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]
+        ### sell 분석 ###
-        if data["slow_k"][i] > 90:
+        ################
+        # 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
 
 

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}

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)

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)