dsyoon/DeepStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

init

Browse Source
This commit is contained in:
dosangyoon
2022-08-21 22:49:51 +09:00
parent 88fdd80e4a
commit 5d79645eb2
4 changed files with 37 additions and 57 deletions
Download Patch File Download Diff File Expand all files Collapse all files

16
LabelMaker.py
View File

@@ -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',
"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'],
'20220812', '20220816', '20220817', '20220818', '20220819'],
"122630": ['20220701', '20220704', '20220705', '20220706', '20220707',
'20220708', '20220711', '20220712', '20220713', '20220714',
'20220715', '20220718', '20220719', '20220720', '20220721',

8
Simulation.py
View File

@@ -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)

60
hts/BuySellChecker.py
View File

@@ -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):

BIN
resources/hts.db
View File

Binary file not shown.