init

hts/BuySellChecker.py

@@ -151,7 +151,17 @@ class BuySellChecker:
     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:
+
+        if data['slow_k'][i] > 40:
+            buy, weight, sell = -1, -1, -1
+
+        high, low = 0, 0
+        for c in range(1, 10):
+            if data['lower'][i-c-1] < data['lower'][i-c]:
+                high += 1
+            else:
+                low += 1
+        if high > low:
             buy, weight, sell = -1, -1, -1
         return buy, weight
 
@@ -161,21 +171,21 @@ class BuySellChecker:
     def isYangbong(self, data, i):
         if data['close'][i] > data['open'][i]:
             return True
-        if data['close'][i] == data['open'][i]:
-            if data['low'][i] < data['close'][i] == data['high'][i]:
+        else:
+            if data['low'][i] < data['close'][i] == data['open'][i] == data['high'][i]:
+                return True
+            if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]:
                 return True
-        if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]:
-            return True
         return False
 
     def isUmbong(self, data, i):
         if data['close'][i] < data['open'][i]:
             return True
-        if data['close'][i] == data['open'][i]:
-            if data['close'][i] == data['low'][i] < data['high'][i]:
+        else:
+            if data['low'][i] == data['close'][i] == data['open'][i] < data['high'][i]:
+                return True
+            if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]:
                 return True
-        if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]:
-            return True
         return False
 
 
@@ -237,7 +247,7 @@ class BuySellChecker:
             if data["open"][i-2] < data["close"][i-2] and data["open"][i-1] <= data["close"][i-1] and data["open"][i] < data["close"][i]:
                 umbong = 0
                 for c in range(13, 3, -1):
-                    if data['close'][i-c] <= data['open'][i-c]:
+                    if (data['close'][i-c] < data['open'][i-c] or data['close'][i-c] == data['open'][i-c] == data['low'][i-c] <  data['high'][i-c]):
                         umbong += 1
                 if umbong >= 8:
                     if data["open"][i] < data["open"][i-10]:
@@ -343,6 +353,7 @@ class BuySellChecker:
                                     weight = 10
                                     return self.getBuyCheck(data, i, buy, weight)
 
+
             """
             # 이동선을 이용한 매매
             # 20분선이 30분선에 돌파 후 지지하는지 확인하고 해당 시점이 양봉이면 매수함
@@ -412,7 +423,7 @@ class BuySellChecker:
                         valid = False
                         break
                 if valid:
-                    sell = int((data["open"][i] + data["close"][i])/2)
+                    sell = data["high"][i]
                     return sell, weight
             
 
@@ -424,13 +435,13 @@ class BuySellChecker:
                         valid = False
                         break
                 if valid:
-                    sell = int((data["open"][i] + data["close"][i])/2)
+                    sell = data["high"][i]
                     return sell, weight
 
             # rsi와 rsis가 75이상에서 slow_k가 slow_d 아래롸 내려온 경우
             if data["rsi"][i] >= 70 and data["rsis"][i] >= 70:
                 if data["rsi"][i-1] > data["rsis"][i-1] and data["rsi"][i] < data["rsis"][i]:
-                    sell = int((data["open"][i] + data["close"][i]) / 2)
+                    sell = data["high"][i]
                     return sell, weight
 
 
@@ -438,11 +449,9 @@ class BuySellChecker:
             if data["slow_k"][i] >= 90 and data["slow_d"][i] >= 90:
                 if data["slow_k"][i-1] > data["slow_d"][i-1] and data["slow_k"][i] < data["slow_d"][i]:
                     if data["avg3"][i] < data["avg5"][i]:
-                        sell = int((data["open"][i] + data["close"][i]) / 2)
-
+                        sell = data["high"][i]
                         if data.index[i].strftime("%H:%M") < "12:00" and data['rsis'][i] < 70:
                             return -1, -1
-
                         return sell, weight
 
             # 양봉 5개 이후 음봉이 나온 경우
@@ -456,7 +465,7 @@ class BuySellChecker:
                 if data["avg30"][i-1] < data["avg20"][i-1] < data["avg10"][i-1] < data["avg5"][i-1] < data["avg3"][i-1]:
                     if data["close"][i] < data["open"][i] and data["low"][i] < data["low"][i-1]:
                         if data["slow_k"][i] >= 95:
-                            sell = data["close"][i]
+                            sell = data["high"][i]
                             weight = 1
                             return sell, weight
 
@@ -466,7 +475,7 @@ class BuySellChecker:
                     (data["high"][i-3] > data["upper"][i-3] or data["high"][i-3] > data["avg3"][i-3] > data["avg5"][i-3] > data["avg10"][i-3] > data["avg20"][i-3] > data["avg30"][i-3])):
                      if self.isUmbong(data, i-2) and self.isUmbong(data, i-1) and self.isUmbong(data, i):
                          if data["slow_k"][i] >= 80:
-                             sell = data["low"][i]
+                             sell = int((data["high"][i] + data["low"][i])/2)
                              weight = 1
                              return sell, weight