,40 @@ class BuySellChecker: ### 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["high"][i] - data["close"][i]) / 2 + data["close"][i] > data["upper"][i]: + sell = data["high"][i] """ # 2. slow_k가 90이 넘으면 매도한다. if data["slow_k"][i] >= 90: - sell = data["High"][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] + 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] + if i > 300 and data["high"][i] > data["upper"][i]: + sell = data["high"][i] ########################## ### STOCHASTIC buy 분석 ### ########################## if i < 40: - if data["Low"][i] - 3 < data["lower"][i]: + if data["low"][i] - 3 < data["lower"][i]: if data["slow_k"][i] <= 20: if data["slow_k"][i - 2] < data["slow_d"][i - 2] and data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]: - if data["Close"][i] < data["avg5"][i]: - buy = data["Close"][i] + if data["close"][i] < data["avg5"][i]: + buy = data["close"][i] else: - buy = data["Low"][i] + buy = data["low"][i] else: - if data["Low"][i] - 3 < data["lower"][i]: + if data["low"][i] - 3 < data["lower"][i]: if data["slow_k"][i] <= 35: if data["slow_k"][i-2] < data["slow_d"][i-2] and data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i]: - if data["Close"][i] < data["avg5"][i]: - buy = data["Close"][i] + if data["close"][i] < data["avg5"][i]: + buy = data["close"][i] else: - buy = data["Low"][i] + buy = data["low"][i] ############################# ### STOCHASTIC weight 분석 ### @@ -239,10 +239,10 @@ class BuySellChecker: ################### 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] + if data["close"][i] < data["avg5"][i]: + buy = data["close"][i] else: - buy = data["Low"][i] + buy = data["low"][i] weight = 1 return buy, weight, sell @@ -254,16 +254,16 @@ class BuySellChecker: ### 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["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] + 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] + if i > 300 and data["high"][i] > data["upper"][i]: + sell = data["high"][i] ########################## ### STOCHASTIC buy 분석 ### @@ -273,23 +273,23 @@ class BuySellChecker: now_slow = data["slow_k"][i] / data["slow_d"][i] - 1 if pre_slow < 0 and 0 < now_slow: if data["slow_k"][i] <= 20: - if (data["Close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.1: + if (data["close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.1: if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]: - if data["Close"][i] < data["avg5"][i]: - buy = data["Close"][i] + if data["close"][i] < data["avg5"][i]: + buy = data["close"][i] else: - buy = data["Low"][i] + 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] <= 20: - if (data["Close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35: + 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["Close"][i] < data["avg5"][i]: - buy = data["Close"][i] + if data["close"][i] < data["avg5"][i]: + buy = data["close"][i] else: - buy = data["Low"][i] + buy = data["low"][i] ############################# ### STOCHASTIC weight 분석 ### @@ -312,16 +312,16 @@ class BuySellChecker: ### 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["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] + 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] + if i > 300 and data["high"][i] > data["upper"][i]: + sell = data["high"][i] ########################## ### STOCHASTIC buy 분석 ### @@ -332,17 +332,17 @@ class BuySellChecker: if data["slow_d"][i - 2] > data["slow_d"][i - 1] and data["slow_d"][i - 1] < data["slow_d"][i]: if abs(data["slow_d"][i]-data["slow_k"][i]) < abs(data["slow_d"][i-1]-data["slow_k"][i-1]): if now_slow < 0.15: - if data["Close"][i] < data["avg5"][i]: - buy = data["Close"][i] + if data["close"][i] < data["avg5"][i]: + buy = data["close"][i] else: - buy = data["Low"][i] + buy = data["low"][i] if data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i]: if abs(now_slow) < 0.001: if now_slow < 0.15: - if data["Close"][i] < data["avg5"][i]: - buy = data["Close"][i] + if data["close"][i] < data["avg5"][i]: + buy = data["close"][i] else: - buy = data["Low"][i] + buy = data["low"][i] else: if i > 60: print (1) @@ -350,11 +350,11 @@ class BuySellChecker: 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] <= 20: - if (data["Close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35: - if data["Close"][i] < data["avg5"][i]: - buy = data["Close"][i] + if (data["close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35: + if data["close"][i] < data["avg5"][i]: + buy = data["close"][i] else: - buy = data["Low"][i] + buy = data["low"][i] ############################# ### STOCHASTIC weight 분석 ### @@ -437,8 +437,8 @@ class BuySellChecker: rsi = rsi_df['rsi'].values.tolist() rsis = rsi_df['rsis'].values.tolist() - temp = {"Date": point_temp, - "Open": open, "High": high, "Low": low, "Close": close, "Volume": vol, + temp = {"date": point_temp, + "open": open, "high": high, "low": low, "close": close, "volume": vol, "upper": upper, "lower": lower, "avg1": avg1, "avg2": avg2, "avg5": avg5, "avg10": avg10, "avg20": avg20, "avg30": avg30, "avg40": avg40, "avg50": avg50, "avg60": avg60, "fast_k": fast_k, "slow_k": slow_k, "slow_d": slow_d, diff --git a/hts/Simulation.py b/hts/Simulation.py index 544d192..f134e5c 100644 --- a/hts/Simulation.py +++ b/hts/Simulation.py @@ -42,7 +42,7 @@ class Simulation: return def checkTransaction(self, data): - size = len(data["Close"]) + size = len(data["close"]) bsLine = {} bsLine['buy'] = [-1 for i in range(size)] @@ -62,11 +62,11 @@ class Simulation: sell_line = bsLine['sell'] # 그래프 설정을 위한 변수를 생성한다. - data['Open'] = pd.to_numeric(data['Open']) - data['High'] = pd.to_numeric(data['High']) - data['Low'] = pd.to_numeric(data['Low']) - data['Close'] = pd.to_numeric(data['Close']) - data['Volume'] = pd.to_numeric(data['Volume']) + data['open'] = pd.to_numeric(data['open']) + data['high'] = pd.to_numeric(data['high']) + data['low'] = pd.to_numeric(data['low']) + data['close'] = pd.to_numeric(data['close']) + data['volume'] = pd.to_numeric(data['volume']) data['avg5'] = pd.to_numeric(data['avg5']) data["fast_k"] = pd.to_numeric(data['fast_k']) data["slow_k"] = pd.to_numeric(data['slow_k']) @@ -90,19 +90,19 @@ class Simulation: sell_colors.append("#00ced1") # 그래프를 설정한다. - buy_check = go.Scatter(x=data['Date'], y=buy_line, mode='markers', name="buy", marker=dict(size=14, color=buy_colors, line_width=0)) - 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=data["upper"], name="upper", line_color='#8B4513') - bolinger_lower = go.Scatter(x=data['Date'], y=data["lower"], name="lower", line_color='#8B4513') - avg5 = go.Scatter(x=data['Date'], y=data["avg5"], name="avg5", line_color='#000000') + buy_check = go.Scatter(x=data['date'], y=buy_line, mode='markers', name="buy", marker=dict(size=14, color=buy_colors, line_width=0)) + 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=data["upper"], name="upper", line_color='#8B4513') + bolinger_lower = go.Scatter(x=data['date'], y=data["lower"], name="lower", line_color='#8B4513') + avg5 = go.Scatter(x=data['date'], y=data["avg5"], name="avg5", 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') - volume_line = go.Scatter(x=data['Date'], y=data["Volume"], mode='lines', name='Volume') - fast_k_line = go.Scatter(x=data['Date'], y=data["fast_k"], mode='lines', name='fast_k') - slow_k_line = go.Scatter(x=data['Date'], y=data["slow_k"], mode='lines', name='slow_k') - slow_d_line = go.Scatter(x=data['Date'], y=data["slow_d"], mode='lines', name='slow_d') - rsi_line = go.Scatter(x=data['Date'], y=data["rsi"], mode='lines', name='rsi') - rsis_line = go.Scatter(x=data['Date'], y=data["rsis"], mode='lines', name='rsis') + 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') + volume_line = go.Scatter(x=data['date'], y=data["volume"], mode='lines', name='volume') + fast_k_line = go.Scatter(x=data['date'], y=data["fast_k"], mode='lines', name='fast_k') + slow_k_line = go.Scatter(x=data['date'], y=data["slow_k"], mode='lines', name='slow_k') + slow_d_line = go.Scatter(x=data['date'], y=data["slow_d"], mode='lines', name='slow_d') + rsi_line = go.Scatter(x=data['date'], y=data["rsi"], mode='lines', name='rsi') + rsis_line = go.Scatter(x=data['date'], y=data["rsis"], mode='lines', name='rsis') #candle_data = [candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, avg1, avg2, avg5, avg10, avg20, avg30, avg40, avg50, avg60] candle_data = [candle_stick, bolinger_upper, bolinger_lower, avg5, buy_check, sell_check] @@ -174,6 +174,7 @@ if __name__ == "__main__": '20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929', '20210930','20211001','20211005','20211006','20211007','20211008','20211012','20211013','20211014', '20211018', '20211019','20211020','20211021','20211022'] + given_days = ['20211022'] simulation = Simulation() diff --git a/hts/data/sample.csv b/hts/data/sample.csv new file mode 100644 index 0000000..23b4dc3 --- /dev/null +++ b/hts/data/sample.csv @@ -0,0 +1,4 @@ +LABEL,DATETIME,index,open,high,low,close,volume,upper,lower,avg1,avg2,avg5,avg10,avg20,avg30,avg40,avg50,avg60,fast_k,slow_k,slow_d,rsi,rsis +NONE,,,,,,,,,,,,,,,,,,,,,,, +BUY,,,,,,,,,,,,,,,,,,,,,,, +SELL,,,,,,,,,,,,,,,,,,,,,,, \ No newline at end of file