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dosangyoon
2021-10-24 23:35:08 +09:00
parent c9e8f662e8
commit 52285278b6
3 changed files with 70 additions and 65 deletions
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94
hts/BuySellChecker.py
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@@ -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,