init
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dsyoon
@@ -123,19 +123,11 @@ class JSDPattern_simulation (JSDPattern):
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new_high_9 = [0 for c in range(8)] + [1 if (changeLine[c-1] is not None and changeLine[c] is not None and changeLine[c-1] < changeLine[c]) and None not in close[c-8:c+1] and max(close[c-8:c]) < close[c] else 0 for c in range(8, len(close))]
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# 26일 신고가
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new_high_26 = [0 for c in range(25)] + [1 if (baseLine[c-1] is not None and baseLine[c] is not None and baseLine[c-1] < baseLine[c]) and None not in close[c-8:c+1] and max(close[c-25:c]) < close[c] else 0 for c in range(25, len(close))]
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# 33일 신고가
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new_high_33 = [0 for c in range(32)] + [1 if (leadingSpan1[c-1] is not None and leadingSpan1[c] is not None and leadingSpan1[c-1] < leadingSpan1[c]) and None not in close[c-8:c+1] and max(close[c-32:c]) < close[c] else 0 for c in range(32, len(close))]
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# 52일 신고가
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new_high_52 = [0 for c in range(51)] + [1 if (leadingSpan2[c-1] is not None and leadingSpan2[c] is not None and leadingSpan2[c-1] < leadingSpan2[c]) and None not in close[c-8:c+1] and max(close[c-51:c]) < close[c] else 0 for c in range(51, len(close))]
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# 9일 신저가
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new_low_9 = [0 for c in range(8)] + [1 if (changeLine[c-1] is not None and changeLine[c] is not None and changeLine[c-1] < changeLine[c]) and None not in close[c-8:c+1] and close[c-9] < min(close[c-8:c+1]) else 0 for c in range(8, len(close))]
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# 26일 신저가
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new_low_26 = [0 for c in range(25)] + [1 if (baseLine[c-1] is not None and baseLine[c] is not None and baseLine[c-1] < baseLine[c]) and None not in close[c-8:c+1] and close[c-26] < min(close[c-25:c+1]) else 0 for c in range(25, len(close))]
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# 33일 신저가
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new_low_33 = [0 for c in range(32)] + [1 if (leadingSpan1[c-1] is not None and leadingSpan1[c] is not None and leadingSpan1[c-1] < leadingSpan1[c]) and None not in close[c-8:c+1] and close[c-33] < min(close[c-32:c+1]) else 0 for c in range(32, len(close))]
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# 52일 신저가
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new_low_52 = [0 for c in range(51)] + [1 if (leadingSpan2[c-1] is not None and leadingSpan2[c] is not None and leadingSpan2[c-1] < leadingSpan2[c]) and None not in close[c-8:c+1] and close[c-52] < min(close[c-51:c+1]) else 0 for c in range(51, len(close))]
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# 이동 평균
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@@ -201,21 +193,7 @@ class JSDPattern_simulation (JSDPattern):
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if mins == 1440:
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duration = 360
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laggingSpan_close_diff, laggingSpan_close_diff_rate = self.getDiff_Rate(laggingSpan, close, duration=duration)
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laggingSpan_changeLine_diff, laggingSpan_changeLine_diff_rate = self.getDiff_Rate(laggingSpan, changeLine, duration=duration)
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laggingSpan_baseLine_diff, laggingSpan_baseLine_diff_rate = self.getDiff_Rate(laggingSpan, baseLine, duration=duration)
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laggingSpan_leadingSpan1_diff, laggingSpan_leadingSpan1_diff_rate = self.getDiff_Rate(laggingSpan, leadingSpan1, duration=duration)
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laggingSpan_leadingSpan2_diff, laggingSpan_leadingSpan2_diff_rate = self.getDiff_Rate(laggingSpan, leadingSpan2, duration=duration)
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laggingSpan_avg60_diff, laggingSpan_avg60_diff_rate = self.getDiff_Rate(laggingSpan, avg60, duration=duration)
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laggingSpan_lower10_diff, laggingSpan_lower10_diff_rate = self.getDiff_Rate(laggingSpan, lower_10, duration=duration)
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laggingSpan_middle10_diff, laggingSpan_middle10_diff_rate = self.getDiff_Rate(laggingSpan, middle_10, duration=duration)
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laggingSpan_upper10_diff, laggingSpan_upper10_diff_rate = self.getDiff_Rate(laggingSpan, upper_10, duration=duration)
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laggingSpan_lower20_diff, laggingSpan_lower20_diff_rate = self.getDiff_Rate(laggingSpan, lower_20, duration=duration)
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laggingSpan_middle20_diff, laggingSpan_middle20_diff_rate = self.getDiff_Rate(laggingSpan, middle_20, duration=duration)
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laggingSpan_upper20_diff, laggingSpan_upper20_diff_rate = self.getDiff_Rate(laggingSpan, upper_20, duration=duration)
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baseLine_close_diff, baseLine_close_diff_rate = self.getDiff_Rate(baseLine, close, duration=duration)
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changeLine_close_diff, changeLine_close_diff_rate = self.getDiff_Rate(changeLine, close, duration=duration)
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changeLine_baseLine_diff, changeLine_baseLine_diff_rate = self.getDiff_Rate(changeLine, baseLine, duration=duration)
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changeLine_leadingSpan1_diff, changeLine_leadingSpan1_diff_rate = self.getDiff_Rate(changeLine, leadingSpan1, duration=duration)
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leadingSpan1_leadingSpan2_diff, leadingSpan1_leadingSpan2_diff_rate = self.getDiff_Rate(leadingSpan1, leadingSpan2, duration=duration)
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@@ -225,39 +203,11 @@ class JSDPattern_simulation (JSDPattern):
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pd.DataFrame(changeLine), pd.DataFrame(baseLine), pd.DataFrame(laggingSpan), pd.DataFrame(leadingSpan1), pd.DataFrame(leadingSpan2),
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pd.DataFrame(laggingSpan_close_diff),
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pd.DataFrame(laggingSpan_changeLine_diff),
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pd.DataFrame(laggingSpan_baseLine_diff),
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pd.DataFrame(laggingSpan_leadingSpan1_diff),
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pd.DataFrame(laggingSpan_leadingSpan2_diff),
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pd.DataFrame(laggingSpan_avg60_diff),
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pd.DataFrame(laggingSpan_lower10_diff),
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pd.DataFrame(laggingSpan_middle10_diff),
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pd.DataFrame(laggingSpan_upper10_diff),
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pd.DataFrame(laggingSpan_lower20_diff),
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pd.DataFrame(laggingSpan_middle20_diff),
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pd.DataFrame(laggingSpan_upper20_diff),
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pd.DataFrame(baseLine_close_diff),
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pd.DataFrame(changeLine_close_diff),
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pd.DataFrame(changeLine_baseLine_diff),
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pd.DataFrame(changeLine_leadingSpan1_diff),
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pd.DataFrame(leadingSpan1_leadingSpan2_diff),
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pd.DataFrame(laggingSpan_close_diff_rate),
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pd.DataFrame(laggingSpan_changeLine_diff_rate),
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pd.DataFrame(laggingSpan_baseLine_diff_rate),
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pd.DataFrame(laggingSpan_leadingSpan1_diff_rate),
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pd.DataFrame(laggingSpan_leadingSpan2_diff_rate),
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pd.DataFrame(laggingSpan_avg60_diff_rate),
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pd.DataFrame(laggingSpan_lower10_diff_rate),
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pd.DataFrame(laggingSpan_middle10_diff_rate),
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pd.DataFrame(laggingSpan_upper10_diff_rate),
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pd.DataFrame(laggingSpan_lower20_diff_rate),
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pd.DataFrame(laggingSpan_middle20_diff_rate),
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pd.DataFrame(laggingSpan_upper20_diff_rate),
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pd.DataFrame(baseLine_close_diff_rate),
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pd.DataFrame(changeLine_close_diff_rate),
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pd.DataFrame(changeLine_baseLine_diff_rate),
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pd.DataFrame(changeLine_leadingSpan1_diff_rate),
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pd.DataFrame(leadingSpan1_leadingSpan2_diff_rate),
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pd.DataFrame(loc_240_k), pd.DataFrame(loc_240_d), pd.DataFrame(loc_240_s),
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@@ -266,8 +216,8 @@ class JSDPattern_simulation (JSDPattern):
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pd.DataFrame(upper_10), pd.DataFrame(lower_10), pd.DataFrame(middle_10),
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pd.DataFrame(upper_20), pd.DataFrame(lower_20), pd.DataFrame(middle_20),
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pd.DataFrame(new_high_9), pd.DataFrame(new_high_26), pd.DataFrame(new_high_33), pd.DataFrame(new_high_52),
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pd.DataFrame(new_low_9), pd.DataFrame(new_low_26), pd.DataFrame(new_low_33), pd.DataFrame(new_low_52),
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pd.DataFrame(new_high_9), pd.DataFrame(new_high_26),
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pd.DataFrame(new_low_9), pd.DataFrame(new_low_26),
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pd.DataFrame(slowk_12_df), pd.DataFrame(slowd_12_df),
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pd.DataFrame(slowk_26_df), pd.DataFrame(slowd_26_df),
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pd.DataFrame(slowk_52_df), pd.DataFrame(slowd_52_df),
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@@ -281,39 +231,11 @@ class JSDPattern_simulation (JSDPattern):
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'changeLine', 'baseLine', 'laggingSpan', 'leadingSpan1', 'leadingSpan2',
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'laggingSpan_close_diff',
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'laggingSpan_changeLine_diff',
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'laggingSpan_baseLine_diff',
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'laggingSpan_leadingSpan1_diff',
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'laggingSpan_leadingSpan2_diff',
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'laggingSpan_avg60_diff',
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'laggingSpan_lower10_diff',
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'laggingSpan_middle10_diff',
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'laggingSpan_upper10_diff',
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'laggingSpan_lower20_diff',
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'laggingSpan_middle20_diff',
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'laggingSpan_upper20_diff',
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'baseLine_close_diff',
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'changeLine_close_diff',
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'changeLine_baseLine_diff',
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'changeLine_leadingSpan1_diff',
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'leadingSpan1_leadingSpan2_diff',
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'laggingSpan_close_diff_rate',
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'laggingSpan_changeLine_diff_rate',
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'laggingSpan_baseLine_diff_rate',
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'laggingSpan_leadingSpan1_diff_rate',
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'laggingSpan_leadingSpan2_diff_rate',
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'laggingSpan_avg60_diff_rate',
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'laggingSpan_lower10_diff_rate',
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'laggingSpan_middle10_diff_rate',
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'laggingSpan_upper10_diff_rate',
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'laggingSpan_lower20_diff_rate',
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'laggingSpan_middle20_diff_rate',
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'laggingSpan_upper20_diff_rate',
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'baseLine_close_diff_rate',
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'changeLine_close_diff_rate',
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'changeLine_baseLine_diff_rate',
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'changeLine_leadingSpan1_diff_rate',
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'leadingSpan1_leadingSpan2_diff_rate',
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'loc_240_k', 'loc_240_d', 'loc_240_s',
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@@ -323,8 +245,8 @@ class JSDPattern_simulation (JSDPattern):
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'upper_10', 'lower_10', 'middle_10',
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'upper_20', 'lower_20', 'middle_20',
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'new_high_9', 'new_high_26', 'new_high_33', 'new_high_52',
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'new_low_9', 'new_low_26', 'new_low_33', 'new_low_52',
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'new_high_9', 'new_high_26',
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'new_low_9', 'new_low_26',
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'slowk_12', 'slowd_12',
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'slowk_26', 'slowd_26',
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