init

hts/HTS.py

@@ -1,10 +1,10 @@
-import win32com.client
+#import win32com.client
 import time
 import os
 from datetime import datetime, timedelta
 import pandas as pd
 from enum import Enum
-#import plotly.graph_objects as go
+import plotly.graph_objects as go
 
 
 # enum 주문 상태 세팅용
@@ -545,7 +545,10 @@ class HTS:
 
         return data, upper_temp, lower_temp
 
-    def draw(self, given_day, data, upper, lower, buy_line, sell_line):
+    def draw(self, given_day, data, upper, lower, bsLine):
+        buy_line = bsLine['buy']
+        sell_line = bsLine['sell']
+
         # 그래프 설정을 위한 변수를 생성한다.
         data['Open'] = pd.to_numeric(data['Open'])
         data['High'] = pd.to_numeric(data['High'])
@@ -588,11 +591,229 @@ class HTS:
         candle_stick = go.Candlestick(x=data['Date'], open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], increasing_line_color='red', decreasing_line_color='blue')
 
         # 그래프를 그린다.
-        fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, ma2, ma5, ma10, ma15, ma20])
+        fig = go.Figure(data=[candle_stick, bolinger_upper, bolinger_lower, buy_check, sell_check, ma2, ma10, ma15, ma20])
         fig.update_layout(title=given_day + "_2x")
         fig.show()
         return
 
+    def checkTransaction(self, data, upper, lower):
+        low = data["Low"]
+        high = data["High"]
+        close = data["Close"]
+        open = data["Open"]
+        ma2 = data["ma2"]
+        ma10 = data["ma10"]
+        ma15 = data["ma15"]
+        ma20 = data["ma20"]
+
+        bsLine = {}
+        bsLine['buy']  = [-1 for i in range(len(lower))]
+        bsLine['sell'] = [-1 for i in range(len(lower))]
+        # buy 체크
+        for i in range(3, len(lower)):
+            #1
+            if close[i] < ma2[i] < lower[i]:
+                if low[i-2] == open[i-2] < close[i-2] < high[i-2]:
+                    if low[i-1] == close[i-1] < open[i-1] < high[i-1]:
+                        if low[i] == close[i] < open[i] < high[i]:
+                            bsLine['buy'][i+1] = close[i] + 5
+                            bsLine['sell'][i + 1] = close[i] + 15
+                            continue
+
+            #2
+            if lower[i-2] > lower[i-1] and lower[i-1] < lower[i]:
+                if lower[i-2] > low[i-2]:
+                    if open[i-2] < close[i-2] and open[i-1] < close[i-1] and open[i] < close[i]:
+                        bsLine['buy'][i + 1] = open[i]
+                        bsLine['sell'][i + 1] = open[i] + 10
+                        continue
+
+            if lower[i-2] > lower[i-1] > lower[i]:
+                # 3
+                if high[i-2] == open[i-2] > close[i-2] > low[i-2] and close[i-2] < ma2[i-2]:
+                    if high[i-1] > open[i-1] > close[i-1] == low[i-1] and close[i-1] < ma2[i-1]:
+                        if ma2[i-1] == ma2[i] and low[i] == open[i] < close[i] < high[i]:
+                            bsLine['buy'][i + 1] = close[i]
+                            bsLine['sell'][i + 1] = close[i] + 10
+                            continue
+
+                #4
+                if upper[i] < upper[i-2] < upper[i-1]:
+                    if ma10[i-2] > ma10[i-1] > ma2[i-2] > ma2[i-1] == ma2[i]:
+                        if high[i-2] == open[i-2] > close[i-2] == low[i-2]:
+                            if high[i-1] == open[i-1] > close[i-1] == low[i-1]:
+                                if high[i] > close[i] > open[i] == low[i]:
+                                    bsLine['buy'][i + 1] = close[i]
+                                    bsLine['sell'][i + 1] = close[i] + 5
+                                    continue
+
+            #5
+            if upper[i-2] > upper[i-1] and upper[i-1] < upper[i]:
+                if lower[i - 2] > lower[i - 1] and lower[i - 1] < lower[i]:
+                    if open[i-1] < ma2[i-1] and open[i-1]==low[i-1] < close[i-1]==high[i-1]:
+                        if open[i]==low[i] < close[i] == high[i]:
+                            if close[i] > ma2[i] and close[i] > ma10[i] and close[i] > ma15[i] and close[i] > ma20[i]:
+                                bsLine['buy'][i+1] = close[i] + 5
+                                bsLine['sell'][i + 1] = close[i] + 25
+                                continue
+
+            #6
+            if lower[i] < lower[i-2] < lower[i-1]:
+                if lower[i-2] < low[i-2] < close[i-2] < open[i-2] == high[i-2]:
+                    if low[i-1] < lower[i-1] < close[i-1]==open[i-1] < high[i-1]:
+                        if low[i] < lower[i] < close[i] == open[i] < high[i]:
+                            bsLine['buy'][i + 1] = close[i]
+                            bsLine['sell'][i + 1] = close[i] + 5
+                            continue
+
+            #7
+            if low[i-2] < open[i-2] == close[i-2] == high[i-2]:
+                if low[i - 1] < open[i - 1] == close[i - 1] == high[i - 1]:
+                    if low[i] < open[i] < close[i] == high[i]:
+                        if ma2[i] < close[i] and ma10[i] < close[i] and ma15[i] < close[i] and ma20[i] < close[i]:
+                            if lower[i-2] < lower[i-1] < lower[i]:
+                                if upper[i-2] > upper[i-1] > upper[i]:
+                                    bsLine['buy'][i + 1] = close[i]
+                                    bsLine['sell'][i + 1] = close[i] + 10
+                                    continue
+
+            #8
+            if low[i-2] < close[i-2] < open[i-2] == high[i-2]:
+                if low[i-1] < open[i-1] < close[i-1] == high[i-1]:
+                    if low[i] < open[i] < close[i] == high[i]:
+                        if lower[i-1] < lower[i] < lower[i-2]:
+                            if upper[i] < upper[i-2] < upper[i-1]:
+                                bsLine['buy'][i + 1] = open[i]
+                                bsLine['sell'][i + 1] = open[i] + 5
+                                continue
+
+            #9
+            if low[i-2] == open[i-2] < close[i-2] < high[i-2]:
+                if low[i-1] == close[i-1] < open[i-1] < high[i-1]:
+                    if low[i] < open[i] == close[i] < high[i] and close[i-1] < close[i]:
+                        if low[i-2] == low[i-1] and open[i-2] == close[i-1] and close[i-2] == open[i-1] and high[i-2] == high[i-1]:
+                            bsLine['buy'][i + 1] = open[i]
+                            bsLine['sell'][i + 1] = open[i] + 15
+                            continue
+
+            #10
+            if low[i-2] == close[i-2] < open[i-2] == high[i-2]:
+                if low[i-1] == open[i-1] < close[i-1] == high[i-1]:
+                    if low[i] == close[i] < open[i] == high[i]:
+                        if high[i-2] == high[i-1] == high[i]:
+                            if low[i-2] == low[i] < low[i-1]:
+                                bsLine['buy'][i + 1] = open[i-1]
+                                bsLine['sell'][i + 1] = open[i-1] + 5
+                                continue
+
+            # 11
+            if low[i-2] < close[i-2] == open[i-2] < high[i-2]:
+                if low[i-1] < close[i - 1] < open[i - 1] == high[i - 1]:
+                    if low[i] < close[i] == open[i] < high[i]:
+                        if low[i-2] == low[i] and high[i-2] == high[i] and low[i-1] < low[i-2] and high[i-1] < high[i-2]:
+                            if ma2[i - 2] > ma2[i - 1] > ma2[i]:
+                                bsLine['buy'][i + 1] = close[i]
+                                bsLine['sell'][i + 1] = close[i] + 15
+                                continue
+
+            # 12
+            if low[i - 2] < close[i - 2] < open[i - 2] < high[i - 2]:
+                if low[i - 1] == open[i - 1] < close[i - 1] < high[i - 1]:
+                    if low[i] == open[i] < close[i] == high[i]:
+                        if lower[i-2] > lower[i-1] and ma2[i-2] > ma2[i-1] and ma2[i-1] < ma2[i]:
+                            bsLine['buy'][i + 1] = close[i-1]
+                            bsLine['sell'][i + 1] = close[i-1] + 5
+                            continue
+
+            # 13
+            if low[i-2] == open[i-2] < close[i-2] < high[i-2]:
+                if low[i-1] == close[i-1] < open[i-1] == high[i-1]:
+                    if low[i] == open[i] < close[i] < high[i]:
+                        if low[i-2] == low[i] > low[i-1]:
+                            bsLine['buy'][i + 1] = close[i]
+                            bsLine['sell'][i + 1] = close[i] + 5
+                            continue
+
+            # 14
+            if low[i-2] < open[i-2] == close[i-2] < high[i-2]:
+                if low[i-1] < open[i-1] == close[i-1] < high[i-1]:
+                    if low[i] < open[i] == close[i] < high[i]:
+                        if low[i-2] < ma2[i-2] < high[i-2] and low[i-1] < ma2[i-1] < high[i-1] and low[i] < ma2[i] < high[i]:
+                            if high[i - 2] < ma10[i - 2] and high[i - 1] < ma10[i - 1] and high[i] < ma10[i]:
+                                bsLine['buy'][i + 1] = close[i]
+                                bsLine['sell'][i + 1] = close[i] + 5
+                                continue
+
+            # 15
+            if low[i - 2] < close[i - 2] < open[i - 2] == high[i - 2]:
+                if low[i-2] < lower[i-2] and high[i-2] < upper[i-2]:
+                    if low[i - 1] == open[i - 1] < close[i - 1] <= high[i - 1]:
+                        if low[i - 1] > lower[i - 1] and high[i - 1] < upper[i - 1]:
+                            if low[i] <= open[i] < close[i] == high[i]:
+                                if low[i] > lower[i] and high[i] > upper[i]:
+                                    bsLine['buy'][i + 1] = close[i] - 5
+                                    bsLine['sell'][i + 1] = close[i] + 5
+                                    continue
+
+            # 16
+            if low[i - 3] < close[i - 3] < open[i - 3] == high[i - 3]:
+                if low[i-3] > lower[i-3] and high[i-3] < upper[i-3]:
+                    if low[i - 2] < close[i - 2] < open[i - 2] == high[i - 2]:
+                        if low[i - 2] < lower[i - 2] and high[i - 2] < upper[i - 2]:
+                            if low[i - 1] <= open[i - 1] < close[i - 1] == high[i - 1]:
+                                if low[i - 1] < lower[i - 1] and high[i - 1] > upper[i - 1]:
+                                    if low[i] < open[i] == close[i] < high[i]:
+                                        if low[i] < lower[i]:
+                                            bsLine['buy'][i + 1] = close[i] - 5
+                                            bsLine['sell'][i + 1] = close[i] + 5
+                                            continue
+
+            # 16
+            if low[i - 2] == close[i - 2] == open[i - 2] < high[i - 2]:
+                if low[i - 2] < lower[i - 2]:
+                    if low[i - 1] == close[i - 1] == open[i - 1] < high[i - 1]:
+                        if low[i] == open[i] < close[i] == high[i]:
+                            bsLine['buy'][i + 1] = close[i]
+                            bsLine['sell'][i + 1] = close[i] + 20
+                            continue
+
+            # 17
+            if low[i - 3] == open[i - 3] == close[i - 3] < high[i - 3]:
+                if high[i - 3] > upper[i - 3]:
+                        if low[i - 2] < open[i - 2] == close[i - 2] < high[i - 2]:
+                            if high[i - 2] > upper[i - 2] and low[i - 2] < lower[i - 2]:
+                                if low[i - 1] < open[i - 1] == close[i - 1] < high[i - 1]:
+                                    if low[i - 1] < lower[i - 1]:
+                                        if low[i] == open[i] < close[i] <= high[i]:
+                                            bsLine['buy'][i + 1] = close[i] + 5
+                                            bsLine['sell'][i + 1] = close[i] + 20
+                                            continue
+
+            # 18
+            if open[i - 3] > close[i - 3]:
+                if low[i - 3] < lower[i - 3] and low[i - 3] < ma2[i - 3]:
+                    if low[i - 2] == close[i - 2] < open[i - 2] <= high[i - 2]:
+                        if low[i - 2] < lower[i - 2] and low[i - 2] < ma2[i - 2]:
+                            if low[i - 1] < open[i - 1] == close[i - 1] <= high[i - 1]:
+                                if close[i - 2] < close[i - 1]:
+                                    if low[i] < open[i] == close[i] <= high[i]:
+                                        if close[i - 1] < close[i]:
+                                            bsLine['buy'][i + 1] = close[i]+5
+                                            bsLine['sell'][i + 1] = close[i] + 20
+                                            continue
+
+            # 19
+            if low[i-3] < open[i - 3] < close[i - 3] == high[i-3] < ma20[i-3]:
+                if low[i - 2] < close[i - 2] == open[i - 2] <= high[i - 2] < ma20[i-2]:
+                    if low[i - 1] < open[i - 1] <= close[i - 1] == high[i - 1] < ma20[i-1]:
+                        if low[i] <= open[i] < close[i] == high[i]:
+                            if open[i-3] <= open[i-2] <= open[i-1] or close[i-2] <= close[i-1] <= close[i]:
+                                bsLine['buy'][i + 1] = close[i]+5
+                                bsLine['sell'][i + 1] = close[i] + 15
+                                continue
+        return bsLine
+
+    """
     def checkTransaction(self, data, upper, lower):
         low = data["Low"]
         high = data["High"]
@@ -623,7 +844,6 @@ class HTS:
                 buy_line[i+1] = low[i] + 5
                 check = False
 
-
             if low[i-2] < lower[i-2] and low[i-1] < lower[i-1] and low[i] < open[i] == close[i] < high[i] and open[i] - low[i] == high [i] - open[i]:
                 if not (open[i-2] < close[i-2] and open[i-1] < close[i-1]) and not (open[i-2] == close[i-2] or open[i-1] == close[i-1]):
                     buy_line[i+1] = high[i]
@@ -644,6 +864,7 @@ class HTS:
                         break
 
         return buy_line, sell_line
+    """
 
     def simulate(self, stock_code, given_day):
         #timecheckList = pd.read_csv("timecheck.csv").values.tolist()
@@ -664,10 +885,10 @@ class HTS:
         data, upper, lower = self.analyze(result)
 
         # 사야 할 시점과 팔아야 할 시점을 체크한다.
-        buy_line, sell_line = self.checkTransaction(data, upper, lower)
+        bsLine = self.checkTransaction(data, upper, lower)
 
         # 그래프를 그린다.
-        self.draw(given_day, data, upper, lower, buy_line, sell_line)
+        self.draw(given_day, data, upper, lower, bsLine)
 
         # 가져온 만큼 데이터를 누적해서 파일로 작성한다.
         self.write(given_day, result)
@@ -678,7 +899,7 @@ class HTS:
         data, upper, lower = None, None, None
 
         previous_price = 0
-        buy_count = 700
+        buy_count = 260
         total_byu_amt = 0
 
         logFp = open(given_day+".log", "w")
@@ -709,26 +930,28 @@ class HTS:
                 data, upper, lower = self.analyze(result)
 
                 # 사야 할 시점과 팔아야 할 시점을 체크한다.
-                buy_line, sell_line = self.checkTransaction(data, upper, lower)
+                bsLine = self.checkTransaction(data, upper, lower)
+
+                buy_line = bsLine['buy']
 
                 # 주문 및 매도 처리
-                price = buy_line[len(buy_line)-1]
+                price = bsLine['buy'][len(buy_line)-1]
 
                 # 매수신청과 5원 높여서 매도신청
                 if price > 0:
                     if previous_price > 0:
                         if previous_price > price:
-                            if buy_count < 600:
+                            if buy_count < 200:
-                                buy_count = 600
+                                buy_count = 200
-                            buy_count += 100
+                            buy_count += 40
-                            if buy_count > 1000:
+                            if buy_count > 500:
-                                buy_count = 1000
-                        elif previous_price < price:
-                            if buy_count > 800:
-                                buy_count = 800
-                            buy_count -= 100
-                            if buy_count < 500:
                                 buy_count = 500
+                        elif previous_price < price:
+                            if buy_count > 400:
+                                buy_count = 400
+                            buy_count -= 40
+                            if buy_count < 100:
+                                buy_count = 100
                     previous_price = price
 
                     # 매수 주문
@@ -810,12 +1033,13 @@ if __name__ == "__main__":
     #hts.all_stocks()
     #hts.getChartData(stock_code)
     #hts.currentStock(stock_code)
-    hts.printStockData(stock_code, given_day)
+    #hts.printStockData(stock_code, given_day)
 
-    #given_days = ['20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929']
+    given_days = ['20210909','20210910','20210913','20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929','20210930']
-    #given_days = ['20210929']
+    given_days = ['20210909','20210913','20210914','20210915','20210916']
-    #for given_day in given_days:
+    given_days = ['20210913']
-    #    hts.simulate(stock_code, given_day)
+    for given_day in given_days:
+        hts.simulate(stock_code, given_day)
 
     #hts.buyRealTime(stock_code, given_day)