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dosangyoon
2022-08-07 17:46:06 +09:00
parent 655eedc421
commit 57a906bc08
5 changed files with 53 additions and 26 deletions
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10
Simulation.py
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@@ -20,10 +20,14 @@ class Simulation (HTS):
self.RESOURCE_PATH = RESOURCE_PATH self.RESOURCE_PATH = RESOURCE_PATH
self.buySellChecker = BuySellChecker()
try:
self.stock2Vector = Stock2Vector(RESOURCE_PATH) self.stock2Vector = Stock2Vector(RESOURCE_PATH)
self.labelMaker = LabelMaker(RESOURCE_PATH) self.labelMaker = LabelMaker(RESOURCE_PATH)
self.buySellChecker = BuySellChecker()
self.stockPredictor = StockPredictor(RESOURCE_PATH) self.stockPredictor = StockPredictor(RESOURCE_PATH)
except:
pass
#self.connect() #self.connect()
return return
@@ -77,10 +81,10 @@ class Simulation (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)) sell_check = go.Scatter(x=data['date'], y=sell_line, mode='markers', name="sell", marker=dict(size=14, color=sell_colors, line_width=0))
upper = go.Scatter(x=data['date'], y=data["upper"], name="upper", line_color='#000000') upper = go.Scatter(x=data['date'], y=data["upper"], name="upper", line_color='#000000')
lower = go.Scatter(x=data['date'], y=data["lower"], name="lower", line_color='#000000') lower = go.Scatter(x=data['date'], y=data["lower"], name="lower", line_color='#000000')
avg3 = go.Scatter(x=data['date'], y=data["avg3"], name="avg3", line_color='#1469F4') avg3 = go.Scatter(x=data['date'], y=data["avg3"], name="avg3", line_color='#8F8203')
avg5 = go.Scatter(x=data['date'], y=data["avg5"], name="avg5", line_color='#089B5B') avg5 = go.Scatter(x=data['date'], y=data["avg5"], name="avg5", line_color='#089B5B')
avg10 = go.Scatter(x=data['date'], y=data["avg10"], name="avg10", line_color='#ff00ff') avg10 = go.Scatter(x=data['date'], y=data["avg10"], name="avg10", line_color='#ff00ff')
avg20 = go.Scatter(x=data['date'], y=data["avg20"], name="avg20", line_color='#8F8203') avg20 = go.Scatter(x=data['date'], y=data["avg20"], name="avg20", line_color='#1469F4')
avg30 = go.Scatter(x=data['date'], y=data["avg30"], name="avg30", line_color='#000000') avg30 = go.Scatter(x=data['date'], y=data["avg30"], name="avg30", line_color='#000000')
#avg60 = go.Scatter(x=hts['date'], y=hts["avg60"], name="avg60", line_color='#008000') #avg60 = go.Scatter(x=hts['date'], y=hts["avg60"], name="avg60", line_color='#008000')

3
VitTrainer.py
View File

@@ -1,4 +1,5 @@
# tensor - numpy - PILImage 변환 (https://qlsenddl-lab.tistory.com/37) # tensor - numpy - PILImage 변환 (https://qlsenddl-lab.tistory.com/37)
from PIL import Image
import os import os
os.environ['KMP_DUPLICATE_LIB_OK']='True' os.environ['KMP_DUPLICATE_LIB_OK']='True'
@@ -214,6 +215,8 @@ class VitTrainer:
if __name__ == "__main__": if __name__ == "__main__":
image = Image.open("img.png")
PROJECT_HOME = os.getcwd() PROJECT_HOME = os.getcwd()
RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources") RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
model_path = os.path.join(RESOURCE_PATH, "model") model_path = os.path.join(RESOURCE_PATH, "model")

35
hts/BuySellChecker.py
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@@ -151,8 +151,18 @@ class BuySellChecker:
def getBuyCheck(self, data, i, buy, weight): 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]: 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 buy, weight, sell = -1, -1, -1
if data['slow_k'][i] > 40: if data['slow_k'][i] > 40:
buy, weight, sell = -1, -1, -1 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 return buy, weight
@@ -161,8 +171,8 @@ class BuySellChecker:
def isYangbong(self, data, i): def isYangbong(self, data, i):
if data['close'][i] > data['open'][i]: if data['close'][i] > data['open'][i]:
return True return True
if data['close'][i] == data['open'][i]: else:
if data['low'][i] < data['close'][i] == data['high'][i]: if data['low'][i] < data['close'][i] == data['open'][i] == data['high'][i]:
return True return True
if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]: if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]:
return True return True
@@ -171,8 +181,8 @@ class BuySellChecker:
def isUmbong(self, data, i): def isUmbong(self, data, i):
if data['close'][i] < data['open'][i]: if data['close'][i] < data['open'][i]:
return True return True
if data['close'][i] == data['open'][i]: else:
if data['close'][i] == data['low'][i] < data['high'][i]: if data['low'][i] == data['close'][i] == data['open'][i] < data['high'][i]:
return True return True
if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]: if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]:
return True return True
@@ -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]: 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 umbong = 0
for c in range(13, 3, -1): 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 umbong += 1
if umbong >= 8: if umbong >= 8:
if data["open"][i] < data["open"][i-10]: if data["open"][i] < data["open"][i-10]:
@@ -343,6 +353,7 @@ class BuySellChecker:
weight = 10 weight = 10
return self.getBuyCheck(data, i, buy, weight) return self.getBuyCheck(data, i, buy, weight)
""" """
# 이동선을 이용한 매매 # 이동선을 이용한 매매
# 20분선이 30분선에 돌파 후 지지하는지 확인하고 해당 시점이 양봉이면 매수함 # 20분선이 30분선에 돌파 후 지지하는지 확인하고 해당 시점이 양봉이면 매수함
@@ -412,7 +423,7 @@ class BuySellChecker:
valid = False valid = False
break break
if valid: if valid:
sell = int((data["open"][i] + data["close"][i])/2) sell = data["high"][i]
return sell, weight return sell, weight
@@ -424,13 +435,13 @@ class BuySellChecker:
valid = False valid = False
break break
if valid: if valid:
sell = int((data["open"][i] + data["close"][i])/2) sell = data["high"][i]
return sell, weight return sell, weight
# rsi와 rsis가 75이상에서 slow_k가 slow_d 아래롸 내려온 경우 # rsi와 rsis가 75이상에서 slow_k가 slow_d 아래롸 내려온 경우
if data["rsi"][i] >= 70 and data["rsis"][i] >= 70: 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]: 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 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] >= 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["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]: 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: if data.index[i].strftime("%H:%M") < "12:00" and data['rsis'][i] < 70:
return -1, -1 return -1, -1
return sell, weight return sell, weight
# 양봉 5개 이후 음봉이 나온 경우 # 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["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["close"][i] < data["open"][i] and data["low"][i] < data["low"][i-1]:
if data["slow_k"][i] >= 95: if data["slow_k"][i] >= 95:
sell = data["close"][i] sell = data["high"][i]
weight = 1 weight = 1
return sell, weight 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])): (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 self.isUmbong(data, i-2) and self.isUmbong(data, i-1) and self.isUmbong(data, i):
if data["slow_k"][i] >= 80: if data["slow_k"][i] >= 80:
sell = data["low"][i] sell = int((data["high"][i] + data["low"][i])/2)
weight = 1 weight = 1
return sell, weight return sell, weight

9
stock/util/Stock2Vector.py
View File

@@ -284,6 +284,15 @@ class Stock2Vector(HTS):
Y = np.asarray(Y, dtype='int64') Y = np.asarray(Y, dtype='int64')
return X, Y return X, Y
def getVectorData(self, data, type="avg10", VECTOR_SIZE = 32):
X, Y = [], []
df, minmax_df = self.preprocessData(data)
X = np.asarray(X)
Y = np.asarray(Y, dtype='int64')
return X, Y
def getDataset3D(self, data, VECTOR_SIZE = 299): def getDataset3D(self, data, VECTOR_SIZE = 299):
df, minmax_df = self.preprocessData(data) df, minmax_df = self.preprocessData(data)

4
stock/util/StockPredictor.py
View File

@@ -9,9 +9,11 @@ from datasets import Dataset, load_dataset
import torch import torch
import torchvision.transforms as transforms import torchvision.transforms as transforms
try:
from transformers import ViTFeatureExtractor, ViTForImageClassification, TrainingArguments, Trainer from transformers import ViTFeatureExtractor, ViTForImageClassification, TrainingArguments, Trainer
from torchvision.transforms import (CenterCrop, Compose, Normalize, RandomHorizontalFlip, RandomResizedCrop, Resize, ToTensor) from torchvision.transforms import (CenterCrop, Compose, Normalize, RandomHorizontalFlip, RandomResizedCrop, Resize, ToTensor)
except:
pass
from stock.util.Stock2Vector import Stock2Vector from stock.util.Stock2Vector import Stock2Vector