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dsyoon
2023-11-08 23:06:08 +09:00
parent 9dbb0c4247
commit 5ec0d59072
7 changed files with 283 additions and 216 deletions
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98
hts/BuySellChecker_251340.py
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@@ -7,57 +7,81 @@ class BuySellChecker_251340 (BuySellChecker):
return
def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
buy, weight = -1, -1
buy, weight, type = -1, -1, ""
C_MIN_AVG_5_200 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i], data['disparity_avg200'][i])
C_MIN_AVG_5_60 = max(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i]) - min(data['disparity_avg5'][i], data['disparity_avg20'][i], data['disparity_avg60'][i])
MIN_AVG_5_200 = 0.002
MIN_AVG_5_60 = 0.002
DIFF_200_5 = 0.001
if (abs(data['disparity_avg200'][i] - data['disparity_avg5'][i]) < DIFF_200_5 and C_MIN_AVG_5_200 < MIN_AVG_5_200 and C_MIN_AVG_5_60 < MIN_AVG_5_60):
if data['avg200'][i] < data['avg5'][i]:
if 180 < i:
valid = True
for c in range(5, 181):
if data['avg200'][-c] < data['avg200'][-c]:
valid = False
break
if valid:
if max(data['volume'].tolist()[i-10:i]) < data['volume'][i]:
buy = data['close'][i]
weight = 1
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]:
buy = data['close'][i]
weight = 1
if data['macd'][i-1] < -1000:
if -1000 < data['macd'][i]:
buy = data['close'][i]
"""
#매수전략 #0: 기준선 위에서 골든크로스
if (0 < data['macd'][i] and 0 < data['macds'][i]):
if (data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]):
canBuy = False
for c in range(1, 11):
if data['macd'][i - c] < 0:
canBuy = True
break
if canBuy:
weight = 1
buy = data['close'][i]
type = 'method0'
"""
# 매수전략 #1: 깊은 하락
if (data['macd'][i]<-1000) and (data['macdo'][i-1] <= 0 and 0 < data['macdo'][i]):
if data['close'][i] < data['avg200'][i]:
weight = 0.5
buy = data['close'][i]
type = 'method1'
# 매수전략 #2: RSI 과매도 이후 골든크로스
if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
canBuy = False
for c in range(1, 11):
if data['rsi'][i-c] < 10:
canBuy = True
break
if canBuy:
weight = 3
buy = data['close'][i]
type = 'method2'
# 매수전략 #3: 다이버전스
if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
canBuy = False
index = 0
for c in range(1, 41):
if data['macd'][i-c-1] < data['macds'][i-c-1] and data['macds'][i-c] < data['macd'][i-c]:
canBuy = True
index = c
break
if canBuy and data['rsi'][i-index] < 30:
if (data['macd'][i-index] < data['macd'][i] and
min(data['open'][i], data['close'][i]) < min(data['open'][i-index], data['close'][i-index])):
weight = 2
buy = data['close'][i]
type = 'method3'
return buy, weight
def getSellPriceAndWeight(self, stock_code, i, data, INFO):
sell, weight = -1, -1
sell, weight, type = -1, -1, ""
if data['close'][i] < INFO['LIMIT_PRICE'] < data['close'][i-1]:
sell = data['close'][i]
weight = 1
if (650 < data['macd'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
# 매수전략 #1: 높은 상승
if (650 < data['macd'][i] or 600 < data['macds'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
#if data['macds'][i-1] < data['macd'][i-1] and data['macd'][i] < data['macds'][i]:
weight = 1
sell = data['close'][i]
type = 'method1'
if data['close'][i] < INFO['LIMIT_PRICE']:
weight = 1
sell = data['close'][i]
# 매수전략 #2: RSI 과매수에서 데드크로스
if (data['macds'][i - 1] < data['macd'][i - 1] and data['macd'][i] < data['macds'][i]):
if 80 < data['rsi'][i]:
weight = 1
sell = data['close'][i]
type = 'method2'
return sell, weight
def checkTransaction(self, stock_code, data, INFO, isRealTime=True):
# 어제 오늘 데이터로 분석
bsLine = {}