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dosangyoon
2021-10-16 20:10:29 +09:00
parent 476e828226
commit 8bcb2beeed
1 changed files with 21 additions and 18 deletions
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39
stockpredictor/analysis/Analyzer.py
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@@ -89,8 +89,9 @@ class Analyzer:
def draw(self, stock):
last_index = self.get_last_index(stock)
if last_index > 300:
index = 300 # 최대 300일치 그래프 확인
if last_index > 540:
index = 540 # 최대 540일치 그래프 확인
df_stock = pd.DataFrame(stock["PRICE"][len(stock["PRICE"]) - index:])
df_stochastic = pd.DataFrame(stock["STOCHASTIC"][len(stock["STOCHASTIC"]) - index:last_index+1])
else:
@@ -99,6 +100,13 @@ class Analyzer:
df_stochastic = pd.DataFrame(stock["STOCHASTIC"][:index+1])
# general
candle_stick = go.Candlestick(x=df_stock.DATE, open=df_stock.open, high=df_stock.high, low=df_stock.low, close=df_stock.close, increasing_line_color='red', decreasing_line_color='blue')
avg5 = go.Scatter(x=df_stock.DATE, y=df_stock.avg5, name="avg5", line_color='#000000')
avg20 = go.Scatter(x=df_stock.DATE, y=df_stock.avg20, name="avg20", line_color='#f84c43')
avg60 = go.Scatter(x=df_stock.DATE, y=df_stock.avg60, name="avg60", line_color='#f89543')
avg120 = go.Scatter(x=df_stock.DATE, y=df_stock.avg120, name="avg120", line_color='#0ed604')
candle_data = [candle_stick, avg5, avg20, avg60, avg120]
volume = go.Bar(x=df_stock.DATE, y=df_stock['volume'], name="volume")
volume_data = [volume]
@@ -107,14 +115,16 @@ class Analyzer:
slow_d = go.Scatter(x=df_stochastic.DATE, y=df_stochastic['slow_d'], name="Slow%D", line_color='#4169E1')
stochastic_data = [slow_k, slow_d]
fig = subplots.make_subplots(rows=2, cols=1, subplot_titles=('거래량', 'Stochastic'))
fig = subplots.make_subplots(rows=3, cols=1, subplot_titles=('차트', '거래량', 'Stochastic'))
for trace in volume_data:
for trace in candle_data:
fig.append_trace(trace, 1, 1)
for trace in stochastic_data:
for trace in volume_data:
fig.append_trace(trace, 2, 1)
for trace in stochastic_data:
fig.append_trace(trace, 3, 1)
fig.update_layout(height=800)
fig.update_layout(height=1200, xaxis_rangeslider_visible=False)
return fig
@@ -368,26 +378,19 @@ class Analyzer:
return status, buy_price
def getPositionalEnergy(self, stock, i):
# 350일 중 가장 찾은 금액과 가장 높았던 금액 중 현재가의 위치 계산
# 260 (= 52 * 5)일 중 가장 찾은 금액과 가장 높았던 금액 중 현재가의 위치 계산
top = stock[i]['close']
bottom = stock[i]['close']
price = stock[i]['close']
for i in range(8, 540):
for i in range(8, 260):
if i > len(stock) or not stock[-i]:
break
if top < stock[-i]["close"]:
top = stock[-i]["close"]
if stock[-i]["close"] < bottom:
bottom = stock[-i]["close"]
if top - bottom == 0:
energy = 100
else:
energy = round(((price - bottom) / (top - bottom)), 2)
energy = round(bottom / top, 2)
return energy
@@ -515,7 +518,7 @@ 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 < 0.3:
if stochastic_score < 30 and bolingerband_score < 0.3 and positionalEnergy < 0.6:
isbuy = 1
# 위치에너지가 낮거나 240일선 아래에 있는 상태에서 상태값을 갖는 경우 매수한다.
@@ -553,7 +556,7 @@ class Analyzer:
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 < 0.3:
if isbuy==4 and stochastic_score < 30 and bolingerband_score < 0.3 and positionalEnergy < 0.5:
isbuy = 9
fig = self.draw(stock)