init
This commit is contained in:
dsyoon
@@ -9,29 +9,18 @@ from hts.HTS import HTS
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from stock.util.Stock2Vector import Stock2Vector
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from stock.util.LabelChecker import LabelChecker
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from hts.BuySellChecker_122630 import BuySellChecker_122630
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from hts.BuySellChecker_233740 import BuySellChecker_233740
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from hts.BuySellChecker_251340 import BuySellChecker_251340
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from hts.BuySellChecker_252670 import BuySellChecker_252670
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from hts.BuySellChecker import BuySellChecker
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class Simulation (HTS):
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stock2Vector = None
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buySellChecker = None
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def __init__(self, RESOURCE_PATH, stock_code):
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def __init__(self, RESOURCE_PATH):
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super().__init__(RESOURCE_PATH)
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self.RESOURCE_PATH = RESOURCE_PATH
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self.buySellChecker = None
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if stock_code == '122630':
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self.buySellChecker = BuySellChecker_122630()
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elif stock_code == '233740':
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self.buySellChecker = BuySellChecker_233740()
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elif stock_code == '251340':
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self.buySellChecker = BuySellChecker_251340()
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elif stock_code == '252670':
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self.buySellChecker = BuySellChecker_252670()
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self.buySellChecker = BuySellChecker()
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try:
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self.stock2Vector = Stock2Vector(RESOURCE_PATH)
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@@ -230,25 +219,6 @@ class Simulation (HTS):
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return result
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def getLIMITInfo(self, stock_code, ymd, dbfile_name="stock.db"):
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conn = sqlite3.connect(os.path.join(self.RESOURCE_PATH, dbfile_name))
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cursor = conn.cursor()
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cursor.execute('select ymd, open, close, high, low, volume from stock where code=? order by ymd desc limit ?', (stock_code, 100, ))
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db_result = cursor.fetchall()
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cursor.close()
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conn.close()
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match = False
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LIMIT_PRICE = []
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for i, rows in enumerate(db_result):
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if rows[0].replace('.', '') <= ymd:
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match = True
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if match:
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LIMIT_PRICE.append(rows[2])
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return {'LIMIT_PRICE': sum(LIMIT_PRICE[:20])/len(LIMIT_PRICE[:20])}
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def simulate(self, stock, analyzed_day=1000):
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stock_code = stock['code']
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for ymd in stock['ymd']:
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@@ -275,11 +245,9 @@ class Simulation (HTS):
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# 사야 할 시점과 팔아야 할 시점을 체크한다.
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#bsLine = self.buySellChecker.checkTransaction(stock_code, data, data_5, data_30, isRealTime=False)
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INFO = self.getLIMITInfo(stock_code, ymd)
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# 어제 데이터는 지운다.
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#data = data.loc[pd.DatetimeIndex(data.index).day == int(given_day[6:])]
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bsLine = self.buySellChecker.checkTransaction(stock_code, data, INFO, isRealTime=False)
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bsLine = self.buySellChecker.checkTransaction(data, isRealTime=False)
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# 그래프를 그린다.
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self.draw(stock_code, ymd, data, bsLine)
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@@ -291,23 +259,15 @@ if __name__ == "__main__":
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RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
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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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day_list = ['20231113']
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stocks = [
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{'code': '252670', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list},
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{'code': '122630', 'name': 'KODEX 레버리지', 'ymd': day_list},
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{'code': '233740', 'name': 'KODEX 코스닥150레버리지', 'ymd': day_list},
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{'code': '251340', 'name': 'KODEX 코스닥150선물인버스', 'ymd': day_list}
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]
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# to check bying
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stock = {'code': '252670', 'name': 'KODEX 200선물인버스2X', 'ymd': day_list}
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simulation = Simulation(RESOURCE_PATH, stock['code'])
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for stock in stocks:
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simulation = Simulation(RESOURCE_PATH)
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simulation.simulate(stock)
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#stock = {'code': '122630', 'name': 'KODEX 레버리지', 'ymd': day_list}
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#simulation = Simulation(RESOURCE_PATH, stock['code'])
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#simulation.simulate(stock)
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#stock = {'code': '233740', 'name': 'KODEX 코스닥150레버리지', 'ymd': day_list}
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#simulation = Simulation(RESOURCE_PATH, stock['code'])
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#simulation.simulate(stock)
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#stock = {'code': '251340', 'name': 'KODEX 코스닥150선물인버스', 'ymd': day_list}
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#simulation = Simulation(RESOURCE_PATH, stock['code'])
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#simulation.simulate(stock)
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print ("done...")
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@@ -1,6 +1,5 @@
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import pandas as pd
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from datetime import datetime
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from stock.analysis.Common import Common
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from stock.analysis.Stochastic import Stochastic
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from stock.analysis.RSI import RSI
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@@ -28,258 +27,167 @@ class BuySellChecker:
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return
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def isYangbong(self, data, i):
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if data['close'][i] > data['open'][i]:
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return True
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else:
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if data['low'][i] < data['close'][i] == data['open'][i] == data['high'][i]:
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return True
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if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]:
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return True
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return False
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def isUmbong(self, data, i):
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if data['close'][i] < data['open'][i]:
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return True
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else:
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if data['low'][i] == data['close'][i] == data['open'][i] < data['high'][i]:
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return True
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if data['low'][i] < data['open'][i] == data['close'][i] < data['high'][i]:
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return True
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return False
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# 지난 1시간 30분 동안 12분 선이 20분 선위에 20분 이상 있었는지 체크
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def check_12_over_20_for_30(self, data, i, default=90):
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if i - default < 381:
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return False
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check_12_over_20_for_30 = False
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for c in range(i - default, i - 20):
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if data['avg20'][c] < data['avg20'][i]:
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value = [1 if data['avg20'][d] < data['avg12'][d] else 0 for d in range(c, c + 20)]
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if len(value) == 20 and sum(value) == 20:
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check_12_over_20_for_30 = True
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break
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return check_12_over_20_for_30
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# 지난 1시간 동안 3, 6, 9, 12분 선이 10분 이상 20분 선 아래 있었는지 체크
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def check_under_20_for_10(self, data, i, within=60, during=10):
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if i - within < 381:
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return False
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check_under_20_for_10 = False
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for c in range(i - within, i - during):
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value = [
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1 if max(data['avg3'][d], data['avg6'][d], data['avg9'][d], data['avg12'][d]) < data['avg20'][d] else 0
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for d in range(c, c + during)]
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if len(value) == during and sum(value) == during:
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check_under_20_for_10 = True
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break
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return check_under_20_for_10
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def max_min_avg(self, data, i):
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return max(data['avg3'][i], data['avg6'][i], data['avg9'][i], data['avg12'][i], data['avg20'][i]) - min(
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data['avg3'][i], data['avg6'][i], data['avg9'][i], data['avg12'][i], data['avg20'][i])
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def check_inverse_arrangement_before(self, data, i, within=30, during=5):
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if i - within < 381:
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return False
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inverse_arrangement = False
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for c in range(i - within, i - during):
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value = [
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1 if data['avg3'][d] < data['avg6'][d] < data['avg9'][d] < data['avg12'][d] < data['avg20'][d] else 0
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for d in range(c, c + during)]
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if len(value) == during and sum(value) == during - 1:
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inverse_arrangement = True
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break
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return inverse_arrangement
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def checkUpDirection(self, data, i):
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# 0: 무추세, -1: 하락 추세, 1: 상승 추세
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close = data['close'][i]
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# up_count = sum([1 if data['high'][c] < close else 0 for c in range(i-20, i)])
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# down_count = sum([1 if close < data['low'][c] else 0 for c in range(i - 20, i)])
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lagging_change = sum([1 if data['laggingSpan'][c] < data['changeLine'][c] else 0 for c in range(i - 20, i)])
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change_lagging = sum([1 if data['laggingSpan'][c] > data['changeLine'][c] else 0 for c in range(i - 20, i)])
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if lagging_change > 10:
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return 1
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if change_lagging == 20:
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return -1
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return 0
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def isAvg200UP(self, data, idx, until=10, limit=0.9):
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even, up, down = 0, 0, 0
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for i in range(idx, idx - (until + 1), -1):
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if data['avg200'][i] < data['close'][i]:
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up += 1
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if data['avg200'][i] > data['close'][i]:
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down += 1
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else:
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even += 1
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if up * (1 - limit) > down:
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return True
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return False
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def getBuyPriceAndWeight(self, i, data):
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buy, weight, type = -1, -1, ""
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"""
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def getBuyPriceAndWeight_122630(self, i, data):
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buy, weight = -1, -1
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if i > 200:
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if (
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(
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min(data['avg200'][i-53: i-48]) > min(data['avg200'][i-48: i-43]) >
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min(data['avg200'][i-43: i-38]) > min(data['avg200'][i-38: i-33]) >
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min(data['avg200'][i-33: i-28]) > min(data['avg200'][i-28: i-23]) >
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min(data['avg200'][i-23: i-18]) > min(data['avg200'][i-18: i-13]) >
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min(data['avg200'][i-13: i-8]) > min(data['avg200'][i-8: i-3]) >
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data['avg200'][i-3]
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) and
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data['avg200'][i-3] < min(data['avg200'][i-2:i])
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):
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if data['close'][i] < data['close'][i-30]:
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# 매수전략 #1: 다이버전스
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if data['macd'][i] < 0 and data['open'][i] < data['close'][i]:
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if 0 < len(data['rsi'].tolist()[i - 10:i - 5]):
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if min(data['rsi'].tolist()[i - 10:i - 5]) < data['rsi'][i - 1]:
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if data['low'][i - 1] < min(data['low'].tolist()[i - 10:i - 5]):
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weight = 1
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buy = data['close'][i]
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weight = 0.2
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if (
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(
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min(data['avg200'][i-103: i-93]) >= min(data['avg200'][i-93: i-83]) >=
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min(data['avg200'][i-83: i-73]) >= min(data['avg200'][i-73: i-63]) >=
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min(data['avg200'][i-63: i-53]) >= min(data['avg200'][i-53: i-43]) >=
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min(data['avg200'][i-43: i-33]) >= min(data['avg200'][i-33: i-23]) >
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min(data['avg200'][i-23: i-13]) > min(data['avg200'][i-13: i-3]) >
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data['avg200'][i-3]
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) and
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(
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max(data['avg200'][i - 103: i - 93]) - min(data['avg200'][i - 93: i - 83]) >
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max(data['avg200'][i - 83: i - 73]) - min(data['avg200'][i - 73: i - 63]) >
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max(data['avg200'][i - 63: i - 53]) - min(data['avg200'][i - 53: i - 43]) >
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max(data['avg200'][i - 43: i - 33]) - min(data['avg200'][i - 33: i - 23]) >
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max(data['avg200'][i - 23: i - 13]) - min(data['avg200'][i - 13: i - 3])
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) and
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data['avg200'][i-3] < min(data['avg200'][i-2:i])
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):
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if 25 < max(data['macd'][i-50: i-20]) and data['close'][i] < data['close'][i - 30]:
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if data['slow_k'][i - 1] < data['slow_k'][i] and data['slow_k'][i] < 50 and data['macd'][i-1] < data['macd'][i]:
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buy = data['close'][i]
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weight = 0.2
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if 25 < max(data['macd'][i-50: i-20]) and min(data['macd'][i-20: i]) < -30 and 0 < data['macd'][i] < 3:
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if data['slow_k'][i - 1] < data['slow_k'][i] and data['slow_k'][i] < 50 and data['macd'][i-1] < data['macd'][i]:
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buy = data['close'][i]+5
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weight = 0.2
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if 25 < max(data['macd'][i-50: i-20]) and data['macd'][i] < -20 and data['macd'][i-1] < data['macd'][i]:
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if data['slow_k'][i - 1] < data['slow_k'][i] and data['slow_k'][i] < 50 and data['macd'][i-1] < data['macd'][i]:
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buy = data['close'][i]+5
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weight = 0.2
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if 0.00988 < data['disparity_avg5'][i] - data['disparity_avg200'][i]:
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if 25 < max(data['macd'][i-50: i-20]) and data['slow_k'][i - 1] < data['slow_k'][i] and data['slow_k'][i] < 50 and data['macd'][i-1] < data['macd'][i]:
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buy = data['close'][i] + 10
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weight = 0.2
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return buy, weight
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def getBuyPriceAndWeight_252670(self, i, data):
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buy, weight = -1, -1
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if i > 50:
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up, down = 0, 0
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for idx in range(i, i - (300 + 1), -1):
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if data['avg200'][idx-1] < data['avg200'][idx]:
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up += 1
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if data['avg200'][idx-1] > data['avg200'][idx]:
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down += 1
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if up < down:
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if max(data['avg200'][i-20:i])+0.05 < data['avg200'][i]:
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buy = data['close'][i]
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weight = 0.3
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up, down = 0, 0
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for idx in range(i, i - (10 + 1), -1):
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if data['close'][idx-1] < data['close'][idx]:
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up += 1
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elif data['close'][idx - 1] > data['close'][idx]:
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down += 1
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if down < up:
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buy, weight = -1, -1
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if data['close'][i] < data['avg200'][i] or data['avg200'][i] + 10 < data['close'][i]:
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buy, weight = -1, -1
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if 2 < data['macd'][i]:
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buy, weight = -1, -1
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return buy, weight
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def getBuyPriceAndWeight(self, stock_code, i, data):
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buy, weight = -1, -1
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if i > 50:
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if stock_code == '233740':
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if data['macd'][i-2] < 0 and 0 < data['macd'][i-1] and 0 < data['macd'][i]:
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if data['volume'][i - 2] < data['volume'][i - 1] < data['volume'][i]:
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if min(data['macd'][i-30:i].tolist()) < -50:
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buy, weight = data['close'][i], 1
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if min(data['macd'][i-5:i].tolist()) < min(data['macd'][i-15:i-10].tolist()) < -50:
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if -50 < max(data['macd'][i-15:i-7].tolist()):
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buy, weight = data['close'][i], 1
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elif stock_code == '122630':
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if data['macd'][i - 2] < 0 and 0 < data['macd'][i - 1] and 0 < data['macd'][i]:
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if data['volume'][i - 2] < data['volume'][i - 1] < data['volume'][i]:
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if min(data['macd'][i - 30:i].tolist()) < -25:
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buy, weight = data['close'][i], 1
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if min(data['macd'][i-5:i].tolist()) < min(data['macd'][i - 15:i - 10].tolist()) < -30:
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if -20 < max(data['macd'][i - 15:i - 7].tolist()):
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buy, weight = data['close'][i], 1
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elif stock_code == '252670':
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if min(data['macd'][i - 40:i - 20].tolist()) < -5 < data['macd'][i]:
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if data['close'][i] < min(data['close'][i - 40:i - 20].tolist()):
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buy, weight = data['close'][i], 1
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elif stock_code == '251340':
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if min(data['macd'][i-40:i-20].tolist()) < -20 < data['macd'][i]:
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if data['close'][i] < min(data['close'][i-40:i-20].tolist()):
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buy, weight = data['close'][i], 1
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return buy, weight
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def getSellPriceAndWeight(self, stock_code, i, data):
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sell, weight = -1, -1
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# 1) 스토캐스틱 과매수
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slow_k_sell = False
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for idx in range(i, i-10, -1):
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if data['slow_k'][idx] > 80:
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slow_k_sell = True
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break
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# 2) macd 교차 신호
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macd_sell = False
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if slow_k_sell:
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for idx in range(i, i-10, -1):
|
||||
if data['macd'][idx - 1] > 0 and data['macds'][idx - 1] > 0 and data['macd'][idx] > 0 and data['macds'][idx] > 0:
|
||||
if data['macd'][idx-1] > data['macds'][idx-1] and data['macd'][idx] < data['macds'][idx]:
|
||||
macd_sell = True
|
||||
break
|
||||
|
||||
# 3) RSI 지수가 50위로 올라갈 때
|
||||
if macd_sell:
|
||||
if data['rsi'][i-1] > 60 and data['rsi'][i] < 60:
|
||||
sell, weight = data['close'][i], 1
|
||||
|
||||
return sell, weight
|
||||
type = 'Divergence'
|
||||
"""
|
||||
|
||||
high_barrier = 70
|
||||
low_barrier = 30
|
||||
Buy_Price=[]
|
||||
Sell_Price=[]
|
||||
number=[]
|
||||
temp01 = []
|
||||
temp01_id = []
|
||||
temp02 = []
|
||||
temp01_id = []
|
||||
temp01_min_price = []
|
||||
temp02_min_price = []
|
||||
temp01_min_rsi = []
|
||||
temp02_min_rsi = []
|
||||
n_id=[]
|
||||
i_id=[]
|
||||
flag=1
|
||||
n = 0
|
||||
|
||||
# https://superhky.tistory.com/441
|
||||
find = False
|
||||
for c in range(i-40, i-1):
|
||||
if data['rsi'][i-1] > low_barrier and data['rsi'][i] < low_barrier:
|
||||
for k in range(c, i):
|
||||
if data['rsi'][k-1] < low_barrier and data['rsi'][k] > low_barrier:
|
||||
temp01 = data['rsi'].iloc[c:k]
|
||||
temp01_id = temp01.argmin() + c
|
||||
temp01_min_rsi = data['rsi'][temp01_id]
|
||||
temp01_min_price = data['close'][temp01_id]
|
||||
|
||||
for m in range(k, i):
|
||||
if data['rsi'][m-1] < low_barrier and data['rsi'][m] < low_barrier:
|
||||
for n in range(m, i):
|
||||
if data['rsi]'][n-1] < low_barrier and data['rsi'][n] < low_barrier:
|
||||
temp02 = data['rsi'].iloc[m:n]
|
||||
temp02_id = temp02.argmin() + m
|
||||
temp02_min_rsi = data['rsi'][temp02_id]
|
||||
temp02_min_price = data['close'][temp02_id]
|
||||
|
||||
if temp01_min_rsi < temp02_min_rsi and temp01_min_price > temp02_min_price and flag == 1:
|
||||
if c == i-1:
|
||||
weight = 1
|
||||
buy = data['close'][i]
|
||||
type = 'Divergence'
|
||||
find = True
|
||||
break
|
||||
if find: break
|
||||
if find: break
|
||||
if find: break
|
||||
"""
|
||||
# 매수전략 #3: stochastic + rsi + macd
|
||||
check = False
|
||||
if data['slow_k'][i - 1] < data['slow_k'][i] and data['slow_d'][i] < data['slow_k'][i]:
|
||||
|
||||
# 과매도 체크
|
||||
index = -1
|
||||
for c in range(i - 40, i):
|
||||
if data['slow_k'][i] < 20:
|
||||
index = c
|
||||
check = True
|
||||
if check:
|
||||
# 과매도 후 과매수 였는지 체크
|
||||
check = False
|
||||
for d in range(index, i):
|
||||
if 80 < data['slow_k'][d]:
|
||||
check = True
|
||||
break
|
||||
if not check:
|
||||
# 과매도 후 과매수가 아니라면
|
||||
if data['rsi'][i - 1] < 50 and 50 < data['rsi'][i]:
|
||||
if data['macds'][i] < data['macd'][i] < 0:
|
||||
weight = 1
|
||||
buy = data['close'][i]
|
||||
type = 'S+R+M'
|
||||
"""
|
||||
return buy, weight, type
|
||||
|
||||
|
||||
def getSellPriceAndWeight(self, i, data):
|
||||
sell, weight, type = -1, -1, ""
|
||||
|
||||
max_value = max(data['macd'].tolist()) * 0.8
|
||||
if (max_value < data['macd'][i] or 1.9 < 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'
|
||||
|
||||
# 매수전략 #2: RSI 과매수에서 데드크로스
|
||||
if (data['macds'][i - 1] < data['macd'][i - 1] and data['macd'][i] < data['macds'][i]):
|
||||
if 70 < data['rsi'][i]:
|
||||
weight = 1
|
||||
sell = data['close'][i]
|
||||
type = 'method2'
|
||||
|
||||
|
||||
return sell, weight, type
|
||||
|
||||
def checkTransaction(self, data, isRealTime=True):
|
||||
# 어제 오늘 데이터로 분석
|
||||
bsLine = {}
|
||||
|
||||
if data is not None and 'close' in data.columns:
|
||||
size = len(data["close"])
|
||||
if isRealTime:
|
||||
|
||||
# isRealTime=True, 실시간 적용
|
||||
last_index = size - 1
|
||||
|
||||
buy, buy_weight, buy_type = self.getBuyPriceAndWeight(last_index, data)
|
||||
sell, sell_weight, sell_type = self.getSellPriceAndWeight(last_index, data)
|
||||
|
||||
bsLine['buy'] = [buy]
|
||||
bsLine['buy_weight'] = [buy_weight]
|
||||
bsLine['buy_type'] = [buy_type]
|
||||
bsLine['sell'] = [sell]
|
||||
bsLine['sell_weight'] = [sell_weight]
|
||||
bsLine['sell_type'] = [sell_type]
|
||||
|
||||
else:
|
||||
# Type=False, 시뮬레이션 적용
|
||||
bsLine['buy'] = [-1 for i in range(size)]
|
||||
bsLine['buy_weight'] = [-1 for i in range(size)]
|
||||
bsLine['buy_type'] = ['' for i in range(size)]
|
||||
bsLine['sell'] = [-1 for i in range(size)]
|
||||
bsLine['sell_weight'] = [-1 for i in range(size)]
|
||||
bsLine['sell_type'] = ['' for i in range(size)]
|
||||
|
||||
for last_index in range(size):
|
||||
buy, buy_weight, buy_type = self.getBuyPriceAndWeight(last_index, data)
|
||||
sell, sell_weight, sell_type = self.getSellPriceAndWeight(last_index, data)
|
||||
bsLine['buy'][last_index] = buy
|
||||
bsLine['buy_weight'][last_index] = buy_weight
|
||||
bsLine['buy_type'][last_index] = buy_type
|
||||
|
||||
bsLine['sell'][last_index] = sell
|
||||
bsLine['sell_weight'][last_index] = sell_weight
|
||||
bsLine['sell_type'][last_index] = sell_type
|
||||
else:
|
||||
bsLine['buy'] = [-1]
|
||||
bsLine['buy_weight'] = [-1]
|
||||
bsLine['buy_type'] = ['']
|
||||
bsLine['sell'] = [-1]
|
||||
bsLine['sell_weight'] = [-1]
|
||||
bsLine['sell_type'] = ['']
|
||||
|
||||
return bsLine
|
||||
|
||||
|
||||
def analyze(self, result):
|
||||
# 기본 캔들 정보
|
||||
@@ -388,474 +296,3 @@ class BuySellChecker:
|
||||
|
||||
data = data.fillna(-1)
|
||||
return data
|
||||
|
||||
"""
|
||||
def checkTransaction(self, stock_code, data, data_5=None, data_30=None, isRealTime=True):
|
||||
# 어제 오늘 데이터로 분석
|
||||
bsLine = {}
|
||||
|
||||
size = len(data["close"])
|
||||
|
||||
if isRealTime:
|
||||
|
||||
# isRealTime=True, 실시간 적용
|
||||
last_index = size - 1
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data)
|
||||
#sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data)
|
||||
sell, sell_weight = -1, -1
|
||||
if data.index[last_index].strftime('%H:%M:%S') > datetime.strptime(datetime.today().strftime("%Y-%m-%d 15:10:00"), "%Y-%m-%d %H:%M:%S").strftime('%H:%M:%S'):
|
||||
buy, buy_weight = -1, -1
|
||||
|
||||
bsLine['buy'] = [buy]
|
||||
bsLine['buy_weight'] = [buy_weight]
|
||||
bsLine['sell'] = [sell]
|
||||
bsLine['sell_weight'] = [sell_weight]
|
||||
|
||||
else:
|
||||
# Type=False, 시뮬레이션 적용
|
||||
bsLine['buy'] = [-1 for i in range(size)]
|
||||
bsLine['buy_weight'] = [-1 for i in range(size)]
|
||||
bsLine['sell'] = [-1 for i in range(size)]
|
||||
bsLine['sell_weight'] = [-1 for i in range(size)]
|
||||
|
||||
for last_index in range(size):
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data)
|
||||
|
||||
bsLine['buy'][last_index] = buy
|
||||
bsLine['buy_weight'][last_index] = buy_weight
|
||||
bsLine['sell'][last_index] = sell
|
||||
bsLine['sell_weight'][last_index] = sell_weight
|
||||
|
||||
return bsLine
|
||||
|
||||
"""
|
||||
|
||||
|
||||
# middle line에 맞다은 적 없이, low line에 붙었거나 아래에 있었던 캔들의 높은 가격을 얻어옴
|
||||
def getPrice_UnderLowWithoutMiddle(self, last_index, data):
|
||||
if data['high'][last_index] < data['envelope_middle'][last_index]:
|
||||
for i in range(last_index - 1, 0, -1):
|
||||
if data['high'][i] > data['envelope_middle'][i]:
|
||||
return -1, -1
|
||||
if data['low'][i] < data['envelope_lower'][i]:
|
||||
return i, max(data['open'][i], data['close'][i])
|
||||
return -1, -1
|
||||
|
||||
def getBuyPriceAndWeight_Envelope(self, i, data):
|
||||
buy, weight = -1, -1
|
||||
|
||||
"""
|
||||
# middle line에 맞다은 적 없이, low line에 붙었거나 아래에 있었던 캔들의 높은 가격을 얻어옴
|
||||
index, price = self.getPrice_UnderLowWithoutMiddle(i, data)
|
||||
if price > -1:
|
||||
# 해당 가격보다 높은 가격이면 매수한다
|
||||
if price < data['close'][i]:
|
||||
buy = data['close'][i]
|
||||
weight = 10
|
||||
"""
|
||||
if i > 100:
|
||||
if -0.004 < data['gradient1'][i] < 0.001:
|
||||
# if data['high'][i] < data['envelope_middle'][i]:
|
||||
if data['slow_k'][i] < 20:
|
||||
buy = data['close'][i]
|
||||
weight = 10
|
||||
|
||||
"""
|
||||
if i > 100:
|
||||
if min(data['gradient1'][i-5:i]) < -0.009 and -0.009 < data['gradient1'][i]:
|
||||
if data['high'][i] < data['envelope_middle'][i]:
|
||||
buy = data['close'][i]
|
||||
weight = 10
|
||||
"""
|
||||
return buy, weight
|
||||
|
||||
def getSellPriceAndWeight_Envelope(self, data, i):
|
||||
sell, weight, type = -1, -1, -1
|
||||
|
||||
if data.index[i].strftime("%Y.%m.%d") == "2022.12.01":
|
||||
print(1)
|
||||
|
||||
# upper lined에서 처리
|
||||
if data['close'][i - 1] < data['envelope_upper'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
|
||||
if data['slow_d'][i - 1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
|
||||
sell = data["close"][i]
|
||||
weight = 1
|
||||
type = 1
|
||||
if data['envelope_upper'][i - 1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
|
||||
if data['slow_d'][i - 1] <= data['slow_k'][i - 1] and data['slow_k'][i] <= data['slow_d'][i]:
|
||||
sell = data["close"][i]
|
||||
weight = 1
|
||||
type = 2
|
||||
if data['envelope_upper'][i - 1] < data['close'][i - 1] and data['envelope_upper'][i] < data['close'][i]:
|
||||
if data['slow_d'][i - 1] + 2 <= data['slow_k'][i - 1] and data['slow_d'][i] + 1 == data['slow_k'][i]:
|
||||
sell = data["close"][i]
|
||||
weight = 1
|
||||
type = 3
|
||||
|
||||
if data['envelope_upper'][i] < data['high'][i] and data['open'][i] < data['close'][i]:
|
||||
if data['close'][i] - data['open'][i] < data['high'][i] - data['close'][i]:
|
||||
sell = data["close"][i]
|
||||
weight = 1
|
||||
type = 4
|
||||
|
||||
return sell, weight, type
|
||||
|
||||
# 팔아야 할 시점을 체크하기 위함
|
||||
# 이전에 산 가격보다 지금 5원이상 떨어졌다면 매도 한다.
|
||||
def checkBelow5WonFromPreviousBuyPrice(self, last_index, data, price):
|
||||
for i in range(last_index - 1, 0, -1):
|
||||
if data['sell'][i] != -1:
|
||||
return False
|
||||
if data['buy'][i] != -1:
|
||||
if data['buy'][i] - price > 5:
|
||||
return True
|
||||
return
|
||||
|
||||
def checkWithEnvelope_252670(self, data, isRealTime=False):
|
||||
|
||||
bsLine = {}
|
||||
size = len(data["close"])
|
||||
|
||||
bsLine['buy'] = [-1 for i in range(size)]
|
||||
bsLine['buy_weight'] = [-1.0 for i in range(size)]
|
||||
bsLine['sell'] = [-1 for i in range(size)]
|
||||
bsLine['sell_weight'] = [-1.0 for i in range(size)]
|
||||
|
||||
for i in range(size):
|
||||
if isRealTime:
|
||||
if i < size - 1:
|
||||
continue
|
||||
|
||||
"""
|
||||
# 이전에 산 가격보다 지금 5원이상 떨어졌다면 매도 한다.
|
||||
price = data['close'][i] if data['close'][i] >= data['open'][i] else data['open'][i]
|
||||
if self.checkBelow5WonFromPreviousBuyPrice(i, data, price):
|
||||
data['sell'][i] = price
|
||||
bsLine['sell'][i] = price
|
||||
bsLine['sell_weight'][i] = 50
|
||||
return bsLine, data
|
||||
"""
|
||||
|
||||
"""
|
||||
# middle line에 맞다은 적 없이, low line에 붙었거나 아래에 있었던 캔들의 높은 가격을 얻어옴
|
||||
buy, buy_weight = self.getBuyPriceAndWeight_Envelope(i, data)
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = buy_weight
|
||||
return bsLine, data
|
||||
"""
|
||||
|
||||
if 0 < data['gradients_avg60'][i] < 0.001:
|
||||
if data['high'][i] < data['envelope_middle'][i]:
|
||||
if -0.015 < data['gradients_avg5'][i] and -0.007 < data['gradients_avg20'][i]:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 20.0
|
||||
|
||||
if i > 10:
|
||||
if (
|
||||
data['gradients_avg60'][i - 10] > 0 and data['gradients_avg60'][i - 9] > 0 and
|
||||
data['gradients_avg60'][i - 8] > 0 and
|
||||
data['gradients_avg60'][i - 7] > 0 and data['gradients_avg60'][i - 6] > 0 and
|
||||
data['gradients_avg60'][i - 5] > 0 and
|
||||
data['gradients_avg60'][i - 4] > 0 and data['gradients_avg60'][i - 3] > 0 and
|
||||
data['gradients_avg60'][i - 2] > 0 and
|
||||
data['gradients_avg60'][i - 1] > 0 and data['gradients_avg60'][i] < 0
|
||||
):
|
||||
if data['disparity'][i] < 3:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 20.0
|
||||
|
||||
if data['disparity_avg60'][i] < 65:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 15.0
|
||||
|
||||
if data['slow_k'][i] < 3:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 10.0
|
||||
|
||||
if not (data['avg120'][i - 1] < data['avg60'][i - 1] < data['avg20'][i - 1] < data['avg5'][i - 1]) and (data['avg120'][i] < data['avg60'][i] < data['avg20'][i] < data['avg5'][i]):
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 20.0
|
||||
|
||||
return bsLine, data
|
||||
|
||||
def checkWithEnvelope_122630(self, data, isRealTime=False):
|
||||
|
||||
bsLine = {}
|
||||
size = len(data["close"])
|
||||
|
||||
bsLine['buy'] = [-1 for i in range(size)]
|
||||
bsLine['buy_weight'] = [-1.0 for i in range(size)]
|
||||
bsLine['sell'] = [-1 for i in range(size)]
|
||||
bsLine['sell_weight'] = [-1.0 for i in range(size)]
|
||||
|
||||
for i in range(size):
|
||||
if isRealTime:
|
||||
if i < size - 1:
|
||||
continue
|
||||
|
||||
if i > 10:
|
||||
if data['disparity_avg60'][i] < 60:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 20.0
|
||||
|
||||
if data['macd'][i] < -1000:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 20.0
|
||||
|
||||
if data['slow_k'][i] < 7:
|
||||
if data['slow_d'][i] < data['slow_k'][i]:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 10.0
|
||||
|
||||
if not (data['avg120'][i - 1] < data['avg60'][i - 1] < data['avg20'][i - 1] < data['avg5'][i - 1]) and (data['avg120'][i] < data['avg60'][i] < data['avg20'][i] < data['avg5'][i]):
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 25.0
|
||||
|
||||
return bsLine, data
|
||||
|
||||
def notBuy(self, data, i):
|
||||
if i > 5:
|
||||
check = True
|
||||
for l in range(i - 4, i + 1):
|
||||
if (
|
||||
data['gradients_avg60'][l - 1] > data['gradients_avg60'][l] or
|
||||
data['gradients_avg20'][l - 1] > data['gradients_avg20'][l] or
|
||||
data['gradients_low'][l - 1] > data['gradients_low'][l]
|
||||
):
|
||||
check = False
|
||||
break
|
||||
if not check:
|
||||
return False
|
||||
return True
|
||||
|
||||
def checkWithEnvelope(self, data, analyzed_day=120, isRealTime=False):
|
||||
|
||||
bsLine = {}
|
||||
size = len(data["close"])
|
||||
|
||||
bsLine['buy'] = [-1 for i in range(size)]
|
||||
bsLine['buy_weight'] = [-1.0 for i in range(size)]
|
||||
bsLine['sell'] = [-1 for i in range(size)]
|
||||
bsLine['sell_weight'] = [-1.0 for i in range(size)]
|
||||
|
||||
gap_interval = analyzed_day
|
||||
gap_state = False
|
||||
for i in range(size):
|
||||
if isRealTime:
|
||||
if i < size - 1:
|
||||
continue
|
||||
|
||||
if i > 10:
|
||||
# 만약 전일 저가와 오늘 종의 차이가 1만원이 넘으면 향후 60일은 분석하지 않는다.
|
||||
if data['high'][i] < int(data['low'][i - 1] * 0.7):
|
||||
gap_state = True
|
||||
gap_interval -= 1
|
||||
continue
|
||||
if gap_state:
|
||||
if gap_interval <= 0:
|
||||
gap_state = False
|
||||
gap_interval = 60
|
||||
else:
|
||||
gap_interval -= 1
|
||||
continue
|
||||
|
||||
if data['disparity'][i] < 2:
|
||||
check = True
|
||||
for l in range(i - 3, i):
|
||||
if (
|
||||
data['gradients_avg60'][l - 1] > data['gradients_avg60'][l] or
|
||||
data['gradients_avg20'][l - 1] > data['gradients_avg20'][l] or
|
||||
data['gradients_low'][l - 1] > data['gradients_low'][l] or
|
||||
data['disparity_avg5'][l - 1] > data['disparity_avg5'][l] or
|
||||
data['disparity'][l - 1] < data['disparity'][l]
|
||||
):
|
||||
check = False
|
||||
break
|
||||
if check and 99 < sum(data['disparity_avg5'][i - 4:i + 1]) / 5 < 100 and 99 < sum(data['disparity_avg60'][i - 4:i + 1]) / 5 < 100:
|
||||
if data['slow_k'][i] < 30:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 3.0
|
||||
|
||||
check = True
|
||||
for l in range(i - 2, i):
|
||||
if (data['gradients_avg60'][l - 1] > data['gradients_avg60'][l] or data['gradients_low'][l - 1] > data['gradients_low'][l]):
|
||||
check = False
|
||||
break
|
||||
if (
|
||||
check and
|
||||
-0.0011 < data['gradients_low'][i] < 0 and -0.007 < data['gradients_avg5'][i] < 0.001 and
|
||||
-0.0012 < data['gradients_avg60'][i] < 0 and
|
||||
98.90 < data['disparity_avg5'][i] < 101
|
||||
):
|
||||
if data['slow_k'][i] < 30:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 5.0
|
||||
|
||||
check = True
|
||||
for l in range(i - 6, i):
|
||||
if (
|
||||
data['gradients_avg60'][l - 1] < data['gradients_avg60'][l] or
|
||||
data['gradients_avg20'][l - 1] < data['gradients_avg20'][l] or
|
||||
data['gradients_low'][l - 1] < data['gradients_low'][l] or
|
||||
-0.039 < data['gradients_low'][l - 1] < -0.35 or
|
||||
-0.05 < data['gradients_avg20'][l - 1] < -0.30 or
|
||||
-0.40 < data['gradients_avg60'][l - 1] < -0.30
|
||||
):
|
||||
check = False
|
||||
break
|
||||
if check and 99 < min(data['disparity_avg5'][i - 6:i]) < max(data['disparity_avg5'][i - 6:i]) < 101:
|
||||
if data['slow_k'][i] < 30:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 5.0
|
||||
"""
|
||||
check = True
|
||||
for l in range(i - 3, i):
|
||||
if (
|
||||
data['gradients_low'][l - 1] < data['gradients_low'][l] or
|
||||
data['gradients_avg60'][l - 1] < data['gradients_avg60'][l] or
|
||||
data['gradients_avg20'][l - 1] < data['gradients_avg20'][l] or
|
||||
0.01 < data['gradients_low'][l - 1] < 0.21 or
|
||||
-0.09 < data['gradients_avg20'][l - 1] < -0.002 or
|
||||
0.01 < data['gradients_avg60'][l - 1] < 0.021
|
||||
):
|
||||
check = False
|
||||
break
|
||||
if check:
|
||||
if data['slow_k'][i] < 30:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 5.0
|
||||
"""
|
||||
|
||||
|
||||
if (data['disparity'][i] < 5 and 99.0 < data['disparity_avg60'][i] < 99.1 and
|
||||
-0.009 < data['gradients_avg60'][i] < -0.008 and 0.015 < data['gradients_avg20'][i] < 0.016 and
|
||||
-0.006 < data['gradients_avg5'][i] < -0.005 and -0.009 < data['gradients_low'][i] < -0.008):
|
||||
check = True
|
||||
for l in range(i - 5, i):
|
||||
if (
|
||||
data['gradients_avg60'][l - 1] > data['gradients_avg60'][l] or
|
||||
data['gradients_low'][l - 1] > data['gradients_low'][l] or
|
||||
data['disparity'][l - 1] < data['disparity'][l]
|
||||
):
|
||||
check = False
|
||||
break
|
||||
if check:
|
||||
if data['slow_k'][i] < 10:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 5.0
|
||||
|
||||
if data['macd'][i] < -4000:
|
||||
if data['macd'][i - 1] < data['macd'][i]:
|
||||
if not self.notBuy(data, i) and data['slow_k'][i] < 30:
|
||||
if data['slow_k'][i] < 30:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 5.0
|
||||
|
||||
# macd 이전에 없던 바닥인 경우 상승할 찰나 매수
|
||||
if data['macds'][i - 1] < min(data['macds'][:i - 1]):
|
||||
if data['macds'][i - 1] < data['macds'][i]:
|
||||
if not self.notBuy(data, i) and data['slow_k'][i] < 30:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 5.0
|
||||
|
||||
if (
|
||||
98 < data['disparity_avg5'][i] < 100 and data['disparity_avg20'][i] < 93.5 and
|
||||
data['disparity_avg60'][i] < 89 and
|
||||
-0.014 < data['gradients_avg60'][i] < -0.013 and -0.03 < data['gradients_avg20'][
|
||||
i] < -0.02 and -0.014 < data['gradients_low'][i] < -0.013 and
|
||||
data['slow_k'][i] < 11
|
||||
):
|
||||
if not self.notBuy(data, i):
|
||||
if data['slow_k'][i] < 30:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 5.0
|
||||
|
||||
if data['slow_k'][i] < 20 and data['slow_k'][i - 1] < data['slow_d'][i - 1] and data['slow_d'][i] < data['slow_k'][i]:
|
||||
if data['slow_k'][i] < 30:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 7.0
|
||||
|
||||
if not (data['avg120'][i - 1] < data['avg60'][i - 1] < data['avg20'][i - 1] < data['avg5'][i - 1]) and (data['avg120'][i] < data['avg60'][i] < data['avg20'][i] < data['avg5'][i]):
|
||||
if data['slow_k'][i] < 30:
|
||||
buy = data['low'][i]
|
||||
data['buy'][i] = buy
|
||||
bsLine['buy'][i] = buy
|
||||
bsLine['buy_weight'][i] = 10.0
|
||||
|
||||
|
||||
if data['slow_k'][i] > 75:
|
||||
if (data['slow_d'][i-1] < data['slow_k'][i-1] and data['slow_k'][i] < data['slow_d'][i]):
|
||||
sell = data['close'][i]
|
||||
weight = 100
|
||||
data['sell'][i] = sell
|
||||
bsLine['sell'][i] = sell
|
||||
bsLine['sell_weight'][i] = weight
|
||||
|
||||
if data['slow_k'][i] > 85:
|
||||
if data['slow_k'][i] < data['slow_d'][i]:
|
||||
sell = data['close'][i]
|
||||
weight = 100
|
||||
data['sell'][i] = sell
|
||||
bsLine['sell'][i] = sell
|
||||
bsLine['sell_weight'][i] = weight
|
||||
|
||||
return bsLine, data
|
||||
|
||||
def checkTransactionWithEnvelope(self, data, stock_code, analyzed_day, isRealTime=False):
|
||||
if isRealTime:
|
||||
if stock_code == "252670":
|
||||
bsLine, data = self.checkWithEnvelope_252670(data, isRealTime)
|
||||
elif stock_code == "122630":
|
||||
bsLine, data = self.checkWithEnvelope_122630(data, isRealTime)
|
||||
else:
|
||||
bsLine, data = self.checkWithEnvelope(data, analyzed_day, isRealTime)
|
||||
else:
|
||||
# 사야 할 시점과 팔아야 할 시점을 체크한다.
|
||||
if stock_code == "252670":
|
||||
bsLine, data = self.checkWithEnvelope_252670(data, isRealTime)
|
||||
elif stock_code == "122630":
|
||||
bsLine, data = self.checkWithEnvelope_122630(data, isRealTime)
|
||||
else:
|
||||
bsLine, data = self.checkWithEnvelope(data, analyzed_day, isRealTime)
|
||||
|
||||
return bsLine, data
|
||||
|
||||
@@ -1,128 +0,0 @@
|
||||
from hts.BuySellChecker import BuySellChecker
|
||||
|
||||
class BuySellChecker_122630 (BuySellChecker):
|
||||
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
return
|
||||
|
||||
def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
|
||||
buy, weight, type = -1, -1, ""
|
||||
|
||||
"""
|
||||
#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'
|
||||
"""
|
||||
|
||||
# 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, type = -1, -1, ""
|
||||
|
||||
# 매수전략 #1: 높은 상승
|
||||
if (350 < data['macd'][i] or 300 < 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'
|
||||
|
||||
# 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 = {}
|
||||
|
||||
if data is not None and 'close' in data.columns:
|
||||
size = len(data["close"])
|
||||
if isRealTime:
|
||||
|
||||
# isRealTime=True, 실시간 적용
|
||||
last_index = size - 1
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
|
||||
bsLine['buy'] = [buy]
|
||||
bsLine['buy_weight'] = [buy_weight]
|
||||
bsLine['sell'] = [sell]
|
||||
bsLine['sell_weight'] = [sell_weight]
|
||||
|
||||
else:
|
||||
# Type=False, 시뮬레이션 적용
|
||||
bsLine['buy'] = [-1 for i in range(size)]
|
||||
bsLine['buy_weight'] = [-1 for i in range(size)]
|
||||
bsLine['sell'] = [-1 for i in range(size)]
|
||||
bsLine['sell_weight'] = [-1 for i in range(size)]
|
||||
|
||||
for last_index in range(size):
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
# sell, sell_weight = -1, -1
|
||||
|
||||
bsLine['buy'][last_index] = buy
|
||||
bsLine['buy_weight'][last_index] = buy_weight
|
||||
bsLine['sell'][last_index] = sell
|
||||
bsLine['sell_weight'][last_index] = sell_weight
|
||||
else:
|
||||
bsLine['buy'] = [-1]
|
||||
bsLine['buy_weight'] = [-1]
|
||||
bsLine['sell'] = [-1]
|
||||
bsLine['sell_weight'] = [-1]
|
||||
|
||||
return bsLine
|
||||
@@ -1,127 +0,0 @@
|
||||
from hts.BuySellChecker import BuySellChecker
|
||||
|
||||
class BuySellChecker_233740 (BuySellChecker):
|
||||
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
return
|
||||
|
||||
def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
|
||||
buy, weight, type = -1, -1, ""
|
||||
|
||||
"""
|
||||
#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'
|
||||
"""
|
||||
|
||||
# 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, type = -1, -1, ""
|
||||
|
||||
# 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'
|
||||
|
||||
# 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 = {}
|
||||
|
||||
if data is not None and 'close' in data.columns:
|
||||
size = len(data["close"])
|
||||
if isRealTime:
|
||||
|
||||
# isRealTime=True, 실시간 적용
|
||||
last_index = size - 1
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
|
||||
bsLine['buy'] = [buy]
|
||||
bsLine['buy_weight'] = [buy_weight]
|
||||
bsLine['sell'] = [sell]
|
||||
bsLine['sell_weight'] = [sell_weight]
|
||||
|
||||
else:
|
||||
# Type=False, 시뮬레이션 적용
|
||||
bsLine['buy'] = [-1 for i in range(size)]
|
||||
bsLine['buy_weight'] = [-1 for i in range(size)]
|
||||
bsLine['sell'] = [-1 for i in range(size)]
|
||||
bsLine['sell_weight'] = [-1 for i in range(size)]
|
||||
|
||||
for last_index in range(size):
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
# sell, sell_weight = -1, -1
|
||||
|
||||
bsLine['buy'][last_index] = buy
|
||||
bsLine['buy_weight'][last_index] = buy_weight
|
||||
bsLine['sell'][last_index] = sell
|
||||
bsLine['sell_weight'][last_index] = sell_weight
|
||||
else:
|
||||
bsLine['buy'] = [-1]
|
||||
bsLine['buy_weight'] = [-1]
|
||||
bsLine['sell'] = [-1]
|
||||
bsLine['sell_weight'] = [-1]
|
||||
|
||||
return bsLine
|
||||
@@ -1,127 +0,0 @@
|
||||
from hts.BuySellChecker import BuySellChecker
|
||||
|
||||
class BuySellChecker_251340 (BuySellChecker):
|
||||
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
return
|
||||
|
||||
def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
|
||||
buy, weight, type = -1, -1, ""
|
||||
|
||||
"""
|
||||
#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'
|
||||
"""
|
||||
|
||||
# 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, type = -1, -1, ""
|
||||
|
||||
# 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'
|
||||
|
||||
# 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 = {}
|
||||
|
||||
if data is not None and 'close' in data.columns:
|
||||
size = len(data["close"])
|
||||
if isRealTime:
|
||||
|
||||
# isRealTime=True, 실시간 적용
|
||||
last_index = size - 1
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
|
||||
bsLine['buy'] = [buy]
|
||||
bsLine['buy_weight'] = [buy_weight]
|
||||
bsLine['sell'] = [sell]
|
||||
bsLine['sell_weight'] = [sell_weight]
|
||||
|
||||
else:
|
||||
# Type=False, 시뮬레이션 적용
|
||||
bsLine['buy'] = [-1 for i in range(size)]
|
||||
bsLine['buy_weight'] = [-1 for i in range(size)]
|
||||
bsLine['sell'] = [-1 for i in range(size)]
|
||||
bsLine['sell_weight'] = [-1 for i in range(size)]
|
||||
|
||||
for last_index in range(size):
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
# sell, sell_weight = -1, -1
|
||||
|
||||
bsLine['buy'][last_index] = buy
|
||||
bsLine['buy_weight'][last_index] = buy_weight
|
||||
bsLine['sell'][last_index] = sell
|
||||
bsLine['sell_weight'][last_index] = sell_weight
|
||||
else:
|
||||
bsLine['buy'] = [-1]
|
||||
bsLine['buy_weight'] = [-1]
|
||||
bsLine['sell'] = [-1]
|
||||
bsLine['sell_weight'] = [-1]
|
||||
|
||||
return bsLine
|
||||
@@ -1,126 +0,0 @@
|
||||
from hts.BuySellChecker import BuySellChecker
|
||||
|
||||
class BuySellChecker_252670 (BuySellChecker):
|
||||
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
return
|
||||
def getBuyPriceAndWeight(self, stock_code, i, data, INFO):
|
||||
buy, weight, type = -1, -1, ""
|
||||
|
||||
"""
|
||||
#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'
|
||||
"""
|
||||
|
||||
# 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, type = -1, -1, ""
|
||||
|
||||
# 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'
|
||||
|
||||
# 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 = {}
|
||||
|
||||
if data is not None and 'close' in data.columns:
|
||||
size = len(data["close"])
|
||||
if isRealTime:
|
||||
|
||||
# isRealTime=True, 실시간 적용
|
||||
last_index = size - 1
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
|
||||
bsLine['buy'] = [buy]
|
||||
bsLine['buy_weight'] = [buy_weight]
|
||||
bsLine['sell'] = [sell]
|
||||
bsLine['sell_weight'] = [sell_weight]
|
||||
|
||||
else:
|
||||
# Type=False, 시뮬레이션 적용
|
||||
bsLine['buy'] = [-1 for i in range(size)]
|
||||
bsLine['buy_weight'] = [-1 for i in range(size)]
|
||||
bsLine['sell'] = [-1 for i in range(size)]
|
||||
bsLine['sell_weight'] = [-1 for i in range(size)]
|
||||
|
||||
for last_index in range(size):
|
||||
|
||||
buy, buy_weight = self.getBuyPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
sell, sell_weight = self.getSellPriceAndWeight(stock_code, last_index, data, INFO)
|
||||
# sell, sell_weight = -1, -1
|
||||
|
||||
bsLine['buy'][last_index] = buy
|
||||
bsLine['buy_weight'][last_index] = buy_weight
|
||||
bsLine['sell'][last_index] = sell
|
||||
bsLine['sell_weight'][last_index] = sell_weight
|
||||
else:
|
||||
bsLine['buy'] = [-1]
|
||||
bsLine['buy_weight'] = [-1]
|
||||
bsLine['sell'] = [-1]
|
||||
bsLine['sell_weight'] = [-1]
|
||||
|
||||
return bsLine
|
||||
Reference in New Issue
Block a user