init
This commit is contained in:
@@ -290,9 +290,8 @@ if __name__ == "__main__":
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PROJECT_HOME = os.getcwd()
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RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
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day_list = ['20231016', '20231017', '20231018', '20231019', '20231020',
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'20231023', '20231024', '20231025', '20231026', '20231027',
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'20231030', '20231031', '20231101', '20231102']
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#day_list = ['20231016', '20231017', '20231018', '20231019', '20231020', '20231023', '20231024', '20231025', '20231026', '20231027', '20231030', '20231031', '20231101', '20231102']
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day_list = ['20231102']
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# to check bying
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stock = {'code': '252670', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
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@@ -7,53 +7,78 @@ class BuySellChecker_122630 (BuySellChecker):
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return
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def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
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buy, weight = -1, -1
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buy, weight, type = -1, -1, ""
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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])
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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])
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MIN_AVG_5_200 = 0.002
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MIN_AVG_5_60 = 0.002
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DIFF_200_5 = 0.001
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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):
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if data['avg200'][i] < data['avg5'][i]:
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if 180 < i:
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valid = True
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for c in range(5, 181):
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if data['avg200'][-c] < data['avg200'][-c]:
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valid = False
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break
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if valid:
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if max(data['volume'].tolist()[i-10:i]) < data['volume'][i]:
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buy = data['close'][i]
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weight = 1
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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]:
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buy = data['close'][i]
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weight = 1
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if data['macd'][i-1] < -1000:
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if -1000 < data['macd'][i]:
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buy = data['close'][i]
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"""
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#매수전략 #0: 기준선 위에서 골든크로스
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if (0 < data['macd'][i] and 0 < data['macds'][i]):
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if (data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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for c in range(1, 11):
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if data['macd'][i - c] < 0:
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canBuy = True
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break
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if canBuy:
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weight = 1
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buy = data['close'][i]
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type = 'method0'
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"""
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# 매수전략 #1: 깊은 하락
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if (data['macd'][i]<-1000) and (data['macdo'][i-1] <= 0 and 0 < data['macdo'][i]):
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if data['close'][i] < data['avg200'][i]:
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weight = 0.5
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buy = data['close'][i]
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type = 'method1'
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# 매수전략 #2: RSI 과매도 이후 골든크로스
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if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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for c in range(1, 11):
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if data['rsi'][i-c] < 10:
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canBuy = True
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break
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if canBuy:
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weight = 3
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buy = data['close'][i]
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type = 'method2'
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# 매수전략 #3: 다이버전스
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if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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index = 0
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for c in range(1, 41):
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if data['macd'][i-c-1] < data['macds'][i-c-1] and data['macds'][i-c] < data['macd'][i-c]:
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canBuy = True
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index = c
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break
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if canBuy and data['rsi'][i-index] < 30:
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if (data['macd'][i-index] < data['macd'][i] and
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min(data['open'][i], data['close'][i]) < min(data['open'][i-index], data['close'][i-index])):
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weight = 2
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buy = data['close'][i]
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type = 'method3'
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return buy, weight
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def checkTransaction(self, stock_code, data, INFO, isRealTime=True):
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sell, weight = -1, -1
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def getSellPriceAndWeight(self, stock_code, i, data, INFO):
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sell, weight, type = -1, -1, ""
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if data['close'][i] < INFO['LIMIT_PRICE'] < data['close'][i-1]:
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sell = data['close'][i]
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weight = 1
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if (650 < data['macd'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
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# 매수전략 #1: 높은 상승
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if (350 < data['macd'][i] or 300 < data['macds'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
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#if data['macds'][i-1] < data['macd'][i-1] and data['macd'][i] < data['macds'][i]:
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weight = 1
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sell = data['close'][i]
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type = 'method1'
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if data['close'][i] < INFO['LIMIT_PRICE']:
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weight = 1
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sell = data['close'][i]
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# 매수전략 #2: RSI 과매수에서 데드크로스
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if (data['macds'][i - 1] < data['macd'][i - 1] and data['macd'][i] < data['macds'][i]):
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if 80 < data['rsi'][i]:
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weight = 1
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sell = data['close'][i]
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type = 'method2'
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return sell, weight
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@@ -7,57 +7,81 @@ class BuySellChecker_233740 (BuySellChecker):
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return
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def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
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buy, weight = -1, -1
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buy, weight, type = -1, -1, ""
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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])
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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])
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MIN_AVG_5_200 = 0.002
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MIN_AVG_5_60 = 0.002
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DIFF_200_5 = 0.001
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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):
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if data['avg200'][i] < data['avg5'][i]:
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if 180 < i:
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valid = True
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for c in range(5, 181):
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if data['avg200'][-c] < data['avg200'][-c]:
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valid = False
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break
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if valid:
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if max(data['volume'].tolist()[i-10:i]) < data['volume'][i]:
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buy = data['close'][i]
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weight = 1
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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]:
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buy = data['close'][i]
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weight = 1
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if data['macd'][i-1] < -1000:
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if -1000 < data['macd'][i]:
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buy = data['close'][i]
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"""
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#매수전략 #0: 기준선 위에서 골든크로스
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if (0 < data['macd'][i] and 0 < data['macds'][i]):
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if (data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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for c in range(1, 11):
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if data['macd'][i - c] < 0:
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canBuy = True
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break
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if canBuy:
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weight = 1
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buy = data['close'][i]
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type = 'method0'
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"""
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# 매수전략 #1: 깊은 하락
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if (data['macd'][i]<-1000) and (data['macdo'][i-1] <= 0 and 0 < data['macdo'][i]):
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if data['close'][i] < data['avg200'][i]:
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weight = 0.5
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buy = data['close'][i]
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type = 'method1'
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# 매수전략 #2: RSI 과매도 이후 골든크로스
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if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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for c in range(1, 11):
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if data['rsi'][i-c] < 10:
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canBuy = True
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break
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if canBuy:
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weight = 3
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buy = data['close'][i]
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type = 'method2'
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# 매수전략 #3: 다이버전스
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if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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index = 0
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for c in range(1, 41):
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if data['macd'][i-c-1] < data['macds'][i-c-1] and data['macds'][i-c] < data['macd'][i-c]:
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canBuy = True
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index = c
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break
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if canBuy and data['rsi'][i-index] < 30:
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if (data['macd'][i-index] < data['macd'][i] and
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min(data['open'][i], data['close'][i]) < min(data['open'][i-index], data['close'][i-index])):
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weight = 2
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buy = data['close'][i]
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type = 'method3'
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return buy, weight
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def getSellPriceAndWeight(self, stock_code, i, data, INFO):
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sell, weight = -1, -1
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sell, weight, type = -1, -1, ""
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if data['close'][i] < INFO['LIMIT_PRICE'] < data['close'][i-1]:
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sell = data['close'][i]
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weight = 1
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if (650 < data['macd'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
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# 매수전략 #1: 높은 상승
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if (650 < data['macd'][i] or 600 < data['macds'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
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#if data['macds'][i-1] < data['macd'][i-1] and data['macd'][i] < data['macds'][i]:
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weight = 1
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sell = data['close'][i]
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type = 'method1'
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if data['close'][i] < INFO['LIMIT_PRICE']:
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weight = 1
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sell = data['close'][i]
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# 매수전략 #2: RSI 과매수에서 데드크로스
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if (data['macds'][i - 1] < data['macd'][i - 1] and data['macd'][i] < data['macds'][i]):
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if 80 < data['rsi'][i]:
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weight = 1
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sell = data['close'][i]
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type = 'method2'
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return sell, weight
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def checkTransaction(self, stock_code, data, INFO, isRealTime=True):
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# 어제 오늘 데이터로 분석
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bsLine = {}
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@@ -7,57 +7,81 @@ class BuySellChecker_251340 (BuySellChecker):
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return
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def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
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buy, weight = -1, -1
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buy, weight, type = -1, -1, ""
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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])
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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])
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MIN_AVG_5_200 = 0.002
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MIN_AVG_5_60 = 0.002
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DIFF_200_5 = 0.001
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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):
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if data['avg200'][i] < data['avg5'][i]:
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if 180 < i:
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valid = True
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for c in range(5, 181):
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if data['avg200'][-c] < data['avg200'][-c]:
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valid = False
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break
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if valid:
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if max(data['volume'].tolist()[i-10:i]) < data['volume'][i]:
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buy = data['close'][i]
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weight = 1
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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]:
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buy = data['close'][i]
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weight = 1
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if data['macd'][i-1] < -1000:
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if -1000 < data['macd'][i]:
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buy = data['close'][i]
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"""
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#매수전략 #0: 기준선 위에서 골든크로스
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if (0 < data['macd'][i] and 0 < data['macds'][i]):
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if (data['macd'][i-1] < data['macds'][i-1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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for c in range(1, 11):
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if data['macd'][i - c] < 0:
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canBuy = True
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break
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if canBuy:
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weight = 1
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buy = data['close'][i]
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type = 'method0'
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"""
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# 매수전략 #1: 깊은 하락
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if (data['macd'][i]<-1000) and (data['macdo'][i-1] <= 0 and 0 < data['macdo'][i]):
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if data['close'][i] < data['avg200'][i]:
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weight = 0.5
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buy = data['close'][i]
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type = 'method1'
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# 매수전략 #2: RSI 과매도 이후 골든크로스
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if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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for c in range(1, 11):
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if data['rsi'][i-c] < 10:
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canBuy = True
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break
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if canBuy:
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weight = 3
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buy = data['close'][i]
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type = 'method2'
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# 매수전략 #3: 다이버전스
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if (data['macd'][i - 1] < data['macds'][i - 1] and data['macds'][i] < data['macd'][i]):
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canBuy = False
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index = 0
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for c in range(1, 41):
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if data['macd'][i-c-1] < data['macds'][i-c-1] and data['macds'][i-c] < data['macd'][i-c]:
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canBuy = True
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index = c
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break
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if canBuy and data['rsi'][i-index] < 30:
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if (data['macd'][i-index] < data['macd'][i] and
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min(data['open'][i], data['close'][i]) < min(data['open'][i-index], data['close'][i-index])):
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weight = 2
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buy = data['close'][i]
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type = 'method3'
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return buy, weight
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def getSellPriceAndWeight(self, stock_code, i, data, INFO):
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sell, weight = -1, -1
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sell, weight, type = -1, -1, ""
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if data['close'][i] < INFO['LIMIT_PRICE'] < data['close'][i-1]:
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sell = data['close'][i]
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weight = 1
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if (650 < data['macd'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
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# 매수전략 #1: 높은 상승
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if (650 < data['macd'][i] or 600 < data['macds'][i]) and (0 < data['macdo'][i-1] and data['macdo'][i] <= 0):
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#if data['macds'][i-1] < data['macd'][i-1] and data['macd'][i] < data['macds'][i]:
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weight = 1
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sell = data['close'][i]
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type = 'method1'
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if data['close'][i] < INFO['LIMIT_PRICE']:
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weight = 1
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sell = data['close'][i]
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# 매수전략 #2: RSI 과매수에서 데드크로스
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||||
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 = {}
|
||||
|
||||
@@ -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 = {}
|
||||
|
||||
@@ -1066,9 +1066,9 @@ if __name__ == "__main__":
|
||||
stockFileName = os.path.join(RESOURCE_PATH, 'stock.db')
|
||||
analyzer = AnalyzerSqlite(stockFileName)
|
||||
|
||||
analyzer.analyzeDaily()
|
||||
analyzer.analyzeGrouping("weekly")
|
||||
analyzer.analyzeGrouping("monthly")
|
||||
#analyzer.analyzeDaily()
|
||||
#analyzer.analyzeGrouping("weekly")
|
||||
#analyzer.analyzeGrouping("monthly")
|
||||
|
||||
# HTML 출력
|
||||
outPath = os.path.join(PROJECT_HOME, "resources", "analysis")
|
||||
|
||||
@@ -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
|
||||
|
||||
|
||||
Reference in New Issue
Block a user