diff --git a/LabelMaker.py b/LabelMaker.py index f3064c5..f5ad39b 100644 --- a/LabelMaker.py +++ b/LabelMaker.py @@ -46,7 +46,7 @@ if __name__ == "__main__": labelMaker = LabelMaker(RESOURCE_PATH) - MODE = "UPDATE" + MODE = "WRITE" if MODE == "UPDATE": # 매일 입력하면서 정답 셋 만들기 stock_code = "252670" @@ -93,13 +93,23 @@ if __name__ == "__main__": else: stock_codes = { - "252670": ['20220701', '20220704', '20220705', '20220706', '20220707', - '20220708', '20220711', '20220712', '20220713', '20220714', - '20220715', '20220718', '20220719', '20220720', '20220721', - '20220722', '20220725', '20220726', '20220727', '20220728', - '20220729', '20220801', '20220802', '20220803', '20220804', - '20220805', '20220808', '20220809', '20220810', '20220811', - '20220812', '20220816', '20220817'], + "252670": [ + '20220502', '20220503', '20220504', '20220506', '20220509', + '20220510', '20220511', '20220512', '20220513', '20220516', + '20220517', '20220518', '20220519', '20220520', '20220523', + '20220524', '20220525', '20220526', '20220527', '20220530', + '20220531', '20220602', '20220603', '20220607', '20220608', + '20220609', '20220610', '20220613', '20220614', '20220615', + '20220616', '20220617', '20220620', '20220621', '20220622', + '20220623', '20220624', '20220627', '20220628', '20220629', + '20220630', '20220624', '20220627', '20220628', '20220629', + '20220701', '20220704', '20220705', '20220706', '20220707', + '20220708', '20220711', '20220712', '20220713', '20220714', + '20220715', '20220718', '20220719', '20220720', '20220721', + '20220722', '20220725', '20220726', '20220727', '20220728', + '20220729', '20220801', '20220802', '20220803', '20220804', + '20220805', '20220808', '20220809', '20220810', '20220811', + '20220812', '20220816', '20220817', '20220818', '20220819'], "122630": ['20220701', '20220704', '20220705', '20220706', '20220707', '20220708', '20220711', '20220712', '20220713', '20220714', '20220715', '20220718', '20220719', '20220720', '20220721', diff --git a/Simulation.py b/Simulation.py index b300401..16c3d31 100644 --- a/Simulation.py +++ b/Simulation.py @@ -184,11 +184,15 @@ if __name__ == "__main__": # to check bying stock_codes = { - "252670": ['20220811'], + "252670": [ + '20220510', '20220511', '20220512', + '20220610', '20220613', '20220614', + '20220708', '20220711', '20220712', + '20220810', '20220811', '20220812'], #"122630": ['20220611', '20220612', '20220613', '20220614'], } - method = "ml" # "rule", "ml", "answer" + method = "rule" # "rule", "ml", "answer" for stock_code in stock_codes: simulation = Simulation(RESOURCE_PATH) diff --git a/hts/BuySellChecker.py b/hts/BuySellChecker.py index 866b83d..7e7d8c0 100644 --- a/hts/BuySellChecker.py +++ b/hts/BuySellChecker.py @@ -197,28 +197,23 @@ class BuySellChecker: # 매수 분석 param = 1 - if (data["macd"][i] < -3.345900723 and data["macds"][i] < -2.6891156 and - data["diff_avg27"][i] < -0.533890436*param and - data["diff_avg3_avg27"][i] < -8.13705767 * param and - data["diff_avg3_avg54"][i] < -11.87996492 * param and + if (data["macd"][i] < -3.110935149 and data["macds"][i] < -2.370579802 and + data["diff_avg27"][i] < -0.51457476*param and + data["diff_avg3_avg54"][i] < -11.04578189 * param and - data["diff_avg6_avg27"][i] < -6.800010317 * param and - data["diff_avg6_avg54"][i] < -10.54291757*param and + data["diff_avg6_avg27"][i] < -6.53755144 * param and + data["diff_avg6_avg54"][i] < -9.518004115*param and - data["diff_avg9_avg27"][i] < -5.492365625 * param and - data["diff_avg9_avg54"][i] < -9.235272877*param and + data["diff_avg9_avg27"][i] < -5.21244856 * param and + data["diff_avg9_avg54"][i] < -8.192901235*param and - data["diff_avg12_avg27"][i] < -4.243719695 * param and - data["diff_avg12_avg54"][i] < -7.986626947*param and + data["diff_open_lead1"][i] < -13.26157407*param and + data["diff_close_lead1"][i] < -13.71064815*param and + data["diff_high_lead1"][i] < -10.08564815*param and + data["diff_low_lead1"][i] < -17.8912037*param and - data["diff_change_lead1"][i] < -11.86803621 * param and - data["diff_open_lead1"][i] < -14.51775766*param and - data["diff_close_lead1"][i] < -14.69185237*param and - data["diff_high_lead1"][i] < -11.33530641*param and - data["diff_low_lead1"][i] < -18.93976323*param and - - 27.50548619 - 20.56512876/3 < data["diff_upper_lower"][i] < 27.50548619*param + 20.56512876 - #data["diff_change_base"][i] < -5.250696379*param + data["abs_avg_1"][i] > 15.72655178 * param and + 29.0499289 - 22.02727828/3 < data["diff_upper_lower"][i] < 29.0499289*param + 22.02727828 ): buy = int((data["open"][i] + data["close"][i]) / 2) @@ -269,35 +264,6 @@ class BuySellChecker: weight = 1 return sell, weight - param = 1 - if ( - data["diff_avg27"][i] > 0.371828521*param and - data["diff_avg3_avg27"][i] > 6.254009915 * param and - data["diff_avg3_avg54"][i] > 8.234179061 * param and - - data["diff_avg6_avg27"][i] > 4.87605716 * param and - data["diff_avg6_avg54"][i] > 6.856226305*param and - - data["diff_avg9_avg27"][i] > 3.664333625 * param and - data["diff_avg9_avg54"][i] > 5.64450277*param and - - data["diff_avg12_avg27"][i] > 2.802566346 * param and - data["diff_avg12_avg54"][i] > 4.782735491*param and - - data["diff_change_lead1"][i] > 7.057086614 * param and - data["diff_open_lead1"][i] > 10.34448819*param and - data["diff_close_lead1"][i] > 11.17125984*param and - data["diff_high_lead1"][i] > 13.69094488*param and - data["diff_low_lead1"][i] > 7.234251969*param and - - data["diff_upper_lower"][i] > 19.77913348*param and - data["diff_change_base"][i] > 3.011811024*param - ): - - buy = int((data["open"][i] + data["close"][i]) / 2) - weight = 1 - return buy, weight - return sell, weight def getBuyPriceAndWeight_122630(self, data, i): diff --git a/resources/hts.db b/resources/hts.db index 999b662..ab101a0 100644 Binary files a/resources/hts.db and b/resources/hts.db differ