From 7b87c1b56d9d600dbe816422aabccfa8c46d7c9e Mon Sep 17 00:00:00 2001 From: dosangyoon Date: Sun, 24 Oct 2021 20:01:47 +0900 Subject: [PATCH] init --- hts/BuySellChecker.py | 120 +++++++++++++++++++++++++++- hts/HTS_252670.py | 2 +- hts/Simulation.py | 3 +- stockpredictor/analysis/Analyzer.py | 31 +++---- 4 files changed, 136 insertions(+), 20 deletions(-) diff --git a/hts/BuySellChecker.py b/hts/BuySellChecker.py index 1b9c1a2..2d53502 100644 --- a/hts/BuySellChecker.py +++ b/hts/BuySellChecker.py @@ -245,17 +245,129 @@ class BuySellChecker: buy = data["Low"][i] weight = 1 - return buy, weight, sell def getPriceAndWeight2(self, data, i): buy, weight, sell = -1, -1, -1 - if data["slow_k"][i] < 25: - buy = data["Low"][i] - if data["slow_k"][i] > 90: + ################ + ### sell 분석 ### + ################ + # 1. 볼린져밴드 상단이 최고와 종가 사이 아래에 있는 경우 매도한다. + if (data["High"][i] - data["Close"][i]) / 2 + data["Close"][i] > data["upper"][i]: sell = data["High"][i] + if data["slow_k"][i] >= 85: + if data["slow_d"][i - 1] < data["slow_k"][i - 1] and data["slow_k"][i] < data["slow_d"][i]: + sell = data["High"][i] + + # 3. 2시 이후에는 최고가가 볼린져밴드 상단 위에 있으면 매도한다. + if i > 300 and data["High"][i] > data["upper"][i]: + sell = data["High"][i] + + ########################## + ### STOCHASTIC buy 분석 ### + ########################## + if i < 40: + pre_slow = data["slow_k"][i - 1] / data["slow_d"][i - 1] - 1 + now_slow = data["slow_k"][i] / data["slow_d"][i] - 1 + if pre_slow < 0 and 0 < now_slow: + if data["slow_k"][i] <= 20: + if (data["Close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.1: + if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]: + if data["Close"][i] < data["avg5"][i]: + buy = data["Close"][i] + else: + buy = data["Low"][i] + else: + pre_slow = data["slow_k"][i - 1] / data["slow_d"][i - 1] - 1 + now_slow = data["slow_k"][i] / data["slow_d"][i] - 1 + if pre_slow < 0 and pre_slow < now_slow and -0.15 < now_slow: + if data["slow_k"][i] <= 20: + if (data["Close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35: + if data["slow_k"][i - 1] < data["slow_d"][i - 1] and data["slow_d"][i] < data["slow_k"][i]: + if data["Close"][i] < data["avg5"][i]: + buy = data["Close"][i] + else: + buy = data["Low"][i] + + ############################# + ### STOCHASTIC weight 분석 ### + ############################# + if data["slow_k"][i] in (0, 1, 2, 3): + weight = 1 + if data["slow_k"][i] in (4, 5, 6, 7, 8): + weight = 1 + elif data["slow_k"][i] in (9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20): + weight = 1 + elif data["slow_k"][i] in (21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35): + weight = 1 + + return buy, weight, sell + + def getPriceAndWeight3(self, data, i): + buy, weight, sell = -1, -1, -1 + + ################ + ### sell 분석 ### + ################ + # 1. 볼린져밴드 상단이 최고와 종가 사이 아래에 있는 경우 매도한다. + if (data["High"][i] - data["Close"][i]) / 2 + data["Close"][i] > data["upper"][i]: + sell = data["High"][i] + + if data["slow_k"][i] >= 85: + if data["slow_d"][i - 1] < data["slow_k"][i - 1] and data["slow_k"][i] < data["slow_d"][i]: + sell = data["High"][i] + + # 3. 2시 이후에는 최고가가 볼린져밴드 상단 위에 있으면 매도한다. + if i > 300 and data["High"][i] > data["upper"][i]: + sell = data["High"][i] + + ########################## + ### STOCHASTIC buy 분석 ### + ########################## + if i < 40: + pre_slow = data["slow_k"][i - 1] / data["slow_d"][i - 1] - 1 + now_slow = data["slow_k"][i] / data["slow_d"][i] - 1 + if data["slow_d"][i - 2] > data["slow_d"][i - 1] and data["slow_d"][i - 1] < data["slow_d"][i]: + if abs(data["slow_d"][i]-data["slow_k"][i]) < abs(data["slow_d"][i-1]-data["slow_k"][i-1]): + if now_slow < 0.15: + if data["Close"][i] < data["avg5"][i]: + buy = data["Close"][i] + else: + buy = data["Low"][i] + if data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i]: + if abs(now_slow) < 0.001: + if now_slow < 0.15: + if data["Close"][i] < data["avg5"][i]: + buy = data["Close"][i] + else: + buy = data["Low"][i] + else: + if i > 60: + print (1) + pre_slow = data["slow_k"][i - 1] / data["slow_d"][i - 1] - 1 + now_slow = data["slow_k"][i] / data["slow_d"][i] - 1 + if pre_slow < 0 and pre_slow < now_slow and -0.15 < now_slow: + if data["slow_k"][i] <= 20: + if (data["Close"][i] - data["lower"][i]) / (data["upper"][i] - data["lower"][i]) < 0.35: + if data["Close"][i] < data["avg5"][i]: + buy = data["Close"][i] + else: + buy = data["Low"][i] + + ############################# + ### STOCHASTIC weight 분석 ### + ############################# + if data["slow_k"][i] in (0, 1, 2, 3): + weight = 1 + if data["slow_k"][i] in (4, 5, 6, 7, 8): + weight = 1 + elif data["slow_k"][i] in (9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20): + weight = 1 + elif data["slow_k"][i] in (21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35): + weight = 1 + return buy, weight, sell diff --git a/hts/HTS_252670.py b/hts/HTS_252670.py index 541c4c9..bd3878d 100644 --- a/hts/HTS_252670.py +++ b/hts/HTS_252670.py @@ -547,7 +547,7 @@ class HTS_252670: def buyRealTime(self, stock_code, GIVEN_DAY): orderChecker = OrderChecker(stock_code) - BASE_COUNT = 200 + BASE_COUNT = 400 timecheckList = pd.read_csv("timecheck.csv").values.tolist() timecheck = {GIVEN_DAY + " " + str(second).zfill(6):False for second, check in timecheckList} diff --git a/hts/Simulation.py b/hts/Simulation.py index 795a691..544d192 100644 --- a/hts/Simulation.py +++ b/hts/Simulation.py @@ -173,7 +173,8 @@ if __name__ == "__main__": given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913', '20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929', '20210930','20211001','20211005','20211006','20211007','20211008','20211012','20211013','20211014', - '20211018', '20211019','20211020','20211021'] + '20211018', '20211019','20211020','20211021','20211022'] + simulation = Simulation() given_days = sorted(given_days, reverse=True) diff --git a/stockpredictor/analysis/Analyzer.py b/stockpredictor/analysis/Analyzer.py index 3438174..63da66e 100644 --- a/stockpredictor/analysis/Analyzer.py +++ b/stockpredictor/analysis/Analyzer.py @@ -518,29 +518,22 @@ class Analyzer: isbuy = 0 # 스토케스틱이 20이하이어야 하며, 볼린저밴드 0.3 보다 작으며, 위치에너지도 0.2보다 낮다면, - if stochastic_score < 30 and bolingerband_score < 0.3 and positionalEnergy < 0.5: + if stochastic_score < 30 and bolingerband_score < 0.3 and positionalEnergy < 0.3: isbuy = 1 - # 위치에너지가 낮거나 240일선 아래에 있는 상태에서 상태값을 갖는 경우 매수한다. - if state != "": - isbuy = 2 - # 종가가 240일선 아래라면 매수한다. if STOCK[last_index]['close'] < STOCK[last_index]['avg240']: if state == "": - isbuy = 3 + isbuy = 2 else: - isbuy = 4 + isbuy = 3 if len(STOCK) > 5: + # 볼린저밴드 하단에 부딪혔다면, - """ - if (STOCK[last_index-2]['low'] <= BOLINGERBAND[last_index-2]['lower'] <= STOCK[last_index-2]['high'] or - STOCK[last_index-3]['low'] <= BOLINGERBAND[last_index-3]['lower'] <= STOCK[last_index-3]['high'] or - STOCK[last_index-4]['low'] <= BOLINGERBAND[last_index-4]['lower'] <= STOCK[last_index-4]['high']): - """ if (STOCK[last_index - 2]['low'] <= BOLINGERBAND[last_index - 2]['lower'] <= STOCK[last_index - 2]['high'] or STOCK[last_index - 3]['low'] <= BOLINGERBAND[last_index - 3]['lower'] <= STOCK[last_index - 3]['high']): + # 어제 양봉이거나 # 음봉이라면 그저깨 종가보다 어제 시가가 높거나 같고 그저깨 시가보다 어제 종가가 높다. # 음봉이라면 그저깨 시가보다 어제 시가가 높거나 같고 그저깨 종가보다 어제 종가가 높다. @@ -550,15 +543,25 @@ class Analyzer: # (KOSPI: 2011년 8월 11일) # 오늘 양봉이어야 한다. if STOCK[last_index]['open'] < STOCK[last_index]['close']: - isbuy = 5 + isbuy = 4 # (KOSPI: 2011년 9월 26일) # 오늘 음봉이라면, 오늘 시가는 어제 종가보다 높아야 하고, 오늘 종가는 어제 시가보다 높아야 한다. if (STOCK[last_index]['close'] < STOCK[last_index]['open']) and (STOCK[last_index-1]['close'] < STOCK[last_index]['open'] and STOCK[last_index-1]['open'] < STOCK[last_index]['close']): isbuy = 5 - if isbuy==4 and stochastic_score < 30 and bolingerband_score < 0.3 and positionalEnergy < 0.5: + if isbuy==5 and stochastic_score < 10 and bolingerband_score < 0.1 and positionalEnergy < 0.1: + isbuy = 6 + + if (STOCHASTIC[last_index]['slow_k'] < 30 and + STOCHASTIC[last_index-1]['slow_k'] < STOCHASTIC[last_index-1]['slow_d'] and + STOCHASTIC[last_index]['slow_d'] < STOCHASTIC[last_index]['slow_k']): isbuy = 9 + if (STOCHASTIC[last_index]['slow_k'] < 30 and + STOCHASTIC[last_index - 1]['slow_k'] < STOCHASTIC[last_index - 1]['slow_d'] and + STOCHASTIC[last_index]['slow_d'] < STOCHASTIC[last_index]['slow_k']): + isbuy = 8 + fig = self.draw(stock) title = "%s (%s), %s, buy_price (%d), stochastic(%.2f), bolingerband(%.2f), positionalEnergy(%.2f) 차트" % (item_name, item_code, state, buy_price, stochastic_score, bolingerband_score, positionalEnergy) fig['layout'].update(title=title)