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dosangyoon
2021-10-24 20:01:47 +09:00
parent 9df419be36
commit 7b87c1b56d
4 changed files with 136 additions and 20 deletions
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120
hts/BuySellChecker.py
View File

@@ -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

2
hts/HTS_252670.py
View File

@@ -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}

3
hts/Simulation.py
View File

@@ -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)

31
stockpredictor/analysis/Analyzer.py
View File

@@ -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)