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dsyoon
2022-09-12 15:34:05 +09:00
parent 6690a5b022
commit 5c3fe649d9
2 changed files with 7 additions and 20 deletions
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25
stock/analysis/MACD.py
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@@ -53,29 +53,14 @@ class MACD:
"""
def analyze(self, stock):
results = []
df = pd.DataFrame()
df = df.from_dict(stock['PRICE'])
df = self.apply(df)
for i in range(len(df.macd)):
result = {'DATE':stock['PRICE'][i]['DATE'],
'macd': df.macd.values[i],
'macds': df.macds.values[i],
'macdo': df.macdo.values[i],
'macd_buy': 0}
stock['PRICE'][i]['macd'] = df.macd.values[i]
stock['PRICE'][i]['macds'] = df.macds.values[i]
stock['PRICE'][i]['macdo'] = df.macdo.values[i]
# MACD가 3일 전부터 상승이라면 매수
if df.macd.values[i - 1] < df.macd.values[i]:
# 어제는 MACD-Sign이 MACD 위에 있지만, 오늘은 MACD가 MACD-Sign 위로 올라오면 매수
if df.macd.values[i-1] < df.macds.values[i-1] and df.macd.values[i] > df.macds.values[i]:
result['macd_buy'] = 1
# MACD가 3일 전부터 하락이라면 매도
if df.macd.values[i - 1] > df.macd.values[i]:
# 어제는 MACD가 MACD-Sign 위에 있지만, 오늘은 MACD-Sign이 MACD 위로 올라오면 매도
if df.macd.values[i - 1] > df.macds.values[i - 1] and df.macd.values[i] < df.macds.values[i]:
result['macd_buy'] = -1
results.append(result)
return results
return