This commit is contained in:
dsyoon
2023-11-08 23:06:08 +09:00
parent 9dbb0c4247
commit 5ec0d59072
7 changed files with 283 additions and 216 deletions

View File

@@ -574,65 +574,42 @@ class Common:
def check_optimal_buy_timeing(self, stock):
if stock['slow_k'][0] is None:
return False
min_macd = min(stock['macd']) / 2
max_vol_5 = max(stock['volume'][0: 4])
max_vol_30 = max(stock['volume'][4: 24])
if max_vol_30 < max_vol_5:
if stock['open'][1] < stock['close'][1] and stock['volume'][1] < stock['volume'][0]:
# if stock['open'][i - 1] < stock['close'][i - 1] and stock['volume'][i - 1] < stock['volume'][i]:
# 매수전략 #1: 깊은 하락
if (stock['macd'][0] < min_macd) and (stock['macdo'][1] <= 0 and 0 < stock['macdo'][0]):
if stock['close'][0] < stock['avg200'][0]:
weight = 0.5
buy = stock['close'][0]
type = 'method1'
# 1) 스토캐스틱 과매도
slow_k_buy = False
for idx in range(0, 10):
if stock['slow_k'][idx] < 20:
slow_k_buy = True
break
# 매수전략 #2: RSI 과매도 이후 골든크로스
if (stock['macd'][1] < stock['macds'][1] and stock['macds'][0] < stock['macd'][0]):
canBuy = False
for c in range(1, 11):
if stock['rsi'][0 - c] < 10:
canBuy = True
break
if canBuy:
weight = 3
buy = stock['close'][0]
type = 'method2'
# 2) macd 교차 신호
macd_buy = False
if slow_k_buy:
for idx in range(0, 10):
if stock['macd'][idx+1] < 0 and stock['macds'][idx+1] < 0 and stock['macd'][idx] < 0 and stock['macds'][idx] < 0:
if stock['macd'][idx+1] < stock['macds'][idx+1] and stock['macd'][idx] > stock['macds'][idx]:
macd_buy = True
break
# 3) RSI 지수가 50위로 올라갈 때
if macd_buy:
if stock['rsi'][1] < 40 and stock['rsi'][0] > 40:
return True
if stock['close'][0] < stock['avg200'][0] and stock['open'][0] < stock['close'][0] and max(stock['avg5'][0], stock['avg20'][0], stock['avg200'][0]) < stock['avg60'][0]:
if stock['open'][0] < min(stock['close'][0], stock['avg5'][0], stock['avg20'][0], stock['avg60'][0], stock['avg120'][0]):
if max(stock['volume'][:10]) * 4 < stock['volume'][0]:
if stock['open'][0] < (stock['upper'][0] + stock['lower'][0]) / 2:
return True
if stock['avg200'][0] < stock['avg5'][0] and stock['avg200'][0] < stock['avg20'][0] and stock['avg200'][0] < stock['avg60'][0]:
if stock['open'][0] < stock['close'][0]:
if max(stock['volume'][:10]) * 3 < stock['volume'][0]:
if max(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0]) - min(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0]) < 0.003:
return True
if stock['open'][1] < stock['close'][1] and stock['open'][0] < stock['close'][0]:
if stock['volume'][1] * 10 < stock['volume'][0]:
if stock['upper'][0] < stock['close'][0]:
if max(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0]) - min(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0]) < 0.005:
if max(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0], stock['disparity_avg200'][0]) - min(stock['disparity_avg5'][0], stock['disparity_avg20'][0], stock['disparity_avg60'][0], stock['disparity_avg200'][0]) < 0.006:
if stock['avg200'][0] < min(stock['open'][0], stock['close'][0], stock['avg5'][0], stock['avg20'][0], stock['avg60'][0]):
return True
check = False
for c in range(10):
if stock['close'][c+1] < stock['close'][c+2] < stock['close'][c+3] < stock['close'][c+4] < stock['close'][c+5] < stock['close'][c+6]:
if stock['close'][c+1] < stock['lower'][c+1] and stock['close'][c+2] < stock['lower'][c+2] and stock['close'][c+3] < stock['lower'][c+3] and stock['close'][c+4] < stock['lower'][c+4] and stock['close'][c+5] < stock['lower'][c+5] and stock['close'][c+6] < stock['lower'][c+6]:
check = True
break
if check and stock['close'][0] < stock['lower'][0]:
return True
# 매수전략 #3: 다이버전스
if (stock['macd'][1] < stock['macds'][1] and stock['macds'][0] < stock['macd'][0]):
canBuy = False
index = 0
for c in range(1, 41):
if stock['macd'][0 - c - 1] < stock['macds'][0 - c - 1] and stock['macds'][0 - c] < stock['macd'][0 - c]:
canBuy = True
index = c
break
if canBuy and stock['rsi'][0 - index] < 30:
if (stock['macd'][0 - index] < stock['macd'][0] and
min(stock['open'][0], stock['close'][0]) < min(stock['open'][0 - index], stock['close'][0 - index])):
weight = 2
buy = stock['close'][0]
type = 'method3'
return False