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dosang.yoon
2022-07-10 16:08:24 +09:00
parent 211474bd1b
commit 5ce3be27ba
4 changed files with 469 additions and 150 deletions
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548
hts/BuySellChecker.py
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@@ -1,4 +1,5 @@
import math import math
from datetime import datetime
import pandas as pd import pandas as pd
from stockpredictor.analysis.Common import Common from stockpredictor.analysis.Common import Common
from stockpredictor.analysis.Stochastic import Stochastic from stockpredictor.analysis.Stochastic import Stochastic
@@ -25,7 +26,13 @@ class BuySellChecker:
def getPriceAndWeight1(self, data, i): def getPriceAndWeight1(self, data, i):
buy, weight, sell = -1, -1, -1 buy, weight, sell = -1, -1, -1
if i >= 3: START_TIME_INDEX = 0
for c in range(370, len(data.index)):
if data.index[c].strftime("%H:%M:%S") == "09:01:00":
START_TIME_INDEX = c
break
if i >= START_TIME_INDEX:
################ ################
### sell 분석 ### ### sell 분석 ###
################ ################
@@ -78,89 +85,165 @@ class BuySellChecker:
def getPriceAndWeight2(self, data, i): def getPriceAndWeight2(self, data, i):
buy, weight, sell = -1, -1, -1 buy, weight, sell = -1, -1, -1
################ START_TIME_INDEX = 0
### sell 분석 ### for c in range(370, len(data.index)):
################ if data.index[c].strftime("%H:%M:%S") == "09:01:00":
# 1. 볼린져밴드 상단이 최고와 종가 사이 아래에 있는 경우 매도한다. START_TIME_INDEX = c
if (data["high"][i] - data["close"][i]) / 2 + data["close"][i] > data["upper"][i]: break
sell = data["high"][i]
if data["slow_k"][i] >= 85: if i >= START_TIME_INDEX:
if data["slow_d"][i - 1] < data["slow_k"][i - 1] and data["slow_k"][i] < data["slow_d"][i]: ################
### 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] sell = data["high"][i]
# 3. 2시 이후에는 최고가가 볼린져밴드 상단 위에 있으면 매도한다. if data["slow_k"][i] >= 85:
if i > 300 and data["high"][i] > data["upper"][i]: 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.
### STOCHASTIC buy 분석 ### if i > 300 and data["high"][i] > data["upper"][i]:
########################## sell = data["high"][i]
if i < 40:
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 0 < now_slow:
if data["slow_k"][i] <= 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['avg10'][i] < data['avg5'][i]:
if data["open"][i] < data["close"][i]:
buy = data["close"][i]
else:
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] <= 30:
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['avg10'][i] < data['avg5'][i]:
if data["close"][i] < data["avg5"][i]:
buy = data["close"][i]
else:
buy = data["low"][i]
############################# ##########################
### STOCHASTIC weight 분석 ### ### STOCHASTIC buy 분석 ###
############################# ##########################
if data["slow_k"][i] in (0, 1, 2, 3): if i < 40:
weight = 1 pre_slow = data["slow_k"][i - 1] / data["slow_d"][i - 1] - 1
if data["slow_k"][i] in (4, 5, 6, 7, 8): now_slow = data["slow_k"][i] / data["slow_d"][i] - 1
weight = 1 if pre_slow < 0 and 0 < now_slow:
elif data["slow_k"][i] in (9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20): if data["slow_k"][i] <= 35:
weight = 1 if (data["close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35:
elif data["slow_k"][i] in (21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35): if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]:
weight = 1 if data['avg10'][i] < data['avg5'][i]:
if data["open"][i] < data["close"][i]:
buy = data["close"][i]
else:
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] <= 30:
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['avg10'][i] < data['avg5'][i]:
if data["close"][i] < data["avg5"][i]:
buy = data["close"][i]
else:
buy = data["low"][i]
#############################
### STOCHASTIC weight 분석 ###
#############################
if data["slow_k"][i] in (0, 1, 2, 3):
weight = 1
if data["slow_k"][i] in (4, 5, 6, 7, 8):
weight = 1
elif data["slow_k"][i] in (9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20):
weight = 1
elif data["slow_k"][i] in (21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35):
weight = 1
return buy, weight, sell return buy, weight, sell
# 곱버스에 해당함 def getBuyCheck(self, data, i, buy, weight):
def getPriceAndWeight3(self, data, 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
return buy, weight
# 381: 어제 날짜 데이터 개수 # 곱버스에 해당함
if i >= 381: def getBuyPriceAndWeight1(self, data, i):
buy, weight = -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
if data.index[c].strftime("%H:%M:%S") == "09:01:00":
START_TIME_INDEX = c
break
if i >= START_TIME_INDEX:
# 매수 분석 # 매수 분석
# 장 초기 (시작 3분 이내) 양봉 2개에 3분차에 장대 양봉이면 매수.
if i < 381 + 4:
if data["open"][i] == data["low"][i] and data["close"][i] == data["high"][i]:
if data["close"][i-2] <= data["open"][i-1]:
if data["open"][i-2] < data["close"][i-2] and data["open"][i-1] < data["close"][i-1]:
buy = data["high"][i]
weight = 1
return self.getBuyCheck(data, i, buy, weight)
# 장 초기 (시작 7분 이내), 볼린져 하단에서 시작하여 이병선을 모두 상승하여 마감한 경우 low 값에서 매수한다.
if i < 381 + 8:
if data["open"][i] == data["low"][i] and data["close"][i] == data["high"][i]:
if data["close"][i] > max(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i], data["avg30"][i]):
buy = data["low"][i]
weight = 5
return self.getBuyCheck(data, i, buy, weight)
# 만약 30원 이상 장대 양봉이 나온 경우, 다음이나 다다음 중간 값에서 매수를 한다.
if (data["close"][i] - data["low"][i]) >= 30:
middle = int((data["close"][i] + data["low"][i])/2)
buy = middle
weight = 1
return self.getBuyCheck(data, i, buy, weight)
# 이동선을 이용한 매매
# 3분선과 10분선이 30분 이상 내려오다가 3분선이 10분선을 넘어 서는 순간 매수
if int(data["avg3"][i]) > int(data["avg10"][i]):
valid = True
same_count = 0
for c in range(1, 30):
if int(data["avg3"][i-c]) == int(data["avg10"][i-c]):
same_count += 1
if int(data["avg3"][i-c]) > int(data["avg10"][i-c]):
valid = False
break
if valid and same_count < 2:
buy = data["close"][i] - 5
weight = 1
return self.getBuyCheck(data, i, buy, weight)
# 이동선을 이용한 매매 # 이동선을 이용한 매매
# 3분선과 5분선이 10분 이상 내려오다가 3분선이 5분선을 넘어 서는 순간 매수 # 3분선과 5분선이 10분 이상 내려오다가 3분선이 5분선을 넘어 서는 순간 매수
if int(data["avg3"][i]) > int(data["avg5"][i]): if int(data["avg3"][i]) > int(data["avg5"][i]):
valid = True valid = True
same_count = 0 same_count = 0
for c in range(1, 10): for c in range(1, 11):
if int(data["avg3"][i-c]) == int(data["avg5"][i-c]): if int(data["avg3"][i-c]) == int(data["avg5"][i-c]):
same_count += 1 same_count += 1
if int(data["avg3"][i-c]) > int(data["avg5"][i-c]): if int(data["avg3"][i-c]) > int(data["avg5"][i-c]):
valid = False valid = False
break break
if int(data["avg3"][i-c]) > int(data["avg3"][i-c-1]) or int(data["avg5"][i-c]) > int(data["avg5"][i-c-1]): if valid and same_count < 2:
valid = False if data['macd'][i] < -5:
break buy = data["close"][i] - 5
if valid and same_count < 3: weight = 1
buy = data["close"][i] - 5 return self.getBuyCheck(data, i, buy, weight)
weight = 3
# 다이버젼스
# slow_k가 20 이하에서 이전 최저점의 slow_k보다 지금 최저점의 slow_k가 더 높은 경우
if data["slow_k"][i] < 20:
if data["close"][i] > data["close"][i - 1]:
p_slow_k = 100
p_close = 0
top = False
for c in range(1, 60):
if not top and data["close"][i-c] > min(data["open"][i-c], data["close"][i-c]):
top = True
if top and data["close"][i-c] > min(data["open"][i-c], data["close"][i-c]):
p_slow_k = data["slow_k"][i-c]
p_close = data["close"][i-c]
break
if data["close"][i] < p_close and data["slow_k"][i] > p_slow_k:
buy = data["close"][i]
weight = 1
return self.getBuyCheck(data, i, buy, weight)
# 이동선을 이용한 매매 # 이동선을 이용한 매매
@@ -196,67 +279,300 @@ class BuySellChecker:
if data['avg3'][i-index1-1] < data['avg10'][i-index1-1]: if data['avg3'][i-index1-1] < data['avg10'][i-index1-1]:
if data["slow_k"][i] < 40: if data["slow_k"][i] < 40:
buy = data["close"][i] buy = data["close"][i]
weight = 3 weight = 5
return self.getBuyCheck(data, i, buy, weight)
# 만약 30원 이상 장대 양봉이 나온 경우, 다음이나 다다음 중간 값에서 매수를 한다.
if (data["close"][i] - data["low"][i]) >= 30:
middle = int((data["close"][i] + data["low"][i])/2)
buy = middle
# 장 초기 (시작 7분 이내), 볼린져 하단에서 시작하여 이병선을 모두 상승하여 마감한 경우 low 값에서 매수한다. # 10분 이상 10분 선 아래 3분선이 있다가 10분선 위로 올라 올때 장대장봉임
if i < 381 + 8: # 해당 기간 clsoe 값이 10분 선 아래 있을 때,
if data["open"][i] == data["low"][i]: if data["avg10"][i] < data["avg3"][i] and data["low"][i] == data["open"][i] < data["close"][i] == data["high"][i]:
if data["close"][i] > max(data["avg3"][i], data["avg5"][i], data["avg10"][i], data["avg20"][i], data["avg30"][i]): if (data["avg3"][i-1] <= data["avg10"][i-1]) and ((data["avg10"][i-1] and data["avg3"][i-1]) < data["close"][i-1]):
buy = data["low"][i]
"""
## macd를 이용한 매매
#if data["macdo"][i] < 0 and data["macd"][i] < -5:
# if data["macd"][i-3] > data["macd"][i-2] and data["macd"][i-2] > data["macd"][i-1] and data["macd"][i-1] < data["macd"][i]:
# buy = data["close"][i] - 5
"""
# 표준편차를 이용한 매매
"""
#mean = (data["avg3"][i] + data["avg5"][i] + data["avg10"][i] + data["avg20"][i] + data["avg30"][i])/5
#vsum = (data["avg3"][i] - mean) ** 2 + (data["avg5"][i] - mean) ** 2 + (data["avg10"][i] - mean) ** 2 + (data["avg20"][i] - mean) ** 2 + (data["avg30"][i] - mean) ** 2
#variance = vsum / 5
#std = math.sqrt(variance)
#if std < 1:
# sell = data["close"][i] - 5
"""
"""
# 매도 분석
# 3일 선이 10분 전부터 게속 10분선 위에 있다가 아래로 내려오면 매도함
valid = False
if data["avg3"][i] < data["avg5"][i]:
if (data["avg3"][i-1] > data["avg5"][i-1] and data["avg3"][i-2] > data["avg5"][i-2] and
data["avg3"][i-3] > data["avg5"][i-3] and data["avg3"][i-4] > data["avg5"][i-4] and
data["avg3"][i-5] > data["avg5"][i-5] and data["avg3"][i-6] > data["avg5"][i-6] and
data["avg3"][i-7] > data["avg5"][i-7] and data["avg3"][i-8] > data["avg5"][i-8] and
data["avg3"][i-9] > data["avg5"][i-8] and data["avg3"][i-10] > data["avg5"][i-10]):
valid = True valid = True
if valid: for c in range(2, 11):
sell = data["close"][i] if data["avg10"][i-c] < data["avg3"][i-c] or data["avg10"][i-c] < data["close"][i-c]:
""" valid = False
break
if valid:
buy = int((data["open"][i] + data["close"][i])/2)
weight = 1
return self.getBuyCheck(data, i, buy, weight)
# 이동선을 이용한 매매
# 20분선이 30분선에 돌파 후 지지하는지 확인하고 해당 시점이 양봉이면 매수함
if data['avg20'][i] > data['avg30'][i]:
diff1 = data['avg20'][i] - data['avg30'][i]
diff2 = data['avg20'][i-1] - data['avg30'][i-1]
diff3 = data['avg20'][i-2] - data['avg30'][i-2]
diff4 = data['avg20'][i-3] - data['avg30'][i-3]
diff5 = data['avg20'][i-4] - data['avg30'][i-4]
if 0 < diff3 < diff2 < diff1:
if data['high'][i-2] <= data['high'][i-1] <= data['high'][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]:
if diff5 < diff4 < 0:
if data["rsi"][i] < 30:
buy = (data["open"][i]+data["close"][i])/2
weight = 2
return self.getBuyCheck(data, i, buy, weight)
# macd를 이용한 매수
if data.index[i].strftime("%H:%M") < "10:00":
if data["macd"][i] < -15 and data["macd"][i-1] < min(data["macd"][i-7], data["macd"][i-6], data["macd"][i-5], data["macd"][i-4], data["macd"][i-3], data["macd"][i-2], data["macd"][i]):
buy = (data["open"][i]+data["close"][i])/2
weight = 1
return buy, weight
# slow_k를 이용한 매수
if data.index[i].strftime("%H:%M") < "09:20":
if data["slow_k"][i] < 10 and data["slow_k"][i-1] < min(data["slow_k"][i-4], data["slow_k"][i-3], data["slow_k"][i-2], data["slow_k"][i]):
buy = (data["open"][i]+data["close"][i])/2
weight = 1
return buy, weight
else:
if data["slow_k"][i] < 10 and data["slow_k"][i-1] < min(data["slow_k"][i-7], data["slow_k"][i-6], data["slow_k"][i-5], data["slow_k"][i-4], data["slow_k"][i-3], data["slow_k"][i-2], data["slow_k"][i]):
buy = (data["open"][i]+data["close"][i])/2
weight = 1
return self.getBuyCheck(data, i, buy, weight)
# 볼린저 밴드가 하락에서 상승으로 전환할 때,
# 지금 양봉 close가 upper를 돌파했다. (이전 거래량 보다 많음)
# 20분 이내로 양봉 close가 upper를 돌파 한 것이 있어야 한다.
# 지금 양봉의 close가 이전 양봉의 close보다 높아야 한다.
# 이 사이에 종가가 20분봉 위에 있어야 한다.
if data.index[i].strftime("%H:%M") > "09:15":
if (data['open'][i] < data['close'][i]==data['high'][i]) and (data['upper'][i] < data['close'][i]) and (data['volume'][i-1] < data['volume'][i]):
if data['open'][i-1] < data['close'][i-1] and data['open'][i-2] < data['close'][i-2]:
if data['close'][i-1] < data['upper'][i-1] and data['close'][i-2] < data['upper'][i-2] and data['close'][i-2] < data['upper'][i-2]:
index = -1
for c in range(6, 21):
if data['open'][i-c] < data['close'][i-c] and data['upper'][i-c] < data['close'][i-c]:
index = c
break
if index != -1:
valid = True
for c in range(2, index+1):
if data['open'][i-c] < data['avg20'][i-c] and data['close'][i-c] < data['avg20'][i-c]:
valid = False
break
if valid:
buy = data["close"][i]
weight = 2
return self.getBuyCheck(data, i, buy, weight)
return buy, weight
def getSellPriceAndWeight1(self, data, i):
sell, weight = -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
if data.index[c].strftime("%H:%M:%S") == "09:01:00":
START_TIME_INDEX = c
break
if i >= START_TIME_INDEX:
# 매도 분석
# 3분 선이 40분 전부터 게속 20분선 위에 있다가 아래로 내려오면 매도함
if data["avg3"][i] < data["avg20"][i]:
valid = True
for c in range(1, 41):
if data["avg3"][i-c] < data["avg20"][i-c]:
valid = False
break
if valid:
sell = int((data["open"][i] + data["close"][i])/2)
return sell, weight
# 3분 선이 60분 전부터 게속 30분선 위에 있다가 아래로 내려오면 매도함
if data["avg3"][i] < data["avg30"][i]:
valid = True
for c in range(1, 61):
if data["avg3"][i-c] < data["avg30"][i-c]:
valid = False
break
if valid:
sell = int((data["open"][i] + data["close"][i])/2)
return sell, weight
# 5분 선이 20분 전부터 게속 10분선 위에 있다가 아래로 내려오면 매도함
if data["avg5"][i] < data["avg10"][i]:
valid = True
for c in range(1, 21):
if data["avg5"][i-c] < data["avg10"][i-c]:
valid = False
break
if valid:
sell = int((data["open"][i] + data["close"][i])/2)
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)
return sell, weight
# slow_k와 slow_d가 90이상에서 slow_k가 slow_d 아래롸 내려온 경우 # slow_k와 slow_d가 90이상에서 slow_k가 slow_d 아래롸 내려온 경우
if data["rsi"][i] >= 75 and data["rsis"][i] >= 75: 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]:
sell = int((data["open"][i] + data["close"][i]) / 2)
if data.index[i].strftime("%H:%M") < "12:00" and data['rsis'][i] < 70:
return -1, -1
return sell, weight
return sell, weight
# 레버리지에 해당함
def getBuyPriceAndWeight2(self, data, i):
buy, weight = -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
if data.index[c].strftime("%H:%M:%S") == "09:01:00":
START_TIME_INDEX = c
break
if i >= START_TIME_INDEX:
# 매수 분석
# 이동선을 이용한 매매
# 3분선과 10분선이 20분 이상 내려오다가 3분선이 10분선을 넘어 서는 순간 매수
if int(data["avg3"][i]) > int(data["avg10"][i]):
if data["slow_k"][i] < 10:
valid = True
same_count = 0
for c in range(1, 21):
if int(data["avg3"][i-c]) == int(data["avg10"][i-c]):
same_count += 1
if int(data["avg3"][i-c]) > int(data["avg10"][i-c]):
valid = False
break
if valid and same_count < 2:
buy = data["close"][i] - 5
weight = 1
return self.getBuyCheck(data, i, buy, weight)
# slow_k를 이용한 매수
if data["slow_k"][i-2] < 5 and data["slow_k"][i-1] < 5 and data["slow_k"][i] < 7:
if data["slow_k"][i-2] < data["slow_k"][i] < data["slow_k"][i-1]:
buy = (data["open"][i]+data["close"][i])/2
weight = 1
return buy, weight
# macd를 이용한 매수
if data["macd"][i-2] < -45 and data["macd"][i-1] < -45 and data["macd"][i] < -45:
if data["macd"][i-1] < min (data["macd"][i-2], data["macd"][i]):
buy = (data["open"][i]+data["close"][i])/2
weight = 1
return self.getBuyCheck(data, i, buy, weight)
# slow_k를 이용한 매수
if data["slow_k"][i-2] < 15 and data["slow_k"][i-1] < 12 and data["slow_k"][i] < 12:
if data["slow_k"][i-2] < data["slow_k"][i] < data["slow_k"][i-1]:
if data["macd"][i - 1] < -25:
buy = (data["open"][i]+data["close"][i])/2
weight = 1
return self.getBuyCheck(data, i, buy, weight)
return buy, weight
def getSellPriceAndWeight2(self, data, i):
sell, weight = -1, -1
START_TIME_INDEX = 0
for c in range(370, len(data.index)):
if data.index[c].strftime("%H:%M:%S") == "09:01:00":
START_TIME_INDEX = c
break
if i >= START_TIME_INDEX:
# 매도 분석
#4분전에 upper 돌파 후 4음봉이면 매도
if data["open"][i-3] > data["upper"][i-3]:
if data["open"][i - 2] > data["close"][i - 2]:
if data["open"][i - 1] > data["close"][i - 1]:
if data["open"][i] > data["close"][i]:
sell = int((data["open"][i] + data["close"][i]) / 2)
return sell, weight
if data.index[i].strftime("%H:%M") == "10:55":
print (1)
# 3분 선이 15분 전부터 게속 5분선 위에 있다가 아래로 내려오면 매도함
if data["avg3"][i] <= data["avg5"][i]:
valid = True
for c in range(1, 16):
if data["avg3"][i-c] < data["avg5"][i-c] and abs(data["avg3"][i-c] - data["avg5"][i-c]) > 5:
valid = False
break
if valid:
sell = int((data["open"][i] + data["close"][i])/2)
return sell, weight
# 3분 선이 40분 전부터 게속 20분선 위에 있다가 아래로 내려오면 매도함
if data["avg3"][i] < data["avg20"][i]:
valid = True
for c in range(1, 41):
if data["avg3"][i-c] < data["avg20"][i-c]:
valid = False
break
if valid:
sell = int((data["open"][i] + data["close"][i])/2)
return sell, weight
# 3분 선이 60분 전부터 게속 30분선 위에 있다가 아래로 내려오면 매도함
if data["avg3"][i] < data["avg30"][i]:
valid = True
for c in range(1, 61):
if data["avg3"][i-c] < data["avg30"][i-c]:
valid = False
break
if valid:
sell = int((data["open"][i] + data["close"][i])/2)
return sell, weight
# 5분 선이 20분 전부터 게속 10분선 위에 있다가 아래로 내려오면 매도함
if data["avg5"][i] < data["avg10"][i]:
valid = True
for c in range(1, 21):
if data["avg5"][i-c] < data["avg10"][i-c]:
valid = False
break
if valid:
sell = int((data["open"][i] + data["close"][i])/2)
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]: if data["rsi"][i-1] > data["rsis"][i-1] and data["rsi"][i] < data["rsis"][i]:
sell = data["close"][i] - 5 sell = int((data["open"][i] + data["close"][i]) / 2)
return sell, weight
# slow_k와 slow_d가 90이상에서 slow_k가 slow_d 아래롸 내려온 경우
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]:
sell = int((data["open"][i] + data["close"][i]) / 2)
#if data["slow_d"][i] > 90 and data["rsi"][i] > 65: if data.index[i].strftime("%H:%M") < "12:00" and data['rsis'][i] < 70:
# if data["upper"][i] <= data["high"][i]: return -1, -1
# sell = data["close"][i] - 5
#if data['avg3'][i-1] > data['avg10'][i-1] and data['avg3'][i] <= data['avg10'][i]: return sell, weight
# if abs(data['avg3'][i - 1] - data['avg30'][i - 1]) > 10:
# sell = data["close"][i]
return buy, weight, sell
return sell, weight
def analyze(self, result): def analyze(self, result):
open = result["open"] open = result["open"]
@@ -351,9 +667,11 @@ class BuySellChecker:
for i in range(size): for i in range(size):
if stock_code == "252670": if stock_code == "252670":
buy, weight, sell = self.getPriceAndWeight3(data, i) sell, weight = self.getSellPriceAndWeight1(data, i)
buy, weight = self.getBuyPriceAndWeight1(data, i)
else: else:
buy, weight, sell = self.getPriceAndWeight4(data, i) sell, weight = self.getSellPriceAndWeight2(data, i)
buy, weight = self.getBuyPriceAndWeight2(data, i)
bsLine['buy'][i] = buy bsLine['buy'][i] = buy
bsLine['weight'][i] = weight bsLine['weight'][i] = weight

4
hts/HTS_122630.py
View File

@@ -33,7 +33,9 @@ class HTS_122630 (HTS):
bsLine['sell'] = [-1 for i in range(size)] bsLine['sell'] = [-1 for i in range(size)]
last_index = size - 1 last_index = size - 1
buy, weight, sell = self.buySellChecker.getPriceAndWeight3(data, last_index) #buy, weight, sell = self.buySellChecker.getPriceAndWeight3(data, last_index)
sell, weight = self.buySellChecker.getSellPriceAndWeight1(data, last_index)
buy, weight = self.buySellChecker.getBuyPriceAndWeight1(data, last_index)
return buy, weight, sell return buy, weight, sell
def getSellingPrice(self, final_price): def getSellingPrice(self, final_price):

4
hts/HTS_252670.py
View File

@@ -33,7 +33,9 @@ class HTS_252670 (HTS):
bsLine['sell'] = [-1 for i in range(size)] bsLine['sell'] = [-1 for i in range(size)]
last_index = size - 1 last_index = size - 1
buy, weight, sell = self.buySellChecker.getPriceAndWeight3(data, last_index) #buy, weight, sell = self.buySellChecker.getPriceAndWeight3(data, last_index)
sell, weight = self.buySellChecker.getSellPriceAndWeight1(data, last_index)
buy, weight = self.buySellChecker.getBuyPriceAndWeight1(data, last_index)
return buy, weight, sell return buy, weight, sell
def getSellingPrice(self, final_price): def getSellingPrice(self, final_price):

63
hts/Simulation.py
View File

@@ -1,5 +1,5 @@
from math import nan from math import nan
from datetime import datetime, timedelta from datetime import datetime
import csv import csv
import pandas as pd import pandas as pd
import plotly.graph_objects as go import plotly.graph_objects as go
@@ -93,11 +93,11 @@ class Simulation:
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='#000000') avg3 = go.Scatter(x=data['date'], y=data["avg3"], name="avg3", line_color='#1469F4')
avg5 = go.Scatter(x=data['date'], y=data["avg5"], name="avg5", line_color='#085F1B') 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='#1469F4') avg20 = go.Scatter(x=data['date'], y=data["avg20"], name="avg20", line_color='#8F8203')
avg30 = go.Scatter(x=data['date'], y=data["avg30"], name="avg30", line_color='#FFA500') avg30 = go.Scatter(x=data['date'], y=data["avg30"], name="avg30", line_color='#000000')
#avg60 = go.Scatter(x=data['date'], y=data["avg60"], name="avg60", line_color='#008000') #avg60 = go.Scatter(x=data['date'], y=data["avg60"], name="avg60", line_color='#008000')
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') 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')
@@ -164,8 +164,8 @@ class Simulation:
today = days[1] today = days[1]
# 데이터를 가지고 온다. # 데이터를 가지고 온다.
self.getCSV("./data/" + self.stock_code + "_" + last_day + ".csv", last_day, result) self.getCSV("./backup/" + self.stock_code + "_" + last_day + ".csv", last_day, result)
self.getCSV("./data/" + self.stock_code + "_" + today + ".csv", today, result) self.getCSV("./backup/" + self.stock_code + "_" + today + ".csv", today, result)
# 분석을 통해서 볼린저밴드 상/하단을 계산한다. # 분석을 통해서 볼린저밴드 상/하단을 계산한다.
data = self.buySellChecker.analyze(result) data = self.buySellChecker.analyze(result)
@@ -180,44 +180,41 @@ class Simulation:
if __name__ == "__main__": if __name__ == "__main__":
"""
# to check bying
stock_codes = { stock_codes = {
# 122630 # 122630
"252670": [ "252670": [
('20210901', '20210902'), ('20220627', '20220628'),
('20210902', '20210903'), ('20220701', '20220704'),
('20210906', '20210907'), ],
('20210907', '20210908'), }
('20210907', '20210908'), """
('20210908', '20210909'),
('20210909', '20210910'),
('20210910', '20210913'),
('20210913', '20210914'),
('20210914', '20210915'),
('20210915', '20210916'),
('20210916', '20210917'),
('20210923', '20210924'),
('20210927', '20210928'),
('20210928', '20210929'),
('20210929', '20210930'),
('20210930', '20211001'),
('20211005', '20211006'),
('20211006', '20211007'),
('20211007', '20211008'),
('20211008', '20211009'),
('20211009', '20211011'),
('20211011', '20211012'),
('20211012', '20211013'),
('20211013', '20211014'),
('20211014', '20211015'),
stock_codes = {
# 252670
# 122630
"122630": [
('20220617', '20220620'),
('20220620', '20220621'), ('20220620', '20220621'),
('20220621', '20220622'), ('20220621', '20220622'),
('20220622', '20220623'), ('20220622', '20220623'),
('20220623', '20220624'), ('20220623', '20220624'),
('20220624', '20220627'),
('20220627', '20220628'),
('20220628', '20220629'),
('20220629', '20220630'),
('20220630', '20220701'),
('20220701', '20220704'),
('20220704', '20220705'),
('20220705', '20220706'),
('20220706', '20220707'),
('20220707', '20220708') ('20220707', '20220708')
], ],
} }
for stock_code in stock_codes: for stock_code in stock_codes:
simulation = Simulation(stock_code) simulation = Simulation(stock_code)