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dsyoon
2023-10-16 10:52:44 +09:00
parent 8bb8e8b09a
commit 90b3327716
4 changed files with 62 additions and 37 deletions
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50
hts/BuySellChecker.py
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@@ -221,32 +221,44 @@ class BuySellChecker:
def getBuyPriceAndWeight(self, i, data):
buy, weight = -1, -1
# 1) 스토캐스틱 과매도
slow_k_buy = False
for idx in range(i, i-10, -1):
if data['slow_k'][idx] < 20:
slow_k_buy = True
break
if i < 40:
return buy, weight
# 2) macd 교차 신호
macd_buy = False
if slow_k_buy:
for idx in range(i, i-10, -1):
if data['macd'][idx - 1] < 0 and data['macds'][idx - 1] < 0 and data['macd'][idx] < 0 and data['macds'][idx] < 0:
if data['macd'][idx-1] < data['macds'][idx-1] and data['macd'][idx] > data['macds'][idx]:
macd_buy = True
max_vol_5 = max(data['volume'].to_list()[i - 4: i + 1])
max_vol_30 = max(data['volume'].to_list()[i - 24: i - 4])
if max_vol_30 < max_vol_5:
if data['open'][i-1] < data['close'][i-1] and data['volume'][i-1] < data['volume'][i]:
#if data['open'][i - 1] < data['close'][i - 1] and data['volume'][i - 1] < data['volume'][i]:
# 1) 스토캐스틱 과매도
slow_k_buy = False
for idx in range(i, i-10, -1):
if data['slow_k'][idx] < 20:
slow_k_buy = True
break
# 3) RSI 지수가 50위로 올라갈 때
if macd_buy:
if data['rsi'][i-1] < 40 and data['rsi'][i] > 40:
buy, weight = data['close'][i] , 1
# 2) macd 교차 신호
macd_buy = False
if slow_k_buy:
for idx in range(i, i-10, -1):
if data['macd'][idx - 1] < 0 and data['macds'][idx - 1] < 0 and data['macd'][idx] < 0 and data['macds'][idx] < 0:
if data['macd'][idx-1] < data['macds'][idx-1] and data['macd'][idx] > data['macds'][idx]:
macd_buy = True
break
# 3) RSI 지수가 50위로 올라갈 때
if macd_buy:
if data['rsi'][i-1] < 40 and data['rsi'][i] > 40:
buy, weight = data['close'][i] , 1
"""
min_macd = min(data['macd'])
if i > 30 and data['macd'][i] < min_macd + (-min_macd * 0.5):
if i > 30 and data['macd'][i] < min_macd + (-min_macd * 0.4):
buy, weight = data['close'][i], 1
"""
if data['macd'][i] < -4:
if data['open'][i - 1] < data['close'][i - 1] and data['volume'][i - 1] < data['volume'][i]:
buy, weight = data['close'][i], 1
return buy, weight