init

Simulation.py

@@ -203,16 +203,28 @@ if __name__ == "__main__":
 
     # to check bying
     stock_codes = {
-        "252670": ['20220905']
+        "122630": [
+            '20220801', '20220802', '20220803', '20220804', '20220805',
+            '20220808', '20220809', '20220810', '20220811', '20220812',
+            '20220816', '20220817', '20220818', '20220819', '20220822',
+            '20220823', '20220824', '20220825', '20220826', '20220829',
+            '20220830', '20220831',
+            '20220901', '20220902', '20220905', '20220906', '20220907',
+            '20220908'
+        ]
     }
     """
-    "122630": ['20220801', '20220802', '20220803', '20220804', '20220805',
+    "252670": [
-           '20220808', '20220809', '20220810', '20220811', '20220812',
+            '20220801', '20220802', '20220803', '20220804', '20220805',
-           '20220816', '20220817', '20220818', '20220819',
+            '20220808', '20220809', '20220810', '20220811', '20220812',
-           '20220822', '20220823', '20220824', '20220825', '20220826', '20220829']
+            '20220816', '20220817', '20220818', '20220819', '20220822',
+            '20220823', '20220824', '20220825', '20220826', '20220829',
+            '20220830', '20220831',
+            '20220901', '20220902', '20220905', '20220906','20220907',
+            '20220908'
+        ],
     """
 
-
     method = "rule" # "rule", "ml", "answer"
     for stock_code in stock_codes:
         simulation = Simulation(RESOURCE_PATH)

hts/BuySellChecker.py

@@ -113,23 +113,16 @@ class BuySellChecker:
                 START_TIME_INDEX = c
                 break
 
-        if i > START_TIME_INDEX:
+        if START_TIME_INDEX + 10 < i < START_TIME_INDEX + 350:
             # 매수 분석
 
-            if i > 381 + 70:
+            if data['macd'][i] < -7:
-                if data['macdo'][i-1] < data['macdo'][i] and data['macdo'][i] < -10:
+                buy = max(data["open"][i], data["close"][i])
-                    buy = max(data["open"][i], data["close"][i])
+                weight = 1
-                    weight = 1
+                type = 1
-                    type = 1
+                return buy, weight, type
-                    return buy, weight, type
-            else:
-                if data['macdo'][i - 1] < data['macdo'][i] and data['macdo'][i] < -10:
-                    if -2 < data['macds'][381]:
-                        buy = max(data["open"][i], data["close"][i])
-                        weight = 1
-                        type = 1
-                        return buy, weight, type
 
+            """
             if data['changeLine'][i - 1] <= data['baseLine'][i - 1] and data['baseLine'][i] < data['changeLine'][i]:
                 changeLine_count = sum([1 if data['changeLine'][c] <= data['baseLine'][c] else 0 for c in range(i-30, i-10)])
                 if changeLine_count >= 15:
@@ -139,6 +132,7 @@ class BuySellChecker:
                         weight = 1
                         type = 1
                         return buy, weight, type
+            """
 
             """
             if i > 381 + 26:
@@ -176,6 +170,72 @@ class BuySellChecker:
 
         return sell, weight, type
 
+    def getBuyPriceAndWeight_122630(self, data, i):
+        buy, weight, type = -1, -1, -1
+
+        START_TIME_INDEX = 0
+        for c in range(370, len(data.index)):
+            if data.index[c].strftime("%H:%M:%S") == "09:01:00":
+                START_TIME_INDEX = c
+                break
+
+        if START_TIME_INDEX + 10 < i < START_TIME_INDEX + 350:
+            # 매수 분석
+
+            if data['macd'][i] < -50:
+                buy = max(data["open"][i], data["close"][i])
+                weight = 1
+                type = 1
+                return buy, weight, type
+
+            """
+            if data['changeLine'][i - 1] <= data['baseLine'][i - 1] and data['baseLine'][i] < data['changeLine'][i]:
+                changeLine_count = sum([1 if data['changeLine'][c] <= data['baseLine'][c] else 0 for c in range(i-30, i-10)])
+                if changeLine_count >= 15:
+                    changeLine_count = sum([1 if data['changeLine'][c] <= data['baseLine'][c] else 0 for c in range(i-10, i)])
+                    if changeLine_count >= 7:
+                        buy = min(data["open"][i], data["close"][i])
+                        weight = 1
+                        type = 1
+                        return buy, weight, type
+            """
+
+            """
+            if i > 381 + 26:
+                if data['laggingSpan'][i-1] < data['avg3'][i-1] and data['avg3'][i] < data['laggingSpan'][i]:
+                    if self.checkUpDirection(data, i) == 1:
+                        avg20_line = sum([1 if data['avg20'][c] < data['avg20'][c-1] else 0 for c in range(i - 10, i)])
+                        if avg20_line < 10:
+                            if data["macd"][i] < 0:
+                                buy = min(data["open"][i], data["close"][i])
+                                weight = 1
+                                type = 1
+                                return buy, weight, type
+            """
+        return buy, weight, type
+
+    def getSellPriceAndWeight_122630(self, data, i):
+        sell, weight, type = -1, -1, -1
+
+        START_TIME_INDEX = 0
+        for c in range(370, len(data.index)):
+            if data.index[c].strftime("%H:%M:%S") == "09:01:00":
+                START_TIME_INDEX = c
+                break
+
+        if i > START_TIME_INDEX:
+            # 매도 분석
+
+            if data['changeLine'][i - 1] >= data['laggingSpan'][i - 1] and data['laggingSpan'][i] < data['changeLine'][i]:
+                changeLine_count = sum([1 if data['changeLine'][c] <= data['laggingSpan'][c] else 0 for c in range(i - 20, i)])
+                if changeLine_count >= 17:
+                    sell = min(data["open"][i], data["close"][i])
+                    weight = 1
+                    type = 1
+                    return sell, weight, type
+
+        return sell, weight, type
+
     def analyze(self, result):
         # 기본 캔들 정보
         open = result["open"]
@@ -708,8 +768,12 @@ class BuySellChecker:
             bsLine['sell_weight'] = [-1 for i in range(size)]
 
             for i in range(size):
-                buy, buy_weight, buy_type = self.getBuyPriceAndWeight(data, i)
+                if stock_code == "252670":
-                sell, sell_weight, sell_type = self.getSellPriceAndWeight(data, i)
+                    buy, buy_weight, buy_type = self.getBuyPriceAndWeight(data, i)
+                    sell, sell_weight, sell_type = self.getSellPriceAndWeight(data, i)
+                else:
+                    buy, buy_weight, buy_type = self.getBuyPriceAndWeight_122630(data, i)
+                    sell, sell_weight, sell_type = self.getSellPriceAndWeight_122630(data, i)
 
                 if buy > -1 or self.BUY_COUNT == 1:
                     if buy == -1 or self.BUY_COUNT == 1: