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dosangyoon
2022-05-20 19:15:29 +09:00
parent 963dbd1944
commit 8da4ed920c
2 changed files with 9 additions and 19 deletions
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22
hts/BuySellChecker.py
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@@ -207,20 +207,14 @@ class BuySellChecker:
########################## ##########################
if i < 40: if i < 40:
if data["low"][i] < data["lower"][i]+5: if data["low"][i] < data["lower"][i]+5:
if data["slow_k"][i-1] < 20 and data["slow_k"][i] < 25: if data["slow_k"][i-1] < 40 and data["slow_k"][i] < 45:
if data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i] and data["slow_k"][i-1] < data["slow_k"][i]: if data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i] and data["slow_k"][i-1] < data["slow_k"][i]:
if data["close"][i] < data["avg5"][i]: buy = data["low"][i]
buy = data["close"][i] - 5
else: else:
buy = data["low"][i] - 5 if data["low"][i] < data["lower"][i]:
else: if data["slow_k"][i-1] < 50 and data["slow_k"][i] < 55:
if data["low"][i] < data["lower"][i]+5: if data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_k"][i] > data["slow_d"][i] and data["slow_k"][i-1] <= data["slow_k"][i]:
if data["slow_k"][i-1] < 20 and data["slow_k"][i] < 25: buy = data["low"][i]
if data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i] and data["slow_k"][i-1] < data["slow_k"][i]:
if data["close"][i] < data["avg5"][i]:
buy = data["close"][i] - 5
else:
buy = data["low"][i] - 5
############################# #############################
### STOCHASTIC weight 분석 ### ### STOCHASTIC weight 분석 ###
@@ -427,12 +421,12 @@ class BuySellChecker:
rsi = rsi_df['rsi'].values.tolist() rsi = rsi_df['rsi'].values.tolist()
rsis = rsi_df['rsis'].values.tolist() rsis = rsi_df['rsis'].values.tolist()
temp = {"date": point_temp[:-window+1], temp = {"date": point_temp[window-1:],
"open": open_list, "high": high_list, "low": low_list, "close": close_list, "volume": vol_list, "upper": upper, "lower": lower, "open": open_list, "high": high_list, "low": low_list, "close": close_list, "volume": vol_list, "upper": upper, "lower": lower,
"avg5": avg5, "avg10": avg10, "avg30": avg30, "avg60": avg60, "avg5": avg5, "avg10": avg10, "avg30": avg30, "avg60": avg60,
"fast_k": fast_k, "slow_k": slow_k, "slow_d": slow_d, "rsi": rsi, "rsis": rsis} "fast_k": fast_k, "slow_k": slow_k, "slow_d": slow_d, "rsi": rsi, "rsis": rsis}
data = pd.DataFrame(temp) data = pd.DataFrame(temp)
df_final_time = pd.DatetimeIndex(point_temp[:-window+1]) df_final_time = pd.DatetimeIndex(point_temp[window-1:])
data.index = df_final_time data.index = df_final_time
return data return data

6
hts/Simulation.py
View File

@@ -180,11 +180,7 @@ if __name__ == "__main__":
RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d") RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d")
stock_codes = ["252670", "122630"] stock_codes = ["252670", "122630"]
given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913', given_days = ['20210901', '20211020', '20220128', '20220520']
'20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929',
'20210930','20211001','20211005','20211006','20211007','20211008','20211012','20211013','20211014',
'20211018', '20211019','20211020','20211021','20211022','20211025']
given_days = ['20220128']
simulation = Simulation(stock_codes[0]) simulation = Simulation(stock_codes[0])
given_days = sorted(given_days, reverse=True) given_days = sorted(given_days, reverse=True)