init

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