init

hts/BuySellChecker_252670.py

@@ -5,64 +5,82 @@ class BuySellChecker_252670 (BuySellChecker):
     def __init__(self):
         super().__init__()
         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])
-        C_DIFF_AVG_200_5 = abs(data['disparity_avg200'][i] - data['disparity_avg5'][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'
+        """
 
-        if 0.004 < C_MIN_AVG_5_60 < 0.005 and 0.007 < C_MIN_AVG_5_200 < 0.008 and 0.007 < C_DIFF_AVG_200_5 < 0.008:
-            buy = data['close'][i]
-            weight = 1
-        if 0.023 < C_MIN_AVG_5_60 < 0.024 and 0.026 < C_MIN_AVG_5_200 < 0.027 and 0.026 < C_DIFF_AVG_200_5 < 0.027:
-            buy = data['close'][i]
-            weight = 1
-        if 0.013 < C_MIN_AVG_5_60 < 0.014 and 0.013 < C_MIN_AVG_5_200 < 0.014 and 0.013 < C_DIFF_AVG_200_5 < 0.014:
-            buy = data['close'][i]
-            weight = 1
-        if 0.004 < C_MIN_AVG_5_60 < 0.005 and 0.005 < C_MIN_AVG_5_200 < 0.006 and 0.0008 < C_DIFF_AVG_200_5 < 0.001:
-            buy = data['close'][i]
-            weight = 1
-        if 0.001 < C_MIN_AVG_5_60 < 0.0015 and 0.0055 < C_MIN_AVG_5_200 < 0.006 and 0.0055 < C_DIFF_AVG_200_5 < 0.006:
-            buy = data['close'][i]
-            weight = 1
-        if 0.001 < C_MIN_AVG_5_60 < 0.0015 and 0.0015 < C_MIN_AVG_5_200 < 0.002 and 0.0015 < C_DIFF_AVG_200_5 < 0.002:
-            buy = data['close'][i]
-            weight = 1
-        if 0.009 < C_MIN_AVG_5_60 < 0.0095 and 0.01 < C_MIN_AVG_5_200 < 0.012 and 0.01 < C_DIFF_AVG_200_5 < 0.012:
-            buy = data['close'][i]
-            weight = 1
-        if 0.002 < C_MIN_AVG_5_60 < 0.0023 and 0.0062 < C_MIN_AVG_5_200 < 0.0068 and 0.0062 < C_DIFF_AVG_200_5 < 0.0068:
-            buy = data['close'][i]
-            weight = 1
-        if 0.008 < C_MIN_AVG_5_60 < 0.0085 and 0.008 < C_MIN_AVG_5_200 < 0.0085 and 0.0075 < C_DIFF_AVG_200_5 < 0.008:
-            buy = data['close'][i]
-            weight = 1
+        # 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 (5 < 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 = {}
@@ -105,4 +123,4 @@ class BuySellChecker_252670 (BuySellChecker):
             bsLine['sell'] = [-1]
             bsLine['sell_weight'] = [-1]
 
-        return bsLine
+        return bsLine